0001752724-21-180500.txt : 20210824
0001752724-21-180500.hdr.sgml : 20210824
20210824091732
ACCESSION NUMBER: 0001752724-21-180500
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
CENTRAL INDEX KEY: 0000837274
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05583
FILM NUMBER: 211198834
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-2000
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK FUNDS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK ANNUITY FUNDS
DATE OF NAME CHANGE: 19881129
0000837274
S000017299
Franklin Allocation VIP Fund
C000047853
CLASS 1
C000047854
CLASS 2
C000061795
CLASS 4
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000837274
XXXXXXXX
S000017299
C000047853
C000061795
C000047854
Franklin Templeton Variable Insurance Products Trust
811-05583
0000837274
549300PIBKZH7YTTWU55
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Allocation VIP Fund
S000017299
549300R5W9YDCLEGMF76
2021-12-31
2021-06-30
N
731105713.71
858146.50
730247567.21
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
957282.61000000
AUD
CAD
CHF
DKK
EUR
GBP
HKD
INR
JPY
KRW
NOK
NZD
SEK
SGD
THB
TWD
USD
ZAR
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
2096.00000000
NS
USD
179690.08000000
0.024606734492
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Bonds
912810FD5
109000.00000000
PA
USD
242798.88000000
0.033248844762
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
5012.00000000
NS
USD
85655.08000000
0.011729594708
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
5655.00000000
NS
USD
671248.50000000
0.091920675965
Long
EC
CORP
US
N
1
N
N
N
STERIS Irish FinCo. UnLtd Co.
N/A
STERIS Irish FinCo. UnLtd Co.
85917PAA5
200000.00000000
PA
USD
203912.73000000
0.027923780804
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
CTS Eventim AG & Co. KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co. KGaA
N/A
18000.00000000
NS
1124492.91000000
0.153987902252
Long
EC
CORP
DE
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
751.00000000
NS
1138475.91000000
0.155902732322
Long
EC
CORP
CH
N
2
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
225000.00000000
PA
USD
236250.00000000
0.032352042048
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
24822.00000000
NS
USD
1932144.48000000
0.264587595598
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
5034.00000000
NS
USD
264838.74000000
0.036266980116
Long
EC
CORP
US
N
1
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAE5
500000.00000000
PA
USD
507521.78000000
0.069499961764
Long
DBT
CORP
JP
N
2
2031-04-03
Fixed
2.06500000
N
N
N
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
1265.00000000
NS
USD
187447.70000000
0.025669061893
Long
EC
CORP
IE
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
3121.00000000
NS
USD
503261.25000000
0.068916525380
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
23070.00000000
NS
USD
2107444.50000000
0.288593155887
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAC0
625000.00000000
PA
USD
675980.01000000
0.092568608284
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
6859.00000000
NS
USD
332798.68000000
0.045573404820
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
11961.00000000
NS
USD
1636504.02000000
0.224102632241
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
6000.00000000
NS
135166.40000000
0.018509667963
Long
EC
CORP
JP
N
2
N
N
N
Carter's, Inc.
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
285.00000000
NS
USD
29403.45000000
0.004026504341
Long
EC
CORP
US
N
1
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
289.00000000
NS
USD
132552.74000000
0.018151753727
Long
EC
CORP
US
N
1
N
N
N
Thungela Resources Ltd.
213800EGYK3BN3SRIF27
Thungela Resources Ltd.
N/A
353.00000000
NS
971.80000000
0.000133078156
Long
EC
CORP
ZA
N
1
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
960.00000000
NS
USD
59164.80000000
0.008102019459
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
100000.00000000
PA
USD
112961.53000000
0.015468936162
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
19271.00000000
NS
USD
1215614.68000000
0.166466104727
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
2503.00000000
NS
USD
6111800.37000000
0.836949090203
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGG3
700000.00000000
PA
USD
706260.79000000
0.096715254074
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421M106
478.00000000
NS
USD
11228.22000000
0.001537590880
Long
EC
CORP
US
N
1
N
N
N
Experian plc
635400RXXHHYT1JTSZ26
Experian plc
N/A
30000.00000000
NS
1158358.85000000
0.158625499353
Long
EC
CORP
JE
N
2
N
N
N
SimCorp A/S
5299000WVEJNSG42AK88
SimCorp A/S
N/A
7500.00000000
NS
942116.68000000
0.129013326754
Long
EC
CORP
DK
N
2
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
1289.00000000
NS
USD
163187.40000000
0.022346859794
Long
EC
CORP
US
N
1
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
13667.00000000
NS
USD
1927320.34000000
0.263926978540
Long
EC
CORP
US
N
1
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
452.00000000
NS
USD
40906.00000000
0.005601661934
Long
EC
CORP
US
N
1
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
33938XAB1
300000.00000000
PA
USD
348595.22000000
0.047736580805
Long
DBT
CORP
SG
N
2
2030-05-12
Fixed
4.87500000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
3200.00000000
NS
USD
932736.00000000
0.127728737743
Long
EC
CORP
US
N
1
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Republic of Kazakhstan
486661AG6
350000.00000000
PA
USD
407368.50000000
0.055784985570
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.12500000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DF6
200000.00000000
PA
USD
204252.00000000
0.027970240391
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust, Series 2019-A1, Class A1
254683CK9
500000.00000000
PA
USD
507818.90000000
0.069540649336
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.04000000
N
N
N
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
279.00000000
NS
USD
44087.58000000
0.006037347055
Long
EC
CORP
US
N
1
N
N
N
Oji Holdings Corp.
529900LVC9GIIYUGE243
Oji Holdings Corp.
N/A
40500.00000000
NS
232763.53000000
0.031874605332
Long
EC
CORP
JP
N
2
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
12066.00000000
NS
USD
825435.06000000
0.113034961986
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418D2N1
2385000.00000000
PA
USD
2499886.12000000
0.342334056592
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DE4
595000.00000000
PA
USD
648927.46000000
0.088864035861
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFH7
400000.00000000
PA
USD
438654.01000000
0.060069218946
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
2718.00000000
NS
USD
362853.00000000
0.049689039209
Long
EC
CORP
US
N
1
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB, Class B
N/A
8221.00000000
NS
329224.28000000
0.045083926983
Long
EC
CORP
SE
N
2
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
59562VAM9
200000.00000000
PA
USD
281911.15000000
0.038604873560
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 15 Year
31418D2S0
1067000.00000000
PA
USD
1117258.61000000
0.152997238219
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CCA7
350000.00000000
PA
USD
387877.71000000
0.053115919506
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 15 Year
31418DTM4
338426.26000000
PA
USD
349453.22000000
0.047854075205
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N/A
10669.00000000
NS
176988.84000000
0.024236827063
Long
EC
CORP
NL
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
N/A
2586.00000000
NS
158569.40000000
0.021714471518
Long
EC
CORP
DE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
490000.00000000
PA
USD
563691.40000000
0.077191821693
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
6000.00000000
NS
USD
496920.00000000
0.068048155490
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
3758.00000000
NS
356208.01000000
0.048779075206
Long
EC
CORP
AU
N
2
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
3177.00000000
NS
USD
2541917.70000000
0.348089855295
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAH8
400000.00000000
PA
USD
469986.38000000
0.064359869324
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
N/A
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
03522AAJ9
100000.00000000
PA
USD
126796.74000000
0.017363527890
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
1990.00000000
NS
USD
476624.90000000
0.065268947327
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
2388.00000000
NS
USD
8215102.08000000
1.124974933006
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AU2
870000.00000000
PA
USD
958157.89000000
0.131210007814
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
1869.00000000
NS
USD
61845.21000000
0.008469074431
Long
EC
CORP
US
N
1
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
N/A
22000.00000000
NS
1346032.15000000
0.184325454878
Long
EC
CORP
BE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YE4
700000.00000000
PA
USD
716652.34000000
0.098138271482
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762PAE2
250000.00000000
PA
USD
234847.74000000
0.032160016759
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
2400.00000000
NS
USD
459312.00000000
0.062898121215
Long
EC
CORP
US
N
1
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2021-1A, Class A1
12530MAE5
108000.00000000
PA
USD
108840.13000000
0.014904552221
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
565.00000000
NS
USD
29764.20000000
0.004075905396
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods, Inc.
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498101
1300.00000000
NS
USD
31460.00000000
0.004308128012
Long
EC
CORP
US
N
1
N
N
N
Haemonetics Corp.
549300ZEL6TXZS6F5F95
Haemonetics Corp.
