0001752724-24-045462.txt : 20240228
0001752724-24-045462.hdr.sgml : 20240228
20240228115903
ACCESSION NUMBER: 0001752724-24-045462
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240228
DATE AS OF CHANGE: 20240228
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND
CENTRAL INDEX KEY: 0000777535
ORGANIZATION NAME:
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: 24692295
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
C000234677
Class R4
QSCCFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005086
C000154492
C000154493
C000234677
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
2023-12-31
2023-12-31
N
21514452281.00
137873597.00
21376578684.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
31895410.00000000
USD
UST
Russell 3000 Index, the MSCI EAFE + Canada Index, the Barclays U.S. Aggregate Bond Index
40% LFI:LHMN0001, 42% RUSSELL: 3000, 18% MSCI:EAFE_CANADA
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
3044501.30000000
PA
USD
3020402.03000000
0.014129492257
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Cabaletta Bio Inc
N/A
Cabaletta Bio, Inc
12674W109
66971.00000000
NS
USD
1520241.70000000
0.007111716624
Long
EC
CORP
US
N
1
N
N
Koppers Holdings Inc
N/A
Koppers Holdings, Inc
50060P106
43363.00000000
NS
USD
2221052.86000000
0.010390123194
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690355AX0
4983299.42000000
PA
USD
4309905.42000000
0.020161811128
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
9997173.18000000
0.046766946796
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
4.98800000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
427339.00000000
NS
USD
46716699.48000000
0.218541517660
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
Pulte Homes, Inc
745867101
48760.00000000
NS
USD
5033007.20000000
0.023544493599
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
15635000.00000000
PA
USD
15398196.98000000
0.072033028332
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
9875000.00000000
PA
USD
8853905.65000000
0.041418721774
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.71100000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
220547.00000000
NS
12425065.88000000
0.058124670293
Long
EC
CORP
CA
N
1
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAE6
7100000.00000000
PA
USD
5803057.98000000
0.027146804293
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
2.94300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAD6
982000.00000000
PA
USD
893074.50000000
0.004177817756
Long
ABS-CBDO
CORP
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38382DUC1
3032526.82000000
PA
USD
422887.99000000
0.001978277236
Long
ABS-CBDO
USGSE
US
N
2
2050-03-20
Variable
0.62760000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil S.A.
E6282J125
502909.00000000
NS
21943956.68000000
0.102654203950
Long
EC
CORP
ES
N
2
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
7525000.00000000
PA
USD
7116097.52000000
0.033289225676
Long
DBT
CORP
PE
Y
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2N5
12250000.00000000
PA
USD
12446815.97000000
0.058226417585
Long
DBT
NUSS
FR
Y
2
2026-09-19
Fixed
4.87500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
10500000.00000000
PA
USD
10416000.00000000
0.048726225809
Long
DBT
CORP
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
167858.23000000
PA
USD
166040.21000000
0.000776738936
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179W5C8
50251270.49000000
PA
USD
45481103.31000000
0.212761377685
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
X9518S108
96545.00000000
NS
3641742.59000000
0.017036134003
Long
EC
CORP
FI
N
2
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc
700517105
369158.00000000
NS
USD
5648117.40000000
0.026421989615
Long
EC
CORP
US
N
1
N
N
N
SALES TAX SECURITIZATION CORP
N/A
Sales Tax Securitization Corp
79467BFT7
1005000.00000000
PA
USD
1011588.18000000
0.004732226774
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.29300000
N
N
N
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
687049007
295800.00000000
NS
9967145.73000000
0.046626477872
Long
EC
CORP
JP
N
2
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
4880929.35000000
PA
USD
4435715.87000000
0.020750354561
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
5.91500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655NCY4
1632361.29000000
PA
USD
1460882.55000000
0.006834033507
Long
ABS-CBDO
CORP
US
Y
2
2052-12-25
Variable
4.00000000
N
N
N
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Ltd
N/A
649626.00000000
NS
16480974.06000000
0.077098277996
Long
EC
CORP
AU
N
2
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc
036752103
132883.00000000
NS
USD
62662307.48000000
0.293135344089
Long
EC
CORP
US
N
1
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
2405.00000000
NS
USD
128811.80000000
0.000602583799
Long
EC
CORP
US
N
1
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AH7
3125000.00000000
PA
USD
2564525.25000000
0.011996892898
Long
DBT
NUSS
CA
Y
2
2052-04-19
Fixed
4.00000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos, Inc
89417E109
188068.00000000
NS
USD
35825073.32000000
0.167590304555
Long
EC
CORP
US
N
1
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
625002001
900.00000000
NS
18147.58000000
0.000084894689
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BE6T5
8801785.55000000
PA
USD
8534716.49000000
0.039925549435
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fresh Del Monte Produce Inc
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc
G36738105
52370.00000000
NS
USD
1374712.50000000
0.006430928542
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AGEJ7
1396538.41000000
PA
USD
167245.95000000
0.000782379409
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
0.49809000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Structured Agency Credit Risk Debt Note (STACR)
35564KSJ9
2785000.00000000
PA
USD
2888077.31000000
0.013510474958
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
10.08743000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc
651312902
344800.00000000
NS
8585855.97000000
0.040164780795
Long
EC
CORP
JP
N
2
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BK2
6125000.00000000
PA
USD
5070063.81000000
0.023717845053
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
1.37500000
N
N
N
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
N/A
131324.00000000
NS
2070523.93000000
0.009685946290
Long
EC
CORP
DE
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36267ECK5
4744971.60000000
PA
USD
3968647.75000000
0.018565401922
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
Appfolio Inc
529900OOUUGT6JFC0S15
Appfolio, Inc
03783C100
15256.00000000
NS
USD
2642949.44000000
0.012363762597
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
11062752.22000000
PA
USD
9979982.80000000
0.046686529905
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
47598.00000000
NS
15176765.32000000
0.070997167247
Long
EC
CORP
DK
N
2
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BT3
3700000.00000000
PA
USD
4005239.12000000
0.018736576976
Long
DBT
CORP
US
N
2
2034-01-17
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592WBP0
1066568.81000000
PA
USD
855919.76000000
0.004004007248
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc
525558201
36806.00000000
NS
USD
2089108.56000000
0.009772885506
Long
EC
CORP
US
N
1
N
N
N
Intapp Inc
N/A
Intapp, Inc
45827U109
49137.00000000
NS
USD
1868188.74000000
0.008739418817
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BL6
9145000.00000000
PA
USD
7545749.84000000
0.035299146563
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
176624.70000000
0.000826253361
Long
EC
CORP
US
N
1
N
N
N
Manhattan West
N/A
Manhattan West Mortgage Trust
563136AA8
2000000.00000000
PA
USD
1769376.40000000
0.008277173003
Long
ABS-MBS
CORP
US
Y
2
2039-09-10
Fixed
2.13000000
N
N
N
N
N
N
Aclaris Therapeutics Inc
5493000B2LQ9QTW1DF52
Aclaris Therapeutics, Inc
00461U105
147710.00000000
NS
USD
155095.50000000
0.000725539396
Long
EC
CORP
US
N
1
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
141430.00000000
NS
USD
20388548.80000000
0.095377979336
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N4297B146
555864.00000000
NS
1915022.72000000
0.008958508975
Long
EC
CORP
NL
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AQ6
10750000.00000000
PA
USD
10829375.74000000
0.050660004578
Long
DBT
CORP
CA
Y
2
2026-12-14
Fixed
4.85100000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Stock Market, Inc
631103108
99693.00000000
NS
USD
5796151.02000000
0.027114493416
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
W1R924229
1130260.00000000
NS
16768689.34000000
0.078444214988
Long
EC
CORP
SE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XBS4
39809198.74000000
PA
USD
37049152.15000000
0.173316566218
Long
ABS-MBS
USGSE
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EE55
41453298.92000000
PA
USD
39235499.76000000
0.183544337660
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler S.p.A
N/A
175418.00000000
NS
10800371.49000000
0.050524322201
Long
EC
CORP
IT
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand S.A.
F56196185
161080.00000000
NS
16774262.27000000
0.078470285249
Long
EC
CORP
FR
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
3750000.00000000
PA
USD
3549572.70000000
0.016604961684
Long
DBT
NUSS
N/A
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
45939EAD2
5000000.00000000
PA
USD
4625883.05000000
0.021639959875
Long
DBT
NUSS
N/A
Y
2
2026-04-28
Fixed
0.87500000
N
N
N
N
N
N
HAT Holdings I LLC / HAT Holdings II LLC
N/A
HAT Holdings I LLC
418751AL7
3480000.00000000
PA
USD
3623877.12000000
0.016952559030
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
8.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
184595.27000000
PA
USD
168065.32000000
0.000786212435
Long
ABS-CBDO
CORP
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
15828903.40000000
0.074047880317
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
2008796.32000000
PA
USD
1892171.89000000
0.008851612402
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Gildan Activewear Inc
549300SB3IBI34M00Z45
Gildan Activewear, Inc
375916103
524.00000000
NS
17328.92000000
0.000081064983
Long
EC
CORP
CA
N
1
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAD8
2615956.72000000
PA
USD
2435833.61000000
0.011394871209
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
1.97700000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AA0
6925000.00000000
PA
USD
6902313.49000000
0.032289140334
Long
DBT
CORP
SG
N
2
2025-05-19
Fixed
4.65000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262AAL8
63469679.23000000
PA
USD
432209.47000000
0.002021883278
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.14765800
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
2000000.00000000
PA
USD
1845485.80000000
0.008633214076
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.13775900
N
N
N
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV, Inc
62955J103
463121.00000000
NS
USD
9392093.88000000
0.043936375501
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12655VAD6
2000000.00000000
PA
USD
1817787.80000000
0.008503642359
Long
ABS-CBDO
CORP
US
Y
2
2059-10-25
Variable
3.38800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H95S4
2723708.40000000
PA
USD
2476106.69000000
0.011583269365
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc
929089100
35477.00000000
NS
USD
2588401.92000000
0.012108588367
Long
EC
CORP
US
N
1
N
N
N
RxSight Inc
N/A
RxSight, Inc
78349D107
43010.00000000
NS
USD
1734163.20000000
0.008112445053
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
104366.00000000
NS
USD
7537312.52000000
0.035259676636
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International, Inc
675232102
17408.00000000
NS
USD
370442.24000000
0.001732935122
Long
EC
CORP
US
N
1
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
J1257M109
263600.00000000
NS
15173532.29000000
0.070982043077
Long
EC
CORP
JP
N
2
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685109
688.00000000
NS
USD
59869.76000000
0.000280071759
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc
874054109
206700.00000000
NS
USD
33268365.00000000
0.155629979389
Long
EC
CORP
US
N
1
N
N
N
Erasca Inc
N/A
Erasca, Inc
29479A108
144509.00000000
NS
USD
307804.17000000
0.001439913161
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KT66
7830000.00000000
PA
USD
8171010.59000000
0.038224127026
Long
ABS-CBDO
USGSE
US
Y
2
2043-04-25
Variable
8.58743000
N
N
N
N
N
N
Howard Hughes Holdings Inc
N/A
Howard Hughes Holdings, Inc
44267T102
1608.00000000
NS
USD
137564.40000000
0.000643528611
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BBPS5
5298295.25000000
PA
USD
732245.60000000
0.003425457416
Long
ABS-CBDO
USGSE
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG Group AG.
N/A
74729.00000000
NS
1721085.14000000
0.008051265665
Long
EC
CORP
CH
N
2
N
N
N
Bunge Global SA
N/A
Bunge Global S.A.
H11356104
1758.00000000
NS
USD
177470.10000000
0.000830208157
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
2731276.19000000
PA
USD
2385276.76000000
0.011158365401
Long
ABS-CBDO
CORP
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
8727000.00000000
PA
USD
7708366.32000000
0.036059869233
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
4909420.50000000
0.022966352906
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
5153648.50000000
0.024108855660
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
N/A
2897000.00000000
NS
25212240.59000000
0.117943291874
Long
EC
CORP
HK
N
2
N
N
N
CALIFORNIA ST HLTH FACS FING A
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UD96
915000.00000000
PA
USD
830847.45000000
0.003886718554
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
4.35300000
N
N
N
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
J78186103
170400.00000000
NS
5602732.60000000
0.026209678746
Long
EC
CORP
JP
N
2
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609KAE9
5238932.08000000
PA
USD
5121213.28000000
0.023957123147
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
6.67368000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
114452.00000000
NS
USD
44700373.12000000
0.209109108528
Long
EC
CORP
US
N
1
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix, Inc
78392BAC1
10000000.00000000
PA
USD
8106200.90000000
0.037920946189
Long
DBT
CORP
KR
Y
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc
85571BAY1
4430000.00000000
PA
USD
4174964.90000000
0.019530557072
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
Suzano International Finance BV
5493000KMIB6J1KMKL84
Suzano International Finance BV
AM0375346
7500000.00000000
PA
USD
7594012.50000000
0.035524920111
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAQ2
5400000.00000000
PA
USD
5899500.00000000
0.027597961709
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.62500000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 9.625 02/21/2172
USD
XXXX
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp (Class A)
20030N101
1628593.00000000
NS
USD
71413803.05000000
0.334074989761
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG.
A51460110
114033.00000000
NS
5002936.25000000
0.023403821181
Long
EC
CORP
AT
N
2
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy, Inc (Toronto)
15135U109
731836.00000000
NS
12194965.38000000
0.057048256225
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
1920447.29000000
PA
USD
1896920.14000000
0.008873824796
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
12338773.26000000
0.057720991943
Long
DBT
NUSS
NL
Y
2
2024-02-27
Fixed
2.62500000
N
N
N
N
N
N
InterDigital Inc
N/A
InterDigital, Inc
45867G101
25844.00000000
NS
USD
2805107.76000000
0.013122341986
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KPAL2
15664878.90000000
PA
USD
14818035.39000000
0.069319022510
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAC9
78068000.00000000
PA
USD
1163197.59000000
0.005441458182
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Variable
0.25799900
N
N
N
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc
68554V108
143905.00000000
NS
USD
1180021.00000000
0.005520158381
Long
EC
CORP
US
N
1
N
N
N
FLORIDA ST DEV FIN CORP
549300HC854CNBLMWC48
Florida Development Finance Corp
340618DG9
3125000.00000000
PA
USD
3111640.00000000
0.014556305038
Long
DBT
MUN
US
N
2
2057-07-01
Fixed
7.50000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
N/A
140579.00000000
NS
7793215.22000000
0.036456793835
Long
EC
CORP
DK
Y
2
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc
80282KBE5
3933000.00000000
PA
USD
3942998.39000000
0.018445413778
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.80700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
3413617.01000000
PA
USD
3371799.83000000
0.015773337164
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAC8
1000000.00000000
PA
USD
876554.30000000
0.004100535978
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
3.84530000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BT3
10000000.00000000
PA
USD
10372544.40000000
0.048522939771
Long
DBT
CORP
US
N
2
2033-12-08
Fixed
5.00000000
N
N
N
N
N
N
AVISTA CORP
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAQ0
10275000.00000000
PA
USD
8669212.83000000
0.040554725609
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
17732728.36000000
0.082954005980
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.91800000
N
N
N
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
Fulgent Genetics, Inc
359664109
44000.00000000
NS
USD
1272040.00000000
0.005950624834
Long
EC
CORP
US
N
1
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HBF5
6668000.00000000
PA
USD
5871692.90000000
0.027467879620
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.95700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPAP6
1766443.90000000
PA
USD
1665639.84000000
0.007791891605
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell plc
N/A
1290892.00000000
NS
42256143.83000000
0.197674962184
Long
EC
CORP
GB
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc
81762P102
100712.00000000
NS
USD
71152020.88000000
0.332850368301
Long
EC
CORP
US
N
1
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group, Inc
55405W104
15055.00000000
NS
USD
2177404.65000000
0.010185936122
Long
EC
CORP
US
N
1
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AG9
7666000.00000000
PA
USD
7062192.42000000
0.033037056698
Long
DBT
NUSS
CA
Y
2
2032-04-19
Fixed
3.50000000
N
N
N
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj (R Shares)
X21349117
152065.00000000
NS
2106945.10000000
0.009856325145
Long
EC
CORP
FI
N
2
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp
64157F103
76842.00000000
NS
USD
1653639.84000000
0.007735755400
Long
EC
CORP
US
N
1
N
N
N
OneSpan Inc
549300D67QDZG593UX89
OneSpan, Inc
68287N100
6151.00000000
NS
USD
65938.72000000
0.000308462457
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PDF5
1775000.00000000
PA
USD
1597010.65000000
0.007470843083
Long
DBT
USGSE
US
N
2
2028-04-15
Fixed
1.44000000
N
N
N
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein, Inc
806407102
29671.00000000
NS
USD
2246391.41000000
0.010508657363
Long
EC
CORP
US
N
1
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila Oyj (B Shares)
X98155116
344045.00000000
NS
5000141.33000000
0.023390746498
Long
EC
CORP
FI
N
2
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
599972.31000000
PA
USD
598509.70000000
0.002799838593
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
6.72648000
N
N
N
N
N
N
National Bank Holdings Corp
N/A
National Bank Holdings Corp
633707104
36265.00000000
NS
USD
1348695.35000000
0.006309219870
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons, Inc (Class A)
968223206
18942.00000000
NS
USD
601219.08000000
0.002812513119
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
5610642.50000000
0.026246681393
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
1024245.00000000
NS
USD
52554010.95000000
0.245848560365
Long
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group plc
B1RR82907
678.00000000
NS
26876.26000000
0.000125727603
Long
EC
CORP
IE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TH1
29796000.00000000
PA
USD
26141334.38000000
0.122289608484
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
4075000.00000000
PA
USD
3036619.91000000
0.014205359776
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
7.72648000
N
N
N
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc
50212V100
221.00000000
NS
USD
50304.02000000
0.000235323064
Long
EC
CORP
US
N
1
N
N
N
NEW YORK TRANSPRTN DEV CORP RE
N/A
New York Transportation Development Corp
65012EAA6
11250000.00000000
PA
USD
11273842.13000000
0.052739225938
Long
DBT
MUN
US
N
2
2051-06-30
Fixed
6.97100000
N
N
N
N
N
N
MASSACHUSETTS ST CLEAN ENERGYC
N/A
Massachusetts Clean Energy Cooperative Corp
575625AZ1
3000000.00000000
PA
USD
2714263.50000000
0.012697370987
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
1011836.00000000
NS
USD
6759064.48000000
0.031619019020
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC plc
G87110105
259937.00000000
NS
USD
5235131.18000000
0.024490033028
Long
EC
CORP
US
N
1
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
10000000.00000000
PA
USD
9199195.30000000
0.043033992651
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QBV1
6050000.00000000
PA
USD
6155756.12000000
0.028796732213
Long
DBT
CORP
US
N
2
2033-09-11
Fixed
4.89300000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
Total S.A.
F92124100
644491.00000000
NS
43824728.45000000
0.205012827814
Long
EC
CORP
FR
N
2
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938VAV5
4862650.97000000
PA
USD
3902269.62000000
0.018254883897
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAT6
1720000.00000000
PA
USD
1633843.65000000
0.007643148485
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.66800000
N
N
N
N
N
N
ZoomInfo Technologies Inc
2549008GSAHW4UWFEM58
ZoomInfo Technologies, Inc
98980F104
660638.00000000
NS
USD
12215196.62000000
0.057142898312
Long
EC
CORP
US
N
1
N
N
N
New York State Electric & Gas Corp
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CU7
10070000.00000000
PA
USD
10324963.74000000
0.048300356631
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.65000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc
02005N100
3076.00000000
NS
USD
107413.92000000
0.000502484151
Long
EC
CORP
US
N
1
N
N
N
V2X Inc
N/A
V2X, Inc
92242T101
24341.00000000
NS
USD
1130396.04000000
0.005288011971
Long
EC
CORP
US
N
1
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
800000.00000000
PA
USD
739883.28000000
0.003461186614
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38375AX25
5184883.38000000
PA
USD
1032796.10000000
0.004831437786
Long
ABS-CBDO
USGSE
US
N
2
2040-01-20
Fixed
5.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
2468959.76000000
PA
USD
2056732.36000000
0.009621429090
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.24000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
05581KAG6
11375000.00000000
PA
USD
11883037.64000000
0.055589052933
Long
DBT
CORP
FR
Y
2
2034-12-05
Fixed
5.89400000
N
N
N
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
J00288100
232500.00000000
NS
5188113.29000000
0.024270082536
Long
EC
CORP
JP
N
2
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAN6
22625000.00000000
PA
USD
20353394.34000000
0.095213526172
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
2389325.00000000
NS
8449325.11000000
0.039526087101
Long
EC
CORP
JP
N
2
N
N
N
NATIONAL COMMUNITY RENAI
N/A
National Community Renaissance of California
63548MAA6
8550000.00000000
PA
USD
7025759.69000000
0.032866623765
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
3.27000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc
57060D108
260.00000000
NS
USD
76141.00000000
0.000356188897
Long
EC
CORP
US
N
1
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAL0
9800000.00000000
PA
USD
6925518.88000000
0.032397695545
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
8.94100000
N
N
N
N
N
N
Endeavour Mining PLC
529900NI5MXQ91GHXR07
Endeavour Mining plc
N/A
178945.00000000
NS
4004106.41000000
0.018731278139
Long
EC
CORP
GB
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores, Inc
122017106
184.00000000
NS
USD
35784.32000000
0.000167399659
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAG1
3500000.00000000
PA
USD
2771948.55000000
0.012967222636
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Variable
4.06677100
N
N
N
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG.
N/A
58204.00000000
NS
18978933.40000000
0.088783774431
Long
EC
CORP
CH
N
2
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
13639.00000000
NS
USD
9116716.77000000
0.042648156680
Long
EC
CORP
US
N
1
N
N
N
NEW YORK ST TRANSPRTN DEV CORP
N/A
New York Transportation Development Corp
650116CE4
17500000.00000000
PA
USD
17748412.50000000
0.083027376655
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc
05464C101
121368.00000000
NS
USD
31352995.44000000
0.146669847890
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
3550000.00000000
PA
USD
3205403.84000000
0.014994933882
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653QBP9
1771434.70000000
PA
USD
1421573.51000000
0.006650145147
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HCD7
13800000.00000000
PA
USD
14710995.41000000
0.068818287657
Long
DBT
CORP
IT
Y
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
Scholar Rock Holding Corp
549300Z1FLPGL4OWJ459
Scholar Rock Holding Corp
80706P103
76830.00000000
NS
USD
1444404.00000000
0.006756946569
Long
EC
CORP
US
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
50735.80000000
PA
USD
50931.60000000
0.000238258894
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
1653344.00000000
NS
15449475.13000000
0.072272908393
Long
EC
CORP
AU
N
2
N
N
N
INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
7558200.00000000
PA
USD
6859066.50000000
0.032086830177
Long
DBT
CORP
MU
Y
2
2026-08-10
Fixed
4.70000000
N
N
N
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
4570159.62000000
PA
USD
3815873.97000000
0.017850723571
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
2974175.12000000
PA
USD
2392665.29000000
0.011192929071
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
8595000.00000000
PA
USD
8192333.79000000
0.038323877319
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DY5
16475000.00000000
PA
USD
14699504.24000000
0.068764531767
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
1.40000000
N
N
N
N
N
N
DiamondRock Hospitality Co
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784301
444562.00000000
NS
USD
4174437.18000000
0.019528088389
Long
EC
CORP
US
N
1
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
6000000.00000000
PA
USD
5581573.20000000
0.026110694711
Long
ABS-MBS
CORP
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
227547.81000000
0.001064472539
Long
EC
CORP
US
N
1
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Daimler AG. (Registered)
552902900
329999.00000000
NS
22769207.13000000
0.106514739643
Long
EC
CORP
DE
N
2
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack, Inc
819047101
3541.00000000
NS
USD
262458.92000000
0.001227787308
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
1172560.13000000
0.005485256304
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
4.17200000
N
N
N
N
N
N
ADTRAN Holdings Inc
549300VV36J86CRRWF77
ADTRAN Holdings, Inc
00486H105
95953.00000000
NS
USD
704295.02000000
0.003294704126
Long
EC
CORP
US
N
1
N
N
N
Sterling Check Corp
N/A
Sterling Check Corp
85917T109
20295.00000000
NS
USD
282506.40000000
0.001321569761
Long
EC
CORP
US
N
1
N
N
INTER-AMERICAN INVEST CO
5493001X4LH60PFRL744
Inter-American Investment Corp
45828Q2A4
10625000.00000000
PA
USD
10334808.30000000
0.048346409651
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGPX1
1873058.68000000
PA
USD
1608839.85000000
0.007526180282
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DU0
9925000.00000000
PA
USD
10248432.62000000
0.047942342745
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16100000
N
N
N
N
N
N
Yaskawa Electric Corp
3538003K39GR98R0CK58
Yaskawa Electric Corp
J9690T102
700.00000000
NS
29135.31000000
0.000136295477
Long
EC
CORP
JP
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor S.A.
F00189120
237336.00000000
NS
9084293.10000000
0.042496478198
Long
EC
CORP
FR
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DR8
10000000.00000000
PA
USD
10252326.20000000
0.047960556979
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
Q78063114
305354.00000000
NS
3094024.93000000
0.014473901440
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
952088.20000000
0.004453884852
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
3.70000000
N
N
N
N
N
N
NIPPON EXPRESS HOLDINGS INC
N/A
Nippon Express Holdings, Inc
N/A
87913.00000000
NS
4988181.21000000
0.023334796852
Long
EC
CORP
JP
N
2
N
N
N
U-Haul Holding Co
5493003WIDMLDHYC6Y24
U-Haul Holding Co
023586506
243.00000000
NS
USD
17116.92000000
0.000080073243
Long
EC
CORP
US
N
1
N
N
N
ADT Inc
N/A
ADT, Inc
00090Q103
38630.00000000
NS
USD
263456.60000000
0.001232454472
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
9564915.50000000
PA
USD
8200535.78000000
0.038362246368
Long
ABS-CBDO
USGSE
US
Y
2
2052-07-25
Variable
3.25000000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
J22302111
2026390.00000000
NS
20902643.82000000
0.097782924615
Long
EC
CORP
JP
N
2
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
795830AV0
2200000.00000000
PA
USD
2231532.31000000
0.010439146240
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.63700000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Partners LP
87612GAF8
10425000.00000000
PA
USD
11251384.75000000
0.052634169931
Long
DBT
CORP
US
N
2
2034-03-30
Fixed
6.50000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015103
249991.00000000
NS
USD
58240403.27000000
0.272449600709
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
544609.00000000
NS
USD
41526436.25000000
0.194261377668
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KR3
5250000.00000000
PA
USD
5224002.00000000
0.024437970534
Long
DBT
NUSS
N/A
N
2
2028-03-31
Fixed
0.00000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGH3
2000000.00000000
PA
USD
1715607.80000000
0.008025642575
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRJ8RDHSNEL96
Structured Agency Credit Risk Debt Note (STACR)
35564KE47
8650000.00000000
PA
USD
8962972.57000000
0.041928938687
Long
ABS-CBDO
USGSE
US
Y
2
2042-08-25
Variable
8.88743000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AK5
8400000.00000000
PA
USD
7993532.32000000
0.037393880649
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.45000000
N
N
N
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corp
729132100
57141.00000000
NS
USD
6178656.33000000
0.028903859786
Long
EC
CORP
US
N
1
N
N
N
Arcellx Inc
N/A
Arcellx, Inc
03940C100
78664.00000000
NS
USD
4365852.00000000
0.020423530184
Long
EC
CORP
US
N
1
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132XEEL1
640000.00000000
PA
USD
616026.79000000
0.002881783839
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
4.33000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EQ4
1615000.00000000
PA
USD
1494286.99000000
0.006990300047
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
4.00400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
165295.14000000
PA
USD
163270.96000000
0.000763784338
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
10748012.91000000
0.050279387870
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
240195.74000000
PA
USD
207623.59000000
0.000971266698
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co
842587107
732965.00000000
NS
USD
51395505.80000000
0.240429053497
Long
EC
CORP
US
N
1
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
3332444.00000000
PA
USD
3221594.02000000
0.015070671820
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
77865.00000000
NS
USD
1811918.55000000
0.008476185907
Long
EC
CORP
US
N
1
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
17600000.00000000
PA
USD
16856571.25000000
0.078855328063
Long
DBT
NUSS
NL
Y
2
2026-03-24
Fixed
2.37500000
N
N
N
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
EP0586206
308000.00000000
NS
USD
5251400.00000000
0.024566138845
Long
EP
CORP
BM
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38379LAE6
2320054.86000000
PA
USD
2049420.69000000
0.009587224973
Long
ABS-CBDO
USGSE
US
N
2
2045-03-20
Fixed
3.00000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola S.A.