405024100
4024.00000000
NS
USD
268159.36000000
0.036721705355
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AL8
290000.00000000
PA
USD
317687.07000000
0.043504023055
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
500000.00000000
PA
USD
540085.00000000
0.073959164569
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
500000.00000000
PA
USD
595655.04000000
0.081568918096
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
2100.00000000
NS
USD
251916.00000000
0.034497341903
Long
EC
CORP
US
N
1
N
N
N
nVent Electric plc
N/A
nVent Electric plc
N/A
10500.00000000
NS
USD
328020.00000000
0.044919013048
Long
EC
CORP
IE
N
1
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAE5
200000.00000000
PA
USD
203634.46000000
0.027885674549
Long
DBT
NUSS
IN
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
3532.00000000
NS
140563.19000000
0.019248703633
Long
EC
CORP
GB
N
2
N
N
N
Horizon Therapeutics plc
529900P0GSQ79OOZEV53
Horizon Therapeutics plc
N/A
595.00000000
NS
USD
55715.80000000
0.007629713880
Long
EC
CORP
IE
N
1
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
N/A
104292.00000000
NS
385052.15000000
0.052728987714
Long
EC
CORP
TH
N
2
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
25.00000000
NS
USD
124332.50000000
0.017026075208
Long
EC
CORP
US
N
1
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
200000.00000000
PA
USD
232773.06000000
0.031875910369
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
600000.00000000
PA
USD
668790.74000000
0.091584110653
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Greenville City School District
N/A
Greenville City School District
396352GY6
160000.00000000
PA
USD
163999.44000000
0.022458060439
Long
DBT
MUN
US
N
2
2051-01-01
Fixed
3.54100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828W71
18837000.00000000
PA
USD
19725135.16000000
2.701157257580
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.12500000
N
N
N
N
N
N
Doximity, Inc.
N/A
Doximity, Inc., Class A
26622P107
300.00000000
NS
USD
17460.00000000
0.002390969964
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
108740.00000000
NS
1443574.71000000
0.197682919439
Long
EC
CORP
NL
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
N/A
8400.00000000
NS
1170696.01000000
0.160314948322
Long
EC
CORP
DE
N
2
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
5729.00000000
NS
USD
2082090.47000000
0.285121178555
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
4987.00000000
NS
235602.46000000
0.032263368010
Long
EC
CORP
NL
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
1225.00000000
NS
148163.89000000
0.020289542430
Long
EC
CORP
DE
N
2
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
1187.00000000
NS
USD
384837.27000000
0.052699562077
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AG3
300000.00000000
PA
USD
358358.61000000
0.049073578070
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
200000.00000000
PA
USD
1876.78000000
0.000257005991
N/A
DCR
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Nordstrom, Inc.
Nordstrom, Inc.
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-06-20
0.00000000
USD
12929.56000000
USD
200000.00000000
USD
1876.78000000
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
9322.00000000
NS
904010.21000000
0.123795032067
Long
EC
CORP
JP
N
2
N
N
N
Quidel Corp.
549300X2FQ6S98OQLQ46
Quidel Corp.
74838J101
50.00000000
NS
USD
6406.00000000
0.000877236746
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
7967.00000000
NS
USD
532354.94000000
0.072900611231
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418DYD8
2821945.88000000
PA
USD
2961474.74000000
0.405543937833
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
CSL Ltd.
529900ECSECK5ZDQTE14
CSL Ltd.
N/A
7544.00000000
NS
1613101.46000000
0.220897888939
Long
EC
CORP
AU
N
2
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
200000.00000000
PA
USD
220984.63000000
0.030261604409
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
46993.00000000
NS
1332423.35000000
0.182461867704
Long
EC
CORP
KY
N
2
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
1976.00000000
NS
USD
682925.36000000
0.093519703545
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
8835.00000000
NS
USD
2027809.20000000
0.277687909012
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
7054.00000000
NS
USD
1893011.44000000
0.259228722559
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
9392.00000000
NS
USD
2439384.16000000
0.334048926629
Long
EC
CORP
US
N
1
N
N
N
Iida Group Holdings Co. Ltd.
35380051BV8PV1I4S949
Iida Group Holdings Co. Ltd.
N/A
7300.00000000
NS
187787.63000000
0.025715611859
Long
EC
CORP
JP
N
2
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
N/A
8227.00000000
NS
140228.13000000
0.019202820563
Long
EC
CORP
FR
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
N/A
837.00000000
NS
2052774.25000000
0.281106619477
Long
EC
CORP
NL
N
2
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
659.00000000
NS
USD
85386.63000000
0.011692833202
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCG4
500000.00000000
PA
USD
596294.17000000
0.081656440469
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
200000.00000000
PA
USD
198324.00000000
0.027158460898
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
1573.00000000
NS
USD
3942441.36000000
0.539877369953
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
N/A
39407.00000000
NS
623517.81000000
0.085384441934
Long
EC
CORP
AU
N
2
N
N
N
Informa plc
5493006VM2LKUPSEDU20
Informa plc
N/A
50910.00000000
NS
353837.87000000
0.048454508565
Long
EC
CORP
GB
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
8163.00000000
NS
611144.78000000
0.083690080931
Long
EC
CORP
AU
N
2
N
N
N
Premier, Inc.
N/A
Premier, Inc., Class A
74051N102
339.00000000
NS
USD
11793.81000000
0.001615042696
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
1509.00000000
NS
USD
146855.88000000
0.020110423723
Long
EC
CORP
US
N
1
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
1093.00000000
NS
USD
266484.33000000
0.036492326981
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AW2
100000.00000000
PA
USD
111597.15000000
0.015282098155
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.75000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
26947.00000000
NS
USD
1512804.58000000
0.207163248181
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
8391.00000000
NS
USD
4113016.47000000
0.563235901724
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
N/A
19009.00000000
NS
1340183.56000000
0.183524549779
Long
EC
CORP
ES
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 15 Year
3140QE5Z1
2634996.18000000
PA
USD
2729711.30000000
0.373806284686
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XT2
1705000.00000000
PA
USD
1782124.62000000
0.244043896894
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
3317.00000000
NS
USD
486239.03000000
0.066585504948
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AV3
200000.00000000
PA
USD
217442.13000000
0.029776494953
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.90000000
N
N
N
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
1169.00000000
NS
USD
1022839.93000000
0.140067557350
Long
EC
CORP
US
N
1
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
860.00000000
NS
56169.38000000
0.007691827062
Long
EC
CORP
CH
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179TG41
2842551.51000000
PA
USD
3008798.25000000
0.412024412692
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
1189.00000000
NS
USD
411715.03000000
0.056380198782
Long
EC
CORP
US
N
1
N
N
N
JBS Finance Luxembourg Sarl
N/A
JBS Finance Luxembourg Sarl
46592QAA7
200000.00000000
PA
USD
200138.00000000
0.027406869805
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
2304.00000000
NS
USD
538882.56000000
0.073794502603
Long
EC
CORP
US
N
1
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
1022.00000000
NS
USD
76261.64000000
0.010443258344
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
100000.00000000
PA
USD
106624.11000000
0.014601090751
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
750000.00000000
PA
USD
713320.31000000
0.097681983758
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
1400.00000000
NS
USD
338520.00000000
0.046356881583
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562M209
97200.00000000
NS
USD
669708.00000000
0.091709720110
Long
EC
CORP
JP
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
2935.00000000
NS
308384.73000000
0.042230161913
Long
EC
CORP
FR
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y87
1345000.00000000
PA
USD
1397959.38000000
0.191436362512
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
3959.00000000
NS
430904.09000000
0.059007945982
Long
EC
CORP
GB
N
2
N
N
N
Fortescue Metals Group Ltd.
529900VEJFORCO6I4826
Fortescue Metals Group Ltd.
N/A
11370.00000000
NS
198581.97000000
0.027193787273
Long
EC
CORP
AU
N
2
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
3514.00000000
NS
USD
386575.14000000
0.052937545752
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
1007.00000000
NS
USD
94325.69000000
0.012916946832
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
2534.00000000
NS
USD
3510451.56000000
0.480720746994
Long
EC
CORP
US
N
1
N
N
N
Intermediate Capital Group plc
549300OGASR5WRKJ8R68
Intermediate Capital Group plc
N/A
44000.00000000
NS
1294272.66000000
0.177237517537
Long
EC
CORP
GB
N
2
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
70671.00000000
NS
USD
9679100.16000000
1.325454625885
Long
EC
CORP
US
N
1
N
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
1030.00000000
NS
USD
253915.60000000
0.034771166848
Long
EC
CORP
US
N
1
N
N
N
Seria Co. Ltd.
N/A
Seria Co. Ltd.
N/A
11368.00000000
NS
419242.97000000
0.057411073836
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
3193.00000000
NS
158495.30000000
0.021704324275
Long
EC
CORP
NL
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
N/A
2789.00000000
NS
338702.78000000
0.046381911451
Long
EC
CORP
CH
N
2
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
269.00000000
NS
USD
99508.48000000
0.013626677371
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
1137.00000000
NS
USD
412014.69000000
0.056421234181
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WZ9
1020000.00000000
PA
USD
1034147.56000000
0.141616022625
Long
DBT
UST
US
N
2
2022-04-30
Fixed
1.75000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BH6
420000.00000000
PA
USD
432098.04000000
0.059171445329
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.65000000
N
N
N
N
N
N
Cerner Corp.
549300L4UJ40IEVVI304
Cerner Corp.
156782104
11676.00000000
NS
USD
912596.16000000
0.124970790862
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital, Inc.
549300LTU6LVPZSHMJ25
Spirit Realty Capital, Inc.
84860W300
761.00000000
NS
USD
36406.24000000
0.004985465427
Long
EC
CORP
US
N
1
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
1400.00000000
NS
USD
162582.00000000
0.022263956403
Long
EC
CORP
IL
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
3838.00000000
NS
USD
762303.56000000
0.104389743181
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VTW0
1069146.76000000
PA
USD
1107441.26000000
0.151652851680
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
15342.00000000
NS
USD
1124261.76000000
0.153956248604
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
18.00000000
NS
USD
833.94000000
0.000114199627
Long
EC
CORP
US
N
1
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
14343.00000000
NS
279940.81000000
0.038335055475
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YM6
4650000.00000000
PA
USD
4799126.94000000
0.657191773789
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Komatsu Ltd.
5493004LQ0B4T7QPQV17
Komatsu Ltd.
N/A
19826.00000000
NS
491204.83000000
0.067265520907
Long
EC
CORP
JP
N
2
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
1457.00000000
NS
USD
77352.13000000
0.010592589893
Long
EC
CORP
US
N
1
N
N
N
Gilroy Unified School District
N/A
Gilroy Unified School District
376087GM8
140000.00000000
PA
USD
144565.25000000
0.019796745171
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
3.36400000
N
N
N
N
N
N
Sundrug Co. Ltd.
N/A
Sundrug Co. Ltd.
N/A
16943.00000000
NS
538592.30000000
0.073754754440
Long
EC
CORP
JP
N
2
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
N/A
881.00000000
NS
417004.04000000
0.057104475074
Long
EC
CORP
FR
N
2
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CT5
100000.00000000
PA
USD
103909.59000000
0.014229364761
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
N/A
382.00000000
NS
198850.89000000
0.027230613141
Long
EP
CORP
DE
N
2
N
N
N
Budweiser Brewing Co. APAC Ltd.
549300YF1MR4GTF18132
Budweiser Brewing Co. APAC Ltd.
N/A
16400.00000000
NS
51639.22000000
0.007071467584
Long
EC
CORP
KY
N
2
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
2729.00000000
NS
USD
101327.77000000
0.013875810690
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
570.00000000
NS
USD
93200.70000000
0.012762890858
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746AG3
350000.00000000
PA
USD
386665.89000000
0.052949973045
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
5400.00000000
NS
942629.28000000
0.129083522126
Long
EC
CORP
DE
N
2
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
917288BK7
150000.00000000
PA
USD
174901.50000000
0.023950987015
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAX9
850000.00000000
PA
USD
969109.23000000
0.132709682786
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Mirati Therapeutics, Inc.
529900GYRW59IDQV6N54
Mirati Therapeutics, Inc.
60468T105
1100.00000000
NS
USD
177683.00000000
0.024331885237
Long
EC
CORP
US
N
1
N
N
N
Seer, Inc.
N/A
Seer, Inc.
81578P106
100.00000000
NS
USD
3278.00000000
0.000448888862
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp. plc
549300AGBII4MWBVJY22
Atlassian Corp. plc, Class A
N/A
900.00000000
NS
USD
231174.00000000
0.031656935316
Long
EC
CORP
GB
N
1
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
6700.00000000
NS
498996.94000000
0.068332571364
Long
EC
CORP
JP
N
2
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UCY3
1050000.00000000
PA
USD
1207563.92000000
0.165363634775
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QEXU1
844298.04000000
PA
USD
883074.08000000
0.120928041345
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
State of New Jersey
N/A
State of New Jersey
646039YR2
110000.00000000
PA
USD
125051.33000000
0.017124511688
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
74435KAA3
425000.00000000
PA
USD
460260.77000000
0.063028045647
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
76.00000000
NS
USD
38203.68000000
0.005231606610
Long
EC
CORP
US
N
1
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334JW2
700000.00000000
PA
USD
828699.47000000
0.113481989836
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
Tosoh Corp.
529900YSLFVJF2MDBX02
Tosoh Corp.
N/A
24925.00000000
NS
429815.90000000
0.058858929395
Long
EC
CORP
JP
N
2
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
N/A
7310.00000000
NS
653266.73000000
0.089458254889
Long
EC
CORP
DE
N
2
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
10825.00000000
NS
USD
1342300.00000000
0.183814374778
Long
EC
CORP
US
N
1
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc.
003654100
122.00000000
NS
USD
38077.42000000
0.005214316583
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
N/A
7499.00000000
NS
510245.38000000
0.069872931169
Long
EC
CORP
CH
N
2
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
1133.00000000
NS
USD
253146.19000000
0.034665803950
Long
EC
CORP
US
N
1
N
N
N
Marqeta, Inc.
N/A
Marqeta, Inc., Class A
57142B104
3700.00000000
NS
USD
103859.00000000
0.014222436973
Long
EC
CORP
US
N
1
N
N
N
TBS Holdings, Inc.
N/A
TBS Holdings, Inc.
N/A
13400.00000000
NS
206444.70000000
0.028270508423
Long
EC
CORP
JP
N
2
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
4138.00000000
NS
USD
207396.56000000
0.028400855999
Long
EC
CORP
US
N
1
N
N
N
Yamada Holdings Co. Ltd.
353800MDZ4K1DQKLO464
Yamada Holdings Co. Ltd.
N/A
33600.00000000
NS
155384.57000000
0.021278341343
Long
EC
CORP
JP
N
2
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo SA
N/A
13525.00000000
NS
407995.69000000
0.055870872882
Long
EC
CORP
FR
N
2
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
32264.00000000
NS
USD
1236033.84000000
0.169262301649
Long
EC
CORP
US
N
1
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAC4
100000.00000000
PA
USD
114144.80000000
0.015630972991
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.93700000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust, Series 2017-A6, Class A6
14041NFQ9
600000.00000000
PA
USD
615206.88000000
0.084246344339
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.29000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd.
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd.
225433AH4
1200000.00000000
PA
USD
1249016.41000000
0.171040132974
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S, Class B
N/A
2513.00000000
NS
412635.14000000
0.056506198517
Long
EC
CORP
DK
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
N/A
8182.00000000
NS
756764.95000000
0.103631286700
Long
EC
CORP
NL
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
23549.00000000
NS
USD
3879462.26000000
0.531253020783
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems, Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376100
624.00000000
NS
USD
73176.48000000
0.010020776964
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co. Ltd.
353800678EIJLOQSWZ83
Tokyo Gas Co. Ltd.
N/A
17500.00000000
NS
330109.05000000
0.045205087263
Long
EC
CORP
JP
N
2
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
17785.00000000
NS
USD
1383139.45000000
0.189406923364
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
7095.00000000
NS
USD
2590313.55000000
0.354717176244
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
147333.00000000
NS
349657.97000000
0.047882113642
Long
EC
CORP
GB
N
2
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
3151.00000000
NS
USD
408369.60000000
0.055922076065
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
13913.00000000
NS
USD
400416.14000000
0.054832930362
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CU2
980000.00000000
PA
USD
1011225.61000000
0.138477093989
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
2078.00000000
NS
USD
99224.50000000
0.013587789190
Long
EC
CORP
US
N
1
N
N
N
10X Genomics, Inc.
5493003Z6741WNLG7H43
10X Genomics, Inc., Class A
88025U109
1300.00000000
NS
USD
254566.00000000
0.034860232533
Long
EC
CORP
US
N
1
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
23458.00000000
NS
USD
918615.28000000
0.125795048316
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
16027.00000000
NS
1005933.63000000
0.137752410986
Long
EC
CORP
FR
N
2
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DM0
400000.00000000
PA
USD
547129.16000000
0.074923790857
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
5.40000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
State of Illinois
452151LF8
125000.00000000
PA
USD
147081.10000000
0.020141265319
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
N/A
1474.00000000
NS
555189.19000000
0.076027530241
Long
EC
CORP
CH
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
49586.00000000
NS
1065957.22000000
0.145972033028
Long
EC
CORP
TW
N
2
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
N/A
9200.00000000
NS
USD
620908.00000000
0.085027054916
Long
EC
CORP
IE
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
9944.00000000
NS
USD
523949.36000000
0.071749552278
Long
EC
CORP
US
N
1
N
N
N
United States International Development Finance Corp.
254900QI8QTIK0FY6E92
United States International Development Finance Corp.
6903536M4
400000.00000000
PA
USD
409483.99000000
0.056074680476
Long
DBT
UST
US
N
2
2024-03-20
Fixed
2.12000000
N
N
N
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
2284.00000000
NS
USD
917688.36000000
0.125668116020
Long
EC
CORP
US
N
1
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAD4
235000.00000000
PA
USD
248283.53000000
0.033999911968
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
N/A
7935.00000000
NS
523721.16000000
0.071718302602
Long
EC
CORP
FR
N
2
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
146.00000000
NS
USD
99236.20000000
0.013589391386
Long
EC
CORP
US
N
1
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO, Inc.
N/A
3300.00000000
NS
111898.98000000
0.015323430713
Long
EC
CORP
JP
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138ERPJ3
426842.23000000
PA
USD
461820.74000000
0.063241667721
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
1640.00000000
NS
221281.89000000
0.030302311152
Long
EC
CORP
DK
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
N/A
12328.00000000
NS
839665.78000000
0.114983714797
Long
EC
CORP
DE
N
2
N
N
N
State Grid Overseas Investment 2016 Ltd.
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd.