E6165F166
2177164.00000000
NS
28557386.60000000
0.133591942013
Long
EC
CORP
ES
N
2
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
Y83191109
1367000.00000000
NS
2767159.88000000
0.012944821156
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
362925CB3
5241122.44000000
PA
USD
4383623.45000000
0.020506665331
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCM6
6550000.00000000
PA
USD
6820946.51000000
0.031908504213
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.12500000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448FM5
10000000.00000000
PA
USD
9781758.80000000
0.045759234649
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABK8
1500000.00000000
PA
USD
1472356.25000000
0.006887707671
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.15000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA
D3207M102
57175.00000000
NS
4102226.06000000
0.019190283537
Long
EC
CORP
DE
N
2
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant, Inc
04621X306
178941.00000000
NS
USD
3568083.54000000
0.016691555710
Long
EP
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
81511.00000000
NS
USD
63844305.86000000
0.298664752689
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp plc
G29183103
260869.00000000
NS
USD
62822472.58000000
0.293884599161
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J7QA6
272194.28000000
PA
USD
269321.07000000
0.001259888562
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
22338.00000000
NS
USD
4768492.86000000
0.022307091001
Long
EC
CORP
US
N
1
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation
34531XAC8
10400000.00000000
PA
USD
6629431.02000000
0.031012591481
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
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
4446809.90000000
0.020802252622
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
746374.00000000
NS
4307095.03000000
0.020148664076
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262WAD8
4599449.52000000
PA
USD
3691050.88000000
0.017266799025
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
WLB ASSET II B
549300MGGSM9XCNTYR69
WLB Asset II B Pte Ltd
BM9352774
3450000.00000000
PA
USD
3260375.82000000
0.015252093743
Long
DBT
CORP
SG
Y
2
2024-12-10
Fixed
3.95000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin S.C.A
N/A
473301.00000000
NS
17004062.54000000
0.079545294835
Long
EC
CORP
FR
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone
F12033134
314155.00000000
NS
20381911.17000000
0.095346928389
Long
EC
CORP
FR
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36264RBZ7
2267150.18000000
PA
USD
1896222.19000000
0.008870559774
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc
573284106
22118.00000000
NS
USD
11034891.38000000
0.051621410250
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
511862.00000000
NS
USD
29442302.24000000
0.137731592483
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
3438689.60000000
PA
USD
3241843.64000000
0.015165399888
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
945307.00000000
NS
USD
6343009.97000000
0.029672708920
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
894622.87000000
PA
USD
883662.84000000
0.004133789850
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
1032459.15000000
PA
USD
952612.89000000
0.004456339361
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
3.75000000
N
N
N
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders plc
N/A
656988.00000000
NS
3592251.63000000
0.016804614447
Long
EC
CORP
GB
N
2
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JM7
11250000.00000000
PA
USD
11145829.39000000
0.052140380155
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
14641000.00000000
PA
USD
11875831.78000000
0.055555343797
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
174484.60000000
0.000816241937
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc
74834L100
1238.00000000
NS
USD
170695.44000000
0.000798516182
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar, Inc
336433107
221356.00000000
NS
USD
38135211.68000000
0.178397171239
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622AATU8
1550896.04000000
PA
USD
1451088.56000000
0.006788217054
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
15600000.00000000
PA
USD
14527500.00000000
0.067959892996
Long
LON
CORP
US
N
2
2028-05-05
Variable
10.10980000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KK2
15700000.00000000
PA
USD
17034459.34000000
0.079687491585
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
6.70000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
4699000.00000000
PA
USD
4298410.25000000
0.020108036526
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
3.61390000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CKJ7
10605394.36000000
PA
USD
7471097.32000000
0.034949920800
Long
ABS-CBDO
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
Woodside Energy Group Ltd
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd
N/A
742877.00000000
NS
15687041.16000000
0.073384246337
Long
EC
CORP
AU
N
2
N
N
N
Clean Energy Fuels Corp
549300MTQB4VUAOPMF71
Clean Energy Fuels Corp
184499101
268323.00000000
NS
USD
1027677.09000000
0.004807490970
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655DBX9
6806280.15000000
PA
USD
5675755.66000000
0.026551281867
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAH7
4000000.00000000
PA
USD
3814884.48000000
0.017846094720
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
68119.00000000
NS
4066779.29000000
0.019024462941
Long
EC
CORP
GB
N
2
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries, Inc
000957100
834.00000000
NS
USD
37388.22000000
0.000174902731
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAP6
4850000.00000000
PA
USD
4979689.00000000
0.023295070149
Long
DBT
CORP
US
Y
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DYB2
26365231.89000000
PA
USD
21646359.75000000
0.101262040432
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer, Inc
717081FB4
5400000.00000000
PA
USD
4481951.94000000
0.020966647686
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
12000000.00000000
PA
USD
11641567.20000000
0.054459450092
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132WWZ39
3207951.96000000
PA
USD
2694718.53000000
0.012605939284
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
2.97000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc
253868103
88036.00000000
NS
USD
11847884.88000000
0.055424607722
Long
EC
CORP
US
N
1
N
N
N
ROCKEFELLER FOUNDATION
549300JU3NX0IK5I9038
Rockefeller Foundation
77310VAA2
15810000.00000000
PA
USD
10384980.16000000
0.048581114468
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
226958.00000000
NS
USD
59449378.52000000
0.278105207567
Long
EC
CORP
US
N
1
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp
Y6146T101
1995864.00000000
NS
7746637.16000000
0.036238900876
Long
EC
CORP
HK
N
2
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB (B Shares)
W41422101
289675.00000000
NS
5080909.24000000
0.023768580160
Long
EC
CORP
SE
N
2
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics, Inc
08160H101
79361.00000000
NS
USD
2193538.04000000
0.010261408396
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABB43
5266392.30000000
PA
USD
4787627.21000000
0.022396601817
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
46700.00000000
NS
2173088.26000000
0.010165743976
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383PU82
7381249.00000000
PA
USD
6273805.52000000
0.029348969321
Long
ABS-CBDO
USGSE
US
N
2
2052-04-20
Fixed
4.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
293230.00000000
NS
USD
67835828.20000000
0.317337162334
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
2584028.53000000
PA
USD
2424997.18000000
0.011344178204
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
BMO 2022-C1 Mortgage Trust
2549009I6K3RDXFFY773
Menora Mivtachim Holdings Ltd
05609MDC6
2169000.00000000
PA
USD
1235990.33000000
0.005781983863
Long
ABS-MBS
CORP
US
Y
2
2055-02-17
Variable
3.93866000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RU4
35830000.00000000
PA
USD
28690592.67000000
0.134215082282
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
19284.00000000
NS
USD
961114.56000000
0.004496110318
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog, Inc (Class A)
615394202
31924.00000000
NS
USD
4621956.72000000
0.021621592436
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
6760000.00000000
PA
USD
5622316.61000000
0.026301293079
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Bank
N/A
BANK
06540BBJ7
6500000.00000000
PA
USD
4419256.40000000
0.020673356879
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
3.51700000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BJW3
13050000.00000000
PA
USD
12965870.83000000
0.060654565081
Long
DBT
NUSS
CA
N
2
2028-02-14
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
10450000.00000000
PA
USD
10338415.63000000
0.048363284802
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
879235.16000000
PA
USD
856850.55000000
0.004008361500
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4CDPWRMWB65
Structured Agency Credit Risk Debt Note (STACR)
35564KWT2
17165000.00000000
PA
USD
17884505.31000000
0.083664021143
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.68743000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PCG8
4175000.00000000
PA
USD
4277096.91000000
0.020008332358
Long
DBT
NUSS
SE
Y
2
2028-09-29
Fixed
4.62500000
N
N
N
N
N
N
Brookfield Infrastructure Partners LP
549300WEH5R2OODI7Y90
Brookfield Infrastructure Partners LP
EP0593202
490000.00000000
NS
USD
8104600.00000000
0.037913457152
Long
EP
CORP
BM
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949930AT8
2323637.16000000
PA
USD
1864715.10000000
0.008723169070
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
3000000.00000000
PA
USD
2644358.10000000
0.012370352333
Long
ABS-MBS
CORP
US
Y
2
2039-07-11
Variable
3.31600000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
R8413J103
416218.00000000
NS
13190757.96000000
0.061706590914
Long
EC
CORP
NO
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383FHY2
12941509.53000000
PA
USD
9247214.57000000
0.043258627616
Long
ABS-CBDO
USGSE
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
38112.34000000
PA
USD
35677.98000000
0.000166902199
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Carriage Services Inc
N/A
Carriage Services, Inc
143905107
33285.00000000
NS
USD
832457.85000000
0.003894252033
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDFK3
1317180.96000000
PA
USD
1246931.09000000
0.005833164925
Long
ABS-CBDO
USGSE
US
N
2
2047-10-15
Fixed
4.00000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
4000000.00000000
PA
USD
3139360.40000000
0.014685981542
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
Dieteren S.A.
424749000
28621.00000000
NS
5598621.80000000
0.026190448353
Long
EC
CORP
BE
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
R61115102
1488628.00000000
NS
10005969.17000000
0.046808094587
Long
EC
CORP
NO
N
2
N
N
N
Tesla Electric Vehicle Trust 2023-1
N/A
Tesla Electric Vehicle Trust
881943AB0
8250000.00000000
PA
USD
8273876.33000000
0.038705334713
Long
ABS-O
CORP
US
Y
2
2026-12-21
Fixed
5.54000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
163180.43000000
PA
USD
168723.54000000
0.000789291600
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc
848637104
262799.00000000
NS
USD
40037427.65000000
0.187295770019
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
182346.00000000
NS
USD
14124521.16000000
0.066074751103
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Corp
J76379106
390800.00000000
NS
36982517.11000000
0.173004846363
Long
EC
CORP
JP
N
2
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj (B Shares)
449000900
752.00000000
NS
14907.42000000
0.000069737165
Long
EC
CORP
FI
N
2
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG.
D31709104
114550.00000000
NS
10239409.80000000
0.047900133839
Long
EC
CORP
DE
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDM8
8325000.00000000
PA
USD
7381905.71000000
0.034532680926
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem, Inc
98419M100
53419.00000000
NS
USD
6108996.84000000
0.028577991503
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co, Inc
579780206
104324.00000000
NS
USD
7137848.08000000
0.033390975167
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Variab
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3137FWGF1
5985000.00000000
PA
USD
4831703.37000000
0.022602790846
Long
ABS-MBS
MUN
US
N
2
2038-09-15
Fixed
1.76131000
N
N
N
N
N
N
Tesla Electric Vehicle Trust 2023-1
N/A
Tesla Electric Vehicle Trust
881943AD6
4650000.00000000
PA
USD
4691864.42000000
0.021948621850
Long
ABS-O
CORP
US
Y
2
2028-06-20
Fixed
5.38000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc
75886F107
47397.00000000
NS
USD
41628311.13000000
0.194737950096
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc
174610105
1366.00000000
NS
USD
45269.24000000
0.000211770277
Long
EC
CORP
US
N
1
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp
B0F9V2906
1809667.00000000
NS
17806049.62000000
0.083297004086
Long
EC
CORP
SG
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DWF57
15739526.62000000
PA
USD
15577070.31000000
0.072869800823
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group, Inc
69354N106
5978.00000000
NS
USD
156623.60000000
0.000732687874
Long
EC
CORP
US
N
1
N
N
N
Cymabay Therapeutics Inc
549300YT9GNL852E7F84
Cymabay Therapeutics, Inc
23257D103
205903.00000000
NS
USD
4863428.86000000
0.022751203229
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc
693506107
27126.00000000
NS
USD
4056693.30000000
0.018977280508
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines Pass Through Trust
247361ZW1
15587307.55000000
PA
USD
13745770.04000000
0.064302946899
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
116280.00000000
NS
USD
8040762.00000000
0.037614821898
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
273218.00000000
NS
USD
8773029.98000000
0.041040384009
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QBN9
9875000.00000000
PA
USD
6604440.09000000
0.030895683484
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0585729
681850.00000000
NS
USD
7834456.50000000
0.036649721247
Long
EP
CORP
BM
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136G42Q5
9000000.00000000
PA
USD
6702244.38000000
0.031353213622
Long
DBT
USGSE
US
N
2
2035-08-24
Fixed
1.62500000
N
N
N
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oil Oyj
X5688A109
351330.00000000
NS
12489713.67000000
0.058427093758
Long
EC
CORP
FI
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBC4
1500000.00000000
PA
USD
1390136.72000000
0.006503083306
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAB0
4000000.00000000
PA
USD
4042184.00000000
0.018909405755
Long
DBT
CORP
BR
Y
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc
46266C105
95626.00000000
NS
USD
22125943.88000000
0.103505543179
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264DAD8
1091818.71000000
PA
USD
876182.77000000
0.004098797955
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
D5357W103
90364.00000000
NS
14387253.16000000
0.067303815885
Long
EC
CORP
DE
N
2
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
K1830B107
290.00000000
NS
24321.50000000
0.000113776392
Long
EC
CORP
DK
N
2
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
2800000.00000000
PA
USD
2608599.81000000
0.012203074442
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
Mirion Technologies Inc
549300BNTOWVWFNVTJ65
Mirion Technologies, Inc
60471A101
420865.00000000
NS
USD
4313866.25000000
0.020180339958
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
365.60000000
PA
USD
364.98000000
0.000001707382
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
880.00000000
NS
15555.03000000
0.000072766695
Long
EC
CORP
GB
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655GAW5
5071120.21000000
PA
USD
4241435.25000000
0.019841506504
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
4940000.00000000
PA
USD
3360961.60000000
0.015722635739
Long
ABS-MBS
CORP
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
469872.00000000
NS
6441039.07000000
0.030131290723
Long
EC
CORP
JP
N
2
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares, Inc
200525103
863.00000000
NS
USD
46092.83000000
0.000215623045
Long
EC
CORP
US
N
1
N
N
PHARR TX ECON DEV CORP SALES T
N/A
Pharr Economic Development Corp
717185AJ1
1140000.00000000
PA
USD
1061493.44000000
0.004965684432
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
3.89300000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
N/A
568987.00000000
NS
12097370.49000000
0.056591705664
Long
EC
CORP
NO
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
H0010V101
588895.00000000
NS
26145850.60000000
0.122310735438
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
7871692.28000000
0.036823910862
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
5.70600000
N
N
N
N
N
N
MAINE ST HSG AUTH MTGE PURCHAS
549300SO05LH6D240016
Maine State Housing Authority
56052FWY7
1025000.00000000
PA
USD
868348.33000000
0.004062148311
Long
DBT
MUN
US
N
2
2030-11-15
Fixed
2.33100000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VM1
1255000.00000000
PA
USD
1215642.07000000
0.005686794355
Long
DBT
MUN
US
N
2
2035-10-15
Fixed
4.24800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46652VBW4
2628323.63000000
PA
USD
2039835.14000000
0.009542383606
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.88091700
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AV9
6800000.00000000
PA
USD
6849560.30000000
0.032042360011
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG.
H8398N104
15375.00000000
NS
9253735.35000000
0.043289131936
Long
EC
CORP
CH
N
2
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBE5
8875000.00000000
PA
USD
9121561.35000000
0.042670819708
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.30000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAC7
2115000.00000000
PA
USD
1434100.71000000
0.006708747602
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
2.83700000
N
N
N
N
N
N
JSR Corp
353800TL8FC0AWR22506
JSR Corp
647098003
221890.00000000
NS
6313718.58000000
0.029535683297
Long
EC
CORP
JP
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA S.A.
F06106102
742699.00000000
NS
24253908.37000000
0.113460197389
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132XEE80
5775000.00000000
PA
USD
5096413.65000000
0.023841110054
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
3.50000000
N
N
N
N
N
N
AIR CANADA 2017-1A PTT
N/A
Air Canada Pass Through Trust
00908PAB3
2278871.96000000
PA
USD
1997922.83000000
0.009346317104
Long
DBT
CORP
CA
Y
2
2030-01-15
Fixed
3.55000000
N
N
N
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
J77712123
290200.00000000
NS
8618315.78000000
0.040316628340
Long
EC
CORP
JP
N
2
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2000000.00000000
PA
USD
1217844.00000000
0.005697095021
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
2.99680000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578EMR5
720000.00000000
PA
USD
738360.72000000
0.003454064052
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
5.29800000
N
N
N
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
16481670.00000000
PA
USD
13527330.65000000
0.063281083703
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
679.00000000
NS
USD
94041.50000000
0.000439927742
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YLB6
3247295.05000000
PA
USD
2950837.79000000
0.013804069554
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SY5
4700000.00000000
PA
USD
3579894.54000000
0.016746807769
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
69900.00000000
NS
3856082.22000000
0.018038818451
Long
EC
CORP
JP
N
2
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
N/A
348388.00000000
NS
9945473.24000000
0.046525093594
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132XEEF4
5646500.00000000
PA
USD
5443576.31000000
0.025465142904
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
4.30000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
8000000.00000000
PA
USD
7273141.28000000
0.034023879066
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
900000.00000000
PA
USD
834631.65000000
0.003904421106
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
3577551.45000000
0.016735846754
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
7279000.00000000
PA
USD
6033772.44000000
0.028226090475
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Univest Financial Corp
4WII2HCR8UEWNU03U507
Univest Financial Corp
915271100
18027.00000000
NS
USD
397134.81000000
0.001857803420
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
298.00000000
NS
USD
75599.62000000
0.000353656312
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QPHW0
15781467.91000000
PA
USD
14525789.38000000
0.067951890687
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q7TF4
1363090.00000000
PA
USD
1313534.70000000
0.006144737749
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
56972.40000000
0.000266517859
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
12450000.00000000
PA
USD
9431680.39000000
0.044121561871
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
MediaAlpha Inc
N/A
MediaAlpha, Inc
58450V104
49091.00000000
NS
USD
547364.65000000
0.002560581176
Long
EC
CORP
US
N
1
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613BE7
3375000.00000000
PA
USD
3740394.38000000
0.017497628761
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 9.25 05/13/2172
USD
XXXX
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc
446150104
414518.00000000
NS
USD
5272668.96000000
0.024665635403
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp
42722X106
4964.00000000
NS
USD
106179.96000000
0.000496711665
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NBL8
2097795.53000000
PA
USD
1636709.30000000
0.007656554045
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
2.83247400
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz AG.
D03080112
128622.00000000
NS
34373102.01000000
0.160797957980
Long
EC
CORP
DE
N
2
N
N
N
SunRun Athena Issuer
5493001ZI15Y2FZFMI30
Sunrun Athena Issuer LLC
86772DAA4
2642344.95000000
PA
USD
2515951.29000000
0.011769663084
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
202883.96000000
0.000949094628
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FAES3
5970496.27000000
PA
USD
5283658.14000000
0.024717042975
Long
ABS-CBDO
USGSE
US
N
2
2047-01-15
Fixed
3.50000000
N
N
N
N
N
N
AtriCure Inc
N/A
AtriCure, Inc
04963C209
8730.00000000
NS
USD
311573.70000000
0.001457547087
Long
EC
CORP
US
N
1
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX, Inc
96208T104
71853.00000000
NS
USD
13979001.15000000
0.065394006013
Long
EC
CORP
US
N
1
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim Ltd
M1586M115
1521949.00000000
NS
13672539.43000000
0.063960372855
Long
EC
CORP
IL
N
2
N
N
N
PENNSYLVANIA ST ECON DEV FINGA
N/A
Pennsylvania Economic Development Financing Authority
708686EL0
6925000.00000000
PA
USD
692.50000000
0.000003239526
Long
DBT
MUN
US
Y
3
2029-12-01
Fixed
10.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
288954.10000000
PA
USD
256468.77000000
0.001199765284
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Modine Manufacturing Co
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co
607828100
107902.00000000
NS
USD
6441749.40000000
0.030134613659
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
688651.00000000
PA
USD
668168.07000000
0.003125701637
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
3139742.77000000
PA
USD
2418639.30000000
0.011314435933
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
6809554.66000000
0.031855212944
Long
EC
CORP
GB
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343V104
1911154.00000000
NS
USD
72050505.80000000
0.337053496095
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
1145729.52000000
0.005359742253
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
3.06000000
N
N
N
N
N
N
Holmen AB
52990080SH3454F0QE68
Holmen AB
N/A
37584.00000000
NS
1587428.62000000
0.007426018183
Long
EC
CORP
SE
N
2
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
G50871105
168.00000000
NS
USD
20664.00000000
0.000096666544
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical, Inc
68752M108
69413.00000000
NS
USD
935687.24000000
0.004377160881
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties, Inc
42250P103
1804.00000000
NS
USD
35719.20000000
0.000167095027
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
225357.00000000
NS
8906297.77000000
0.041663813006
Long
EC
CORP
NL
N
2
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp
680033107
9051.00000000
NS
USD
152871.39000000
0.000715134972
Long
EC
CORP
US
N
1
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAM6
7435000.00000000
PA
USD
6902147.68000000
0.032288364672
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.93000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAZ8
11800000.00000000
PA
USD
13100228.08000000
0.061283090590
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.93800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XFJ0
3875437.17000000
PA
USD
3852934.99000000
0.018024095656
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
5.00000000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100AC0
3000.00000000
PA
USD
3031.40000000
0.000014180940
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132WWZD7
2277912.44000000
PA
USD
2019496.12000000
0.009447237323
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755CAF5
4470000.00000000
PA
USD
4542581.18000000
0.021250272305
Long
ABS-CBDO
CORP
US
Y
2
2043-10-25
Variable
8.88743000
N
N
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc
826919102
26693.00000000
NS
USD
3530683.11000000
0.016516595860
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136B0K39
4119543.13000000
PA
USD
3566527.83000000
0.016684278072
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TF5
232705800.00000000
PA
USD
178547159.91000000
0.835246662009
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc (Class A)
806882106
5386.00000000
NS
USD
162441.76000000
0.000759905326
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CT2
74055.01000000
PA
USD
71087.97000000
0.000332550737
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.84227200
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group plc
G54404127
4265379.00000000
NS
13630820.96000000
0.063765213140
Long
EC
CORP
GB
N
2
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax, Inc
567908108
44620.00000000
NS
USD
1735718.00000000
0.008119718434
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2M5
4350000.00000000
PA
USD
3864320.41000000
0.018077356845
Long
DBT
CORP
FR
Y
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Helios Issuer, LLC
86745YAB0
2440505.01000000
PA
USD
2330509.01000000
0.010902160932
Long
ABS-O
CORP
US
Y
2
2050-08-22
Fixed
5.60000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
71368.00000000
NS
USD
6946247.44000000
0.032494664102
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAL6
7500000.00000000
PA
USD
6971153.78000000
0.032611176386
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
937677.30000000
PA
USD
879280.26000000
0.004113288066
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
4.05000000
N
N
N
N
N
N
ZipRecruiter Inc
549300HLOVNNFCY2IV80
ZipRecruiter, Inc
98980B103
151484.00000000
NS
USD
2105627.60000000
0.009850161857
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882926AA6
10000000.00000000
PA
USD
10243510.80000000
0.047919318387
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
2135671.32000000
PA
USD
2004238.24000000
0.009375860700
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Rambus Inc
2549000211GDCQSLV833
Rambus, Inc
750917106
229054.00000000
NS
USD
15632935.50000000
0.073131139136
Long
EC
CORP
US
N
1
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
B17KC6900
2415114.00000000
NS
6524131.04000000
0.030519996377
Long
EC
CORP
SG
N
2
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SDS0
350000.00000000
PA
USD
312687.73000000
0.001462758538
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
19749000.00000000
PA
USD
16020178.47000000
0.074942668360
Long
DBT
NUSS
N/A
N
2
2030-09-23
Fixed
0.75000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
12190.11000000
PA
USD
11586.29000000
0.000054200862
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
4263000.81000000
PA
USD
3824868.17000000
0.017892798592
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
18627722.78000000
0.087140805155
Long
DBT
CORP
FR
Y
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661EP8
11000000.00000000
PA
USD
11007061.56000000
0.051491221877
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
16317922.50000000
PA
USD
16274578.02000000
0.076132753798
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JJ6
11961000.00000000
PA
USD
10535620.91000000
0.049285814468
Long
DBT
NUSS
N/A
N
2
2027-10-21
Fixed
0.62500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770QAA0
566013.90000000
PA
USD
533421.30000000
0.002495353947
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
217623.00000000
NS
USD
9468776.73000000
0.044295099182
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
5990000.00000000
PA
USD
5481652.66000000
0.025643264719
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
2938406.87000000
PA
USD
2859406.63000000
0.013376353027
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
1.19532800
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-7
N/A
JP Morgan Mortgage Trust
46592NBS4
31794699.84000000
PA
USD
168104.94000000
0.000786397779
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
0.11105500
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
10534000.00000000
PA
USD
6773145.21000000
0.031684888915
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
UFP Technologies Inc
549300RJ8LY41HS70C91
UFP Technologies, Inc
902673102
14990.00000000
NS
USD
2578879.60000000
0.012064042792
Long
EC
CORP
US
N
1
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772EEB1
7790000.00000000
PA
USD
5758745.04000000
0.026939507603
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.48200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHK9
199125965.62000000
PA
USD
193083966.10000000
0.903250089522
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
11800000.00000000
PA
USD
10014022.80000000
0.046845769606
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
140103.23000000
PA
USD
129139.36000000
0.000604116130
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
Autozone, Inc
053332102
635.00000000
NS
USD
1641862.35000000
0.007680660101
Long
EC
CORP
US
N
1
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
Y1660Q104
1391690.00000000
NS
11498299.62000000
0.053789241908
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
3000000.00000000
PA
USD
2728293.60000000
0.012763004035
Long
ABS-MBS
CORP
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
172595.00000000
NS
5148029.16000000
0.024082568291
Long
EC
CORP
ES
N
2
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
368751.00000000
NS
USD
21254807.64000000
0.099430352977
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320102
391791.00000000
NS
USD
40632644.61000000
0.190080205119
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330CBC1
58117925.17000000
PA
USD
452174.89000000
0.002115281854
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
0.15582500
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc
149123101
248980.00000000
NS
USD
73615916.60000000
0.344376514540
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc (Class A)
25659T107
128934.00000000
NS
USD
11111532.12000000
0.051979936940
Long
EC
CORP
US
N
1
N
N
N
Winmark Corp
N/A
Winmark Corp
974250102
2144.00000000
NS
USD
895227.20000000
0.004187888123
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
212975.00000000
NS
26769545.49000000
0.125228390780
Long
EC
CORP
CA
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
2500000.00000000
PA
USD
2027586.00000000
0.009485081920
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EM3
4800000.00000000
PA
USD
5516420.69000000
0.025805910157
Long
DBT
NUSS
CO
N
2
2053-11-14
Fixed
8.75000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAL5
8875000.00000000
PA
USD
6055753.74000000
0.028328919372
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.00000000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
567151907
35895.00000000
NS
5106762.98000000
0.023889524397
Long
EC
CORP
NL
N
2
N
N
N
Asian Infrastructure Investment Bank/The
25490065OSV2524LCR32
Asian Infrastructure Investment Bank
04522KAG1
3000000.00000000
PA
USD
3009553.20000000
0.014078741245
Long
DBT
NUSS
N/A
Y
2
2027-08-16
Variable
6.01610000
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp (Class A)
35137L105
870.00000000
NS
USD
25812.90000000
0.000120753186
Long
EC
CORP
US
N
1
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CY2
1750000.00000000
PA
USD
1795563.12000000
0.008399674927
Long
DBT
NUSS
JP
N
2
2028-10-18
Fixed
4.87500000
N
N
N
N
N
N
HENRY J KAISER FAMILY FO
4CMPMZ2TOE77XRTFWV21
Henry J Kaiser Family Foundation
426767AA7
10000000.00000000
PA
USD
9520948.60000000
0.044539160081
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.35600000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AV6
7050000.00000000
PA
USD
6872803.04000000
0.032151089945
Long
DBT
CORP
US
Y
2
2027-08-05
Fixed
4.63200000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CT0
11610000.00000000
PA
USD
9242885.17000000
0.043238374609
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
84092.00000000
NS
USD
18734856.68000000
0.087641979368
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
11383620.10000000
PA
USD
10242998.56000000
0.047916922120
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661ER4
5300000.00000000
PA
USD
5615041.54000000
0.026267260177
Long
DBT
CORP
US
N
2
2053-07-01
Fixed
5.75000000
N
N
N
N
N
CCRC Affordable Multifamily Ho
N/A
CCRC Affordable Multifamily Housing Mortgage Trust
12508HAG9
2901500.00000000
PA
USD
2637802.40000000
0.012339684656
Long
ABS-MBS
CORP
US
Y
2
2034-06-25
Variable
5.63731500
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
307418.00000000
NS
USD
11884779.88000000
0.055597203161
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG.