857006AG5
600000.00000000
PA
USD
661796.69000000
0.090626346422
Long
DBT
CORP
VG
N
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
176.00000000
NS
USD
63766.56000000
0.008732183832
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
777.00000000
NS
USD
74677.47000000
0.010226322325
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
707000.00000000
PA
USD
577503.01000000
0.079083181640
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
400000.00000000
PA
USD
447465.48000000
0.061275860419
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
824.00000000
NS
USD
300735.28000000
0.041182647297
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAJ4
100000.00000000
PA
USD
129534.61000000
0.017738451426
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
N/A
8575.00000000
NS
304026.46000000
0.041633341027
Long
EC
CORP
SE
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
525000.00000000
PA
USD
532295.99000000
0.072892538626
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64500000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
N/A
1809.00000000
NS
188255.26000000
0.025779649046
Long
EC
CORP
FR
N
2
N
N
N
Sun Hung Kai Properties Ltd.
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd.
N/A
38000.00000000
NS
564750.43000000
0.077336845113
Long
EC
CORP
HK
N
2
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
5200.00000000
NS
USD
1264588.00000000
0.173172504337
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VSG6
557248.27000000
PA
USD
577175.51000000
0.079038333835
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAC7
100000.00000000
PA
USD
98493.31000000
0.013487660133
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
12158.00000000
NS
USD
1166316.94000000
0.159715279087
Long
EC
CORP
US
N
1
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
27000.00000000
NS
868485.74000000
0.118930316100
Long
EC
CORP
JP
N
2
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DV6U4
0.01000000
PA
USD
0.01000000
0.000000001369
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class B
N/A
5131.00000000
NS
220623.12000000
0.030212099280
Long
EC
CORP
FI
N
2
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
2500.00000000
NS
USD
393325.00000000
0.053861870639
Long
EC
CORP
JE
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
1764.00000000
NS
USD
86824.08000000
0.011889677405
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
125.00000000
NS
USD
11246.25000000
0.001540059906
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
11144.00000000
NS
USD
2317617.68000000
0.317374241841
Long
EC
CORP
US
N
1
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Federation
N/A
400000.00000000
PA
USD
476504.00000000
0.065252391298
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017BT5
300000.00000000
PA
USD
374038.14000000
0.051220730721
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YV6
320000.00000000
PA
USD
330250.00000000
0.045224388937
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
235000.00000000
PA
USD
240397.66000000
0.032920022030
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
678.00000000
NS
USD
85746.66000000
0.011742135660
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
52795.00000000
NS
808672.90000000
0.110739554133
Long
EC
CORP
CH
N
2
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797104
8194.00000000
NS
USD
590459.64000000
0.080857460745
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
2067.00000000
NS
USD
269702.16000000
0.036932976172
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
48721.00000000
NS
USD
710352.18000000
0.097275528450
Long
EC
CORP
US
N
1
N
N
N
Morningstar, Inc.
529900YGNQPOVAXQ7F29
Morningstar, Inc.
617700109
130.00000000
NS
USD
33424.30000000
0.004577118980
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
1193.00000000
NS
USD
71102.80000000
0.009736807514
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
364.00000000
NS
USD
13209.56000000
0.001808915303
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140X5VH3
649943.15000000
PA
USD
707097.76000000
0.096829868629
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QBLZ9
1103151.87000000
PA
USD
1204130.07000000
0.164893403835
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
700000.00000000
PA
USD
694318.02000000
0.095079812816
Long
DBT
CORP
NL
N
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
16236.00000000
NS
USD
1114276.68000000
0.152588893141
Long
EC
CORP
IE
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
1446.00000000
NS
92544.60000000
0.012673044616
Long
EC
CORP
FR
N
2
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
952.00000000
NS
USD
127529.92000000
0.017463929457
Long
EC
CORP
US
N
1
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAE1
200000.00000000
PA
USD
217112.29000000
0.029731326710
Long
DBT
NUSS
ID
N
2
2049-07-30
Fixed
4.70000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAW9
500000.00000000
PA
USD
574953.92000000
0.078734109611
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
26103.00000000
NS
496665.78000000
0.068013342639
Long
EC
CORP
GB
N
2
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
4921.00000000
NS
USD
695140.46000000
0.095192437635
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
3086.00000000
NS
USD
248916.76000000
0.034086626395
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAH4
300000.00000000
PA
USD
389014.95000000
0.053271652993
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
1637.00000000
NS
USD
160769.77000000
0.022015789879
Long
EC
CORP
US
N
1
N
N
N
Bill.com Holdings, Inc.
549300IBF9VZZIGOZW63
Bill.com Holdings, Inc.
090043100
4500.00000000
NS
USD
824310.00000000
0.112880896426
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAF3
1200000.00000000
PA
USD
1320113.57000000
0.180776168148
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.54000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
1822.00000000
NS
USD
1258710.48000000
0.172367637568
Long
EC
CORP
NL
N
1
N
N
N
CK Asset Holdings Ltd.
5299006GJZSGP78B8S35
CK Asset Holdings Ltd.
N/A
121830.00000000
NS
838552.25000000
0.114831228155
Long
EC
CORP
KY
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
N/A
361.00000000
NS
425287.98000000
0.058238876662
Long
EC
CORP
FR
N
2
N
N
N
Aon Corp.
LTS3U8DGK38SETRUWX71
Aon Corp.
037389BE2
500000.00000000
PA
USD
525505.47000000
0.071962645765
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
300000.00000000
PA
USD
301206.14000000
0.041247126799
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
N/A
19522.00000000
NS
1186944.64000000
0.162540033448
Long
EC
CORP
DE
N
2
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
4530.00000000
NS
USD
1444571.70000000
0.197819447111
Long
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
4456.00000000
NS
USD
271504.08000000
0.037179730846
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WBZ0
623287.82000000
PA
USD
652959.37000000
0.089416165054
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
2546.00000000
NS
USD
1204792.66000000
0.164984138817
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132AC3B4
604116.16000000
PA
USD
669160.49000000
0.091634744167
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class A
90932MAA3
191136.67000000
PA
USD
190872.06000000
0.026137993273
Long
ABS-O
CORP
US
N
2
2028-05-01
Fixed
2.90000000
N
N
N
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
1107.00000000
NS
USD
170666.19000000
0.023371004254
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAM3
2340000.00000000
PA
USD
2291189.05000000
0.313755108935
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc.
579780206
8000.00000000
NS
USD
706560.00000000
0.096756227850
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
2249.00000000
NS
USD
142541.62000000
0.019519629561
Long
EC
CORP
US
N
1
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
1828.00000000
NS
USD
33306.16000000
0.004560940904
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VTX8
982049.80000000
PA
USD
1025616.30000000
0.140447753070
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
3.00000000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752108
1985.00000000
NS
USD
404741.50000000
0.055425244557
Long
EC
CORP
KY
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WG28
400000.00000000
PA
USD
410890.07000000
0.056267228875
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.00000000
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123CJ8
200000.00000000
PA
USD
221403.31000000
0.030318938390
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25000000
N
N
N
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
1500.00000000
NS
648634.96000000
0.088823980951
Long
EC
CORP
JP
N
2
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
630000.00000000
PA
USD
937435.31000000
0.128372260599
Long
DBT
UST
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
N/A
13913.00000000
NS
105738.88000000
0.014479867478
Long
EC
CORP
IL
N
2
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
4894.00000000
NS
USD
938424.50000000
0.128507720140
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
4853.00000000
NS
USD
893631.42000000
0.122373762012
Long
EC
CORP
IE
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDB2
300000.00000000
PA
USD
377800.03000000
0.051735883413
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AD5
375000.00000000
PA
USD
384609.38000000
0.052668354852
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.12500000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XAW6
400000.00000000
PA
USD
514212.52000000
0.070416190767
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
2819.00000000
NS
USD
434492.47000000
0.059499338239
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
1251.00000000
NS
USD
78612.84000000
0.010765231344
Long
EC
CORP
US
N
1
N
N
N
Danimer Scientific, Inc.
N/A
Danimer Scientific, Inc.
236272100
800.00000000
NS
USD
20040.00000000
0.002744274804
Long
EC
CORP
US
N
1
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UVL9
55000.00000000
PA
USD
58816.51000000
0.008054324675
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
2.98400000
N
N
N
N
N
N
Persol Holdings Co. Ltd.
3538000H6OI725NB2008
Persol Holdings Co. Ltd.
N/A
4100.00000000
NS
80967.93000000
0.011087737040
Long
EC
CORP
JP
N
2
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
637.00000000
NS
USD
116972.31000000
0.016018171816
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
8787.00000000
NS
USD
1676208.12000000
0.229539706158
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
28617.00000000
NS
USD
984997.14000000
0.134885370965
Long
EC
CORP
US
N
1
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
32446.00000000
NS
1859556.11000000
0.254647354335
Long
EC
CORP
JP
N
2
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
2419.00000000
NS
USD
1059522.00000000
0.145090794899
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
3300.00000000
NS
USD
218724.00000000
0.029952034052
Long
EC
CORP
US
N
1
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
200000.00000000
PA
USD
199974.00000000
0.027384411667
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBN4
1035000.00000000
PA
USD
1151221.75000000
0.157648145874
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
1747.00000000
NS
USD
148879.34000000
0.020387516054
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
66.00000000
NS
USD
102322.44000000
0.014012020661
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
3838.00000000
NS
USD
2247686.32000000
0.307797851157
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Chemical Co. Ltd.
353800RSAU9BD8U4DM91
Sumitomo Chemical Co. Ltd.
N/A
31700.00000000
NS
168496.48000000
0.023073884469
Long
EC
CORP
JP
N
2
N
N
N
PTC Therapeutics, Inc.
549300UJLWOIWFDGB318
PTC Therapeutics, Inc.
69366J200
1500.00000000
NS
USD
63405.00000000
0.008682671856
Long
EC
CORP
US
N
1
N
N
N
Bimbo Bakeries USA, Inc.
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAA1
400000.00000000
PA
USD
431422.80000000
0.059078978057
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
44572.00000000
NS
961163.86000000
0.131621644926
Long
EC
CORP
GB
N
2
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
11121.00000000
NS
USD
530249.28000000
0.072612262444
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals, Inc.
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
2512.00000000
NS
USD
461479.52000000
0.063194941102
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp.
54930082CG88ERDREQ47
NewMarket Corp.
651587107
49.00000000
NS
USD
15777.02000000
0.002160502918
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WBY3
3329318.73000000
PA
USD
3449719.35000000
0.472404086627
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179V7F1
2245688.51000000
PA
USD
2353685.44000000
0.322313355865
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
1580.00000000
NS
USD
491301.00000000
0.067278690414
Long
EC
CORP
US
N
1
N
N
N
American Well Corp.
N/A
American Well Corp., Class A
03044L105
1600.00000000
NS
USD
20128.00000000
0.002756325512
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
1161000.00000000
PA
USD
1390342.85000000
0.190393355956
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Lennox International, Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
172.00000000
NS
USD
60337.60000000
0.008262622528
Long
EC
CORP
US
N
1
N
N
N
Shinhan Financial Group Co. Ltd.
988400EB8A6G49E5KO54
Shinhan Financial Group Co. Ltd.
N/A
20957.00000000
NS
754127.21000000
0.103270074952
Long
EC
CORP
KR
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
4415.00000000
NS
443806.07000000
0.060774741324
Long
EC
CORP
NL
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAL1
300000.00000000
PA
USD
472314.70000000
0.064678709140
Long
DBT
CORP
FR
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
3963.00000000
NS
USD
746074.38000000
0.102167321535
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
1663.00000000
NS
USD
359856.57000000
0.049278708503
Long
EC
CORP
US
N
1
N
N
N
Sinopec Group Overseas Development 2018 Ltd.
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd.
82939GAQ1
200000.00000000
PA
USD
202995.40000000
0.027798161762
Long
DBT
CORP
VG
N
2
2050-05-13
Fixed
3.35000000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
3342.00000000
NS
USD
975529.80000000
0.133588914746
Long
EC
CORP
US
N
1
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
3207.00000000
NS
USD
1131140.97000000
0.154898286662
Long
EC
CORP
US
N
1
N
N
N
Sinopharm Group Co. Ltd.
529900N54X78YH9JYK92
Sinopharm Group Co. Ltd., Class H
N/A
87600.00000000
NS
259884.62000000
0.035588563614
Long
EC
CORP
CN
N
2
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
190.00000000
NS
USD
122415.10000000
0.016763506719
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
1099.00000000
NS
USD
85447.25000000
0.011701134496
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
135.00000000
NS
USD
87384.15000000
0.011966373312
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
945.00000000
NS
USD
438092.55000000
0.059992332692
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp.
5299000V56320A7RIQ67
Huntsman Corp.
447011107
586.00000000
NS
USD
15540.72000000
0.002128144029
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises, Inc.
54930050DETB6CP71D38
Nu Skin Enterprises, Inc., Class A
67018T105
333.00000000
NS
USD
18864.45000000
0.002583295151
Long
EC
CORP
US
N
1
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
N/A
5578.00000000
NS
427647.00000000
0.058561920532
Long
EC
CORP
NL
N
2
N
N
N
Lincoln Electric Holdings, Inc.
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
160.00000000
NS
USD
21073.60000000
0.002885815844
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
2170.00000000
NS
USD
155632.40000000
0.021312279148
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
1100000.00000000
PA
USD
1172705.84000000
0.160590174162
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.35200000
N
N
N
N
N
N
Duck Creek Technologies, Inc.
N/A
Duck Creek Technologies, Inc.
264120106
300.00000000
NS
USD
13053.00000000
0.001787475999
Long
EC
CORP
US
N
1
N
N
N
African Export-Import Bank (The)
21380068LJCDYA42GJ76
African Export-Import Bank (The)
00831TAA9
500000.00000000
PA
USD
527401.50000000
0.072222287848
Long
DBT
NUSS
US
N
2
2029-09-21
Fixed
3.99400000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DVKT1
471631.40000000
PA
USD
512794.55000000
0.070222014153
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
6910.00000000
NS
USD
418124.10000000
0.057257855934
Long
EC
CORP
US
N
1
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
250000.00000000
PA
USD
321918.16000000
0.044083427929
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BL9
400000.00000000
PA
USD
405125.56000000
0.055477837680
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
6723.00000000
NS
USD
140174.55000000
0.019195483325
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WG36
1275943.00000000
PA
USD
1323936.72000000
0.181299709776
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
2424.00000000
NS
USD
660418.80000000
0.090437658357
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp.
150870103
1101.00000000
NS
USD
166911.60000000
0.022856851223
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
1110.00000000
NS
USD
78532.50000000
0.010754229596
Long
EC
CORP
US
N
1
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
29983.00000000
NS
486625.30000000
0.066638400708
Long
EC
CORP
GB
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
352504.00000000
NS
1545981.06000000
0.211706430725
Long
EC
CORP
GB
N
2
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc., Class A
009066101
1100.00000000
NS
USD
168454.00000000
0.023068067264
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
200000.00000000
PA
USD
199914.06000000
0.027376203492
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Cognex Corp.
549300JQTYZCLC43S226
Cognex Corp.
192422103
1487.00000000
NS
USD
124982.35000000
0.017115065576
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy, Inc.
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc.
15135U109
39020.00000000
NS
373282.68000000
0.051117278134
Long
EC
CORP
CA
N
1
N
N
N
Mitsubishi Gas Chemical Co., Inc.
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co., Inc.
N/A
7400.00000000
NS
156819.18000000
0.021474796636
Long
EC
CORP
JP
N
2
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
11322.00000000
NS
USD
1164694.14000000
0.159493053081
Long
EC
CORP
NL
N
1
N
N
N
CyberAgent, Inc.
3538006T5KZABPGS8Q08
CyberAgent, Inc.
N/A
59000.00000000
NS
1263721.15000000
0.173053798019
Long
EC
CORP
JP
N
2
N
N
N
Watsco, Inc.
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
214.00000000
NS
USD
61340.96000000
0.008400022506
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
669.00000000
NS
USD
106805.85000000
0.014625978201
Long
EC
CORP
US
N
1
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942AZ5
100000.00000000
PA
USD
108820.00000000
0.014901795621
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DWBZ5
1407000.00000000
PA
USD
1457061.47000000
0.199529794473
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
3904.00000000
NS
USD
1602396.80000000
0.219431994292
Long
EC
CORP
US
N
1
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
650000.00000000
PA
USD
668362.50000000
0.091525467527
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
Olink Holding AB
8945004Z7ZHV3LML4J27
Olink Holding AB
680710100
200.00000000
NS
USD
6884.00000000
0.000942693999
Long
EC
CORP
SE
N
1
N
N
N
FFCB
N/A
FFCB
3133EJFB0
800000.00000000
PA
USD
906652.12000000
0.124156814854
Long
DBT
UST
US
N
2
2028-03-07
Fixed
3.17000000
N
N
N
N
N
N
Qurate Retail, Inc.
549300PSXEKU4PHLCR04
Qurate Retail, Inc., Series A
74915M100
659.00000000
NS
USD
8626.31000000
0.001181285688
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co. KGaA
N/A
9601.00000000
NS
797874.42000000
0.109260811788
Long
EC
CORP
DE
N
2
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
1004.00000000
NS
USD
180629.64000000
0.024735397707
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
9285.00000000
NS
USD
2684293.50000000
0.367586777489
Long
EC
CORP
IE
N
1
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353108
8514.00000000
NS
USD
509988.60000000
0.069837767751
Long
EC
CORP
GB
N
1
N
N
N
Wuxi Biologics Cayman, Inc.
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman, Inc.