H1512E100
279246.00000000
NS
8199483.21000000
0.038357322428
Long
EC
CORP
GB
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167DR1
11500000.00000000
PA
USD
10814929.48000000
0.050592424727
Long
DBT
NUSS
N/A
N
2
2026-08-14
Fixed
1.75000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JT4
3750000.00000000
PA
USD
3645420.19000000
0.017053337879
Long
DBT
NUSS
N/A
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify, Inc (Class A)
82509L107
389496.00000000
NS
30323691.45000000
0.141854746254
Long
EC
CORP
CA
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc
45687V106
1115.00000000
NS
USD
86234.10000000
0.000403404591
Long
EC
CORP
US
N
1
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District No 2014-1
79772EDZ9
350000.00000000
PA
USD
292140.17000000
0.001366636702
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
3.09100000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FVNP3
1024982.91000000
PA
USD
782604.38000000
0.003661036649
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Fixed
1.51800000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines Pass Through Trust
247361ZV3
3953606.21000000
PA
USD
3506005.96000000
0.016401155731
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc
J4599L102
1158321.00000000
NS
19758422.12000000
0.092430235970
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655NBX7
3250991.68000000
PA
USD
2719097.58000000
0.012719984896
Long
ABS-CBDO
CORP
US
Y
2
2052-12-25
Variable
3.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc
95040Q104
260103.00000000
NS
USD
23453487.51000000
0.109715814942
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
2332000.00000000
PA
USD
1786323.40000000
0.008356451359
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDL0
13087000.00000000
PA
USD
10838630.63000000
0.050703299111
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
WLB ASSET II D
549300RHQSFI6RYM6N43
WLB Asset II D Pte Ltd
ZN8384739
15750000.00000000
PA
USD
15230534.45000000
0.071248700155
Long
DBT
CORP
SG
Y
2
2026-12-21
Fixed
6.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co
254687106
767265.00000000
NS
USD
69276356.85000000
0.324075979950
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EP46
16031688.00000000
PA
USD
16277994.37000000
0.076148735541
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
Pennant Group Inc/The
5493007H2OYR6BYLDA64
Pennant Group, Inc
70805E109
16134.00000000
NS
USD
224585.28000000
0.001050613773
Long
EC
CORP
US
N
1
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
J1346E100
54500.00000000
NS
13476694.43000000
0.063044206602
Long
EC
CORP
JP
N
2
N
N
N
DSM-Firmenich AG
506700G44V67MPM4BI12
DSM-Firmenich AG.
N/A
45775.00000000
NS
4655016.08000000
0.021776244687
Long
EC
CORP
NL
N
2
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CS9
19626000.00000000
PA
USD
12476163.02000000
0.058363703586
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.62500000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Mortgage Trust
78486EAG3
1125000.00000000
PA
USD
1100633.06000000
0.005148780243
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
6.73300000
N
N
N
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
J7864H102
62900.00000000
NS
3496642.54000000
0.016357353492
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac Multifamily Variab
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3137H92A6
1730000.00000000
PA
USD
1625797.08000000
0.007605506493
Long
ABS-MBS
MUN
US
N
2
2037-04-15
Fixed
4.01300000
N
N
N
N
N
N
SI-BONE Inc
549300J8JGYVJJHV9C31
SI-BONE, Inc
825704109
69700.00000000
NS
USD
1463003.00000000
0.006843953008
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group plc
G88473148
583919.00000000
NS
17972739.81000000
0.084076783641
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
5876735.44000000
0.027491468709
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
HENRY CNTY AL WTR AUTH WTR REV
N/A
Henry County Water Authority
42633QEX3
640000.00000000
PA
USD
474042.62000000
0.002217579468
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167PAB4
13325000.00000000
PA
USD
13349795.16000000
0.062450569650
Long
ABS-O
CORP
US
Y
2
2025-08-20
Fixed
5.86000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage S.A.
F2924U106
98775.00000000
NS
10603557.61000000
0.049603623511
Long
EC
CORP
FR
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAC7
9950000.00000000
PA
USD
9664452.01000000
0.045210471483
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
32983.00000000
NS
USD
1276442.10000000
0.005971217933
Long
EC
CORP
US
N
1
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
Q5997E121
502825.00000000
NS
1760744.61000000
0.008236793342
Long
EC
CORP
NZ
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
1124234.36000000
PA
USD
1122782.96000000
0.005252397853
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
OPENLANE Inc
5493004HKD20LBSG7D03
OPENLANE, Inc
48238T109
205155.00000000
NS
USD
3038345.55000000
0.014213432350
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
232585.00000000
NS
USD
135578448.20000000
0.634238295118
Long
EC
CORP
US
N
1
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
12736000.00000000
PA
USD
11818689.60000000
0.055288031703
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc
459506101
64829.00000000
NS
USD
5249204.13000000
0.024555866528
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383UW55
4399611.16000000
PA
USD
4071550.19000000
0.019046781293
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
BB BLUE FINANCING DAC
635400ZEZBP91CFF7965
BB Blue Financing DAC
BZ1196170
5000000.00000000
PA
USD
5006174.75000000
0.023418970940
Long
DBT
CORP
IE
N
2
2029-09-20
Fixed
4.39500000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SED2
500000.00000000
PA
USD
337360.05000000
0.001578176072
Long
DBT
MUN
US
N
2
2056-08-15
Fixed
3.69400000
N
N
N
N
N
N
Harmonic Inc
549300LRGRD8XC9BTL66
Harmonic, Inc
413160102
233418.00000000
NS
USD
3043770.72000000
0.014238811387
Long
EC
CORP
US
N
1
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group, Inc
896818101
146892.00000000
NS
USD
2435469.36000000
0.011393167241
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro, Inc
418056107
804.00000000
NS
USD
41052.24000000
0.000192043079
Long
EC
CORP
US
N
1
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAF3
1619204.47000000
PA
USD
1614055.72000000
0.007550580211
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
300721.00000000
NS
USD
46566646.85000000
0.217839568896
Long
EC
CORP
US
N
1
N
N
N
Daiwa House Industry Co Ltd
353800K9WXR9XRZJZI46
Daiwa House Industry Co Ltd
J11508124
301100.00000000
NS
9102364.01000000
0.042581014223
Long
EC
CORP
JP
N
2
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
N/A
575.00000000
NS
7843.66000000
0.000036692775
Long
EC
CORP
AU
N
2
N
N
N
MatsukiyoCocokara & Co
N/A
Matsumotokiyoshi Holdings Co Ltd
B249GC909
154400.00000000
NS
2728854.08000000
0.012765625970
Long
EC
CORP
JP
N
2
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613GAB2
475000.00000000
PA
USD
433393.94000000
0.002027424249
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.04900000
N
N
N
N
N
N
SHINHAN FINANCIAL GROUP
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
824596AC4
9000000.00000000
PA
USD
8998466.58000000
0.042094980272
Long
DBT
CORP
KR
Y
2
2028-07-24
Fixed
5.00000000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAB9
19959434.10000000
PA
USD
17865430.79000000
0.083574790213
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
3.95000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814EJ8
7610000.00000000
PA
USD
7704805.84000000
0.036043213247
Long
DBT
NUSS
CA
N
2
2024-07-07
Fixed
8.05000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AW4
10000000.00000000
PA
USD
9332902.10000000
0.043659475344
Long
DBT
CORP
US
Y
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc
34964C106
3852.00000000
NS
USD
293291.28000000
0.001372021614
Long
EC
CORP
US
N
1
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc
98877DAD7
2260000.00000000
PA
USD
2341967.94000000
0.010955766002
Long
DBT
CORP
US
Y
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
BV6928352
2250000.00000000
PA
USD
2072780.19000000
0.009696501112
Long
DBT
NUSS
CA
N
2
2032-04-19
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PXM2
1735000.00000000
PA
USD
1692903.52000000
0.007919431565
Long
DBT
MUN
US
Y
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
1996403.70000000
PA
USD
1841514.12000000
0.008614634489
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
1.11532800
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc
911163103
123985.00000000
NS
USD
2012276.55000000
0.009413464052
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654TBQ0
5641660.03000000
PA
USD
4527423.15000000
0.021179362782
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust
38406JAA6
8297000.00000000
PA
USD
6718841.73000000
0.031430856309
Long
ABS-MBS
CORP
US
Y
2
2040-12-10
Fixed
2.34700000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
J72810120
672200.00000000
NS
28113528.47000000
0.131515566104
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CBL3
2506339.07000000
PA
USD
1919601.33000000
0.008979927790
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.72205500
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2D7
1900000.00000000
PA
USD
1756007.04000000
0.008214630909
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
24300.00000000
NS
769921.03000000
0.003601703721
Long
EC
CORP
JP
N
2
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc
260557103
142739.00000000
NS
USD
7827806.76000000
0.036618613650
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group
125523100
123358.00000000
NS
USD
36939553.10000000
0.172803859991
Long
EC
CORP
US
N
1
N
N
N
INTER-AMERICAN INVEST CO
5493001X4LH60PFRL744
Inter-American Investment Corp
45828Q2B2
19785000.00000000
PA
USD
19725886.18000000
0.092278032287
Long
DBT
NUSS
N/A
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4EA6
1924921.63000000
PA
USD
1830457.06000000
0.008562909374
Long
ABS-CBDO
USGSE
US
N
2
2048-04-15
Fixed
4.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89190GAD9
9900000.00000000
PA
USD
9361273.68000000
0.043792198079
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
173601.00000000
NS
USD
84522854.88000000
0.395399358005
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
R67787102
304982.00000000
NS
2368410.56000000
0.011079465030
Long
EC
CORP
NO
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc (Class A)
92826C839
466191.00000000
NS
USD
121372826.85000000
0.567784155940
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654WBS9
6268116.08000000
PA
USD
5030153.13000000
0.023531142211
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
2.50000000
N
N
N
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa plc
N/A
742910.00000000
NS
7389282.63000000
0.034567190284
Long
EC
CORP
GB
N
2
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
13945760.00000000
PA
USD
13900856.33000000
0.065028443211
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
8612000.00000000
PA
USD
8365813.41000000
0.039135417943
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Digimarc Corp
254900TL728B5T0M5R41
Digimarc Corp
25381B101
8233.00000000
NS
USD
297375.96000000
0.001391129817
Long
EC
CORP
US
N
1
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222AQ7
12866000.00000000
PA
USD
12743812.63000000
0.059615773030
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654VAC7
1128431.63000000
PA
USD
909697.01000000
0.004255578142
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.92660000
N
N
N
N
N
N
Kelly Services Inc
N/A
Kelly Services, Inc (Class A)
488152208
56079.00000000
NS
USD
1212427.98000000
0.005671758787
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BQWU6
10205138.16000000
PA
USD
10385330.18000000
0.048582751868
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137BKGZ7
3500000.00000000
PA
USD
3330501.65000000
0.015580143573
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Fixed
3.87100000
N
N
N
N
N
N
DocGo Inc
N/A
DocGo, Inc
256086109
105549.00000000
NS
USD
590018.91000000
0.002760118533
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
12294.00000000
NS
USD
1590351.84000000
0.007439693056
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHP8
28480188.92000000
PA
USD
28212653.15000000
0.131979273049
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
344928.00000000
NS
USD
11993146.56000000
0.056104144340
Long
EC
CORP
US
N
1
N
N
N
Vicinity Ltd
N/A
Vicinity Ltd
N/A
190252.00000000
NS
264281.35000000
0.001236312666
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ELY4
31544305.17000000
PA
USD
31734366.23000000
0.148453906956
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc
101121101
817.00000000
NS
USD
57328.89000000
0.000268185526
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
098952906
407657.00000000
NS
54988788.92000000
0.257238493272
Long
EC
CORP
GB
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group plc
G16612106
7159532.00000000
NS
11280450.09000000
0.052770138087
Long
EC
CORP
GB
N
2
N
N
N
AID-JORDAN
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan Government AID Bond
418097AF8
5950000.00000000
PA
USD
5752759.40000000
0.026911506677
Long
DBT
NUSS
JO
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
Abrdn plc
N/A
2388396.00000000
NS
5430165.41000000
0.025402406485
Long
EC
CORP
GB
N
2
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
158.00000000
NS
16779.56000000
0.000078495068
Long
EC
CORP
CA
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BP7B1
6323282.26000000
PA
USD
4333889.77000000
0.020274010327
Long
ABS-CBDO
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics, Inc
019770106
63186.00000000
NS
USD
202827.06000000
0.000948828449
Long
EC
CORP
US
N
1
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NK0
5000000.00000000
PA
USD
4472435.45000000
0.020922129383
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
203819.00000000
NS
USD
4903885.14000000
0.022940458398
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc
09857L108
19555.00000000
NS
USD
69365887.10000000
0.324494803988
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust 2021-8
N/A
JP Morgan Mortgage Trust
46592TBS1
31531978.05000000
PA
USD
175888.53000000
0.000822809545
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
0.12010700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BNPR1
6618408.98000000
PA
USD
6219648.52000000
0.029095621951
Long
ABS-CBDO
USGSE
US
N
2
2052-07-25
Fixed
4.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
2202.00000000
NS
USD
135907.44000000
0.000635777324
Long
EC
CORP
US
N
1
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MBX7
12500000.00000000
PA
USD
12130475.00000000
0.056746569127
Long
DBT
NUSS
NO
Y
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
2785.00000000
NS
USD
52358.00000000
0.000244931617
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748102
301020.00000000
NS
USD
57034259.40000000
0.266807239096
Long
EC
CORP
US
N
1
N
N
N
SOCIEDAD DE TRANSMISION
N/A
Sociedad de Transmision Austral S.A.
83364AAA1
6900000.00000000
PA
USD
6092626.17000000
0.028501409229
Long
DBT
CORP
CL
Y
2
2032-01-27
Fixed
4.00000000
N
N
N
N
N
Renew Financial
N/A
Renew
75973LAA6
1917735.69000000
PA
USD
1760004.23000000
0.008233329832
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
3.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EKT6
47568151.88000000
PA
USD
46124810.47000000
0.215772650768
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG.
H2942E124
4591.00000000
NS
2947047.95000000
0.013786340618
Long
EC
CORP
CH
N
2
N
N
N
NeoGenomics Inc
N/A
NeoGenomics, Inc
64049M209
179941.00000000
NS
USD
2911445.38000000
0.013619791188
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN, Inc
00191U102
53127.00000000
NS
USD
5109223.59000000
0.023901035172
Long
EC
CORP
US
N
1
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars, Inc
571676AU9
10125000.00000000
PA
USD
10152392.07000000
0.047493063413
Long
DBT
CORP
US
Y
2
2031-04-20
Fixed
4.65000000
N
N
N
N
N
N
BX Trust
N/A
BX TRUST
05610FAB3
6000000.00000000
PA
USD
5888441.40000000
0.027546229389
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Variable
6.85181000
N
N
N
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB Global, Inc
74935Q107
71301.00000000
NS
4771336.68000000
0.022320394439
Long
EC
CORP
CA
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A.S.
K16018192
72282.00000000
NS
8259382.70000000
0.038637533265
Long
EC
CORP
DK
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHF4
1572775.60000000
PA
USD
1419046.30000000
0.006638322815
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
3318.40000000
PA
USD
3317.94000000
0.000015521379
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc
217204106
1006167.00000000
NS
USD
49302183.00000000
0.230636453703
Long
EC
CORP
US
N
1
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Telecom Corp of New Zealand Ltd
688143007
5177.00000000
NS
16952.28000000
0.000079303055
Long
EC
CORP
NZ
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
619355.04000000
PA
USD
641607.67000000
0.003001451633
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
B02L48900
116254.00000000
NS
2081848.52000000
0.009738922915
Long
EC
CORP
NO
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel S.p.A.
714456902
3292902.00000000
NS
24498555.74000000
0.114604661962
Long
EC
CORP
IT
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAB0
22245000.00000000
PA
USD
23285027.16000000
0.108927754549
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.83743000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AR6
1000000.00000000
PA
USD
835709.92000000
0.003909465272
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
13245000.00000000
PA
USD
11277034.99000000
0.052754162191
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
2.89500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H9DW6
3315613.87000000
PA
USD
3387820.65000000
0.015848282833
Long
ABS-CBDO
USGSE
US
N
2
2052-11-25
Fixed
5.50000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
J70746136
237400.00000000
NS
5262257.78000000
0.024616931726
Long
EC
CORP
JP
N
2
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724F101
158918.00000000
NS
USD
94810478.80000000
0.443525038321
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc
084680107
68859.00000000
NS
USD
1709768.97000000
0.007998328428
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
689544005
181100.00000000
NS
4154190.96000000
0.019433376226
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
2868041.70000000
0.013416748032
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.95200000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
172378.00000000
NS
USD
11164923.06000000
0.052229700669
Long
EC
CORP
US
N
1
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE, Inc
124765108
413898.00000000
NS
8933612.17000000
0.041791590235
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV55
7061709.69000000
PA
USD
6281459.97000000
0.029384776969
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
LOS ANGELES CA CMNTY CLG DIST
N/A
Los Angeles Community College District
54438CYP1
8655000.00000000
PA
USD
7187149.22000000
0.033621606741
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
2.10600000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
J31843105
655732.00000000
NS
20798836.50000000
0.097297312200
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EPC8
33962254.68000000
PA
USD
33599153.69000000
0.157177414527
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra, Inc
70975L107
18923.00000000
NS
USD
4759891.42000000
0.022266853318
Long
EC
CORP
US
N
1
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma AG. Rudolf Dassler Sport
506472901
18601.00000000
NS
1034764.54000000
0.004840646182
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EES5
22075651.17000000
PA
USD
20881741.01000000
0.097685140913
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H9MF3
9944932.92000000
PA
USD
9098005.53000000
0.042560625179
Long
ABS-MBS
MUN
US
N
2
2038-11-25
Variable
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ED80
18478509.75000000
PA
USD
17479112.85000000
0.081767588295
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc
49271V100
2155.00000000
NS
USD
71804.60000000
0.000335903144
Long
EC
CORP
US
N
1
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2C9
4750000.00000000
PA
USD
3934235.00000000
0.018404418490
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
1363805.00000000
NS
14821058.84000000
0.069333166261
Long
EC
CORP
SE
N
2
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
3725.00000000
NS
USD
108807.25000000
0.000509002172
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
5255896.36000000
0.024587172894
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.97400000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
623953.00000000
NS
USD
59905727.53000000
0.280240016026
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XNC6
23858450.00000000
PA
USD
22204359.89000000
0.103872374612
Long
ABS-MBS
USGSE
US
N
2
2052-12-20
Fixed
3.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
1650043.00000000
NS
USD
57206990.81000000
0.267615279580
Long
EC
CORP
US
N
1
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
79585TAS2
20000000.00000000
PA
USD
17628642.20000000
0.082467089147
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.52800000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250N105
691684.00000000
NS
24899684.39000000
0.116481148635
Long
EC
CORP
CA
N
1
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ES4
3225000.00000000
PA
USD
3094979.61000000
0.014478367449
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.78200000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U4T4
8125000.00000000
PA
USD
8119520.58000000
0.037983255880
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75400000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc
681919106
281476.00000000
NS
USD
24350488.76000000
0.113912002102
Long
EC
CORP
US
N
1
N
N
N
EAS Segment
N/A
Veralto Corp
92338C103
97005.00000000
NS
USD
7979631.30000000
0.037328851440
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620M106
426286.00000000
NS
USD
25607000.02000000
0.119789983226
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
4380.00000000
NS
USD
174499.20000000
0.000816310236
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
5932000.00000000
PA
USD
5219603.46000000
0.024417394088
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AL2
7150000.00000000
PA
USD
5287666.53000000
0.024735794292
Long
DBT
CORP
CH
Y
2
2043-02-11
Fixed
3.17900000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
13164000.00000000
PA
USD
10922955.51000000
0.051097772339
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc
85208M102
217624.00000000
NS
USD
10469890.64000000
0.048978327143
Long
EC
CORP
US
N
1
N
N
N
PAR Technology Corp
549300HYPTHBJQINVG57
PAR Technology Corp
698884103
58247.00000000
NS
USD
2536074.38000000
0.011863799242
Long
EC
CORP
US
N
1
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International, Inc
126349109
23184.00000000
NS
USD
1233620.64000000
0.005770898412
Long
EC
CORP
US
N
1
N
N
N
SUMIT 2022-BVUE Mortgage Trust
N/A
SUMIT Mortgage Trust
865592AA7
4000000.00000000
PA
USD
3128333.60000000
0.014634397984
Long
ABS-MBS
CORP
US
Y
2
2041-02-12
Fixed
2.78900000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever plc
G92087165
688144.00000000
NS
33313729.17000000
0.155842193750
Long
EC
CORP
GB
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
166865.57000000
PA
USD
152906.03000000
0.000715297018
Long
ABS-CBDO
CORP
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
1243346.45000000
0.005816395918
Long
DBT
MUN
US
Y
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Summit Materials Inc
549300XNOLX5GIOSO108
Summit Materials, Inc
86614U100
212840.00000000
NS
USD
8185826.40000000
0.038293435638
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179WW87
4279960.53000000
PA
USD
3614050.54000000
0.016906590121
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
Mitsui Sumitomo Insurance Group Holdings, Inc
B2Q4CS905
82300.00000000
NS
3235938.83000000
0.015137777086
Long
EC
CORP
JP
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
5000000.00000000
PA
USD
4315507.40000000
0.020188017286
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBF2
8350000.00000000
PA
USD
8578662.16000000
0.040131128029
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.05000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
BN5341076
7925000.00000000
PA
6668689.10000000
0.031196241449
Long
DBT
NUSS
N/A
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
H4768E105
111533.00000000
NS
8759956.71000000
0.040979227029
Long
EC
CORP
CH
N
2
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
8125000.00000000
PA
USD
7256602.68000000
0.033946511213
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132WWZS4
1853046.06000000
PA
USD
1656754.41000000
0.007750325412
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
3.50000000
N
N
N
N
N
N
Liberty Global Ltd
213800HRMKKTYH7SKA24
Liberty Global Ltd
G61188127
7192.00000000
NS
USD
134058.88000000
0.000627129729
Long
EC
CORP
US
N
1
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
680440005
355600.00000000
NS
2358808.61000000
0.011034546944
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573AP1
17875000.00000000
PA
USD
16705243.56000000
0.078147414546
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
5453000.00000000
PA
USD
3329759.94000000
0.015576673841
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167PAC2
4625000.00000000
PA
USD
4643974.99000000
0.021724594279
Long
ABS-O
CORP
US
Y
2
2026-06-22
Fixed
5.89000000
N
N
N
N
N
N
SUNRUN JUPITER ISSUER 2022-1,
N/A
Sunrun Jupiter Issuer LLC
86772RAA3
6733416.80000000
PA
USD
6158297.49000000
0.028808620785
Long
ABS-O
CORP
US
Y
2
2057-07-30
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAT7
2400991.27000000
PA
USD
1926791.65000000
0.009013564230
Long
ABS-CBDO
CORP
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
392788.82000000
0.001837472805
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.98588000
N
N
N
N
N
N
Arcturus Therapeutics Holdings Inc
N/A
Arcturus Therapeutics Holdings, Inc
03969T109
48085.00000000
NS
USD
1516120.05000000
0.007092435475
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc
78409V104
162825.00000000
NS
USD
71727669.00000000
0.335543260033
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
N14506104
63602.00000000
NS
USD
7167945.40000000
0.033531770944
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
213999.40000000
PA
USD
188881.26000000
0.000883589758
Long
ABS-CBDO
CORP
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
519057.00000000
NS
USD
77422542.12000000
0.362183973705
Long
EC
CORP
US
N
1
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell, Inc
68213N109
91959.00000000
NS
USD
3460417.17000000
0.016187890593
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHS86
960241.78000000
PA
USD
901147.45000000
0.004215583154
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
502510.00000000
NS
38299789.74000000
0.179167070213
Long
EC
CORP
AU
N
2
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AD5
9585000.00000000
PA
USD
8072060.47000000
0.037761236675
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
CENTRAL AMERICAN BANK
549300OLDAMXBPSHIC05
Central American Bank for Economic Integration
15238PAH9
5625000.00000000
PA
USD
5625051.19000000
0.026314085491
Long
DBT
NUSS
N/A
Y
2
2026-02-09
Fixed
5.00000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
Keycorp
493267108
2557.00000000
NS
USD
36820.80000000
0.000172248330
Long
EC
CORP
US
N
1
N
N
N
FANUC Corp
529900QTSW745LOKW705
Fanuc Ltd
635693005
46955.00000000
NS
1378087.61000000
0.006446717364
Long
EC
CORP
JP
N
2
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc
197236102
2120.00000000
NS
USD
56561.60000000
0.000264596130
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAN2
17000000.00000000
PA
USD
13776911.86000000
0.064448628864
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160509
560694.00000000
NS
36230044.36000000
0.169484765993
Long
EC
CORP
CA
N
1
N
N
N
Mitsubishi Chemical Group Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
B0JQTJ900
306342.00000000
NS
1872704.99000000
0.008760545911
Long
EC
CORP
JP
N
2
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBA3
3900000.00000000
PA
USD
3272041.81000000
0.015306667443
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBC8
2423000.00000000
PA
USD
2235217.50000000
0.010456385622
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12659DAG5
4375000.00000000
PA
USD
3611393.63000000
0.016894161050
Long
ABS-MBS
CORP
US
Y
2
2039-01-10
Fixed
3.37600000
N
N
N
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International Washington, Inc
302130109
147733.00000000
NS
USD
18791637.60000000
0.087907601481
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
155891.00000000
NS
USD
62336134.17000000
0.291609499777
Long
EC
CORP
US
N
1
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
Pricesmart, Inc
741511109
53411.00000000
NS
USD
4047485.58000000
0.018934206637
Long
EC
CORP
US
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair plc
G7S00T104
455.00000000
NS
USD
33083.05000000
0.000154763072
Long
EC
CORP
US
N
1
N
N
N
Inter-American Investment Corp
5493001X4LH60PFRL744
Inter-American Investment Corp
BN8953919
2644000.00000000
PA
USD
2440314.78000000
0.011415834199
Long
DBT
NUSS
N/A
N
2
2026-02-10
Fixed
0.62500000
N
N
N
N
N
N
WASHINGTON CNTY OR CLEAN WTR S
N/A
Washington County Clean Water Services
938240CL0
1000000.00000000
PA
USD
1001238.70000000
0.004683811730
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.07800000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2020-DNA5
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust
35566ABD0
1405000.00000000
PA
USD
1575417.51000000
0.007369830005
Long
ABS-CBDO
CORP
US
Y
2
2050-10-25
Variable
10.13743000
N
N
N
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
646710004
586100.00000000
NS
7513609.79000000
0.035148794861
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KPGK8
13109757.90000000
PA
USD
12071202.49000000
0.056469291313
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
ETHIOPIAN LEASING 2012
N/A
Ethiopian Leasing LLC
29766DAG9
3515424.32000000
PA
USD
3439148.05000000
0.016088393287
Long
DBT
CORP
US
N
2
2026-08-14
Fixed
2.56600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753DAB4
19020000.00000000
PA
USD
20615618.23000000
0.096440214005
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
10.08743000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
990460.00000000
NS
USD
19195114.80000000
0.089795074711
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc
62944T105
2248.00000000
NS
USD
15737011.60000000
0.073618008908
Long
EC
CORP
US
N
1
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
69108.89000000
PA
USD
68300.09000000
0.000319508986
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
6.57043000
N
N
N
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
56667.00000000
NS
6276756.04000000
0.029362771904
Long
EC
CORP
CA
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
85199.69000000
PA
USD
77632.59000000
0.000363166581
Long
ABS-CBDO
CORP
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey plc
G86954107
1076998.00000000
NS
2016049.26000000
0.009431112853
Long
EC
CORP
GB
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
67404.11000000
PA
USD
62569.99000000
0.000292703481
Long
ABS-CBDO
CORP
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162VBJ6
8870000.00000000
PA
USD
6169672.19000000
0.028861831826
Long
ABS-MBS
CORP
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
408381.00000000
0.001910413289
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
2760802.24000000
PA
USD
2604659.19000000
0.012184640154
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
2000000.00000000
PA
USD
1724632.40000000
0.008067859808
Long
ABS-MBS
CORP
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH plc (Ireland)
018270009
316450.00000000
NS
21777859.98000000
0.101877200752
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FD7J5
2223798.29000000
PA
USD
2086978.88000000
0.009762922827
Long
ABS-CBDO
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc
278642103
687185.00000000
NS
USD
29975009.70000000
0.140223607075
Long
EC
CORP
US
N
1
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC
05973JAA8
6925000.00000000
PA
USD
5891289.32000000
0.027559552008
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp (Class A)
65249B109
282529.00000000
NS
USD
6936086.95000000
0.032447133156
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed, Inc
977852102
173209.00000000
NS
USD
7536323.59000000
0.035255050405
Long
EC
CORP
US
N
1
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Finance S.A.
49835LAB7
4000000.00000000
PA
USD
3844000.00000000
0.017982297620
Long
DBT
CORP
AT
Y
2
2027-09-19
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
393797.31000000
PA
USD
382084.85000000
0.001787399450
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
2185000.00000000
PA
USD
2069888.74000000
0.009682974860
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
2.93000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc
16119P108
311.00000000
NS
USD
120879.48000000
0.000565476270
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948QAA4
5361887.75000000
PA
USD
3990931.87000000
0.018669647416
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
229880.00000000
NS
USD
3239009.20000000
0.015152140330
Long
EC
CORP
US
N
1
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
Intellia Therapeutics, Inc
45826J105
127669.00000000
NS
USD
3892627.81000000
0.018209779345
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36250SBH1
2972000.00000000
PA
USD
2615633.13000000
0.012235976433
Long
ABS-MBS
CORP
US
Y
2
2033-03-10
Variable
4.90381000
N
N
N
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International plc
N/A
41736.00000000
NS
2684623.78000000
0.012558715871
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
1886500.00000000
0.008825079204
Long
DBT
CORP
SG
Y
2
2024-01-14
Fixed
4.00000000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAA2
10250000.00000000
PA
USD
9995282.38000000
0.046758101601
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.36600000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
74432QCH6
2000000.00000000
PA
USD
1864189.68000000
0.008720711146
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
252119.93000000
PA
USD
249389.45000000
0.001166648104
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Pilbara Minerals Ltd
5299000VV1CZVF5K9C16
Pilbara Minerals Ltd
N/A
1713646.00000000
NS
4599632.61000000
0.021517159869
Long
EC
CORP
AU
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EGK0
33178898.57000000
PA
USD
32172164.52000000
0.150501934830
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZ65
1300470.64000000
PA
USD
1166189.74000000
0.005455455511
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFSL6
6890287.01000000
PA
USD
5918980.20000000
0.027689090417
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592TBP7
2752027.60000000
PA
USD
2208497.75000000
0.010331390175
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
N/A
368586.00000000
NS
18041292.64000000
0.084397474950
Long
EC
CORP
FR
N
2
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc
16411R208
180485.00000000
NS
USD
30810594.35000000
0.144132486332
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138XTA88
314436.87000000
PA
USD
310584.86000000
0.001452921277
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG.
H50524133
43001.00000000
NS
18128627.13000000
0.084806027185
Long
EC
CORP
CH
N
2
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
G3323L100
77317.00000000
NS
USD
14715744.61000000
0.068840504495
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
10000000.00000000
PA
USD
9970459.10000000
0.046641977873
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
263329.00000000
NS
USD
16302698.39000000
0.076264301369
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
1567791.06000000
PA
USD
1547853.51000000
0.007240885142
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
1195665.00000000
NS
6651388.87000000
0.031115310678
Long
EC
CORP
NZ
N
2
N
N
N
American Axle & Manufacturing Holdings Inc
N/A
American Axle & Manufacturing Holdings, Inc
024061103
261171.00000000
NS
USD
2300916.51000000
0.010763726712
Long
EC
CORP
US
N
1
N
N
N
DIST OF COLUMBIA REVENUE
549300HWFOZXPKGOX654
District of Columbia
25483VXM1
3500000.00000000
PA
USD
2805461.40000000
0.013123996320
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.43200000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Structured Agency Credit Risk Debt Note (STACR)
35564KWA3
3000000.00000000
PA
USD
3187228.80000000
0.014909910735
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.64682000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
663567907
988244.00000000
NS
17670755.22000000
0.082664094573
Long
EC
CORP
JP
N
2
N
N
N
Badger Meter Inc
5493002JENE20OGTUG20
Badger Meter, Inc
056525108
62726.00000000
NS
USD
9683012.62000000
0.045297298333
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
445226.00000000
NS
USD
10182318.62000000
0.047633060325
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
HERO Funding Trust
42771AAA4
2774852.47000000
PA
USD
2411733.33000000
0.011282129688
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
6602848.21000000
0.030888236642
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.25000000
N
N
N
N
N
N
CHICAGO IL MET WTR RECLAMATION
254900GOGQEZEWCZ4D37
Metropolitan Water Reclamation District of Greater Chicago
167560PL9
11645000.00000000
PA
USD
12445352.70000000
0.058219572383
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
347.00000000
0.000001623271
Long
DBT
MUN
US
Y
2
2037-04-01
Fixed
9.00000000
Y
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAY1
9625000.00000000
PA
USD
9337842.17000000
0.043682585076
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc
J4466L102
602.00000000
NS
17802.34000000
0.000083279650
Long
EC
CORP
JP
N
2
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
178499.00000000
NS
USD
13164301.25000000
0.061582825973
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc
88160R101
701322.00000000
NS
USD
174264490.56000000
0.815212261681
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
663541.00000000
NS
USD
34530673.64000000
0.161535080755
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAV0
9875000.00000000
PA
USD
8455968.82000000
0.039557166490
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.35000000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAA3
13216185.55000000
PA
USD
12331915.69000000
0.057688912114
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
58930.88000000
PA
USD
55322.54000000
0.000258799786
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.78666200
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
128409259.59000100
NS
USD
128409259.59000100
0.600700708416
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374CR73
54681298.95000000
PA
USD
52716701.04000000
0.246609627383
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GP6
6375000.00000000
PA
USD
6416419.46000000
0.030016119767
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
13556.00000000
NS
USD
3204367.28000000
0.014990084837
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46590YAB0
803932.68000000
PA
USD
782734.02000000
0.003661643107
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
3.68356700
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
9061.12000000
PA
USD
8368.18000000
0.000039146488
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
8300000.00000000
PA
USD
8049717.82000000
0.037656717377
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
529509.00000000
NS
USD
28169878.80000000
0.131779173910
Long
EC
CORP
US
N
1
N
N
N
Hankyu Hanshin Holdings Inc
N/A
Hankyu Hanshin Holdings, Inc
640866000
270700.00000000
NS
8602807.99000000
0.040244082634
Long
EC
CORP
JP
N
2
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1543010.00000000
NS
USD
580233480.40000000
2.714342126386
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications Inc
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc
762544104
64222.00000000
NS
USD
186243.80000000
0.000871251675
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QPKT3
42134419.28000000
PA
USD
38658601.46000000
0.180845597564
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CE2
16684000.00000000
PA
USD
17025950.09000000
0.079647685168
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H3RK1
83795.63000000
PA
USD
81416.92000000
0.000380869741
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
362048.86000000
PA
USD
350922.99000000
0.001641623737
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
6.42043000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric S.A.
F86921107
175604.00000000
NS
35350170.73000000
0.165368702132
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BNB62
2429793.33000000
PA
USD
2130178.19000000
0.009965009936
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JK1
9200000.00000000
PA
USD
9209272.77000000
0.043081135228
Long
DBT
CORP
DE
N
2
2024-02-12
Variable
6.39290000
N
N
N
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad Holdings NV
522865906
37996.00000000
NS
2384631.61000000
0.011155347379
Long
EC
CORP
NL
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB
N/A
147555.00000000
NS
1036191.88000000
0.004847323303
Long
EC
CORP
SE
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384GAR1
3450003.70000000
PA
USD
665893.49000000
0.003115061113
Long
ABS-CBDO
USGSE
US
N
2
2046-09-20
Fixed
5.00000000
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
18000000.00000000
PA
USD
17231859.00000000
0.080610930564
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
161815.70000000
0.000756976606
Long
EC
CORP
US
N
1
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc
83304A106
31164.00000000
NS
USD
527606.52000000
0.002468152307
Long
EC
CORP
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury plc
G77732173
2121073.00000000
NS
8177627.81000000
0.038255082494
Long
EC
CORP
GB
N
2
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv, Inc
69047Q102
703.00000000
NS
USD
30875.76000000
0.000144437332
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465978CV4
2855800.98000000
PA
USD
2776039.32000000
0.012986359328
Long
ABS-CBDO
USGSE
US
Y
2
2053-06-25
Variable
5.50000000
N
N
N
N
N
N
LAVACA-NAVIDAD RIVER TX AUTH
N/A
Lavaca-Navidad River Authority
519385DJ4
6430000.00000000
PA
USD
6327147.01000000
0.029598501722
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
56823.00000000
NS
USD
17642405.04000000
0.082531471947
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
586582.00000000
NS
USD
68084572.74000000
0.318500793538
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness, Inc
72703H101
40501.00000000
NS
USD
2956573.00000000
0.013830898965
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle S.A.
712387901
662981.00000000
NS
76852664.50000000
0.359518076470
Long
EC
CORP
CH
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc
98978V103
311164.00000000
NS
USD
61414438.68000000
0.287297792541
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNAX1
11865867.45000000
PA
USD
10191780.32000000
0.047677322319
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179WTY4
21259121.00000000
PA
USD
18590263.07000000
0.086965567992
Long
ABS-MBS
USGSE
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
MARYLAND ST CMNTY DEV ADMIN DE
N/A
Maryland Community Development Administration Housing Revenue
57419RD77
2495000.00000000
PA
USD
2182004.00000000
0.010207451960
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
3.79700000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267JBM1
2935210.85000000
PA
USD
2454981.59000000
0.011484445786
Long
ABS-CBDO
CORP
US
Y
2
2053-01-25
Variable
3.00000000
N
N
N
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher plc
G5256E441
5813.00000000
NS
18010.90000000
0.000084255297
Long
EC
CORP
GB
N
2
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
15000000.00000000
PA
USD
15313261.50000000
0.071635698707
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
416329.18000000
PA
USD
423079.67000000
0.001979173918
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
1041961.75000000
PA
USD
1073075.77000000
0.005019866770
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold, Inc
780287108
14302.00000000
NS
USD
1729969.92000000
0.008092828817
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK
06540XBM2
8000000.00000000
PA
USD
6091056.00000000
0.028494063947
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.46083300
N
N
N
N
N
N
Azbil Corp
N/A
Azbil Corp
N/A
3490.00000000
NS
115107.42000000
0.000538474475
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
487545.13000000
PA
USD
482790.62000000
0.002258502762
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc
88224Q107
2226.00000000
NS
USD
143866.38000000
0.000673009381
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661EE3
5525000.00000000
PA
USD
4035877.75000000
0.018879905010
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
134427.00000000
NS
USD
6428299.14000000
0.030071693113
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc
74762E102
31896.00000000
NS
USD
6883156.80000000
0.032199525011
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505ED2
4900000.00000000
PA
USD
4902011.40000000
0.022931693010
Long
DBT
CORP
US
N
2
N/A
Variable
8.77370000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ68
32372302.65000000
PA
USD
31390042.82000000
0.146843156166
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications, Inc (Class B)
775109200
192952.00000000
NS
9032725.23000000
0.042255242822
Long
EC
CORP
CA
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
362113.00000000
NS
USD
16443551.33000000
0.076923213827
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges and Clearing Ltd
Y3506N139
334646.00000000
NS
11478444.46000000
0.053696359130
Long
EC
CORP
HK
N
2
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co (Class A)
650111107
23769.00000000
NS
USD
1164443.31000000
0.005447285682
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos, Inc
216648402
240.00000000
NS
USD
90825.60000000
0.000424883707
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
Adidas-Salomon AG.
D0066B185
74165.00000000
NS
15070823.94000000
0.070501571663
Long
EC
CORP
DE
N
2
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc
513272104
277970.00000000
NS
USD
30045777.30000000
0.140554659116
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel Outdoor Holdings, Inc
18453H106
843216.00000000
NS
USD
1534653.12000000
0.007179133493
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DT4
16175000.00000000
PA
USD
17017489.76000000
0.079608107600
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
B0J7D9901
781547.00000000
NS
21396189.57000000
0.100091740059
Long
EC
CORP
JP
N
2
N
N
N
Terumo Corp
353800JX1R4582QVK932
Terumo Corp
688507003
215686.00000000
NS
7053150.17000000
0.032994756898
Long
EC
CORP
JP
N
2
N
N
N
Castle Biosciences Inc
N/A
Castle Biosciences, Inc
14843C105
53045.00000000
NS
USD
1144711.10000000
0.005354978066
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QN7M8
13036559.76000000
PA
USD
12004730.66000000
0.056158334958
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216100
1431481.00000000
NS
USD
84357175.33000000
0.394624306241
Long
EC
CORP
US
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
525397907
11933.00000000
NS
25363765.66000000
0.118652128738
Long
EC
CORP
FR
N
2
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
N/A
1969389.00000000
NS
11450116.50000000
0.053563840450
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
522302.21000000
PA
USD
530737.52000000
0.002482799178
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies plc
G8994E103
101895.00000000
NS
USD
24852190.50000000
0.116258971406
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
N/A
1169208.00000000
NS
20146751.66000000
0.094246848187
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHC1
1138178.01000000
PA
USD
1031682.70000000
0.004826229282
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
88624.91000000
PA
USD
88962.75000000
0.000416169263
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
57595.00000000
NS
7011565.77000000
0.032800224365
Long
EC
CORP
FR
N
2
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015AF0
10000000.00000000
PA
USD
8323475.20000000
0.038937359074
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H3XG2
6207883.64000000
PA
USD
4540777.60000000
0.021241835127
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp
00130HCH6
10254000.00000000
PA
USD
10423218.17000000
0.048759992532
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PYN9
405000.00000000
PA
USD
40.50000000
0.000000189459
Long
DBT
MUN
US
N
3
2024-03-31
Fixed
15.00000000
Y
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
8200000.00000000
PA
USD
7039749.20000000
0.032932066932
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc
46116X101
22895.00000000
NS
USD
1639739.90000000
0.007670731243
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc
302081104
195183.00000000
NS
USD
6021395.55000000
0.028168191173
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXS8
10000000.00000000
PA
USD
9482022.00000000
0.044357060782
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
412707.61000000
PA
USD
373995.88000000
0.001749559111
Long
ABS-CBDO
CORP
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384SM2
600000.00000000
PA
USD
597134.50000000
0.002793405384
Long
STIV
USGSE
US
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Holdings, Inc
J2467E101
593900.00000000
NS
7947419.18000000
0.037178162593
Long
EC
CORP
JP
N
2
N
N
SEATTLE WA LOCAL IMPT DIST #67
N/A
City of Seattle WA Local Improvement District No 6751
812645AK5
5235000.00000000
PA
USD
4394733.29000000
0.020558637352
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
138700.00000000
NS
5016410.78000000
0.023466855263
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
1014675.51000000
PA
USD
978321.35000000
0.004576603976
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa Oyj (Series A)
570151902
393.00000000
NS
18165.40000000
0.000084978051
Long
EC
CORP
FI
N
2
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckver AG.
D55535104
48605.00000000
NS
20162008.44000000
0.094318219664
Long
EC
CORP
DE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179W5B0
17403845.04000000
PA
USD
15213949.50000000
0.071171115475
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
19500000.00000000
PA
USD
19021994.55000000
0.088985215226
Long
DBT
NUSS
N/A
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167QAD8
2385000.00000000
PA
USD
2425705.51000000
0.011347491784
Long
ABS-O
CORP
US
Y
2
2027-03-22
Fixed
6.22000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAS0
2150000.00000000
PA
USD
2225545.75000000
0.010411141010
Long
DBT
CORP
CL
Y
2
2033-06-23
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ50
95973348.67000000
PA
USD
90775080.84000000
0.424647377776
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
OPEC FUND FOR INTL DEV
HHX3T53LK1P186EUNV37
OPEC Fund for International Development
683483AA9
16375000.00000000
PA
USD
16277880.53000000
0.076148202996
Long
DBT
NUSS
N/A
Y
2
2026-01-26
Fixed
4.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
3250000.00000000
PA
USD
3002485.95000000
0.014045680529
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
698526001
594969.00000000
NS
5294247.50000000
0.024766580182
Long
EC
CORP
JP
N
2
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0575654
390000.00000000
NS
USD
5031000.00000000
0.023535103883
Long
EP
CORP
BM
N
1
N
N
Ricoh Co Ltd
549300HFIB2GRUMDID72
Ricoh Co Ltd
J64683105
16655.00000000
NS
127552.70000000
0.000596693708
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BC5C0
4652478.50000000
PA
USD
762324.42000000
0.003566166650
Long
ABS-CBDO
USGSE
US
N
2
2050-12-25
Fixed
3.00000000
N
N
N
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan S.A.
H3238Q102
3439.00000000
NS
14260542.06000000
0.066711059196
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
694853.78000000
PA
USD
706075.02000000
0.003303030996
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
1546762.12000000
PA
USD
1336200.77000000
0.006250770012
Long
ABS-CBDO
CORP
US
Y
2
2050-06-25
Variable
3.82268900
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015AG8
9500000.00000000
PA
USD
8569000.29000000
0.040085929636
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAC9
409985.53000000
PA
USD
379748.77000000
0.001776471228
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.79682000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc
74340W103
470316.00000000
NS
USD
62693122.80000000
0.293279498682
Long
EC
CORP
US
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding
743780900
20793.00000000
NS
14450166.11000000
0.067598123739
Long
EC
CORP
CH
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
2777964.00000000
NS
USD
47169828.72000000
0.220661263980
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEC1
11250000.00000000
PA
USD
11317770.56000000
0.052944723883
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.65000000
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
11645000.00000000
PA
USD
10199803.33000000
0.047714854096
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
Tokyu Corp
3538005PGNIBTZYXAE45
Tokyu Corp
689654002
1469.00000000
NS
17911.63000000
0.000083790910
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
912810TT5
269378000.00000000
PA
USD
272282231.56000000
1.273740927325
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc
70450Y103
554796.00000000
NS
USD
34070022.36000000
0.159380146204
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBG8
3688000.00000000
PA
USD
3214686.03000000
0.015038356125
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.85000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-1
N/A
JP Morgan Mortgage Trust
46592EBQ8
18130356.02000000
PA
USD
95472.64000000
0.000446622639
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
0.12649800
N
N
N
N
N
N
MASSACHUSETTS ST HSG FIN AGY H
549300NLJBK1VP6K2K81
Massachusetts Housing Finance Agency
57587GTN5
3405000.00000000
PA
USD
3432278.48000000
0.016056257321
Long
DBT
MUN
US
N
2
2052-12-01
Fixed
5.56200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPCG4
2027354.00000000
PA
USD
1972346.21000000
0.009226669239
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDJ0
2150000.00000000
PA
USD
1996046.95000000
0.009337541706
Long
DBT
CORP
NL
Y
2
2026-09-24
Fixed
1.00400000
N
N
N
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB (B Shares)
B12PJ2906
986.00000000
NS
8133.07000000
0.000038046640
Long
EC
CORP
SE
N
2
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc (Class A)
57636Q104
263482.00000000
NS
USD
112377707.82000000
0.525704835564
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
3775000.00000000
PA
USD
3718375.00000000
0.017394621725
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
3120789.03000000
0.014599104356
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448EP9
16674000.00000000
PA
USD
12237156.98000000
0.057245629251
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
89396.00000000
NS
USD
33955282.68000000
0.158843392022
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XNE2
36436210.70000000
PA
USD
35562417.17000000
0.166361594601
Long
ABS-MBS
USGSE
US
N
2
2052-12-20
Fixed
4.50000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DZ2
7765000.00000000
PA
USD
7678195.53000000
0.035918729762
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.90000000
N
N
N
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
695799908
172207.00000000
NS
7175587.84000000
0.033567522408
Long
EC
CORP
JP
N
2
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114TZK1
3507000.00000000
PA
USD
3375459.37000000
0.015790456554
Long
DBT
CORP
CA
N
2
2024-12-13
Fixed
1.25000000
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma, Inc
J03393105
789014.00000000
NS
9383957.48000000
0.043898313283
Long
EC
CORP
JP
N
2
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
1500000.00000000
PA
USD
981796.05000000
0.004592858681
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
9.69100000
N
N
N
N
N
N
Coeur Mining Inc
5493003AVK173D48DR70
Coeur Mining, Inc
192108504
19088.00000000
NS
USD
62226.88000000
0.000291098406
Long
EC
CORP
US
N
1
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
Seek Ltd
B0767Y908
10765.00000000
NS
195847.75000000
0.000916179117
Long
EC
CORP
AU
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
1100000.00000000
PA
USD
990145.75000000
0.004631918721
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.28729600
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
654845.00000000
NS
19507894.71000000
0.091258264469
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KRVW1
19538850.10000000
PA
USD
19622368.72000000
0.091793775842
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
NY PUBLIC LIBRARY
549300UUPLEIDLHTTI88
New York Public Library Astor Lenox & Tilden Foundations
649757AA9
17500000.00000000
PA
USD
15427337.28000000
0.072169347153
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.30500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754EAF2
3400000.00000000
PA
USD
3477384.00000000
0.016267261713
Long
ABS-CBDO
USGSE
US
Y
2
2043-07-25
Variable
9.18758000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund, Inc
29375EAA3
4750000.00000000
PA
USD
4361996.25000000
0.020405492920
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
1159023.75000000
0.005421932888
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
3.80000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAA4
4954118.71000000
PA
USD
4217379.48000000
0.019728973201
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
2000000.00000000
PA
USD
811896.20000000
0.003798064283
Long
ABS-MBS
CORP
US
Y
2
2035-10-15
Variable
7.57648000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale
596651901
571044.00000000
NS
15192803.40000000
0.071072193659
Long
EC
CORP
FR
N
2
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
608625901
939120.00000000
NS
18516950.24000000
0.086622609322
Long
EC
CORP
AU
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
05565A5R0
5400000.00000000
PA
USD
5655009.60000000
0.026454231444
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.50000000
N
N
N
N
Y
BNP Paribas SA
BNP PARIBAS SA 8.5 12/30/2049
USD
XXXX
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group plc
G4911B108
44488.00000000
NS
2408428.23000000
0.011266668373
Long
EC
CORP
GB
N
2
N
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAD9
13250000.00000000
PA
USD
1325.00000000
0.000006198372
Long
DBT
MUN
US
Y
2
2031-04-01
Fixed
6.50000000
Y
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
3372642.19000000
0.015777277738
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
3.95000000
N
N
N
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi plc
B1CRLC906
158819.00000000
NS
3107246.59000000
0.014535752591
Long
EC
CORP
GB
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next plc
G6500M106
366.00000000
NS
37835.17000000
0.000176993571
Long
EC
CORP
GB
N
2
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
10500000.00000000
PA
USD
10245186.11000000
0.047927155516
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
NetScout Systems Inc
5493005HZXZ3SPNVCV76
Netscout Systems, Inc
64115T104
44721.00000000
NS
USD
981625.95000000
0.004592062951
Long
EC
CORP
US
N
1
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan, Inc
25159MBC0
15000000.00000000
PA
USD
14873850.00000000
0.069580124209
Long
DBT
NUSS
JP
Y
2
2024-03-04
Fixed
0.50000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
30318LAA5
3127971.08000000
PA
USD
2395223.84000000
0.011204898012
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
7116.00000000
NS
USD
357934.80000000
0.001674425104
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCA2
6134000.00000000
PA
USD
4529812.89000000
0.021190542027
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
Ansys, Inc
03662Q105
15248.00000000
NS
USD
5533194.24000000
0.025884377111
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
2862899.72000000
0.013392693762
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.66800000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
70181.00000000
NS
USD
3033924.63000000
0.014192751210
Long
EC
CORP
US
N
1
N
N
N
BELLWOOD IL TAX INCREMENT REVE
N/A
Village of Bellwood IL
080031AB3
4500000.00000000
PA
USD
3790235.70000000
0.017730787307
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
6.00000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AB4
3250000.00000000
PA
USD
3044137.82000000
0.014240528687
Long
DBT
CORP
KR
Y
2
2029-04-15
Fixed
3.62500000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAC3
3440000.00000000
PA
USD
3439986.76000000
0.016092316786
Long
DBT
CORP
US
N
2
2024-02-01
Variable
6.71873000
N
N
N
N
N
N
Olympic Steel Inc
549300GQ061U6N6KWJ49
Olympic Steel, Inc
68162K106
13246.00000000
NS
USD
883508.20000000
0.004133066441
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co
189054109
589.00000000
NS
USD
83985.51000000
0.000392885649
Long
EC
CORP
US
N
1
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161KAC9
3837328.71000000
PA
USD
3783788.00000000
0.017700624856
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.60000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
666114004
773090.00000000
NS
14519541.50000000
0.067922662997
Long
EC
CORP
JP
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAF0
10750000.00000000
PA
USD
8765233.31000000
0.041003911054
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
13981.00000000
NS
USD
1698831.31000000
0.007947161868
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179ASR8
7535414.32000000
PA
USD
7186938.56000000
0.033620621270
Long
ABS-O
USGSE
US
N
2
2033-06-15
Fixed
2.69000000
N
N
N
N
N
N
PORT LIONS AK REVENUE
N/A
City of Port Lions AK
734707AB8
3025000.00000000
PA
USD
3182494.51000000
0.014887763645
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
7.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
17500000.00000000
PA
USD
11365064.90000000
0.053165967613
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JV9
6445000.00000000
PA
USD
6316724.46000000
0.029549744855
Long
DBT
NUSS
N/A
N
2
2033-02-14
Fixed
3.75000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
12350000.00000000
PA
USD
12363394.44000000
0.057836170243
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
35833TAA3
15635561.22000000
PA
USD
12154736.62000000
0.056860065399
Long
ABS-MBS
MUN
US
N
2
2041-07-25
Fixed
2.34000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
1437.00000000
NS
USD
54879.03000000
0.000256725039
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
1267449.02000000
PA
USD
1250548.18000000
0.005850085733
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CP1
3050000.00000000
PA
USD
2808006.41000000
0.013135901921
Long
DBT
NUSS
JP
N
2
2027-01-20
Fixed
1.62500000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75973FAA9
3944739.16000000
PA
USD
3634945.38000000
0.017004336539
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
13033842.70000000
0.060972538649
Long
DBT
NUSS
CA
N
2
2031-04-21
Fixed
1.90000000
N
N
N
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne & Nagel International AG.
B142S6906
44472.00000000
NS
15347145.91000000
0.071794210555
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac Multiclass Certifi
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H74G5
7324000.00000000
PA
USD
6339002.56000000
0.029653962187
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
2.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MUXL9
3913993.44000000
PA
USD
3795232.70000000
0.017754163358
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
First Industrial Realty Trust Inc
N/A
First Industrial Realty Trust, Inc
32054K103
46383.00000000
NS
USD
2442992.61000000
0.011428361133
Long
EC
CORP
US
N
1
N
N
N
WLB Asset VI Pte Ltd
254900M29A8RHZTF4J92
WLB Asset VI Pte Ltd
ZG6473158
9750000.00000000
PA
USD
9858907.50000000
0.046120137584
Long
DBT
CORP
MU
Y
2
2027-12-21
Fixed
7.25000000
N
N
N
N
N
N
Onto Innovation Inc
254900RXZVN73CHOO062
Onto Innovation, Inc
683344105
98405.00000000
NS
USD
15046124.50000000
0.070386027261
Long
EC
CORP
US
N
1
N
N
N
Glaukos Corp
5299004JA1LHE21M6T14
Glaukos Corp
377322102
42062.00000000
NS
USD
3343508.38000000
0.015640989278
Long
EC
CORP
US
N
1
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DX3
4868000.00000000
PA
USD
4283986.43000000
0.020040561650
Long
DBT
NUSS
N/A
N
2
2028-07-20
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
307741.52000000
PA
USD
304408.25000000
0.001424026990
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1068021.00000000
NS
33174398.32000000
0.155190401655
Long
EC
CORP
CH
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946GAA1
2690851.96000000
PA
USD
2491341.97000000
0.011654540264
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Corp
J6354Y104
1484700.00000000
NS
14620692.02000000
0.068395846857
Long
EC
CORP
JP
N
2
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938GAX4
5149829.26000000
PA
USD
4473784.91000000
0.020928442180
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.50000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
G84228157
1849445.00000000
NS
15694642.29000000
0.073419804553
Long
EC
CORP
GB
N
2
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353TW7
3611000.00000000
PA
USD
3433673.50000000
0.016062783248
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
3.04000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBQ9
28102016.75000000
PA
USD
181395.71000000
0.000848572227
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
0.13675300
N
N
N
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries, Inc
J89494116
9000.00000000
NS
46620.15000000
0.000218089857
Long
EC
CORP
JP
N
2
N
N
N
REA Group Ltd
N/A
REA Group Ltd
N/A
1597.00000000
NS
196925.08000000
0.000921218885
Long
EC
CORP
AU
N
2
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
711559.00000000
NS
19470615.64000000
0.091083872343
Long
EC
CORP
GB
N
2
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BS9
5600000.00000000
PA
USD
5608304.91000000
0.026235746107
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.50000000
N
N
N
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
All Nippon Airways Co Ltd
601490006
205200.00000000
NS
4445768.37000000
0.020797380327
Long
EC
CORP
JP
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
113366.96000000
PA
USD
104162.93000000
0.000487275964
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
6.13043000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
144957.00000000
NS
USD
10673183.91000000
0.049929336531
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
600519.90000000
0.002809242343
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
11117541.05000000
PA
USD
10629705.57000000
0.049725944114
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
2.82459900
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
N/A
288600.00000000
NS
12066688.69000000
0.056448175680
Long
EC
CORP
JP
N
2
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
5328.00000000
NS
863103.43000000
0.004037612579
Long
EC
CORP
CA
N
1
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
Aptargroup, Inc
038336103
14878.00000000
NS
USD
1839218.36000000
0.008603894885
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
2388.00000000
NS
USD
291622.56000000
0.001364215313
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772NBN6
3656687.07000000
PA
USD
2934485.52000000
0.013727573356
Long
ABS-CBDO
CORP
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
55652.00000000
NS
USD
12649143.08000000
0.059172907259
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc
29444U700
66669.00000000
NS
USD
53694545.91000000
0.251184002378
Long
EC
CORP
US
N
1
N
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco, Inc
371532102
29570.00000000
NS
USD
1041159.70000000
0.004870562850
Long
EC
CORP
US
N
1
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson plc
G69651100
280736.00000000
NS
3448259.27000000
0.016131015729
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TM0
2070000.00000000
PA
USD
2011700.40000000
0.009410768812
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
639092907
196400.00000000
NS
5703992.05000000
0.026683372181
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YHD7
3019878.63000000
PA
USD
2847027.42000000
0.013318442871
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
THE NHP FOUNDATION
N/A
NHP Foundation
62925MAA1
1925000.00000000
PA
USD
2041847.50000000
0.009551797461
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.85000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KR1
8700000.00000000
PA
USD
8606779.94000000
0.040262663484
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.12500000
N
N
N
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc
172755100
31832.00000000
NS
USD
2648104.08000000
0.012387876091
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
1000000.00000000
PA
USD
863167.30000000
0.004037911364
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku, Inc
77543R102
6385.00000000
NS
USD
585249.10000000
0.002737805280
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
65681.00000000
NS
USD
3272884.23000000
0.015310608298
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABF1
1000000.00000000
PA
USD
825226.70000000
0.003860424589
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.28729600
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc
526107107
86.00000000
NS
USD
38486.72000000
0.000180041533
Long
EC
CORP
US
N
1
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
J82141136
319959.00000000
NS
15173848.97000000
0.070983524512
Long
EC
CORP
JP
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
J59826107
333800.00000000
NS
2883502.37000000
0.013489073310
Long
EC
CORP
JP
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05Q2
18880000.00000000
PA
USD
15385784.00000000
0.071974960200
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46652VBP9
14623502.60000000
PA
USD
91041.54000000
0.000425893878
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.13091700
N
N
N
N
N
N
Robert Half Inc
529900VPCUY9H3HLIC08
Robert Half International, Inc
770323103
62095.00000000
NS
USD
5459392.40000000
0.025539130843
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CS47
2899046.05000000
PA
USD
2705558.24000000
0.012656647632
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG.