N/A
39000.00000000
NS
714096.83000000
0.097788320299
Long
EC
CORP
KY
N
2
N
N
N
Ardagh Group SA
6354006L1NWUUOPYX274
Ardagh Group SA
N/A
29.00000000
NS
USD
711.08000000
0.000097375196
Long
EC
CORP
LU
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
1995.00000000
NS
USD
160078.80000000
0.021921168544
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AZ9
400000.00000000
PA
USD
405144.13000000
0.055480380653
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
3600.00000000
NS
USD
632880.00000000
0.086666498926
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
211.00000000
NS
USD
314858.42000000
0.043116668118
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WE6
1320000.00000000
PA
USD
1396106.25000000
0.191182595148
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
886.00000000
NS
USD
28759.56000000
0.003938330135
Long
EC
CORP
US
N
1
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919101
1830.00000000
NS
USD
264691.20000000
0.036246776009
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
5193.00000000
NS
USD
168720.57000000
0.023104571322
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
733.00000000
NS
USD
86706.57000000
0.011873585602
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QEL34
294881.52000000
PA
USD
312148.16000000
0.042745525492
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
3146.00000000
NS
USD
257248.42000000
0.035227562754
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class A
115637100
341.00000000
NS
USD
24040.50000000
0.003292102716
Long
EC
CORP
US
N
1
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-3, Class A
023771S25
438525.43100000
PA
USD
427491.78000000
0.058540664727
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.25000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FX9
200000.00000000
PA
USD
210123.07000000
0.028774223898
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
15244.00000000
NS
USD
407472.12000000
0.055799175279
Long
EC
CORP
BM
N
1
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
8524.00000000
NS
USD
291520.80000000
0.039920817691
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
4517.00000000
NS
USD
315015.58000000
0.043138189587
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
5600.00000000
NS
740780.71000000
0.101442407104
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class B
35137L204
5798.00000000
NS
USD
204089.60000000
0.027948001357
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
187.00000000
NS
USD
89169.08000000
0.012210801378
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BC1
200000.00000000
PA
USD
207287.60000000
0.028385935031
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
912828ZJ2
750000.00000000
PA
USD
837195.07000000
0.114645376115
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
5600.00000000
NS
USD
2633120.00000000
0.360579085536
Long
EC
CORP
US
N
1
N
N
N
Lazard Ltd.
254900RIBCDJSUFG1A11
Lazard Ltd., Class A
N/A
764.00000000
NS
USD
34571.00000000
0.004734147918
Long
EC
CORP
BM
N
1
N
N
N
Canadian Pacific Railway Ltd.
N/A
Canadian Pacific Railway Ltd.
13645T100
8760.00000000
NS
USD
673731.60000000
0.092260711333
Long
EC
CORP
CA
N
1
N
N
N
Amdocs Ltd.
549300HQV672RJ7RQV66
Amdocs Ltd.
N/A
970.00000000
NS
USD
75039.20000000
0.010275857581
Long
EC
CORP
GG
N
1
N
N
N
Osaka Gas Co. Ltd.
353800024KMNOPQRWZ02
Osaka Gas Co. Ltd.
N/A
18300.00000000
NS
341488.56000000
0.046763395776
Long
EC
CORP
JP
N
2
N
N
N
Deciphera Pharmaceuticals, Inc.
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals, Inc.
24344T101
2400.00000000
NS
USD
87864.00000000
0.012032083904
Long
EC
CORP
US
N
1
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
84963.00000000
NS
613988.82000000
0.084079543372
Long
EC
CORP
GB
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
35887.00000000
NS
827268.14000000
0.113285983705
Long
EC
CORP
SE
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
15260.00000000
NS
USD
1769091.80000000
0.242259184341
Long
EC
CORP
US
N
1
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
77586RAF7
200000.00000000
PA
USD
245520.80000000
0.033621584107
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
680.00000000
NS
USD
41690.80000000
0.005709132337
Long
EC
CORP
US
N
1
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc., Class A
30303M102
13530.00000000
NS
USD
4704516.30000000
0.644235805943
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
11800.00000000
NS
USD
1464734.00000000
0.200580469661
Long
EC
CORP
IE
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
7317.00000000
NS
217915.45000000
0.029841311328
Long
EC
CORP
NL
N
2
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
8768.00000000
NS
USD
2522378.24000000
0.345414124368
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
5057.00000000
NS
USD
782267.33000000
0.107123579060
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
1045.00000000
NS
USD
413475.15000000
0.056621229370
Long
EC
CORP
US
N
1
N
N
N
Housing Development Finance Corp. Ltd.
335800OX2H9AP7NHLT64
Housing Development Finance Corp. Ltd.
N/A
24973.00000000
NS
833035.42000000
0.114075754224
Long
EC
CORP
IN
N
2
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605H100
5858.00000000
NS
USD
340466.96000000
0.046623498014
Long
EC
CORP
US
N
1
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc., Class A
928563402
206.00000000
NS
USD
32953.82000000
0.004512691514
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAU6
300000.00000000
PA
USD
337557.16000000
0.046225030408
Long
DBT
CORP
KY
N
2
2037-12-06
Fixed
4.00000000
N
N
N
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
452.00000000
NS
USD
187647.80000000
0.025696463559
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
132.00000000
NC
USD
518081.41000000
0.070945996024
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2021-09-17
28304760.00000000
USD
518081.41000000
N
N
N
Brother Industries Ltd.
549300O5FACQ67KI6R92
Brother Industries Ltd.
114813108
8400.00000000
NS
167791.93000000
0.022977403490
Long
EC
CORP
JP
N
2
N
N
N
Iovance Biotherapeutics, Inc.
549300220Z2GHH33XL82
Iovance Biotherapeutics, Inc.
462260100
1600.00000000
NS
USD
41632.00000000
0.005701080273
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
700000.00000000
PA
USD
985051.92000000
0.134892872531
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.12500000
N
N
N
N
N
N
Sekisui House Ltd.
529900GMNDOYQSAJAE76
Sekisui House Ltd.
N/A
19400.00000000
NS
398410.49000000
0.054558276930
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
2407.00000000
NS
1661738.44000000
0.227558230197
Long
EC
CORP
NL
N
2
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 15 Year
3132CWPH1
369946.91000000
PA
USD
383192.86000000
0.052474376801
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
2862.00000000
NS
USD
441921.42000000
0.060516657616
Long
EC
CORP
US
N
1
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
2611.00000000
NS
74677.89000000
0.010226379840
Long
EC
CORP
GB
N
2
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
20091.00000000
NS
USD
1991219.01000000
0.272677253497
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAP6
400000.00000000
PA
USD
456860.76000000
0.062562448752
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
105000.00000000
NS
994657.26000000
0.136208226451
Long
EC
CORP
GB
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class A
N/A
139.00000000
NS
386682.83000000
0.052952292806
Long
EC
CORP
DK
N
2
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc.
679295105
1000.00000000
NS
USD
244680.00000000
0.033506445072
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries, Inc.
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries, Inc.
419870100
755.00000000
NS
USD
31921.40000000
0.004371312063
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495102
687.00000000
NS
USD
45960.30000000
0.006293797071
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp.
54930020031IDJT2IM79
Chemed Corp.
16359R103
94.00000000
NS
USD
44603.00000000
0.006107928598
Long
EC
CORP
US
N
1
N
N
N
Robert Half International, Inc.
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
5087.00000000
NS
USD
452590.39000000
0.061977664880
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCT4
940000.00000000
PA
USD
1010875.91000000
0.138429206120
Long
DBT
CORP
US
N
2
2024-01-11
Fixed
3.60000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
2245.00000000
NS
USD
149831.30000000
0.020517877323
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp.
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
245.00000000
NS
USD
5017.60000000
0.000687109444
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
35600.00000000
NS
791974.76000000
0.108452913171
Long
EC
CORP
SG
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418D2L5
1572000.00000000
PA
USD
1588787.66000000
0.217568360558
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
STERIS Irish FinCo. UnLtd Co.
N/A
STERIS Irish FinCo. UnLtd Co.
85917PAB3
250000.00000000
PA
USD
265973.28000000
0.036422343865
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CN8
200000.00000000
PA
USD
260557.95000000
0.035680769330
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
2748.00000000
NS
247228.64000000
0.033855455478
Long
EP
CORP
DE
N
2
N
N
N
Procore Technologies, Inc.
N/A
Procore Technologies, Inc.
74275K108
300.00000000
NS
USD
28485.00000000
0.003900731926
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
370000.00000000
PA
USD
444159.07000000
0.060823081095
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
State of California
N/A
State of California
13063DRE0
500000.00000000
PA
USD
530467.60000000
0.072642159155
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
2.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
13901.00000000
NS
USD
792635.02000000
0.108543329083
Long
EC
CORP
US
N
1
N
N
N
Massachusetts State College Building Authority
N/A
Massachusetts State College Building Authority
575831FJ6
230000.00000000
PA
USD
239305.98000000
0.032770527523
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
3.37300000
N
N
N
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
384.00000000
NS
USD
91464.96000000
0.012525198865
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132ACJR2
2701105.72000000
PA
USD
2911532.74000000
0.398704887319
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
3257.00000000
NS
USD
214571.16000000
0.029383344722
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
8375.00000000
NS
304624.14000000
0.041715187243
Long
EC
CORP
AU
N
2
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002BC4
500000.00000000
PA
USD
614964.90000000
0.084213207631
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
23000.00000000
NS
792926.81000000
0.108583286765
Long
EC
CORP
JP
N
2
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
1692.00000000
NS
USD
31589.64000000
0.004325880895
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
1150.00000000
NS
USD
249377.50000000
0.034149720067
Long
EC
CORP
US
N
1
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AT8
300000.00000000
PA
USD
359625.00000000
0.049246997340
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
4200.00000000
NS
250023.46000000
0.034238177739
Long
EC
CORP
HK
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XX3
1365000.00000000
PA
USD
1427758.00000000
0.195516981378
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class B
N/A
291150.00000000
PA
USD
309207.94000000
0.042342892175
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AF4
650000.00000000
PA
USD
692515.95000000
0.094833037602
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
Hakuhodo DY Holdings, Inc.