D69671218
222749.00000000
NS
41789780.26000000
0.195493305443
Long
EC
CORP
DE
N
2
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
527.00000000
NS
USD
114348.46000000
0.000534924047
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust 2023-1
N/A
Sequoia Mortgage Trust
81749BAU5
3597603.76000000
PA
USD
3430493.99000000
0.016047909446
Long
ABS-CBDO
USGSE
US
Y
2
2053-01-25
Variable
5.00000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBG0
4515000.00000000
PA
USD
4791561.36000000
0.022415005838
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.55000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A.S.
K7681L102
262.00000000
NS
36222.82000000
0.000169450970
Long
EC
CORP
DK
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAA6
1229469.89000000
PA
USD
1073342.71000000
0.005021115520
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
16060640.63000000
0.075131951035
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc (Class B)
911312106
361784.00000000
NS
USD
56883298.32000000
0.266101040586
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179E5F1
1306239.73000000
PA
USD
1302110.68000000
0.006091295989
Long
ABS-O
USGSE
US
N
2
2025-08-15
Fixed
2.58000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670861AU7
4984674.77000000
PA
USD
4000193.53000000
0.018712973620
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610FAC1
6000000.00000000
PA
USD
5860222.20000000
0.027414219490
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Variable
7.20181000
N
N
N
N
N
N
DMC Global Inc
549300CBDXD1Z5MRNG02
DMC Global, Inc
23291C103
36565.00000000
NS
USD
688153.30000000
0.003219192884
Long
EC
CORP
US
N
1
N
N
N
Redeia Corp SA
5493009HMD0C90GUV498
Redeia Corp S.A.
N/A
1123.00000000
NS
18505.49000000
0.000086568998
Long
EC
CORP
ES
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments plc
G08288105
385655.00000000
NS
2762642.80000000
0.012923690179
Long
EC
CORP
GB
N
2
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BFRV7
8250000.00000000
PA
USD
6813472.05000000
0.031873538561
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.46854000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
23577.00000000
NS
USD
5069762.31000000
0.023716434631
Long
EC
CORP
US
N
1
N
N
N
KDC Agribusiness Fairless Hills LLC
N/A
KDC Agribusiness Fairless Hills LLC
48244KAA8
450365.90000000
PA
USD
98675.17000000
0.000461604129
Long
LON
CORP
US
N
3
2024-09-17
Fixed
12.00000000
N
N
N
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group, Inc
74967R106
2740.00000000
NS
USD
77350.20000000
0.000361845556
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
278795.00000000
NS
USD
60186264.60000000
0.281552373229
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654UCC7
9578374.78000000
PA
USD
8011258.80000000
0.037476805425
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330CAV0
6515402.59000000
PA
USD
80196.79000000
0.000375161952
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
0.25000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAG9
2000000.00000000
PA
USD
1591563.60000000
0.007445361690
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
4.14550000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun S.A.
192714AE3
11300000.00000000
PA
USD
9780372.61000000
0.045752750028
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc
038222105
435008.00000000
NS
USD
70501746.56000000
0.329808373932
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F9LG4
16553111.31000000
PA
USD
2829588.85000000
0.013236864943
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPJA0
3582142.34000000
PA
USD
3631134.58000000
0.016986509551
Long
ABS-CBDO
USGSE
US
N
2
2052-11-25
Fixed
5.50000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
Scottish & Southern Energy plc
G8842P102
492137.00000000
NS
11617376.25000000
0.054346284415
Long
EC
CORP
GB
N
2
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AY1
6675000.00000000
PA
USD
7384575.46000000
0.034545170062
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.85000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
Nvidia Corp
67066G104
546718.00000000
NS
USD
270745687.96000000
1.266552950134
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia, Inc
78709Y105
55057.00000000
NS
USD
24127078.54000000
0.112866885279
Long
EC
CORP
US
N
1
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AD3
480000.00000000
PA
USD
409121.86000000
0.001913879045
Long
ABS-CBDO
CORP
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
255382.00000000
NS
USD
17023764.12000000
0.079637459163
Long
EC
CORP
US
N
1
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
70274.00000000
NS
USD
3073784.76000000
0.014379217579
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG.
225401BG2
9925000.00000000
PA
USD
10506834.47000000
0.049151151011
Long
DBT
CORP
CH
N
2
2034-09-22
Fixed
6.30100000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB (B Shares)
928856301
697434.00000000
NS
18147233.99000000
0.084893070393
Long
EC
CORP
SE
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAC2
3740000.00000000
PA
USD
3265025.61000000
0.015273845540
Long
ABS-MBS
CORP
US
Y
2
2029-10-10
Variable
3.41290000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc
65339F101
1032179.00000000
NS
USD
62694552.46000000
0.293286186656
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNE82
458927.94000000
PA
USD
422397.70000000
0.001975983651
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc
668771108
1601.00000000
NS
USD
36534.82000000
0.000170910511
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207942AB9
2351000.00000000
PA
USD
2460437.87000000
0.011509970357
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
8.43743000
N
N
N
N
N
N
TAMPA BAY FL WTR REGL WTR SPLY
N/A
Tampa Bay Water
875124ER6
2280000.00000000
PA
USD
2205709.62000000
0.010318347255
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.61200000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc
09247X101
83282.00000000
NS
USD
67608327.60000000
0.316272910644
Long
EC
CORP
US
N
1
N
N
N
Tarsus Pharmaceuticals Inc
N/A
Tarsus Pharmaceuticals, Inc
87650L103
47772.00000000
NS
USD
967383.00000000
0.004525434188
Long
EC
CORP
US
N
1
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770LAA1
2074382.13000000
PA
USD
1929886.89000000
0.009028043816
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.84000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680103
31537.00000000
NS
USD
2214528.14000000
0.010359600442
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG. (Preference)
D12096125
73915.00000000
NS
7354748.70000000
0.034405639970
Long
EC
CORP
DE
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
624730909
500415.00000000
NS
2912186.36000000
0.013623257505
Long
EC
CORP
AU
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc
052769106
223337.00000000
NS
USD
54378092.76000000
0.254381646211
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc
79466L302
350058.00000000
NS
USD
92114262.12000000
0.430912090665
Long
EC
CORP
US
N
1
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
27760.00000000
NS
255021.25000000
0.001192993760
Long
EC
CORP
GB
Y
2
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
212089.00000000
NS
12081414.07000000
0.056517061259
Long
EC
CORP
CA
N
1
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N0139V308
151556.00000000
NS
4360485.25000000
0.020398424436
Long
EC
CORP
NL
N
2
N
N
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
EUR240116
EUR240116
1.00000000
NC
USD
-228022.40000000
-0.00106669267
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
5653213.97000000
EUR
6017576.61000000
USD
2024-01-16
-228022.40000000
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384RK7
2602000.00000000
PA
USD
2599364.02000000
0.012159869258
Long
STIV
USGSE
US
N
2
N
N
N
WLB ASSET II C PTE LTD
549300QP5TA3PCYZ7Y92
WLB Asset II C Pte Ltd
BS8095082
5500000.00000000
PA
USD
5140713.49000000
0.024048345462
Long
DBT
CORP
SG
Y
2
2025-12-23
Fixed
3.90000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Partners LP
87612GAE1
8200000.00000000
PA
USD
8574720.16000000
0.040112687286
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAL3
2185000.00000000
PA
USD
2173213.80000000
0.010166331254
Long
DBT
CORP
FR
N
2
2024-04-10
Fixed
3.75000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AU1
11075000.00000000
PA
USD
10437880.61000000
0.048828583677
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
2.00000000
N
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison, Inc
209115104
203718.00000000
NS
USD
18532226.46000000
0.086694071740
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M2B6
3215000.00000000
PA
USD
3219052.57000000
0.015058782874
Long
DBT
NUSS
N/A
N
2
2024-06-17
Variable
5.81150000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
3597488.80000000
0.016829114018
Long
ABS-MBS
CORP
US
Y
2
2034-08-15
Variable
3.18810000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
10000000.00000000
PA
USD
8915833.30000000
0.041708420378
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
10235691.87000000
PA
USD
8214126.35000000
0.038425823287
Long
ABS-CBDO
CORP
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
104062.20000000
PA
USD
110023.83000000
0.000514693354
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AB1
6200000.00000000
PA
USD
5953090.95000000
0.027848661088
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
10000000.00000000
PA
USD
9979592.00000000
0.046684701736
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
3065000.00000000
PA
USD
3062803.87000000
0.014327848788
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
Brookdale Senior Living Inc
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living, Inc
112463104
381856.00000000
NS
USD
2222401.92000000
0.010396434120
Long
EC
CORP
US
N
1
N
N
Vishay Precision Group Inc
N/A
Vishay Precision Group, Inc
92835K103
26134.00000000
NS
USD
890385.38000000
0.004165238007
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M3A7
28030000.00000000
PA
USD
25847724.35000000
0.120916095751
Long
DBT
NUSS
N/A
N
2
2027-03-31
Fixed
0.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CE9
630000.00000000
PA
USD
567700.16000000
0.002655711039
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
18408.00000000
NS
435800.14000000
0.002038680494
Long
EC
CORP
DE
Y
2
N
N
N
CarMax Inc
N/A
Carmax, Inc
143130102
899.00000000
NS
USD
68989.26000000
0.000322732935
Long
EC
CORP
US
N
1
N
N
N
Health Catalyst Inc
549300223PL6GWKVJG92
Health Catalyst, Inc
42225T107
113131.00000000
NS
USD
1047593.06000000
0.004900658217
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SF6
2500000.00000000
PA
USD
2034277.35000000
0.009516384170
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BEXK4
9094753.98000000
PA
USD
8818795.50000000
0.041254475893
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
5000000.00000000
PA
USD
4545034.50000000
0.021261748978
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38378PKX5
7446746.16000000
PA
USD
6607491.91000000
0.030909959950
Long
ABS-CBDO
USGSE
US
N
2
2043-12-20
Fixed
2.50000000
N
N
N
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
10100000.00000000
PA
USD
9553382.04000000
0.044690884267
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
Dril-Quip Inc
5299007REICYIJNMW197
Dril-Quip, Inc
262037104
60033.00000000
NS
USD
1396967.91000000
0.006535039730
Long
EC
CORP
US
N
1
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KE0
9885000.00000000
PA
USD
9501642.20000000
0.044448844412
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Pulmonx Corp
549300WZMFR0ZK7RJY40
Pulmonx Corp
745848101
72016.00000000
NS
USD
918204.00000000
0.004295373986
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
7500000.00000000
PA
USD
7681611.83000000
0.035934711272
Long
DBT
CORP
GB
N
2
2029-03-06
Fixed
5.87100000
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
N/A
22997.00000000
NS
2012457.05000000
0.009414308434
Long
EC
CORP
DE
N
2
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
7511000.00000000
PA
USD
7176078.80000000
0.033569819128
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS S.A.
X3078L108
584895.00000000
NS
8605955.62000000
0.040258807301
Long
EC
CORP
PT
N
2
N
N
N
Yamaha Corp
529900S5TENP3IJS7S02
Yamaha Corp
664238003
389.00000000
NS
8960.46000000
0.000041917184
Long
EC
CORP
JP
N
2
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
16822000.00000000
PA
USD
16625129.78000000
0.077772640915
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc
461202103
123684.00000000
NS
USD
77306210.52000000
0.361639772494
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654KBP1
4004952.15000000
PA
USD
3213967.69000000
0.015034995718
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ETGQ3
547564.53000000
PA
USD
527212.65000000
0.002466309776
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank/The
25490065OSV2524LCR32
Asian Infrastructure Investment Bank
04522KAK2
5375000.00000000
PA
USD
5463552.70000000
0.025558592798
Long
DBT
NUSS
N/A
N
2
2026-09-14
Fixed
4.87500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
617228.43000000
PA
USD
627216.83000000
0.002934131037
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36259VAD5
345191.31000000
PA
USD
292197.47000000
0.001366904752
Long
ABS-CBDO
CORP
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
864085.65000000
PA
USD
74981.08000000
0.000350762772
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.46708000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
11103208.67000000
PA
USD
9598362.04000000
0.044901301475
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
9548000.00000000
PA
USD
8232751.16000000
0.038512950466
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings, Inc
641062BG8
6600000.00000000
PA
USD
6798392.70000000
0.031802997104
Long
DBT
CORP
US
Y
2
2030-03-14
Fixed
4.95000000
N
N
N
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
656946001
874400.00000000
NS
13767027.66000000
0.064402390408
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHJ2
51758999.83000000
PA
USD
48956846.77000000
0.229020964924
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
1012552.32000000
PA
USD
954034.62000000
0.004462990238
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAE4
8750000.00000000
PA
USD
7268605.49000000
0.034002660563
Long
DBT
NUSS
JP
N
2
2031-04-28
Fixed
1.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAL4
25953969.57000000
PA
USD
278142.20000000
0.001301153959
Long
ABS-CBDO
CORP
US
Y
2
2051-03-27
Variable
0.26851900
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc
515098101
459.00000000
NS
USD
88885.35000000
0.000415807184
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36258FAS8
403800.55000000
PA
USD
341413.12000000
0.001597136403
Long
ABS-CBDO
CORP
US
Y
2
2050-05-25
Variable
3.62976600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H8JP7
1603177.95000000
PA
USD
1354616.43000000
0.006336918783
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167QAC0
9422000.00000000
PA
USD
9515949.59000000
0.044515774627
Long
ABS-O
CORP
US
Y
2
2026-09-21
Fixed
6.13000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Callisto Issuer LLC
86772HAA5
5450548.97000000
PA
USD
4608645.18000000
0.021559320825
Long
ABS-O
CORP
US
Y
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
CROWLEY CONRO LLC
5493002RTOQUGXZXJJ02
Crowley Conro LLC
228023AB3
12544402.79000000
PA
USD
12114959.34000000
0.056673986605
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.18100000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PBH3
8074790.62000000
PA
USD
6594058.45000000
0.030847117995
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust
20753YCK6
10555000.00000000
PA
USD
10911143.64000000
0.051042516210
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.43743000
N
N
N
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB (B Shares)
B1VVGZ901
312241.00000000
NS
4690629.64000000
0.021942845528
Long
EC
CORP
SE
N
2
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
90376PAD3
4264532.01000000
PA
USD
3975031.65000000
0.018595265915
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp (Toronto)
683715106
165017.00000000
NS
6935433.93000000
0.032444078318
Long
EC
CORP
CA
N
1
N
N
N
NETGEAR Inc
54930067KX3UNRHDWA78
Netgear, Inc
64111Q104
61451.00000000
NS
USD
895955.58000000
0.004191295497
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
225322.39000000
PA
USD
211329.96000000
0.000988605160
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp, Inc
985817105
148869.00000000
NS
USD
7047458.46000000
0.032968130981
Long
EC
CORP
US
N
1
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
526123.38000000
PA
USD
480762.39000000
0.002249014667
Long
ABS-CBDO
CORP
US
N
2
2045-08-19
Variable
6.09023000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334104
593154.00000000
NS
USD
38638051.56000000
0.180749464781
Long
EC
CORP
US
N
1
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SE4
10625000.00000000
PA
USD
10752148.95000000
0.050298736336
Long
DBT
NUSS
CA
N
2
2033-09-08
Fixed
4.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61947DAB5
2007265.30000000
PA
USD
1561275.24000000
0.007303672225
Long
ABS-O
CORP
US
Y
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc
443573100
84396.00000000
NS
USD
48995253.84000000
0.229200633853
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
632064.75000000
PA
USD
583111.84000000
0.002727807141
Long
ABS-CBDO
CORP
US
Y
2
2047-09-25
Variable
3.72050000
N
N
N
N
N
N
TriCo Bancshares
N/A
Trico Bancshares
896095106
4787.00000000
NS
USD
205697.39000000
0.000962255901
Long
EC
CORP
US
N
1
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos, Inc
83570H108
196385.00000000
NS
USD
3366038.90000000
0.015746387435
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co, Inc
J00882126
365863.00000000
NS
14083466.59000000
0.065882697124
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136B2JH6
3039315.08000000
PA
USD
2868997.64000000
0.013421219936
Long
ABS-CBDO
USGSE
US
N
2
2048-07-25
Fixed
4.00000000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
77317.20000000
PA
USD
68490.03000000
0.000320397529
Long
ABS-CBDO
CORP
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems, Inc
671044105
33253.00000000
NS
USD
4291299.65000000
0.020074773018
Long
EC
CORP
US
N
1
N
N
N
THIRAX 1 LLC
N/A
Thirax LLC
88410XAA4
22205736.79000000
PA
USD
19071680.39000000
0.089217646434
Long
DBT
CORP
US
N
2
2033-01-14
Fixed
0.96800000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BS5
17300000.00000000
PA
USD
17754069.12000000
0.083053838420
Long
DBT
CORP
US
N
2
2028-09-08
Fixed
4.87500000
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558103
486454.00000000
NS
USD
39407638.54000000
0.184349605811
Long
EC
CORP
US
N
1
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues S.A.
F11487125
272149.00000000
NS
10267972.14000000
0.048033748953
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
6822568.54000000
PA
USD
6484717.88000000
0.030335620942
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YGU0
3591064.07000000
PA
USD
3415698.05000000
0.015978693786
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
13853.00000000
NS
USD
522258.10000000
0.002443132307
Long
EC
CORP
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
268317AS3
20250000.00000000
PA
USD
19772062.94000000
0.092494047959
Long
DBT
CORP
FR
Y
2
2025-10-13
Fixed
3.62500000
N
N
N
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
N/A
101200.00000000
NS
1450790.77000000
0.006786823988
Long
EC
CORP
JP
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222401
253679.00000000
NS
14988512.82000000
0.070116518838
Long
EC
CORP
CA
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAY4
7208000.00000000
PA
USD
6623751.45000000
0.030986022356
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group plc
317430908
308453.00000000
NS
5563546.48000000
0.026026365407
Long
EC
CORP
GB
N
2
N
N
N
DOLP Trust
N/A
DOLP Trust
23345LAC3
102725000.00000000
PA
USD
3734002.39000000
0.017467726922
Long
ABS-MBS
CORP
US
Y
2
2041-05-10
Variable
0.66526200
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial, Inc
125094AV4
12500000.00000000
PA
USD
11525816.63000000
0.053917966950
Long
DBT
NUSS
CA
Y
2
2026-05-26
Fixed
1.00000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource, Inc
65473P105
1123.00000000
NS
USD
29815.65000000
0.000139478119
Long
EC
CORP
US
N
1
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
3596000.00000000
PA
USD
2562840.43000000
0.011989011281
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
204332.00000000
NS
USD
3152842.76000000
0.014749052252
Long
EC
CORP
US
N
1
N
N
N
Cassava Sciences Inc
529900XA0UG5JXABYF08
Cassava Sciences, Inc
14817C115
19970.80000000
NS
USD
134385.51000000
0.000628657709
Long
DE
CORP
US
N
2
N/A
N/A
Call
Purchased
CASSAVA SCIENCES INC
CASSAVA SCIENCES INC
1.50000000
33.00000000
USD
2024-11-15
XXXX
134385.51000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
4650197.14000000
PA
USD
4186559.33000000
0.019584796013
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83371GAA9
5000000.00000000
PA
USD
5342570.00000000
0.024992633662
Long
DBT
CORP
FR
Y
2
N/A
Fixed
10.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 10 05/14/2172
USD
XXXX
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
689.00000000
NS
USD
35345.70000000
0.000165347787
Long
EC
CORP
US
N
1
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
653323907
220460.00000000
NS
3514677.07000000
0.016441719331
Long
EC
CORP
AU
N
2
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Hakko Kogyo Co Ltd
J38296117
276847.00000000
NS
4645195.79000000
0.021730305203
Long
EC
CORP
JP
N
2
N
N
N
ResMed Inc
529900T3QE5253CCXF22
Resmed, Inc
761152107
101039.00000000
NS
USD
17380728.78000000
0.081307345936
Long
EC
CORP
US
N
1
N
N
N
Proto Labs Inc
529900QHG5MGWT2WQQ09
Proto Labs, Inc
743713109
60083.00000000
NS
USD
2340833.68000000
0.010950459915
Long
EC
CORP
US
N
1
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
Florida Development Finance Corp
340618DH7
6000000.00000000
PA
USD
6124728.60000000
0.028651584945
Long
DBT
MUN
US
Y
2
2057-07-01
Fixed
8.00000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508104
424461.00000000
NS
USD
72353622.06000000
0.338471479134
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
438691.00000000
NS
21122588.43000000
0.098811829255
Long
EC
CORP
CA
N
1
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG.