N/A
Hakuhodo DY Holdings, Inc.
N/A
10800.00000000
NS
168220.77000000
0.023036128780
Long
EC
CORP
JP
N
2
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
1936.00000000
NS
USD
26310.24000000
0.003602920595
Long
EC
CORP
US
N
1
N
N
N
Santander Consumer USA Holdings, Inc.
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings, Inc.
80283M101
642.00000000
NS
USD
23317.44000000
0.003193086981
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DVK20
1966994.47000000
PA
USD
2127317.50000000
0.291314561735
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
James Hardie Industries plc
635400NSGXKTVOO7JU45
James Hardie Industries plc
N/A
2306.00000000
NS
78231.75000000
0.010713044933
Long
EC
CORP
IE
N
2
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
1000.00000000
NS
578725.11000000
0.079250535843
Long
EC
CORP
JP
N
2
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
4973.00000000
NS
USD
297087.02000000
0.040683055081
Long
EC
CORP
US
N
1
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
400000.00000000
PA
USD
431894.20000000
0.059143531508
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
2900.00000000
NS
USD
799965.00000000
0.109547095522
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
3633.00000000
NS
510333.33000000
0.069884975029
Long
EC
CORP
DE
N
2
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
180500.00000000
NS
1405149.05000000
0.192420914919
Long
EC
CORP
KY
N
2
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust, Series 2019-1, Class A
02588QAB4
600000.00000000
PA
USD
612111.66000000
0.083822485344
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.87000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
602.00000000
NS
USD
317982.42000000
0.043544468243
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179S5L7
1485607.00000000
PA
USD
1576847.07000000
0.215933217829
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
Schwab US TIPS ETF
5493001H0ESLTZTZWE77
Schwab US TIPS ETF
808524870
234247.00000000
NS
USD
14642779.97000000
2.005180246740
Long
RF
US
N
1
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-1, Class A
90931MAA4
81532.17600000
PA
USD
83119.78000000
0.011382411079
Long
ABS-O
CORP
US
N
2
2028-07-07
Fixed
3.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
307000.00000000
PA
USD
275892.27000000
0.037780648972
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
N/A
7000.00000000
NS
1308642.01000000
0.179205254322
Long
EC
CORP
NL
N
2
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series L
06051GGC7
960000.00000000
PA
USD
1076127.21000000
0.147364710040
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust, Series 2018-A3, Class A3
05522RDA3
500000.00000000
PA
USD
500580.20000000
0.068549382767
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.10000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
1462.00000000
NS
USD
83290.14000000
0.011405740154
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
7100.00000000
NS
USD
198587.00000000
0.027194476081
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QCXK7
1322692.96000000
PA
USD
1449043.46000000
0.198431809302
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.50000000
N
N
N
N
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
6800.00000000
NS
135270.53000000
0.018523927510
Long
EC
CORP
JP
N
2
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
DexCom, Inc.
252131107
239.00000000
NS
USD
102053.00000000
0.013975123585
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
3991.00000000
NS
USD
380901.04000000
0.052160535290
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
6173.00000000
NS
USD
279575.17000000
0.038284984785
Long
EC
CORP
US
N
1
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
N/A
2593.00000000
NS
179297.13000000
0.024552923974
Long
EC
CORP
BE
N
2
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
859.00000000
NS
USD
245691.18000000
0.033644915920
Long
EC
CORP
US
N
1
N
N
N
SBM Offshore NV
549300RDGCRYZ5QE6513
SBM Offshore NV
N/A
45729.00000000
NS
695772.76000000
0.095279024709
Long
EC
CORP
NL
N
2
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
450000.00000000
PA
USD
462838.50000000
0.063381039634
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Array Technologies, Inc.
N/A
Array Technologies, Inc.
04271T100
15100.00000000
NS
USD
235560.00000000
0.032257553544
Long
EC
CORP
US
N
1
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
17000.00000000
NS
557997.06000000
0.076412039567
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
200000.00000000
PA
USD
204577.73000000
0.028014845812
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Sinopec Engineering Group Co. Ltd.
529900MZVFFC7D57VV51
Sinopec Engineering Group Co. Ltd., Class H
N/A
547500.00000000
NS
354367.32000000
0.048527011374
Long
EC
CORP
CN
N
2
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
25252.00000000
NS
USD
521453.80000000
0.071407810640
Long
EC
CORP
US
N
1
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAA8
200000.00000000
PA
USD
220208.00000000
0.030155252805
Long
DBT
NUSS
MX
N
2
2025-01-30
Fixed
3.60000000
N
N
N
N
N
N
Delta Air Lines, Inc. / SkyMiles IP Ltd.
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AA5
525000.00000000
PA
USD
564423.79000000
0.077292115077
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
11375.00000000
NS
USD
602875.00000000
0.082557618411
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
39100.00000000
NS
210621.65000000
0.028842499373
Long
EC
CORP
JP
N
2
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
785.00000000
NS
USD
87770.85000000
0.012019327956
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
31674.00000000
NS
623187.52000000
0.085339212067
Long
EC
CORP
NL
N
2
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
11543.00000000
NS
USD
1710326.31000000
0.234211846337
Long
EC
CORP
US
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class B
N/A
8308.00000000
NS
163119.32000000
0.022337536929
Long
EC
CORP
SE
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
2141.00000000
NS
USD
81850.43000000
0.011208586467
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
03939AAA5
800000.00000000
PA
USD
864235.58000000
0.118348299783
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.63500000
N
N
N
N
N
N
Casey's General Stores, Inc.
549300CAFWSI86V66Q65
Casey's General Stores, Inc.
147528103
248.00000000
NS
USD
48270.72000000
0.006610185664
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Chemical Holdings Corp.
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp.
N/A
18900.00000000
NS
159038.88000000
0.021778762044
Long
EC
CORP
JP
N
2
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
4226.00000000
NS
USD
292692.76000000
0.040081305730
Long
EC
CORP
US
N
1
N
N
N
Cochlear Ltd.
5493001OLLWY8KV5UC08
Cochlear Ltd.
N/A
7200.00000000
NS
1358131.40000000
0.185982324486
Long
EC
CORP
AU
N
2
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
8192.00000000
NS
USD
1274183.68000000
0.174486535418
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286Z8
178000.00000000
PA
USD
184890.55000000
0.025318886128
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAP4
500000.00000000
PA
USD
636141.95000000
0.087113189904
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAV4
800000.00000000
PA
USD
927338.50000000
0.126989604846
Long
DBT
CORP
KY
N
2
2047-12-06
Fixed
4.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
200000.00000000
PA
USD
224034.23000000
0.030679216208
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
1689.00000000
NS
USD
355956.75000000
0.048744667696
Long
EC
CORP
US
N
1
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
3472.00000000
NS
USD
85064.00000000
0.011648652295
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531GAB7
860000.00000000
PA
USD
980318.92000000
0.134244736171
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
3.87500000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
3011.00000000
NS
USD
490642.45000000
0.067188508668
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
2702.00000000
NS
USD
750939.84000000
0.102833596949
Long
EC
CORP
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325CU7
500000.00000000
PA
USD
532975.00000000
0.072985522161
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QFDC0
341008.53000000
PA
USD
353482.33000000
0.048405820967
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1029.00000000
NS
USD
94349.01000000
0.012920140269
Long
EC
CORP
US
N
1
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
11471.00000000
NS
670340.18000000
0.091796290751
Long
EC
CORP
GB
N
2
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
350000.00000000
PA
USD
358218.37000000
0.049054373624
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABN4
200000.00000000
PA
USD
199920.00000000
0.027377016915
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Kurita Water Industries Ltd.
52990086GS2ON69UMX34
Kurita Water Industries Ltd.
N/A
1400.00000000
NS
67302.15000000
0.009216347033
Long
EC
CORP
JP
N
2
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
629.00000000
NS
USD
91098.07000000
0.012474956999
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X70
1345000.00000000
PA
USD
1404947.07000000
0.192393255806
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AM0
450000.00000000
PA
USD
561039.37000000
0.076828653074
Long
DBT
CORP
GB
N
2
2045-11-16
Fixed
4.37500000
N
N
N
N
N
N
Evercore, Inc.
529900P6KLPT95DW3W58
Evercore, Inc., Class A
29977A105
110.00000000
NS
USD
15484.70000000
0.002120472658
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AV2
420000.00000000
PA
USD
467626.66000000
0.064036729596
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Certara, Inc.
N/A
Certara, Inc.
15687V109
1000.00000000
NS
USD
28330.00000000
0.003879506248
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
N/A
8286.00000000
NS
52905.12000000
0.007244819753
Long
EC
CORP
NO
N
2
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EB5
350000.00000000
PA
USD
422147.86000000
0.057808869067
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
5088.00000000
NS
267985.70000000
0.036697924379
Long
EC
CORP
SE
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
11708.00000000
NS
980162.47000000
0.134223311930
Long
EC
CORP
DK
N
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAC4
500000.00000000
PA
USD
565922.50000000
0.077497348216
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
58788.00000000
NS
USD
1774809.72000000
0.243042195509
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
2913.00000000
NS
USD
587348.19000000
0.080431379216
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
9497.00000000
NS
USD
1842133.09000000
0.252261448406
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
10900.00000000
NS
USD
1876544.00000000
0.256973673622
Long
EC
CORP
US
N
1
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
N/A
2736.00000000
NS
393899.06000000
0.053940482336
Long
EC
CORP
DE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
1200000.00000000
PA
USD
1203937.50000000
0.164867033326
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
Maxim Integrated Products, Inc.
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products, Inc.
57772K101
3386.00000000
NS
USD
356748.96000000
0.048853152823
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418DYX4
541292.12000000
PA
USD
547077.77000000
0.074916753518
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Schneider National, Inc.
529900V6GZ6G6E3BLV72
Schneider National, Inc., Class B
80689H102
168.00000000
NS
USD
3657.36000000
0.000500838368
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
325000.00000000
PA
USD
421609.42000000
0.057735135169
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
23216.00000000
NS
USD
1888621.60000000
0.258627578482
Long
EC
CORP
US
N
1
N
N
N
Kakaku.com, Inc.
353800KA15Y0DCPWYY65
Kakaku.com, Inc.
N/A
2000.00000000
NS
60173.64000000
0.008240169868
Long
EC
CORP
JP
N
2
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
8402.00000000
NS
USD
1196444.80000000
0.163840984033
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
5129000.00000000
PA
USD
5558153.07000000
0.761132706163
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BL2
200000.00000000
PA
USD
265201.04000000
0.036316593427
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
4656.00000000
NS
1754558.35000000
0.240268975726
Long
EC
CORP
CH
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
185000.00000000
PA
USD
156014.26000000
0.021364571003
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
300000.00000000
PA
USD
325322.27000000
0.044549586278
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
192714AD5
200000.00000000
PA
USD
204397.00000000
0.027990096671
Long
DBT
CORP
CL
N
2
2030-03-06
Fixed
3.15000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609W102
2245.00000000
NS
USD
509121.10000000
0.069718972422
Long
EC
CORP
KY
N
1
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AW6
300000.00000000
PA
USD
361493.51000000
0.049502870838
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
-164.00000000
NC
USD
-87390.68000000
-0.01196726753
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Notes
2021-09-21
-21730000.00000000
USD
-87390.68000000
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WAQ3
300000.00000000
PA
USD
415642.86000000
0.056918075275
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
Evraz plc
5493005B7DAN39RXLK23
Evraz plc
N/A
23591.00000000
NS
193559.85000000
0.026506058861
Long
EC
CORP
GB
N
2
N
N
N
Corp. Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp. Nacional del Cobre de Chile
21987BAX6
200000.00000000
PA
USD
236732.98000000
0.032418181262
Long
DBT
NUSS
CL
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
Keywords Studios plc
2138007VR9ZYCWS7VE12
Keywords Studios plc
N/A
33000.00000000
NS
1136739.76000000
0.155664984183
Long
EC
CORP
GB
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class A
N/A
20522.00000000
NS
467188.54000000
0.063976733504
Long
EC
CORP
SE
N
2
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
2907.00000000
NS
USD
128809.17000000
0.017639109773
Long
EC
CORP
US
N
1
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
192714AC7
200000.00000000
PA
USD
218829.00000000
0.029966412738
Long
DBT
CORP
CL
N
2
2027-10-11
Fixed
3.95000000
N
N
N
N
N
N
Hargreaves Lansdown plc
2138008ZCE93ZDSESG90
Hargreaves Lansdown plc
N/A
8348.00000000
NS
183706.10000000
0.025156687710
Long
EC
CORP
GB
N
2
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBW7
250000.00000000
PA
USD
361688.40000000
0.049529559048
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
5.80000000
N
N
N
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
7385.00000000
NS
USD
553431.90000000
0.075786887194
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
20400.00000000
NS
635633.25000000
0.087043528597
Long
EC
CORP
JP
N
2
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
4700.00000000
NS
USD
492278.00000000
0.067412480657
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 15 Year
3132D53K6
78983.51000000
PA
USD
83226.28000000
0.011396995174
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
300000.00000000
PA
USD
338067.46000000
0.046294910819
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
F5 Networks, Inc.
54930015FPK9KT966303
F5 Networks, Inc.
315616102
448.00000000
NS
USD
83623.68000000
0.011451415075
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZV5
1045000.00000000
PA
USD
1010955.86000000
0.138440154461
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
11982.00000000
NS
USD
2896528.68000000
0.396650233436
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
3668.00000000
NS
USD
751903.32000000
0.102965535766
Long
EC
CORP
US
N
1
N
N
N
CK Hutchison International 19 Ltd.
254900FPY8WXG61CMU70
CK Hutchison International 19 Ltd.
12564CAA4
635000.00000000
PA
USD
676641.73000000
0.092659224129
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.25000000
N
N
N
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
1862.00000000
NS
USD
733925.92000000
0.100503713118
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
3643.00000000
NS
USD
84226.16000000
0.011533918602
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
539.00000000
NS
USD
24573.01000000
0.003365024561
Long
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
N/A
2749.00000000
NS
112139.24000000
0.015356331884
Long
EC
CORP
AT
N
2
N
N
N
American National Group, Inc.
549300I1RRC5M591MY93
American National Group, Inc.
02772A109
56.00000000
NS
USD
8318.80000000
0.001139175311
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co.
549300WA5KP94KRUFZ80
Erie Indemnity Co., Class A
29530P102
1967.00000000
NS
USD
380319.45000000
0.052080892436
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
5375000.00000000
PA
USD
5751040.05000000
0.787546622301
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
2855.00000000
NS
USD
241504.45000000
0.033071585698
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828SV3
1670000.00000000
PA
USD
1694340.85000000
0.232022799675
Long
DBT
UST
US
N
2
2022-05-15
Fixed
1.75000000
N
N
N
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE
N/A
3301.00000000
NS
160654.68000000
0.022000029471
Long
EP
CORP
DE
N
2
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822V101
4785.00000000
NS
USD
933553.50000000
0.127840686079
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp.
N/A
Vontier Corp.
928881101
1875.00000000
NS
USD
61087.50000000
0.008365313729
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
611400.00000000
PA
USD
602240.94000000
0.082470790324
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
87614.00000000
NS
1013751.13000000
0.138822938345
Long
EC
CORP
DE
N
2
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
865.00000000
NS
USD
139723.45000000
0.019133709754
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAX0
200000.00000000
PA
USD
196802.50000000
0.026950106900
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
2.12500000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
12731.00000000
NS
USD
926944.11000000
0.126935597134
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265V105
123.00000000
NS
USD
7911.36000000
0.001083380534
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBC3
600000.00000000
PA
USD
627116.37000000
0.085877228238
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RJ9
160000.00000000
PA
USD
188412.50000000
0.025801181470
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
1973.00000000
NS
USD
196017.55000000
0.026842615956
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HF3
200000.00000000
PA
USD
229328.42000000
0.031404201848
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286R6
125000.00000000
PA
USD
131430.66000000
0.017998096248
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc., Class A
902494103
1995.00000000
NS
USD
147151.20000000
0.020150864803
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co., Inc.
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co., Inc., Class A
553530106
301.00000000
NS
USD
27008.73000000
0.003698571719
Long
EC
CORP
US
N
1
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAS0
200000.00000000
PA
USD
267354.12000000
0.036611435902
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.90000000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
451.00000000
NS
USD
52586.60000000
0.007201201669
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
254.00000000
NS
USD
53400.96000000
0.007312720014
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
200000.00000000
PA
USD
214265.59000000
0.029341500009
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Templeton Global Bond VIP Fund
V3KXZG7K26O0II8UD472
Templeton Global Bond VIP Fund
355150707
511020.99200000
NS
USD
7210506.20000000
0.987405713318
Long
RF
US
N
1
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
261.00000000
NS
USD
39384.90000000
0.005393362712
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
5021.00000000
NS
USD
520024.97000000
0.071212146859
Long
EC
CORP
US
N
1
N
N
N
Aisin Corp.
3538004IOK08PDY6I723
Aisin Corp.
N/A
1800.00000000
NS
77186.41000000
0.010569896219
Long
EC
CORP
JP
N
2
N
N
N
Marubeni Corp.
4P4N3ORD02UGQT1T1W12
Marubeni Corp.
N/A
74600.00000000
NS
649709.07000000
0.088971069425
Long
EC
CORP
JP
N
2
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
659.00000000
NS
USD
80595.70000000
0.011036763916
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
18028.00000000
NS
USD
1532019.44000000
0.209794528430
Long
EC
CORP
US
N
1
N
N
N
Lawson, Inc.
529900IWO8XQO92PR233
Lawson, Inc.
N/A
2300.00000000
NS
106537.66000000
0.014589252300
Long
EC
CORP
JP
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
3505.00000000
NS
281311.87000000
0.038522808240
Long
EC
CORP
NL
N
2
N
N
N
GrafTech International Ltd.
549300GY32W00XP57351
GrafTech International Ltd.
384313508
313.00000000
NS
USD
3637.06000000
0.000498058489
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
6296.00