D12096109
169453.00000000
NS
18855318.67000000
0.088205502614
Long
EC
CORP
DE
N
2
N
N
N
Woodward Capital Management
N/A
Woodward Capital Management
74938XAV1
3335665.29000000
PA
USD
2789917.76000000
0.013051282907
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
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
1654319.95000000
0.007738936966
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.78600000
N
N
N
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C103
1840.00000000
NS
USD
54445.60000000
0.000254697446
Long
EC
CORP
US
N
1
N
N
N
Durrah MSN 35603
N/A
Durrah MSN 35603
266893AA4
505665.29000000
PA
USD
495430.73000000
0.002317633412
Long
DBT
CORP
KY
N
2
2025-01-22
Fixed
1.68400000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Groep NV
B5337G162
236957.00000000
NS
15378353.60000000
0.071940200662
Long
EC
CORP
BE
N
2
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED, Inc
N/A
774.00000000
NC
USD
789.48000000
0.000003693200
Long
EC
CORP
US
N
3
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738ECL7
10000000.00000000
PA
USD
10689993.20000000
0.050007970676
Long
DBT
CORP
GB
N
2
2034-09-13
Fixed
6.69200000
N
N
N
N
N
N
Tejon Ranch Co
549300TMNDO77VJ6J111
Tejon Ranch Co
879080109
6482.00000000
NS
USD
111490.40000000
0.000521553994
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EQ86
8816157.91000000
PA
USD
8721901.63000000
0.040801204715
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748WAU0
2809462.73000000
PA
USD
2254589.35000000
0.010547007467
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
6500000.00000000
PA
USD
5769854.22000000
0.026991476537
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
Anywhere Real Estate Inc
5493004HBTOTE9DI9P12
Anywhere Real Estate, Inc
75605Y106
237484.00000000
NS
USD
1925995.24000000
0.009009838611
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
414110.79000000
0.001937217344
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
2.13800000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DS4
5000000.00000000
PA
USD
4119143.10000000
0.019269421739
Long
DBT
NUSS
N/A
N
2
2031-01-13
Fixed
1.12500000
N
N
N
N
N
N
Metso Oyj
549300R0VN9C371W0E07
Metso Outotec Oyj
B1FN8X901
52107.00000000
NS
528984.61000000
0.002474599035
Long
EC
CORP
FI
N
2
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc
911363109
44615.00000000
NS
USD
25583133.30000000
0.119678334303
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
5919016.00000000
0.027689257890
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
66131.10000000
0.000309362414
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384BAA9
10172283.40000000
PA
USD
1988654.96000000
0.009302961850
Long
ABS-CBDO
USGSE
US
N
2
2052-04-20
Fixed
5.00000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc
988498101
81717.00000000
NS
USD
10677143.22000000
0.049947858251
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076102
318599.00000000
NS
USD
110410483.45000000
0.516502126379
Long
EC
CORP
US
N
1
N
N
N
Sunrun Julius Issuer 2023-2 LLC
N/A
Sunrun Julius Issuer LLC
86772JAA1
5057688.16000000
PA
USD
5165582.81000000
0.024164684566
Long
ABS-O
CORP
US
Y
2
2059-01-30
Fixed
6.60000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JA5
11600000.00000000
PA
USD
10199851.12000000
0.047715077659
Long
DBT
NUSS
N/A
N
2
2029-10-09
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H9U98
2637911.54000000
PA
USD
2660946.31000000
0.012447952262
Long
ABS-CBDO
USGSE
US
N
2
2053-02-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XLH7
9321219.23000000
PA
USD
9255497.74000000
0.043297376426
Long
ABS-MBS
USGSE
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc
45168D104
73060.00000000
NS
USD
40551953.00000000
0.189702728390
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
6550000.00000000
PA
USD
6051580.37000000
0.028309396276
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
35564KB32
8336000.00000000
PA
USD
8757186.40000000
0.040966267471
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.33743000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
5000000.00000000
PA
USD
4581630.00000000
0.021432943352
Long
ABS-MBS
CORP
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
1850.00000000
NS
11672.01000000
0.000054601862
Long
EC
CORP
CA
N
1
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613BF4
4050000.00000000
PA
USD
4369046.85000000
0.020438475747
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS GROUP AG 0 12/30/2049
USD
XXXX
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
236698.00000000
NS
USD
41194919.92000000
0.192710538617
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc
23204G100
60894.00000000
NS
USD
3508712.28000000
0.016413815942
Long
EC
CORP
US
N
1
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd
J6174U100
548500.00000000
NS
20386807.66000000
0.095369834253
Long
EC
CORP
JP
N
2
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc
62482R107
22082.00000000
NS
USD
1437979.84000000
0.006726894239
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
605460005
480800.00000000
NS
3548464.52000000
0.016599777599
Long
EC
CORP
JP
N
2
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust
67647AAA3
1757464.43000000
PA
USD
1657362.42000000
0.007753169693
Long
ABS-CBDO
USGSE
US
Y
2
2052-11-25
Variable
4.50000000
N
N
N
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
J12852117
199100.00000000
NS
9913422.18000000
0.046375158188
Long
EC
CORP
JP
N
2
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
9220843.00000000
PA
USD
9161829.60000000
0.042859195268
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
149200.00000000
NS
7300108.73000000
0.034150033257
Long
EC
CORP
JP
N
2
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933Y105
878157.00000000
NS
USD
95736676.14000000
0.447857805288
Long
EC
CORP
US
N
1
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce, Inc
78463M107
79680.00000000
NS
USD
15445171.20000000
0.072252774535
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc (Step Bond)
25746UDB2
4000000.00000000
PA
USD
3933677.28000000
0.018401809467
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc
436440101
135994.00000000
NS
USD
9716771.30000000
0.045455222014
Long
EC
CORP
US
N
1
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2H8
5000000.00000000
PA
USD
4294460.85000000
0.020089561166
Long
DBT
CORP
FR
N
2
2032-01-26
Fixed
2.12500000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F3B45
6311562.17000000
PA
USD
6031627.98000000
0.028216058655
Long
ABS-CBDO
USGSE
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
Westamerica BanCorp
N/A
Westamerica Bancorporation
957090103
2021.00000000
NS
USD
114004.61000000
0.000533315511
Long
EC
CORP
US
N
1
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama, Inc
25675T107
34769.00000000
NS
2505635.12000000
0.011721403864
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BCHU7
13400321.08000000
PA
USD
1915491.48000000
0.008960701842
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
77096.00000000
NS
3998367.70000000
0.018704432356
Long
EC
CORP
CA
N
1
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
N/A
1823.00000000
NS
36694.96000000
0.000171659649
Long
EC
CORP
SE
N
2
N
N
N
TERRAFORM POWER OPERATING
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88103NAL4
15353438.71000000
PA
USD
15358198.28000000
0.071845913731
Long
LON
CORP
US
N
2
2029-05-21
Variable
7.94810000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBM8
3140441.85000000
PA
USD
2520199.56000000
0.011789536563
Long
ABS-CBDO
CORP
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
852142.20000000
0.003986335758
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
229560.00000000
NS
USD
29842800.00000000
0.139605127841
Long
EC
CORP
US
N
1
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMSR 2018-GT1 A Mtge
69354WAD8
817307.70000000
PA
USD
818360.56000000
0.003828304669
Long
ABS-CBDO
CORP
US
Y
2
2025-08-25
Variable
8.87075000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
1163858.37000000
PA
USD
146045.25000000
0.000683202172
Long
ABS-CBDO
USGSE
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
3995349.51000000
PA
USD
3883227.62000000
0.018165805096
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
7.59458000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TeliaSonera AB
597838903
1677759.00000000
NS
4280681.73000000
0.020025102207
Long
EC
CORP
SE
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAA1
3345000.00000000
PA
USD
3268767.58000000
0.015291350539
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Parkland Corp
549300UY5C6HUV0XLS53
Parkland Corp
70137W108
171714.00000000
NS
5534813.74000000
0.025891953159
Long
EC
CORP
CA
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162100
247644.00000000
NS
USD
71326424.88000000
0.333666233190
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
47429.00000000
NS
USD
18910416.59000000
0.088463251624
Long
EC
CORP
US
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta plc
004561908
478464.00000000
NS
10230504.39000000
0.047858474179
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383V7J1
3344494.99000000
PA
USD
3373471.36000000
0.015781156610
Long
ABS-CBDO
USGSE
US
N
2
2053-02-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BMZC5
2449075.12000000
PA
USD
1957585.66000000
0.009157619135
Long
ABS-CBDO
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
N
N
N
N
N
N
Prothena Corp PLC
5299009ZXQ8NIIJ8OL30
Prothena Corp plc
G72800108
83677.00000000
NS
USD
3040822.18000000
0.014225018067
Long
EC
CORP
US
N
1
N
N
N
Computershare Ltd
N/A
Computershare Ltd
618041909
274481.00000000
NS
4571582.50000000
0.021385940975
Long
EC
CORP
AU
N
2
N
N
N
Children's Place Inc/The
549300BGVK2OO5O7TC19
Children's Place, Inc
168905107
25062.00000000
NS
USD
581939.64000000
0.002722323570
Long
EC
CORP
US
N
1
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31430WC85
4950000.00000000
PA
USD
5073684.26000000
0.023734781580
Long
DBT
CORP
CA
Y
2
2028-11-27
Fixed
5.14700000
N
N
N
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc
48020Q107
8252.00000000
NS
USD
1558555.24000000
0.007290948018
Long
EC
CORP
US
N
1
N
N
N
SEMITROPIC CA IMPT DIST SEMITR
254900JCJX7RNF7DVB37
Semitropic Improvement District of the Semitropic Water Storage District
81684LDV5
3870000.00000000
PA
USD
3230965.86000000
0.015114513448
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
3.29300000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058100
739110.00000000
NS
USD
38470675.50000000
0.179966476715
Long
EC
CORP
US
N
1
N
N
N
CONSERVATION FUND
N/A
Conservation Fund
20848FAA8
4390000.00000000
PA
USD
3872273.38000000
0.018114560974
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ76
75041585.98000000
PA
USD
74336377.42000000
0.347746842555
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345Y106
21187.00000000
NS
USD
5060726.82000000
0.023674166454
Long
EC
CORP
US
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AU3
15000000.00000000
PA
USD
14100661.80000000
0.065963136610
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
2988858.42000000
0.013981930711
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
151016.00000000
NS
1703046.21000000
0.007966879242
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJP7
153371000.00000000
PA
USD
154868762.91000000
0.724478716633
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1246.00000000
NS
USD
137383.96000000
0.000642684510
Long
EC
CORP
US
N
1
N
N
N
Sprout Social Inc
N/A
Sprout Social, Inc
85209W109
66963.00000000
NS
USD
4114206.72000000
0.019246329269
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson plc
G3421J106
576.00000000
NS
USD
111208.32000000
0.000520234419
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
169868.45000000
PA
USD
149711.55000000
0.000700353186
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
498976.05000000
PA
USD
446890.78000000
0.002090562697
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
3.99199700
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770AAA5
2347997.19000000
PA
USD
1958616.14000000
0.009162439738
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
47094.00000000
NS
15401986.11000000
0.072050753947
Long
EC
CORP
CH
N
2
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop, Inc
974155103
27949.00000000
NS
USD
7171154.42000000
0.033546782794
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
505354.00000000
NS
24599323.04000000
0.115076053112
Long
EC
CORP
CA
N
1
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBV1
1800000.00000000
PA
USD
1655692.92000000
0.007745359743
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
3.25000000
N
N
N
N
N
N
SANDALWOOD 2013 LLC
N/A
Sandalwood LLC
79977TAC3
978333.33000000
PA
USD
952845.12000000
0.004457425737
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
2.82100000
N
N
N
N
N
N
ASX Ltd
549300VSBVYUCBIQKT71
Australian Stock Exchange Ltd
612922906
536.00000000
NS
23028.17000000
0.000107726172
Long
EC
CORP
AU
N
2
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District No 2014
79772EEU9
1240000.00000000
PA
USD
1298487.58000000
0.006074347065
Long
DBT
MUN
US
N
2
2051-09-01
Fixed
6.33200000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust
46652RAG9
1700000.00000000
PA
USD
1525610.09000000
0.007136830044
Long
ABS-MBS
CORP
US
Y
2
2033-10-15
Variable
7.49648000
N
N
N
N
N
N
Orica Ltd
N/A
Orica Ltd
645800004
1122.00000000
NS
12196.42000000
0.000057055060
Long
EC
CORP
AU
N
2
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAF3
2640000.00000000
PA
USD
1968497.39000000
0.009208664394
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.24000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJN2
147412000.00000000
PA
USD
150843935.63000000
0.705650505910
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
J10038115
81100.00000000
NS
13156040.32000000
0.061544181201
Long
EC
CORP
JP
N
2
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087N75
21980000.00000000
PA
USD
21501682.23000000
0.100585236523
Long
DBT
NUSS
CA
N
2
2025-04-28
Fixed
2.87500000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX plc
G74570121
695611.00000000
NS
27597537.32000000
0.129101750696
Long
EC
CORP
GB
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655KCR5
4606629.97000000
PA
USD
3852940.16000000
0.018024119841
Long
ABS-CBDO
CORP
US
Y
2
2052-11-25
Variable
3.00000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
671034908
185813.00000000
NS
680635.38000000
0.003184023926
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac Multifamily Variab
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3137H6L29
16420100.43000000
PA
USD
14261949.16000000
0.066717641633
Long
ABS-MBS
MUN
US
N
2
2036-10-15
Fixed
3.15000000
N
N
N
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical, Inc
379577208
16584.00000000
NS
USD
883761.36000000
0.004134250728
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BBB6
6100000.00000000
PA
USD
5179375.19000000
0.024229205555
Long
ABS-MBS
CORP
US
Y
2
2037-06-15
Variable
3.67695000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Structured Agency Credit Risk Debt Note (STACR)
35564KUX5
8125000.00000000
PA
USD
8358882.19000000
0.039102993577
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.23743000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
1142.00000000
NS
USD
96361.96000000
0.000450782893
Long
EC
CORP
US
N
1
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CU4
10952000.00000000
PA
USD
9009158.90000000
0.042144999128
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
659730006
557700.00000000
NS
20893630.41000000
0.097740759729
Long
EC
CORP
JP
N
2
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BQ9
8475000.00000000
PA
USD
7034218.64000000
0.032906194877
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
152834.00000000
NS
637652.50000000
0.002982949280
Long
EC
CORP
NZ
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co, Inc
086516101
621.00000000
NS
USD
48611.88000000
0.000227407204
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova plc
G5509L101
10988.00000000
NS
USD
568519.12000000
0.002659542148
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
G0176J109
247.00000000
NS
USD
31292.43000000
0.000146386521
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning, Inc
690742101
9277.00000000
NS
USD
1375129.71000000
0.006432880258
Long
EC
CORP
US
N
1
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
22676000.00000000
PA
USD
21813340.79000000
0.102043180587
Long
DBT
NUSS
N/A
N
2
2028-09-26
Fixed
3.12500000
N
N
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
247981.00000000
NS
USD
4545491.73000000
0.021263887908
Long
EC
CORP
US
N
1
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
Sumisho Computer Systems Corp
685847006
40900.00000000
NS
809754.42000000
0.003788044999
Long
EC
CORP
JP
N
2
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon S.p.A.
B14NJ7908
155988.00000000
NS
5405082.23000000
0.025285066941
Long
EC
CORP
IT
N
2
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAL8
15240000.00000000
PA
USD
14081463.12000000
0.065873324857
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BY9
13000000.00000000
PA
USD
10581631.84000000
0.049501054384
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
2152000.00000000
PA
USD
1865656.39000000
0.008727572440
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
Rogers Corp
PW0CN80KNFR7RUOOKJ84
Rogers Corp
775133101
37538.00000000
NS
USD
4957643.66000000
0.023191941672
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
644150005
104900.00000000
NS
13064154.21000000
0.061114336410
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJL6
181716000.00000000
PA
USD
183597044.08000000
0.858870106362
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.87500000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International S.A.
89153VAV1
11316000.00000000
PA
USD
8295349.40000000
0.038805786101
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
145780.32000000
PA
USD
122885.81000000
0.000574861916
Long
ABS-CBDO
CORP
US
Y
2
2044-06-20
Variable
3.91937600
N
N
N
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
148462.00000000
NS
10980760.79000000
0.051368186426
Long
EC
CORP
FR
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
B1VQ25903
127111.00000000
NS
2761529.99000000
0.012918484434
Long
EC
CORP
SE
N
2
N
N
N
Dexus
N/A
Dexus Property Group
B033YN903
2975.00000000
NS
15547.79000000
0.000072732827
Long
EC
CORP
AU
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
5000000.00000000
PA
USD
3647865.00000000
0.017064774742
Long
ABS-MBS
CORP
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
2042109.68000000
0.009553023943
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
1615000.00000000
PA
USD
1385378.33000000
0.006480823477
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.01780000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAS1
10000000.00000000
PA
USD
8442348.50000000
0.039493450401
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
2433321.82000000
0.011383121012
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.51300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
17327CAP8
3250000.00000000
PA
USD
3230663.74000000
0.015113100125
Long
DBT
CORP
US
N
2
2026-01-25
Variable
5.32950900
N
N
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
680436003
151655.00000000
NS
4228600.02000000
0.019781463079
Long
EC
CORP
JP
N
2
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QBH9
16250000.00000000
PA
USD
14527420.38000000
0.067959520532
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
4.36100000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A.S.
K72807132
806268.00000000
NS
83554484.04000000
0.390869302684
Long
EC
CORP
DK
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAU5
15031000.00000000
PA
USD
13213775.55000000
0.061814267593
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
190151.00000000
NS
USD
26014558.31000000
0.121696547864
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
308196.00000000
NS
USD
13871901.96000000
0.064892994173
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132WVAX2
5336362.32000000
PA
USD
4592341.23000000
0.021483050669
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV30
25067976.49000000
PA
USD
22352128.21000000
0.104563637336
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc
238337109
75945.00000000
NS
USD
4089638.25000000
0.019131397547
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
3394.00000000
NS
USD
140918.88000000
0.000659220926
Long
EC
CORP
US
N
1
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CT7
15000000.00000000
PA
USD
12421848.90000000
0.058109621205
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.15000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CX6
14250000.00000000
PA
USD
13698007.16000000
0.064079511331
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
146482.20000000
0.000685246232
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
14750000.00000000
PA
USD
14406327.36000000
0.067393045318
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc
231021106
51829.00000000
NS
USD
12416673.53000000
0.058085410736
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754DAB3
4985000.00000000
PA
USD
5080600.34000000
0.023767135120
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.33743000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577BTY0
3000000.00000000
PA
USD
3210519.30000000
0.015018864091
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
5.75600000
N
N
N
N
N
N
Kimball Electronics Inc
549300COBYN2GZCBIU87
Kimball Electronics, Inc
49428J109
45982.00000000
NS
USD
1239214.90000000
0.005797068456
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc
45765U103
60326.00000000
NS
USD
10689163.94000000
0.050004091384
Long
EC
CORP
US
N
1
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAD7
16283898.00000000
PA
USD
14924518.19000000
0.069817150866
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
7491280.33000000
PA
USD
7332901.18000000
0.034303436898
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
6.79628000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAP9
5276000.00000000
PA
USD
4335397.52000000
0.020281063607
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali S.p.A.
T05040109
728290.00000000
NS
15386959.57000000
0.071980459536
Long
EC
CORP
IT
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283D0
1525000.00000000
PA
USD
1492117.19000000
0.006980149686
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe S.A.
438042905
75820.00000000
NS
7044573.09000000
0.032954633171
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
1925121.54000000
PA
USD
1900637.54000000
0.008891214857
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
1519125.09000000
PA
USD
1219095.45000000
0.005702949326
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
7565000.00000000
PA
USD
6587435.57000000
0.030816136049
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AH1
36844070.46000000
PA
USD
360799.24000000
0.001687825003
Long
ABS-CBDO
USGSE
US
Y
2
2052-07-25
Fixed
0.22442000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
426902.15000000
PA
USD
434418.69000000
0.002032218047
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
Biohaven Ltd
N/A
Biohaven Ltd
G1110E107
118489.00000000
NS
USD
5071329.20000000
0.023723764569
Long
EC
CORP
US
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
Mercadolibre, Inc
58733R102
383.00000000
NS
USD
601899.82000000
0.002815697632
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
3100000.00000000
PA
USD
2447060.02000000
0.011447388546
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Structured Agency Credit Risk Debt Note (STACR)
35564KYP8
15004000.00000000
PA
USD
16186267.19000000
0.075719634228
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.83743000
N
N
N
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
51917.00000000
NS
USD
6240942.57000000
0.029195235880
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
680468006
101433.00000000
NS
4881763.34000000
0.022836972240
Long
EC
CORP
JP
N
2
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc
009158BF2
10500000.00000000
PA
USD
10834815.18000000
0.050685450371
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.80000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
2184368.69000000
PA
USD
1752952.38000000
0.008200341158
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592KBP6
20579419.66000000
PA
USD
136174.02000000
0.000637024390
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
0.13943100
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAT4
1825000.00000000
PA
USD
1806038.27000000
0.008448677857
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
17666452.24000000
0.082643965159
Long
DBT
NUSS
NL
Y
2
2025-01-15
Fixed
1.75000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772GAB8
3022728.69000000
PA
USD
2842433.81000000
0.013296953885
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67000000
N
N
N
N
N
N
EBOS Group Ltd
254900KJ40C7HBYTWC21
EBOS Group Ltd
N/A
71389.00000000
NS
1601054.48000000
0.007489760188
Long
EC
CORP
NZ
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754LAB5
2833000.00000000
PA
USD
2841853.69000000
0.013294240074
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
7.23743000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II S.A.
90363PAA4
7708120.88000000
PA
USD
5860648.33000000
0.027416212933
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
30318LAH0
39130436.89000000
PA
USD
4674521.99000000
0.021867493667
Long
ABS-MBS
MUN
US
N
2
2037-11-25
Variable
1.76987400
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
14825000.00000000
PA
USD
9989764.87000000
0.046732290595
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CSJ9
4899579.27000000
PA
USD
5221616.86000000
0.024426812808
Long
ABS-CBDO
USGSE
US
N
2
2053-08-20
Variable
4.53281000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc
09062X103
10381.00000000
NS
USD
2686291.37000000
0.012566516886
Long
EC
CORP
US
N
1
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc
60468T105
67307.00000000
NS
USD
3954286.25000000
0.018498218580
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
48181.89000000
PA
USD
45033.30000000
0.000210666546
Long
ABS-CBDO
CORP
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
268572.00000000
NS
26574449.96000000
0.124315730561
Long
EC
CORP
CA
N
1
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group, Inc
896288107
2948.00000000
NS
USD
350605.64000000
0.001640139169
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
79241.00000000
NS
USD
36686998.18000000
0.171622403764
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
441289.00000000
NS
USD
72172815.95000000
0.337625665065
Long
EC
CORP
US
N
1
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136B2GX4
3169025.06000000
PA
USD
3048200.91000000
0.014259535892
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.30187400
N
N
N
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc
15677J108
381.00000000
NS
USD
25572.72000000
0.000119629620
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46652RAJ3
2000000.00000000
PA
USD
1658250.40000000
0.007757323678
Long
ABS-MBS
CORP
US
Y
2
2033-10-15
Variable
7.89648000
N
N
N
N
N
N
Xperi Inc
N/A
Xperi, Inc
98423J101
34711.00000000
NS
USD
382515.22000000
0.001789412729
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
653691.48000000
PA
USD
575030.43000000
0.002690002167
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
1050750.00000000
NS
1494824.75000000
0.006992815698
Long
EC
CORP
AU
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd (Class A)
Y83310105
602000.00000000
NS
5098726.91000000
0.023851931524
Long
EC
CORP
HK
N
2
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
J35759125
346500.00000000
NS
9017086.91000000
0.042182086494
Long
EC
CORP
JP
N
2
N
N
N
Phibro Animal Health Corp
549300U24SP4AF2JUX52
Phibro Animal Health Corp
71742Q106
40531.00000000
NS
USD
469348.98000000
0.002195622540
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237TAA9
13960956.03000000
PA
USD
12808839.30000000
0.059919968903
Long
ABS-O
CORP
US
Y
2
2049-07-20
Fixed
4.95000000
N
N
N
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods, Inc
89469A104
12328.00000000
NS
USD
510995.60000000
0.002390446139
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DW9
8000000.00000000
PA
USD
7843911.04000000
0.036693949747
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351RH4
7190000.00000000
PA
USD
7042637.36000000
0.032945577793
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
5.00000000
N
N
N
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566107
1964.00000000
NS
USD
50317.68000000
0.000235386966
Long
EC
CORP
US
N
1
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CA0
19738000.00000000
PA
USD
13891617.23000000
0.064985222543
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG.
225401BE7
7500000.00000000
PA
USD
7823625.98000000
0.036599055890
Long
DBT
CORP
CH
N
2
2029-09-22
Fixed
6.24600000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAS5
1000000.00000000
PA
USD
1034162.01000000
0.004837827536
Long
DBT
CORP
US
Y
2
2052-09-16
Fixed
5.78300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
1013896.62000000
PA
USD
1029092.07000000
0.004814110270
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
THE NHP FOUNDATION
N/A
NHP Foundation
62925MAB9
4850000.00000000
PA
USD
5334612.00000000
0.024955406002
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
BMO 2022-C1 Mortgage Trust
N/A
BMO 360A
05609MCU7
5200000.00000000
PA
USD
4268863.04000000
0.019969814174
Long
ABS-MBS
CORP
US
Y
2
2055-02-17
Fixed
3.77600000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAX8
12325000.00000000
PA
USD
8369109.09000000
0.039150835190
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.90000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
182711.00000000
NS
6290536.83000000
0.029427238675
Long
EC
CORP
CA
N
1
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software, Inc
40171V100
111035.00000000
NS
USD
12107256.40000000
0.056637952120
Long
EC
CORP
US
N
1
N
N
N
Weatherford International PLC
529900LPBDSCQDJKHQ39
Weatherford International plc
G48833118
83066.00000000
NS
USD
8126346.78000000
0.038015188960
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HN6
5000000.00000000
PA
USD
3647092.55000000
0.017061161207
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.45000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBD6
3884000.00000000
PA
USD
3495387.82000000
0.016351483891
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAW9
3000000.00000000
PA
USD
2724788.88000000
0.012746608895
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.00100000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering
F5433L103
37871.00000000
NS
16773001.13000000
0.078464385615
Long
EC
CORP
FR
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAD2
7986401.71000000
PA
USD
6424189.66000000
0.030052468895
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
81987.00000000
NS
USD
1881601.65000000
0.008802164639
Long
EC
CORP
US
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
212433.00000000
NS
10480166.94000000
0.049026399850
Long
EC
CORP
CA
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
274151.00000000
NS
8580793.93000000
0.040141100485
Long
EC
CORP
SE
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967424
1213196.00000000
NS
USD
62406802.24000000
0.291940086215
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
25719.11000000
PA
USD
23706.06000000
0.000110897353
Long
ABS-CBDO
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449W7M3
3250000.00000000
PA
USD
2928349.68000000
0.013698869792
Long
DBT
CORP
US
Y
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
173583.00000000
NS
USD
11926887.93000000
0.055794185338
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HM8
750000.00000000
PA
USD
644590.44000000
0.003015405082
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NAH8
2794727.98000000
PA
USD
2423205.79000000
0.011335798051
Long
ABS-CBDO
CORP
US
Y
2
2052-05-01
Variable
2.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67112FAD2
290243.64000000
PA
USD
277516.46000000
0.001298226737
Long
ABS-CBDO
CORP
US
Y
2
2057-06-25
Variable
4.65825000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
948723.60000000
PA
USD
935776.37000000
0.004377577833
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
BB BLUE FINANCING DAC
635400ZEZBP91CFF7965
BB Blue Financing DAC
BZ1196758
10839600.00000000
PA
USD
10996295.09000000
0.051440856147
Long
DBT
CORP
IE
N
2
2037-09-20
Fixed
4.39500000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
502.00000000
NS
41569.00000000
0.000194460491
Long
EC
CORP
NL
N
2
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
187415.04000000
PA
USD
177201.84000000
0.000828953232
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
6.37043000
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
4499931.15000000
0.021050754737
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde plc
G54950103
198373.00000000
NS
USD
81473774.83000000
0.381135709480
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
294961.17000000
PA
USD
256790.13000000
0.001201268611
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
J15708159
97800.00000000
NS
14718275.68000000
0.068852344884
Long
EC
CORP
JP
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CK2
6000000.00000000
PA
USD
5176795.80000000
0.024217139124
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
415187.27000000
PA
USD
410690.24000000
0.001921215953
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967ND9
14591000.00000000
PA
USD
14038477.35000000
0.065672236691
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
362626.42000000
PA
USD
326488.70000000
0.001527319712
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VSC1
14750000.00000000
PA
USD
14893536.53000000
0.069672218132
Long
DBT
NUSS
N/A
N
2
2026-03-16
Fixed
4.75000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos, Inc
460690100
150800.00000000
NS
USD
4922112.00000000
0.023025723960
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754MCB1
18627000.00000000
PA
USD
20208946.41000000
0.094537796289
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.98743000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
706710.05000000
PA
USD
601268.77000000
0.002812745570
Long
ABS-CBDO
CORP
US
Y
2
2051-03-27
Variable
3.00000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
396.00000000
NS
USD
60908.76000000
0.000284932219
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAW8
12350000.00000000
PA
USD
9377947.31000000
0.043870197605
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.35000000
N
N
N
N
N
N
BOC Hong Kong Holdings Ltd
254900JB98W77JDJMW15
BOC Hong Kong Holdings Ltd
Y0920U103
4739500.00000000
NS
12874965.71000000
0.060229309377
Long
EC
CORP
HK
N
2
N
N
N
GPS BLUE FINANCING DAC
635400J1S8CE6RWLCE97
GPS Blue Financing DAC
38403FAA7
14242000.00000000
PA
USD
14041187.80000000
0.065684916223
Long
DBT
CORP
IE
Y
2
2041-11-09
Fixed
5.64500000
N
N
N
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc
82968B103
1400605.00000000
NS
USD
7661309.35000000
0.035839735924
Long
EC
CORP
US
N
1
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718109
721397.00000000
NS
USD
105713516.38000000
0.494529634244
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BS5
10625000.00000000
PA
USD
11067847.34000000
0.051775578794
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.75000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486C98
1000.00000000
PA
USD
1026.30000000
0.000004801048
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
6100000.00000000
0.028535904132
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
PHARR TX ECON DEV CORP SALES T
N/A
Pharr Economic Development Corp
717185AF9
1170000.00000000
PA
USD
1097743.49000000
0.005135262785
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
3.51300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DP3S5
3189895.69000000
PA
USD
2925094.25000000
0.013683640835
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36259DAA1
1385306.47000000
PA
USD
1262888.95000000
0.005907816066
Long
ABS-MBS
USGSE
US
Y
2
2031-10-15
Variable
6.51301000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281FAA2
271712.99000000
PA
USD
242269.14000000
0.001133339172
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NZ4
14438000.00000000
PA
USD
13699766.87000000
0.064087743284
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.15000000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903808
108028.00000000
NS
15794320.55000000
0.073886101155
Long
EC
CORP
CA
N
1
N
N
N
Bancorp Inc/The
N/A
Bancorp, Inc
05969A105
25028.00000000
NS
USD
965079.68000000
0.004514659217
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
471499.00000000
NS
USD
17407743.08000000
0.081433719293
Long
EC
CORP
US
N
1
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353ZS9
10181697.87000000
PA
USD
9655021.34000000
0.045166354647
Long
DBT
USGSE
US
N
2
2033-06-01
Fixed
3.43000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383V7U6
3830733.59000000
PA
USD
3583855.07000000
0.016765335196
Long
ABS-CBDO
USGSE
US
N
2
2053-02-20
Fixed
4.50000000
N
N
N
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries plc
641297908
1233.00000000
NS
47539.42000000
0.000222390218
Long
EC
CORP
AU
N
2
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
J58472119
89700.00000000
NS
6693877.13000000
0.031314071484
Long
EC
CORP
JP
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
N/A
1333900.00000000
NS
16622698.16000000
0.077761265755
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972EGM5
2500000.00000000
PA
USD
2087191.75000000
0.009763918636
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.72000000
N
N
N
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
648380004
172700.00000000
NS
7098934.92000000
0.033208938740
Long
EC
CORP
JP
N
2
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
11500000.00000000
PA
USD
11061025.91000000
0.051743668028
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCV1
28250000.00000000
PA
USD
24941660.02000000
0.116677511348
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
162522.00000000
NS
USD
14581473.84000000
0.068212383541
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
6314700.00000000
PA
USD
6003721.86000000
0.028085513349
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
B28YTC906
147247.00000000
NS
18432632.96000000
0.086228171647
Long
EC
CORP
AU
N
2
N
N
N
Brambles Ltd
N/A
Brambles Ltd
Q6634U106
3969.00000000
NS
36788.22000000
0.000172095921
Long
EC
CORP
AU
N
2
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International S.A.
89153VAX7
11400000.00000000
PA
USD
8858975.00000000
0.041442436280
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
27160000.00000000
PA
USD
26941098.55000000
0.126030918924
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International, Inc
422819102
5059.00000000
NS
USD
149392.27000000
0.000698859589
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc
858119100
527.00000000
NS
USD
62238.70000000
0.000291153701
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948PAA6
3124250.10000000
PA
USD
2430574.41000000
0.011370268581
Long
ABS-O
CORP
US
Y
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD55
11448000.00000000
PA
USD
9612548.34000000
0.044967665228
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
IMAX Corp
5493002KS2T1Q0X7VZ21
IMAX Corp
45245E109
9348.00000000
NS
USD
140406.96000000
0.000656826155
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BN4W3
2299219.03000000
PA
USD
2090805.40000000
0.009780823353
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABHJ4
1562973.39000000
PA
USD
1563292.44000000
0.007313108721
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
N/A
Grant County Public Utility District No 2
387883YU9
9255000.00000000
PA
USD
7534281.71000000
0.035245498455
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
3.21000000
N
N
N
N
N
N
Frontier Issuer LLC
N/A
Frontier Issuer LLC
35910EAB0
5750000.00000000
PA
USD
5709336.58000000
0.026708373984
Long
ABS-O
CORP
US
Y
2
2053-08-20
Fixed
8.30000000
N
N
N
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
682112909
212936.00000000
NS
4652806.99000000
0.021765910526
Long
EC
CORP
AU
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
9500000.00000000
PA
USD
9210049.08000000
0.043084766819
Long
DBT
NUSS
N/A
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ECS7
1311657.27000000
PA
USD
1203572.23000000
0.005630331437
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Sprinklr Inc
254900AR04RJ2BQO5S78
Sprinklr, Inc
85208T107
212279.00000000
NS
USD
2555839.16000000
0.011956259220
Long
EC
CORP
US
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group plc (Class A)
G52416107
162389.00000000
NS
14095250.22000000
0.065937821146
Long
EC
CORP
IE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
2848318.44000000
PA
USD
2672074.12000000
0.012500008347
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HCF2
15000000.00000000
PA
USD
16469572.20000000
0.077044939901
Long
DBT
CORP
IT
Y
2
2053-11-28
Fixed
7.80000000
N
N
N
N
N
N
Ziff Davis Inc
5493008OJYGLHD7MXA18
Ziff Davis, Inc
48123V102
27738.00000000
NS
USD
1863716.22000000
0.008718496292
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456B101
1390846.00000000
NS
USD
24534523.44000000
0.114772919477
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
12850000.00000000
PA
USD
12205730.04000000
0.057098613489
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
5000000.00000000
PA
USD
4538758.45000000
0.021232389509
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
Bank
N/A
BANK
06540BAJ8
5000000.00000000
PA
USD
2629169.00000000
0.012299297464
Long
ABS-MBS
CORP
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
5000000.00000000
PA
USD
4553551.80000000
0.021301593053
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
359317.00000000
NS
8785193.99000000
0.041097287455
Long
EC
CORP
JP
N
2
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AE3
4470000.00000000
PA
USD
4201214.88000000
0.019653354926
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAF0
2425000.00000000
PA
USD
2424067.85000000
0.011339830783
Long
DBT
CORP
CA
Y
2
2024-05-21
Variable
5.83265100
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom S.A.
N/A
265750.00000000
NS
10463375.46000000
0.048947849020
Long
EC
CORP
ES
Y
2
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries, Inc
693506BU0
9875000.00000000
PA
USD
9127632.15000000
0.042699219014
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XDD5
7175748.40000000
PA
USD
6846820.99000000
0.032029545472
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
Adaptive Biotechnologies Corp
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp
00650F109
179570.00000000
NS
USD
879893.00000000
0.004116154474
Long
EC
CORP
US
N
1
N
N
N
OREGON ST
549300R5SUGZRD8KP359
State of Oregon
68609UBF1
5250000.00000000
PA
USD
5224609.95000000
0.024440814534
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
4.11200000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75975BAA6
3611581.90000000
PA
USD
2876001.62000000
0.013453984674
Long
ABS-O
CORP
KY
Y
2
2056-11-20
Fixed
2.06000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
6475000.00000000
PA
USD
6451959.10000000
0.030182374810
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
27016.00000000
NS
USD
8894477.68000000
0.041608518423
Long
EC
CORP
US
N
1
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290CB7
7250000.00000000
PA
USD
7721250.00000000
0.036120139308
Long
DBT
CORP
MX
Y
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
5625000.00000000
PA
USD
4745657.19000000
0.022200265347
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
1110.00000000
NS
USD
102952.50000000
0.000481613552
Long
EC
CORP
US
N
1
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EJ3
15800000.00000000
PA
USD
15103482.91000000
0.070654350882
Long
DBT
NUSS
N/A
N
2
2033-04-12
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
11181000.00000000
PA
USD
10791155.32000000
0.050481208801
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc
12504L109
122737.00000000
NS
USD
11425587.33000000
0.053449092574
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
3392015.66000000
PA
USD
3350461.77000000
0.015673517355
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A.S.
N/A
67021.00000000
NS
2939550.21000000
0.013751266062
Long
EC
CORP
DK
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AH1
11675000.00000000
PA
USD
10548869.43000000
0.049347791271
Long
DBT
CORP
CH
Y
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
GALLATIN CNTY MT INDL DEV REVE
N/A
County of Gallatin MT
363671BN7
3500000.00000000
PA
USD
3707744.95000000
0.017344894170
Long
DBT
MUN
US
Y
2
2027-09-01
Fixed
11.50000000
N
N
N
N
N
N
1-800-Flowers.com Inc
N/A
1-800-FLOWERS.COM, Inc (Class A)
68243Q106
20974.00000000
NS
USD
226099.72000000
0.001057698349
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
1373389.51000000
PA
USD
1148582.13000000
0.005373086811
Long
ABS-CBDO
CORP
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Co Ltd
664050002
735500.00000000
NS
5932787.75000000
0.027753682372
Long
EC
CORP
JP
N
2
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BK2
13598000.00000000
PA
USD
11994531.45000000
0.056110622879
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet, Inc
053807103
192485.00000000
NS
USD
9701244.00000000
0.045382585040
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP plc
G9788D103
670825.00000000
NS
6407640.01000000
0.029975049350
Long
EC
CORP
GB
N
2
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
663955003
451800.00000000
NS
23508902.95000000
0.109975049316
Long
EC
CORP
JP
N
2
N
N
N
Sana Biotechnology Inc
N/A
Sana Biotechnology, Inc
799566104
223366.00000000
NS
USD
911333.28000000
0.004263232641
Long
EC
CORP
US
N
1
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBF1
8800000.00000000
PA
USD
6048783.66000000
0.028296313219
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
City of New York NY
64966Q7G9
3000000.00000000
PA
USD
3390934.20000000
0.015862848073
Long
DBT
MUN
US
N
2
2053-10-01
Fixed
5.82800000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H9JM2
11437031.87000000
PA
USD
10093689.57000000
0.047218452116
Long
ABS-CBDO
MUN
US
N
2
2036-07-25
Fixed
2.87500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global (Class B)
92556H206
1668.00000000
NS
USD
24669.72000000
0.000115405371
Long
EC
CORP
US
N
1
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
14425000.00000000
PA
USD
12755030.16000000
0.059668248827
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
184008.32000000
0.000860794062
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361702
1009042.00000000
NS
USD
40593759.66000000
0.189898300659
Long
EC
CORP
US
N
1
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AR5
9700000.00000000
PA
USD
7181639.44000000
0.033595831896
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal S.A.
F58149133
74176.00000000
NS
36976778.59000000
0.172978001468
Long
EC
CORP
FR
N
2
N
N
N
VESSEL MANAGEMENT SERVIC
549300FGG4OD84UNFA43
Vessel Management Services, Inc
925387AE2
8377000.00000000
PA
USD
8619507.11000000
0.040322201402
Long
DBT
CORP
US
N
2
2035-04-16
Fixed
5.12500000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG.
H5820Q150
541835.00000000
NS
54731017.17000000
0.256032632625
Long
EC
CORP
CH
N
2
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBW8
7375000.00000000
PA
USD
7449731.61000000
0.034849971644
Long
ABS-O
CORP
US
Y
2
2029-09-25
Fixed
5.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
264657.56000000
PA
USD
261780.76000000
0.001224614864
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCL8
4875000.00000000
PA
USD
4875500.32000000
0.022807673725
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.65000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AK4
10000000.00000000
PA
USD
8202247.20000000
0.038370252420
Long
DBT
CORP
CH
Y
2
2033-02-11
Fixed
2.74600000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAB9
13200000.00000000
PA
USD
12443095.10000000
0.058209011291
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
ATI Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc
01741R102
34359.00000000
NS
USD
1562303.73000000
0.007308483518
Long
EC
CORP
US
N
1
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
698642006
632.00000000
NS
12013.04000000
0.000056197206
Long
EC
CORP
JP
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Bank der Oesterreichischen Sparkassen AG.
528983901
330921.00000000
NS
13403923.62000000
0.062703783510
Long
EC
CORP
AT
N
2
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333QAG0
750000.00000000
PA
USD
631758.83000000
0.002955378591
Long
ABS-O
CORP
US
Y
2
2040-11-17
Fixed
2.71100000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners plc
G25839104
218358.00000000
NS
USD
14573212.92000000
0.068173738816
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNDJ8
13119403.34000000
PA
USD
11241144.68000000
0.052586266708
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Structured Agency Credit Risk Debt Note (STACR)
35564KH44
6670000.00000000
PA
USD
7028655.24000000
0.032880169197
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
9.03743000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Structured Agency Credit Risk Debt Note (STACR)
35564KKY4
415000.00000000
PA
USD
411864.05000000
0.001926707056
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
6.83743000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer, Inc
717081EW9
4497000.00000000
PA
USD
4056083.05000000
0.018974425748
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc
824889109
34896.00000000
NS
USD
1054208.16000000
0.004931603768
Long
EC
CORP
US
N
1
N
N
N
ARAB PETROLEUM INVST
213800A54KIUYH5YD185
Arab Petroleum Investments Corp
03845EAC6
11850000.00000000
PA
USD
10773664.50000000
0.050399386446
Long
DBT
NUSS
N/A
Y
2
2026-10-06
Fixed
1.48300000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAF0
4188000.00000000
PA
USD
3137215.60000000
0.014675948131
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
711022.00000000
NS
USD
66302801.50000000
0.310165637261
Long
EC
CORP
US
N
1
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852FAW6
4220502.92000000
PA
USD
3386946.84000000
0.015844195135
Long
ABS-CBDO
CORP
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
4763130.88000000
0.022282007567
Long
ABS-MBS
CORP
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
4919010.37000000
0.023011214482
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
10000000.00000000
PA
USD
8297139.40000000
0.038814159752
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.67500000
N
N
N
N
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp
737630103
7536.00000000
NS
USD
370017.60000000
0.001730948649
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG.
225401BC1
12250000.00000000
PA
USD
12625402.72000000
0.059061849450
Long
DBT
CORP
CH
Y
2
2027-12-22
Fixed
6.32700000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant, Inc
04621X108
147.00000000
NS
USD
24768.03000000
0.000115865267
Long
EC
CORP
US
N
1
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
613210004
373600.00000000
NS
15430184.28000000
0.072182665468
Long
EC
CORP
JP
N
2
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel KGaA (Preference)
D3207M110
111129.00000000
NS
8939440.32000000
0.041818854420
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
3207584.59000000
0.015005135468
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
10875000.00000000
PA
USD
8859302.22000000
0.041443967020
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384AJQ7
9504233.09000000
PA
USD
1028290.54000000
0.004810360699
Long
ABS-CBDO
USGSE
US
N
2
2053-05-20
Variable
1.61226000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
12344926.46000000
PA
USD
9617224.84000000
0.044989541975
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
IFFIM
549300ILK2NRULX3HX87
International Finance Facility for Immunisation Co
BP0704505
10643000.00000000
PA
USD
9843838.42000000
0.046049644171
Long
DBT
NUSS
GB
N
2
2026-04-21
Fixed
1.00000000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings, Inc
74319R101
2150.00000000
NS
USD
66456.50000000
0.000310884641
Long
EC
CORP
US
N
1
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo
704239904
54588.00000000
NS
4340520.07000000
0.020305026983
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
3923699.51000000
PA
USD
3684767.83000000
0.017237406810
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank
04522KAD8
6263000.00000000
PA
USD
5784368.83000000
0.027059376130
Long
DBT
NUSS
N/A
N
2
2026-01-27
Fixed
0.50000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAE4
4000000.00000000
PA
USD
3360539.60000000
0.015720661616
Long
ABS-MBS
CORP
US
Y
2
2034-08-15
Variable
3.36590000
N
N
N
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
W0817X204
510377.00000000
NS
14708641.25000000
0.068807274856
Long
EC
CORP
SE
N
2
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
0641596E1
14639000.00000000
PA
USD
14230761.62000000
0.066571745789
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
15000000.00000000
PA
USD
12671787.00000000
0.059278835904
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EL5
8025000.00000000
PA
USD
8775174.91000000
0.041050418028
Long
DBT
NUSS
CO
N
2
2035-11-14
Fixed
8.00000000
N
N
N
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc
12541W209
78581.00000000
NS
USD
6788612.59000000
0.031757245583
Long
EC
CORP
US
N
1
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BJU7
10875000.00000000
PA
USD
10683358.25000000
0.049976932267
Long
DBT
NUSS
CA
N
2
2025-08-26
Fixed
3.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAG1
4250000.00000000
PA
USD
3422304.85000000
0.016009600509
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.64100000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc
01626P148
362261.00000000
NS
21332950.33000000
0.099795905815
Long
EC
CORP
CA
N
1
N
N
N
SANDALWOOD 2013 LLC
N/A
Sandalwood LLC
79977TAA7
492725.74000000
PA
USD
484074.76000000
0.002264509990
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
2.83600000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
10000000.00000000
PA
USD
9991200.90000000
0.046739008368
Long
DBT
CORP
GB
N
2
2028-08-11
Fixed
5.21000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
10075000.00000000
PA
USD
7659641.26000000
0.035831932570
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
119063.00000000
NS
USD
26774887.44000000
0.125253380514
Long
EC
CORP
US
N
1
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TEH4
12375000.00000000
PA
USD
12315319.71000000
0.057611275836
Long
DBT
NUSS
NL
Y
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAM0
12175000.00000000
PA
USD
12046177.91000000
0.056352225901
Long
DBT
NUSS
CA
N
2
2033-07-06
Fixed
4.20000000
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc
127387108
207356.00000000
NS
USD
56477553.72000000
0.264202960421
Long
EC
CORP
US
N
1
N
N
N
Alector Inc
549300Z8RQOIY1JMHC25
Alector, Inc
014442107
119809.00000000
NS
USD
956075.82000000
0.004472539006
Long
EC
CORP
US
N
1
N
N
N
Ranpak Holdings Corp
5493000Z9EZR9DCYOO86
Ranpak Holdings Corp
75321W103
79314.00000000
NS
USD
461607.48000000
0.002159407671
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EW30
36900700.60000000
PA
USD
37053210.83000000
0.173335552792
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383T6G3
2476195.62000000
PA
USD
2146965.36000000
0.010043540604
Long
ABS-CBDO
USGSE
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
17327CAN3
4841000.00000000
PA
USD
4651779.20000000
0.021761102507
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS S.A.
H63838116
97700.00000000
NS
8434514.24000000
0.039456801598
Long
EC
CORP
CH
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457CK4
10000000.00000000
PA
USD
10235520.60000000
0.047881940095
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XHC70
6028322.25000000
PA
USD
5010853.88000000
0.023440859990
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
ATLANTIC CITY ELECTRIC
549300S5TW3VP5V06B73
Atlantic City Electric Co
048303CJ8
4500000.00000000
PA
USD
3793312.85000000
0.017745182267
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.30000000
N
N
N
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
10629.00000000
NS
USD
105227.10000000
0.000492254170
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ES50
46902181.02000000
PA
USD
47091789.65000000
0.220296195879
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings, Inc
62877VAB7
10000000.00000000
PA
USD
9804613.00000000
0.045866146987
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.62500000
N
N
N
N
N
N
MASSACHUSETTS ST CLEAN ENERGYC
N/A
Massachusetts Clean Energy Cooperative Corp
575625BD9
3000000.00000000
PA
USD
2550372.90000000
0.011930687963
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
2.48500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324P102
203423.00000000
NS
USD
107096106.81000000
0.500997415878
Long
EC
CORP
US
N
1
N
N
N
NORTHWEST NATURAL GAS CO
H4JZVBMGV45MWUCMUB11
Northwest Natural Gas Co
66765RCK0
5250000.00000000
PA
USD
3386856.80000000
0.015843773926
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.07800000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
N/A
340276.00000000
NS
8432779.17000000
0.039448684911
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
1157317.63000000
PA
USD
1155230.08000000
0.005404186034
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
33977.00000000
NS
USD
206580.16000000
0.000966385514
Long
EC
CORP
US
N
1
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
2000000.00000000
PA
USD
1648919.40000000
0.007713673101
Long
ABS-MBS
CORP
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
8560.00000000
NS
USD
10382937.60000000
0.048571559338
Long
EC
CORP
US
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
Q95870103
186836.00000000
NS
7265849.79000000
0.033989769351
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
3242371.46000000
PA
USD
3042824.12000000
0.014234383176
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262AAD6
1209619.53000000
PA
USD
970717.74000000
0.004541034158
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
Asana Inc
254900X7UAJNMLPLZ510
Asana, Inc
04342Y104
55189.00000000
NS
USD
1049142.89000000
0.004907908349
Long
EC
CORP
US
N
1
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A.S.
N/A
566.00000000
NS
31114.93000000
0.000145556173
Long
EC
CORP
DK
N
2
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions, Inc
109194100
48734.00000000
NS
USD
4592692.16000000
0.021484692325
Long
EC
CORP
US
N
1
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
N/A
181711.00000000
NS
8655553.42000000
0.040490826656
Long
EC
CORP
AU
N
2
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PCZ2
1000000.00000000
PA
USD
906492.46000000
0.004240587202
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
227209.94000000
0.001062891977
Long
EC
CORP
US
N
1
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946RAA7
3145892.32000000
PA
USD
2574274.56000000
0.012042500336
Long
ABS-O
CORP
US
Y
2
2047-04-22
Fixed
1.64000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
254952.00000000
NS
USD
75595817.52000000
0.353638524842
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co, Inc
025537101
403833.00000000
NS
USD
32799316.26000000
0.153435761376
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
351698.00000000
NS
USD
65887103.32000000
0.308220994079
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAA1
4000000.00000000
PA
USD
3951837.72000000
0.018486764315
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JE7
10000000.00000000
PA
USD
8254913.10000000
0.038616624400
Long
DBT
NUSS
N/A
N
2
2030-05-17
Fixed
0.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
829971.40000000
PA
USD
716468.50000000
0.003351651873
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BG3C3
15500000.00000000
PA
USD
12600292.55000000
0.058944383646
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.24536000
N
N
N
N
N
N
Novanta Inc
N/A
Novanta, Inc
67000B104
35179.00000000
NS
USD
5924495.39000000
0.027714890570
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
J86957115
164300.00000000
NS
29202658.00000000
0.136610532638
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BJYS8
4959943.23000000
PA
USD
651747.95000000
0.003048888035
Long
ABS-CBDO
USGSE
US
N
2
2051-11-25
Fixed
2.50000000
N
N
N
N
N
N
CALIFORNIA ST HLTH FACS FING A
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UVL9
1990000.00000000
PA
USD
1725097.77000000
0.008070036816
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
2.98400000
N
N
N
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
SembCorp Industries Ltd
B08X16905
771535.00000000
NS
3101183.10000000
0.014507387481
Long
EC
CORP
SG
N
2
N
N
N
Viridian Therapeutics Inc
549300C775BNYF550E70
Viridian Therapeutics, Inc
92790C104
29240.00000000
NS
USD
636847.20000000
0.002979182073
Long
EC
CORP
US
N
1
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
649080009
173000.00000000
NS
10571476.09000000
0.049453545613
Long
EC
CORP
JP
N
2
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044101
6934.00000000
NS
USD
316953.14000000
0.001482712199
Long
EC
CORP
US
N
1
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VII Issuer LLC
86745RAA7
6368209.78000000
PA
USD
5451427.02000000
0.025501868660
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.03000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp
743315103
364260.00000000
NS
USD
58019332.80000000
0.271415429277
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854S86
5880000.00000000
PA
USD
5301319.21000000
0.024799661762
Long
DBT
MUN
US
N
2
2048-10-15
Fixed
4.34000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Structured Agency Credit Risk Debt Note (STACR)
35564KRF8
5360000.00000000
PA
USD
5433139.34000000
0.025416318580
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
7.73743000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCJ3
1651000.00000000
PA
USD
1474071.20000000
0.006895730237
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.10000000
N
N
N
N
N
N
BELLWOOD IL TAX INCREMENT REVE
N/A
Village of Bellwood IL
080031AA5
695000.00000000
PA
USD
651118.40000000
0.003045942990
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.37500000
N
N
N
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
680526001
193300.00000000
NS
5826519.67000000
0.027256558479
Long
EC
CORP
JP
N
2
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Goldcorp Corp
651639106
560636.00000000
NS
USD
23204724.04000000
0.108552095183
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
B03FYZ909
952831.00000000
NS
16404757.18000000
0.076741734131
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
128593.78000000
PA
USD
130866.06000000
0.000612193662
Long
ABS-MBS
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc
035710839
6128.00000000
NS
USD
118699.36000000
0.000555277632
Long
EC
CORP
US
N
1
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
6419.00000000
NS
155164.39000000
0.000725861665
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
3207803.15000000
0.015006157895
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
175225.76000000
PA
USD
154590.25000000
0.000723175828
Long
ABS-CBDO
CORP
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc
00846U101
281433.00000000
NS
USD
39127629.99000000
0.183039721034
Long
EC
CORP
US
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG.
D1882G119
94759.00000000
NS
19514163.86000000
0.091287591660
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XLXH6
10930867.53000000
PA
USD
10890890.40000000
0.050947771207
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
323668.00000000
NS
USD
11062972.24000000
0.051752772992
Long
EC
CORP
US
N
1
N
N
N
OREGON ST
549300R5SUGZRD8KP359
State of Oregon
68609UBH7
3150000.00000000
PA
USD
3149462.93000000
0.014733241350
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
Kratos Defense & Security Solutions Inc
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions, Inc
50077B207
275174.00000000
NS
USD
5583280.46000000
0.026118681303
Long
EC
CORP
US
N
1
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
178034.00000000
NS
13570381.50000000
0.063482476314
Long
EC
CORP
CA
N
1
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc
278865100
268003.00000000
NS
USD
53158395.05000000
0.248675879502
Long
EC
CORP
US
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre
758255905
269497.00000000
NS
7357446.49000000
0.034418260278
Long
EC
CORP
FR
N
2
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
625090006
614.00000000
NS
18132.03000000
0.000084821945
Long
EC
CORP
JP
N
2
N
N
N
MIAMI FL SPL OBLG
N/A
City of Miami FL
593490ME2
1780000.00000000
PA
USD
1707853.75000000
0.007989368997
Long
DBT
MUN
US
Y
2
2039-01-01
Fixed
4.80800000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle, Inc
22822V101
1190.00000000
NS
USD
137076.10000000
0.000641244335
Long
EC
CORP
US
N
1
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VIII Issuer LLC
86745AAA4
3597791.84000000
PA
USD
3179814.06000000
0.014875224454
Long
ABS-O
CORP
US
Y
2
2049-02-22
Fixed
2.79000000
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
986344.70000000
0.004614137344
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912797JF5
2000000.00000000
PA
USD
1983565.94000000
0.009279155328
Long
STIV
UST
US
N
2
N
N
N
Vital Farms Inc
549300S6NYY7ER3XOT61
Vital Farms, Inc
92847W103
16271.00000000
NS
USD
255291.99000000
0.001194260287
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448108
502278.00000000
NS
USD
85306895.52000000
0.399067113503
Long
EC
CORP
US
N
1
N
N
N
Green Brick Partners Inc
549300R7SCIV7FQI6T56
Green Brick Partners, Inc
392709101
55526.00000000
NS
USD
2884020.44000000
0.013491496850
Long
EC
CORP
US
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria S.A.
E11805103
2436039.00000000
NS
22202687.30000000
0.103864550208
Long
EC
CORP
ES
N
2
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
3690000.00000000
PA
USD
3141149.40000000
0.014694350515
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
Cassava Sciences Inc
529900XA0UG5JXABYF08
Cassava Sciences, Inc
14817C107
49927.00000000
NS
USD
1123856.77000000
0.005257421155
Long
EC
CORP
US
N
1
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771XAA4
2842033.05000000
PA
USD
2546173.71000000
0.011911044080
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
2590449.60000000
0.012118167449
Long
ABS-MBS
CORP
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
6721427.41000000
PA
USD
5393934.74000000
0.025232918792
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CKS7
6988660.29000000
PA
USD
7404028.52000000
0.034636171809
Long
ABS-CBDO
USGSE
US
N
2
2053-08-20
Variable
2.38781000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc
43300A203
292764.00000000
NS
USD
53309396.76000000
0.249382268079
Long
EC
CORP
US
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
139183.00000000
NS
2476838.72000000
0.011586693813
Long
EC
CORP
CA
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
48471.00000000
NS
USD
6453428.94000000
0.030189250746
Long
EC
CORP
US
N
1
N
N
N
Vimeo Inc
25490061AWYWC90UIJ68
Vimeo, Inc
92719V100
332691.00000000
NS
USD
1304148.72000000
0.006100829975
Long
EC
CORP
US
N
1
N
N
N
Great Lakes Dredge & Dock Corp
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607109
151824.00000000
NS
USD
1166008.32000000
0.005454606825
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CINCINNATI OH RECPTS
549300E0RD3ICJ858L23
University of Cincinnati
914119ZZ8
1000000.00000000
PA
USD
1001329.70000000
0.004684237430
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
3.25000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS C
N/A
City of Los Angeles Department of Airports Customer Facility Charge Revenue
54445CAK9
5850000.00000000
PA
USD
5132959.65000000
0.024012072866
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
4.24200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFZZ7
4596988.23000000
PA
USD
4274460.64000000
0.019995999842
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XFG6
57715777.24000000
PA
USD
55070121.80000000
0.257618969873
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
6600000.00000000
PA
USD
5860804.36000000
0.027416942844
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
19301.00000000
NS
USD
15994545.69000000
0.074822757778
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc
955306105
55362.00000000
NS
USD
19494067.44000000
0.091193580264
Long
EC
CORP
US
N
1
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AE8
6855000.00000000
PA
USD
6751712.90000000
0.031584628203
Long
DBT
CORP
KR
Y
2
2025-07-14
Fixed
4.37500000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBU8
4430000.00000000
PA
USD
3646741.05000000
0.017059516884
Long
DBT
NUSS
NL
Y
2
2030-05-28
Fixed
1.00000000
N
N
N
N
N
N
St James's Place PLC
213800M993ICXOMBCP87
St. James's Place plc
076693902
115952.00000000
NS
1008817.98000000
0.004719267731
Long
EC
CORP
GB
N
2
N
N
N
Marvell Technology Inc
N/A
Marvell Technology, Inc
573874104
881121.00000000
NS
USD
53140407.51000000
0.248591733483
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
2364.00000000
NS
USD
125410.20000000
0.000586671056
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc
984017103
84284.00000000
NS
USD
1147948.08000000
0.005370120714
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738ECN3
5850000.00000000
PA
USD
6076687.50000000
0.028426847859
Long
DBT
CORP
GB
N
2
N/A
Fixed
9.62500000
N
N
N
N
Y
Barclays PLC
BARCLAYS PLC 9.625 12/30/2049
USD
XXXX
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical, Inc
82489T104
1485.00000000
NS
USD
282981.60000000
0.001323792755
Long
EC
CORP
US
N
1
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938WAY7
6744479.11000000
PA
USD
5412433.69000000
0.025319457196
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BQQV4
2311514.38000000
PA
USD
2030933.06000000
0.009500739524
Long
ABS-CBDO
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755DAB2
4298000.00000000
PA
USD
4513361.61000000
0.021113582658
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
8.93743000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
797.00000000
NS
USD
46281.79000000
0.000216507003
Long
EC
CORP
US
N
1
N
N
N
PHILADELPHIA PA REDEV AUTH
N/A
Redevelopment Authority of the City of Philadelphia
717868GP2
1250000.00000000
PA
USD
1141374.38000000
0.005339368833
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
1.92700000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAA1
4310704.55000000
PA
USD
3407410.64000000
0.015939925141
Long
ABS-O
CORP
US
Y
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
G93882192
13481335.00000000
NS
11773779.54000000
0.055077941676
Long
EC
CORP
GB
N
2
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems, Inc
589889104
52783.00000000
NS
USD
4009396.68000000
0.018756026112
Long
EC
CORP
US
N
1
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AG76
6620000.00000000
PA
USD
6480963.45000000
0.030318057654
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
6206221.70000000
0.029032811058
Long
ABS-MBS
CORP
US
Y
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen Kabushiki Kaisha
664396009
432275.00000000
NS
13350165.83000000
0.062452303651
Long
EC
CORP
JP
N
2
N
N
Altair Engineering Inc
549300FJ89HZ6GU9S994
Altair Engineering, Inc
021369103
23461.00000000
NS
USD
1974243.15000000
0.009235543157
Long
EC
CORP
US
N
1
N
N
N
Enhabit Inc
549300RFQ78SLDFSHF49
Enhabit, Inc
29332G102
119837.00000000
NS
USD
1240312.95000000
0.005802205153
Long
EC
CORP
US
N
1
N
N
N
MASSACHUSETTS HIGHER EDU
N/A
Massachusetts Higher Education Assistance Corp
575674AA4
7725000.00000000
PA
USD
6380018.94000000
0.029845837513
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.67300000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
621179902
24182.00000000
NS
4919727.50000000
0.023014569228
Long
EC
CORP
AU
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967PE5
11575000.00000000
PA
USD
11819232.50000000
0.055290571399
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp (Class B)
35137L204
409.00000000
NS
USD
11308.85000000
0.000052902993
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp
N/A
Vontier Corp
928881101
329636.00000000
NS
USD
11388923.80000000
0.053277579954
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive, Inc
76954A103
438366.00000000
NS
USD
10284066.36000000
0.048109037989
Long
EC
CORP
US
N
1
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBZ9
3650000.00000000
PA
USD
3740286.87000000
0.017497125827
Long
DBT
CORP
IT
Y
2
2033-06-20
Fixed
6.62500000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
J77153120
1346023.00000000
NS
3271822.90000000
0.015305643378
Long
EC
CORP
JP
N
2
N
N
N
JFE Holdings Inc
N/A
JFE Holdings, Inc
J2817M100
309800.00000000
NS
4792980.89000000
0.022421646423
Long
EC
CORP
JP
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
29878TDB7
6540000.00000000
PA
USD
6386044.61000000
0.029874025700
Long
DBT
NUSS
N/A
Y
2
2025-06-13
Fixed
2.87600000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
473249902
131695.00000000
NS
1511396.47000000
0.007070338487
Long
EC
CORP
NO
N
2
N
N
N
Stockland
N/A
Stockland Trust Group
685085003
6604.00000000
NS
20027.52000000
0.000093689080
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260RAD1
993327.34000000
PA
USD
797143.60000000
0.003729051368
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
448811208
911.00000000
NS
27294.59000000
0.000127684557
Long
EC
CORP
CA
Y
1
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas S.A.
N/A
369489.00000000
NS
9347971.19000000
0.043729968804
Long
EC
CORP
FR
N
2
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAM4
3829000.00000000
PA
USD
4008606.90000000
0.018752331508
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
7.25000000
N
N
N
N
N
N
Seatrium Ltd
254900MQNHWMN6X1NV39
SembCorp Marine Ltd
620513903
55809519.00000000
NS
4983296.34000000
0.023311945347
Long
EC
CORP
SG
N
2
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
866531.00000000
NS
USD
49782205.95000000
0.232882009258
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB (B Shares)
N/A
8252.00000000
NS
70931.56000000
0.000331819048
Long
EC
CORP
SE
N
2
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Atlas Issuer LLC
86772FAA9
8607709.92000000
PA
USD
7881944.83000000
0.036871872466
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
1925197.20000000
0.009006105366
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
2138014.20000000
0.010001666925
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
4.87500000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670G102
689.00000000
NS
USD
25734.15000000
0.000120384793
Long
EC
CORP
US
N
1
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
4900000.00000000
PA
USD
4793486.74000000
0.022424012798
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
H9870Y105
49200.00000000
NS
25723081.30000000
0.120333013436
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MFZE6
4265518.05000000
PA
USD
4136091.14000000
0.019348704959
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBJ5
9750000.00000000
PA
USD
9571728.95000000
0.044776711425
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659FAC9
3030049.89000000
PA
USD
2499029.40000000
0.011690502193
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
5000000.00000000
PA
USD
4604811.50000000
0.021541386805
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK plc
N/A
1458656.00000000
NS
26940194.51000000
0.126026689809
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EU81
1309779.88000000
PA
USD
1295776.62000000
0.006061665148
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS C
N/A
City of Los Angeles Department of Airports Customer Facility Charge Revenue
54445CAA1
1530000.00000000
PA
USD
1434024.32000000
0.006708390248
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
3.15800000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings, Inc
55024U109
75455.00000000
NS
USD
3955351.10000000
0.018503199966
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
1034367.68000000
PA
USD
1051060.97000000
0.004916881160
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
232200.00000000
NS
13915692.45000000
0.065097846833
Long
EC
CORP
JP
N
2
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Corp Ltd
608728903
1675158.00000000
NS
4526744.70000000
0.021176188981
Long
EC
CORP
AU
N
2
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard, Inc
57636QAS3
7725000.00000000
PA
USD
6589954.86000000
0.030827921331
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.90000000
N
N
N
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC Resources Ltd
00208D408
343310.00000000
NS
5096341.80000000
0.023840773939
Long
EC
CORP
CA
N
1
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654ABP3
1168672.30000000
PA
USD
937857.65000000
0.004387314096
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Knowles Corp
5493003EO323TDZQU148
Knowles Corp
49926D109
199997.00000000
NS
USD
3581946.27000000
0.016756405797
Long
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below, Inc
33829M101
8815.00000000
NS
USD
1879005.40000000
0.008790019337
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MT5
11250000.00000000
PA
USD
11256300.00000000
0.052657163554
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
6.06904400
N
N
N
N
N
N
Thirax 1 LLC
N/A
Thirax LLC
88410XAB2
7869739.86000000
PA
USD
6880350.11000000
0.032186395267
Long
DBT
CORP
US
N
2
2033-03-07
Fixed
1.46200000
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087Q56
16020000.00000000
PA
USD
15873201.37000000
0.074255106977
Long
DBT
NUSS
CA
N
2
2028-04-26
Fixed
3.75000000
N
N
N
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
J36662138
383900.00000000
NS
5761566.11000000
0.026952704617
Long
EC
CORP
JP
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DS6
13200000.00000000
PA
USD
13639699.66000000
0.063806747850
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Computer Systems, Inc
589378108
109661.00000000
NS
USD
4010302.77000000
0.018760264817
Long
EC
CORP
US
N
1
N
N
N
PRSVN OF AFFORD HOUSING
N/A
Preservation Of Affordable Housing, Inc
74082VAA5
9770000.00000000
PA
USD
9407852.48000000
0.044010094501
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.47900000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
N/A
818506.00000000
NS
8991332.97000000
0.042061609123
Long
EC
CORP
AU
N
2
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy, Inc
867224107
522200.00000000
NS
16729474.36000000
0.078260766642
Long
EC
CORP
CA
N
1
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
19031052.67000000
PA
USD
18869390.35000000
0.088271330173
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
176090.00000000
NS
USD
67930239.30000000
0.317778819071
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
1027657.37000000
PA
USD
981404.30000000
0.004591026068
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
3030.00000000
NS
USD
144803.70000000
0.000677394180
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
Factset Research Systems, Inc
303075105
12881.00000000
NS
USD
6144881.05000000
0.028745858450
Long
EC
CORP
US
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour S.A.
F13923119
328482.00000000
NS
6016028.90000000
0.028143085892
Long
EC
CORP
FR
N
2
N
N
N
STERIS PLC
N/A
STERIS plc
G8473T100
41996.00000000
NS
USD
9232820.60000000
0.043191292378
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics, Inc
591520200
8736.00000000
NS
USD
198569.28000000
0.000928910481
Long
EC
CORP
US
N
1
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
04517PBT8
10000000.00000000
PA
USD
9849530.00000000
0.046076269479
Long
DBT
NUSS
N/A
N
2
2033-06-14
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267TBP2
5730307.63000000
PA
USD
4978060.92000000
0.023287453963
Long
ABS-CBDO
USGSE
US
Y
2
2053-02-25
Variable
3.50000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust
36167RAA1
1325000.00000000
PA
USD
996531.57000000
0.004661791696
Long
ABS-MBS
CORP
US
Y
2
2038-02-15
Variable
6.27648000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TD0
40008000.00000000
PA
USD
27733670.42000000
0.129738583661
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
G4634U169
5535967.00000000
NS
44785749.97000000
0.209508502890
Long
EC
CORP
GB
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group plc
G5689U103
175806.00000000
NS
20782295.48000000
0.097219933026
Long
EC
CORP
GB
N
2
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FH7
5300000.00000000
PA
USD
4963108.10000000
0.023217504416
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
Phathom Pharmaceuticals Inc
N/A
Phathom Pharmaceuticals, Inc
71722W107
65309.00000000
NS
USD
596271.17000000
0.002789366712
Long
EC
CORP
US
N
1
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BQ9
10049000.00000000
PA
USD
9517470.40000000
0.044522889002
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137H13V6
10260000.00000000
PA
USD
8700652.37000000
0.040701800314
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 Cos, Inc
548661107
302810.00000000
NS
USD
67390365.50000000
0.315253280219
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655LAP9
6233302.71000000
PA
USD
5415025.27000000
0.025331580652
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.50000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc
92939U106
110135.00000000
NS
USD
9270062.95000000
0.043365512727
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4YK2
5731627.62000000
PA
USD
5331326.73000000
0.024940037453
Long
ABS-CBDO
USGSE
US
N
2
2048-04-15
Fixed
4.00000000
N
N
N
N
N
N
NATIONAL FIN AUTH NH INDL DEVR
N/A
New Hampshire Business Finance Authority
63609FAC3
8295000.00000000
PA
USD
8295000.00000000
0.038804151602
Long
DBT
MUN
US
Y
2
2033-07-01
Fixed
5.46000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G03U5
8000000.00000000
PA
USD
7606238.40000000
0.035582113080
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383DQ27
10887797.20000000
PA
USD
8067254.54000000
0.037738754452
Long
ABS-CBDO
USGSE
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American plc
B1XZS8907
591902.00000000
NS
14813353.08000000
0.069297118584
Long
EC
CORP
GB
N
2
N
N
N
PALM BEACH CNTY FL SOL WST AUT
N/A
Palm Beach County Solid Waste Authority
696560LF6
2500000.00000000
PA
USD
2458127.00000000
0.011499160068
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
2.63600000
N
N
N
N
N
N
Tango Therapeutics Inc
N/A
Tango Therapeutics, Inc
87583X109
97637.00000000
NS
USD
966606.30000000
0.004521800772
Long
EC
CORP
US
N
1
N
N
CONTINENTAL WIND
N/A
Continental Wind LLC
212168AA6
15573241.99000000
PA
USD
15869200.40000000
0.074236390371
Long
DBT
CORP
US
Y
2
2033-02-28
Fixed
6.00000000
N
N
N
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc
227046109
35677.00000000
NS
USD
3332588.57000000
0.015589906220
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC, Inc
69370C100
63934.00000000
NS
USD
11185892.64000000
0.052327796722
Long
EC
CORP
US
N
1
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
5000000.00000000
PA
USD
5834389.30000000
0.027293372743
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785GQ3
5000000.00000000
PA
USD
4904972.75000000
0.022945546256
Long
DBT
NUSS
N/A
N
2
2024-10-15
Fixed
2.50000000
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
4534139.50000000
0.021210781982
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F72G9
4489817.69000000
PA
USD
3650564.36000000
0.017077402394
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
167024.00000000
NS
5991518.82000000
0.028028427320
Long
EC
CORP
AU
N
2
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAB9
3153851.08000000
PA
USD
2360693.49000000
0.011043364445
Long
ABS-O
CORP
US
Y
2
2049-01-20
Fixed
2.94000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc
389375106
111679.00000000
NS
USD
1000643.84000000
0.004681028965
Long
EC
CORP
US
N
1
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
Independence Group NL
643956907
325142.00000000
NS
2003891.18000000
0.009374237148
Long
EC
CORP
AU
N
2
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
443194.74000000
PA
USD
369670.46000000
0.001729324722
Long
ABS-CBDO
CORP
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
04517PBU5
9670000.00000000
PA
USD
9676993.73000000
0.045269141863
Long
DBT
NUSS
N/A
N
2
2025-06-13
Fixed
4.62500000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89190GAC1
3869448.16000000
PA
USD
3786239.16000000
0.017712091424
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
6021489.71000000
0.028168631655
Long
EC
CORP
GB
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457CH1
10000000.00000000
PA
USD
10099923.10000000
0.047247612676
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
Delek US Holdings Inc
5493003O53JMENV1N385
Delek US Holdings, Inc
24665A103
2773.00000000
NS
USD
71543.40000000
0.000334681246
Long
EC
CORP
US
N
1
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BR7
9425000.00000000
PA
USD
6465670.83000000
0.030246518517
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
4503238.30000000
PA
USD
3613841.53000000
0.016905612368
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852EAD1
1373029.15000000
PA
USD
1101853.70000000
0.005154490418
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3134GWQH2
25000000.00000000
PA
USD
17876229.50000000
0.083625306763
Long
DBT
USGSE
US
N
2
2035-08-17
Fixed
1.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BDC89
3839816.51000000
PA
USD
617468.99000000
0.002888530475
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
30318LAB3
6606831.89000000
PA
USD
5094714.38000000
0.023833160840
Long
ABS-MBS
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
7271052.04000000
0.034014105566
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.02700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KNQT3
12145875.21000000
PA
USD
10433348.71000000
0.048807383371
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBE4
12550000.00000000
PA
USD
10714541.04000000
0.050122805891
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
1317013.00000000
NS
17741896.50000000
0.082996894696
Long
EC
CORP
GB
N
2
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX Group Ltd
87262K105
770.00000000
NS
18624.58000000
0.000087126103
Long
EC
CORP
CA
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465978CU6
417243.65000000
PA
USD
399266.33000000
0.001867774707
Long
ABS-CBDO
USGSE
US
Y
2
2053-06-25
Variable
5.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
3850000.00000000
PA
USD
4037751.80000000
0.018888671848
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EMS6
174998.05000000
PA
USD
173331.62000000
0.000810848277
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QBU3
9265000.00000000
PA
USD
9341108.27000000
0.043697863947
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BGE0
744959.08000000
PA
USD
735833.32000000
0.003442240832
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
54343.00000000
NS
USD
10822408.45000000
0.050627411476
Long
EC
CORP
US
N
1
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
3380525.94000000
PA
USD
2516464.19000000
0.011772062438
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
19694.88000000
0.000092132984
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351NE5
7500000.00000000
PA
USD
6766297.50000000
0.031652855211
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
684760.29000000
0.003203320326
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.95204900
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
Energias de Portugal S.A.
X67925119
1260240.00000000
NS
6342785.62000000
0.029671659407
Long
EC
CORP
PT
N
2
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG.
N/A
176670.00000000
NS
3609180.60000000
0.016883808458
Long
EC
CORP
DE
N
2
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167QAE6
5380000.00000000
PA
USD
5474458.27000000
0.025609609240
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
6.57000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BU6
18650000.00000000
PA
USD
12792509.64000000
0.059843578474
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
TOTO Ltd
N/A
Toto Ltd
689746006
392.00000000
NS
10297.72000000
0.000048172909
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EGJ3
13264991.78000000
PA
USD
12546855.90000000
0.058694406085
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
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
10515000.00000000
PA
USD
8833822.89000000
0.041324774280
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP AG.
D66992104
293497.00000000
NS
45175507.97000000
0.211331797467
Long
EC
CORP
DE
N
2
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
11450000.00000000
PA
USD
10072655.00000000
0.047120052038
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
26316.00000000
NS
USD
660005.28000000
0.003087515966
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
109464.00000000
NS
9871010.58000000
0.046176755999
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
132190.62000000
PA
USD
56065.90000000
0.000262277237
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
6.07918000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
1234063.20000000
PA
USD
1182165.04000000
0.005530188237
Long
ABS-CBDO
CORP
US
Y
2
2044-12-25
Variable
6.67798400
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co, Inc
171340102
2635.00000000
NS
USD
249165.60000000
0.001165600930
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383FQ71
8927893.24000000
PA
USD
6496223.49000000
0.030389444382
Long
ABS-CBDO
USGSE
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc
29084Q100
1733.00000000
NS
USD
373340.19000000
0.001746491782
Long
EC
CORP
US
N
1
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
4508.00000000
NS
USD
252042.28000000
0.001179058088
Long
EC
CORP
US
N
1
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
J69972107
471.00000000
NS
33883.86000000
0.000158509275
Long
EC
CORP
JP
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc
550021109
106301.00000000
NS
USD
54350638.29000000
0.254253213731
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
73779.80000000
PA
USD
66020.57000000
0.000308845353
Long
ABS-CBDO
CORP
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
11250000.00000000
PA
USD
9417271.39000000
0.044054156323
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
3000000.00000000
PA
USD
2972111.61000000
0.013903588848
Long
DBT
NUSS
IN
N
2
2027-02-01
Variable
5.73873000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG.
H8431B109
121443.00000000
NS
13666041.94000000
0.063929977486
Long
EC
CORP
CH
N
2
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAP4
11065000.00000000
PA
USD
9370797.46000000
0.043836750485
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
18061.00000000
NS
361952.32000000
0.001693219131
Long
EC
CORP
SE
N
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore S.A.
N/A
209511.00000000
NS
5763012.40000000
0.026959470386
Long
EC
CORP
BE
N
2
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179YDE1
6147781.20000000
PA
USD
5564195.08000000
0.026029399569
Long
ABS-MBS
USGSE
US
N
2
2053-08-20
Fixed
3.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
10000000.00000000
PA
USD
9548818.10000000
0.044669534078
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N6596X109
4318.00000000
NS
USD
991758.24000000
0.004639461976
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJF8
11654549.00000000
PA
USD
11534328.25000000
0.053957784454
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc
98877DAE5
4980000.00000000
PA
USD
5307654.12000000
0.024829296579
Long
DBT
CORP
US
Y
2
2030-04-14
Fixed
7.12500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05547HAL5
2750000.00000000
PA
USD
2289400.30000000
0.010709853685
Long
ABS-MBS
CORP
US
Y
2
2035-08-10
Fixed
4.79800000
N
N
N
N
N
N
Capitaland Investment Ltd/Singapore
254900AT4UQDU7SNXX49
Capitaland Investment Ltd
N/A
2280173.00000000
NS
5451608.14000000
0.025502715942
Long
EC
CORP
SG
N
2
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XTB2
7977523.98000000
PA
USD
7785384.36000000
0.036420160939
Long
ABS-MBS
USGSE
US
N
2
2053-02-20
Fixed
4.50000000
N
N
N
N
N
N
SOUTH DAKOTA ST HSG DEV AUTH
549300G853EK61667C18
South Dakota Housing Development Authority
83756CY90
1555000.00000000
PA
USD
1563595.73000000
0.007314527516
Long
DBT
MUN
US
N
2
2053-05-01
Fixed
5.46000000
N
N
N
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
Y4722Z120
1076270.00000000
NS
5758907.72000000
0.026940268623
Long
EC
CORP
SG
N
2
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
9025000.00000000
PA
USD
9045258.51000000
0.042313873719
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Tesla Electric Vehicle Trust 2023-1
N/A
Tesla Electric Vehicle Trust
881943AE4
1500000.00000000
PA
USD
1516154.40000000
0.007092596165
Long
ABS-O
CORP
US
Y
2
2029-02-20
Fixed
5.38000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAE8
1897325.39000000
PA
USD
1206129.75000000
0.005642295560
Long
ABS-O
CORP
US
Y
3
2046-04-20
Fixed
0.00000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group plc
005367008
181708.00000000
NS
12630003.62000000
0.059083372539
Long
EC
CORP
GB
N
2
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
1984.00000000
NS
USD
96402.56000000
0.000450972821
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
5500000.00000000
PA
USD
5175233.53000000
0.024209830798
Long
DBT
CORP
NL
Y
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaMall Trust
642012900
2405177.00000000
NS
3749171.14000000
0.017538686594
Long
EC
CORP
SG
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJM4
272946000.00000000
PA
USD
280665254.06000000
1.312956849685
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
533054.00000000
NS
USD
90672485.40000000
0.424167434557
Long
EC
CORP
US
N
1
N
N
N
THIRAX 2 LLC
N/A
Thirax 2 LLC
88411JAA4
3483340.68000000
PA
USD
3133659.71000000
0.014659313617
Long
DBT
CORP
US
N
2
2034-01-22
Fixed
2.32000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAB4
1701498.50000000
PA
USD
1503596.02000000
0.007033847849
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
Century Plaza Towers
12654YAE9
1000000.00000000
PA
USD
779611.20000000
0.003647034502
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
2.99680000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management, Inc
94106L109
212798.00000000
NS
USD
38112121.80000000
0.178289156386
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EDE7
37042599.48000000
PA
USD
33989216.90000000
0.159002136882
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
666010004
275800.00000000
NS
4906347.36000000
0.022951976705
Long
EC
CORP
JP
N
2
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
N/A
178295.00000000
NS
9138424.81000000
0.042749707261
Long
EC
CORP
AU
N
2
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis, Inc
349553107
118617.00000000
NS
4879674.48000000
0.022827200517
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207932AB0
24864000.00000000
PA
USD
26318842.37000000
0.123119993891
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
9.08743000
N
N
N
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
J48818124
241581.00000000
NS
14274088.72000000
0.066774430702
Long
EC
CORP
JP
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
1700812.00000000
NS
USD
85465803.00000000
0.399810485407
Long
EC
CORP
US
N
1
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron, Inc
465741106
67862.00000000
NS
USD
5124259.62000000
0.023971373977
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc
40434L105
1528744.00000000
NS
USD
45999906.96000000
0.215188350016
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BAX9
6650000.00000000
PA
USD
5973152.36000000
0.027942508706
Long
ABS-MBS
CORP
US
Y
2
2037-06-15
Variable
3.67695000
N
N
N
N
N
N
DoubleVerify Holdings Inc
N/A
DoubleVerify Holdings, Inc
25862V105
262624.00000000
NS
USD
9659310.72000000
0.045186420440
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SSQ1
4044667.71000000
PA
USD
3811682.84000000
0.017831117394
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
194214.00000000
NS
USD
53614716.84000000
0.250810560626
Long
EC
CORP
US
N
1
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus, Inc
294268107
58624.00000000
NS
USD
4680540.16000000
0.021895646769
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12659DAJ9
6000000.00000000
PA
USD
4714427.40000000
0.022054171856
Long
ABS-MBS
CORP
US
Y
2
2039-01-10
Variable
4.08408000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BNY67
1845703.35000000
PA
USD
1596311.18000000
0.007467570950
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
155476.05000000
PA
USD
148715.02000000
0.000695691402
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
3.40037500
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CU1
7500000.00000000
PA
USD
7896333.45000000
0.036939182676
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.81900000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132WWZY1
3412887.90000000
PA
USD
3371411.45000000
0.015771520315
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
4.55000000
N
N
N
N
N
N
OAKLAND CA
549300BRTTFKDQCGL048
City of Oakland CA
672240WM6
4835000.00000000
PA
USD
4308732.97000000
0.020156326387
Long
DBT
MUN
US
N
2
2029-01-15
Fixed
2.07000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Holding S.A.
N/A
244616.00000000
NS
17568697.52000000
0.082186666911
Long
EC
CORP
ES
N
2
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix, Inc
67059N108
439999.00000000
NS
USD
20983552.31000000
0.098161415913
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XTC0
8231544.05000000
PA
USD
8179515.18000000
0.038263911643
Long
ABS-MBS
USGSE
US
N
2
2053-02-20
Fixed
5.00000000
N
N
N
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co
852312305
29781.00000000
NS
USD
929465.01000000
0.004348053183
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings, Inc
664310000
2483300.00000000
NS
11183711.79000000
0.052317594669
Long
EC
CORP
JP
N
2
N
N
N
Manitowoc Co Inc/The
2RTSLGQ89VMY18RHX631
Manitowoc Co, Inc
563571405
50237.00000000
NS
USD
838455.53000000
0.003922309282
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHH6
15758613.93000000
PA
USD
14462430.90000000
0.067655498636
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc
49338L103
314228.00000000
NS
USD
49990532.52000000
0.233856564509
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAC5
388503.13000000
PA
USD
361121.35000000
0.001689331839
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Fixed
1.73300000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAE6
6750000.00000000
PA
USD
5777296.65000000
0.027026292352
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.24100000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line
679580100
116666.00000000
NS
USD
47288229.78000000
0.221215146160
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754NAK1
15710000.00000000
PA
USD
16545077.62000000
0.077398155544
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
9.18743000
N
N
N
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
2459.00000000
NS
USD
533873.49000000
0.002497469299
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H05W4
5894790.35000000
PA
USD
3734429.27000000
0.017469723874
Long
ABS-CBDO
USGSE
US
N
2
2051-05-25
Fixed
2.50000000
N
N
N
N
N
N
Frontier Issuer LLC
N/A
Frontier Issuer LLC
35910EAA2
11875000.00000000
PA
USD
11813438.81000000
0.055263468418
Long
ABS-O
CORP
US
Y
2
2053-08-20
Fixed
6.60000000
N
N
N
N
N
N
Covivio SA/France
969500P8M3W2XX376054
Fonciere Des Regions
774563902
63273.00000000
NS
3404672.16000000
0.015927114485
Long
EC
CORP
FR
N
2
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
6903536P7
13326662.53000000
PA
USD
12639446.12000000
0.059127544715
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515104
914.00000000
NS
USD
73467.32000000
0.000343681377
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
261464.00000000
NS
USD
29388553.60000000
0.137480155428
Long
EC
CORP
US
N
1
N
N
N
Accolade Inc
549300PHKG8J7A22NF08
Accolade, Inc
00437E102
138102.00000000
NS
USD
1658605.02000000
0.007758982597
Long
EC
CORP
US
N
1
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global, Inc
92938W202
40621.00000000
NS
5694082.89000000
0.026637016962
Long
EC
CORP
CA
N
1
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications, Inc
46269C102
224381.00000000
NS
USD
9235521.96000000
0.043203929387
Long
EC
CORP
US
N
1
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AX3
5725000.00000000
PA
USD
6032394.60000000
0.028219644916
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.35000000
N
N
N
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico-Eagle Mines Ltd
008474108
162065.00000000
NS
8885719.22000000
0.041567546197
Long
EC
CORP
CA
N
1
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
619792005
1100.00000000
NS
5538.50000000
0.000025909197
Long
EC
CORP
SG
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
679382002
1026.00000000
NS
14756.92000000
0.000069033123
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
409183.67000000
PA
USD
362027.01000000
0.001693568532
Long
ABS-CBDO
CORP
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys, Inc
871607107
108459.00000000
NS
USD
55846623.69000000
0.261251458970
Long
EC
CORP
US
N
1
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
32434.76000000
PA
USD
31817.62000000
0.000148843369
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
5.95043000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBE6
11000000.00000000
PA
USD
11079244.00000000
0.051828892564
Long
DBT
CORP
AU
Y
2
2032-04-15
Fixed
6.12500000
N
N
N
N
N
ABAY LEASING 2014 LLC
N/A
Abay Leasing LLC
00258HAA9
360055.00000000
PA
USD
348221.57000000
0.001628986448
Long
DBT
CORP
US
N
2
2026-11-09
Fixed
2.65400000
N
N
N
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
373454.00000000
NS
USD
4679378.62000000
0.021890213065
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H3XN7
4737534.95000000
PA
USD
3420713.42000000
0.016002155773
Long
ABS-CBDO
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F4ST0
6095585.14000000
PA
USD
5751359.52000000
0.026904958015
Long
ABS-CBDO
USGSE
US
N
2
2048-03-15
Fixed
4.00000000
N
N
N
N
N
N
Grab Holdings Ltd
549300N4VQX83VPJF439
Grab Holdings Ltd
G4124C109
1539737.00000000
NS
USD
5188913.69000000
0.024273826820
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA, Inc
40412C101
147793.00000000
NS
USD
40004609.24000000
0.187142244937
Long
EC
CORP
US
N
1
N
N
N
Immunovant Inc
N/A
Immunovant, Inc
45258J102
113157.00000000
NS
USD
4767304.41000000
0.022301531411
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772MAH2
858054.38000000
PA
USD
750709.37000000
0.003511831248
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp, Inc
204149108
889.00000000
NS
USD
38991.54000000
0.000182403089
Long
EC
CORP
US
N
1
N
N
N
EXP-IMP IMB
549300NMMHVYCBECJ059
Export-Import Bank of the United States
302155BB1
502820.67000000
PA
USD
488798.53000000
0.002286607867
Long
DBT
USGSE
US
N
2
2025-12-10
Fixed
2.57800000
N
N
N
N
N
N
Insurance Australia Group Ltd
549300PFEWKNHRG25N08
Insurance Australia Group Ltd
627102908
1068.00000000
NS
4128.21000000
0.000019311836
Long
EC
CORP
AU
N
2
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
312346.00000000
NS
USD
44484317.32000000
0.208098395807
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
740201.04000000
PA
USD
695612.28000000
0.003254086120
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
3952746.34000000
0.018491014855
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
8008473.53000000
0.037463775884
Long
DBT
CORP
US
Y
2
2042-11-28
Fixed
4.11900000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos, Inc
872540109
669511.00000000
NS
USD
62806826.91000000
0.293811408450
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc
60855R100
161.00000000
NS
USD
58170.91000000
0.000272124510
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
912810TW8
171215000.00000000
PA
USD
183654839.84000000
0.859140475914
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N07059202
100192.00000000
NS
75633687.05000000
0.353815679150
Long
EC
CORP
NL
N
2
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CA6
11550000.00000000
PA
USD
11286427.38000000
0.052798099952
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.15000000
N
N
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
N/A
375868.00000000
NS
3487341.32000000
0.016313842226
Long
EC
CORP
AU
N
2
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
666176003
145500.00000000
NS
3037235.86000000
0.014208241201
Long
EC
CORP
JP
N
2
N
N
N
GPT Group/The
N/A
GPT Group
636586000
688636.00000000
NS
2173310.53000000
0.010166783759
Long
EC
CORP
AU
N
2
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BH9
5523000.00000000
PA
USD
4926010.98000000
0.023043963455
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
258187.00000000
NS
8169477.49000000
0.038216955158
Long
EC
CORP
DK
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
N/A
620413.00000000
NS
1606208.94000000
0.007513872840
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EPE4
24740856.80000000
PA
USD
25128998.54000000
0.117553884143
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132XEDU2
6875000.00000000
PA
USD
6318418.70000000
0.029557670539
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.74000000
N
N
N
N
N
N
Artivion Inc
549300YTKV8DMSMG6K81
CryoLife, Inc
228903100
72482.00000000
NS
USD
1295978.16000000
0.006062607955
Long
EC
CORP
US
N
1
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
N/A
108091.00000000
NS
8246104.01000000
0.038575415326
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJJ1
328659000.00000000
PA
USD
345040597.03000000
1.614105803040
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FWNA4
2621129.22000000
PA
USD
342454.20000000
0.001602006593
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen
62582PAA8
11600000.00000000
PA
USD
11600000.00000000
0.054264998021
Long
DBT
CORP
DE
Y
2
2042-05-23
Fixed
5.87500000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
ConAgra Brands, Inc
205887102
1330.00000000
NS
USD
38117.80000000
0.000178315719
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SW9
14508000.00000000
PA
USD
10430458.56000000
0.048793863200
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
42105.08000000
0.000196968283
Long
EC
CORP
US
N
1
N
N
N
Liquidity Services Inc
5299002AZ4ULSAXN0G81
Liquidity Services, Inc
53635B107
50425.00000000
NS
USD
867814.25000000
0.004059649875
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc
934423104
428608.00000000
NS
USD
4877559.04000000
0.022817304453
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
5387891.76000000
PA
USD
4323774.52000000
0.020226691015
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2S8
17250000.00000000
PA
USD
16833467.36000000
0.078747247671
Long
DBT
NUSS
NL
Y
2
2028-05-19
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
263711.03000000
PA
USD
260481.89000000
0.001218538728
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.50000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
1992000.00000000
PA
USD
1905752.50000000
0.008915142727
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A.
T55067101
7265463.00000000
NS
21261600.21000000
0.099462128735
Long
EC
CORP
IT
N
2
N
N
N
2023-12-31
COLLEGE RETIREMENT EQUITIES FUND
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting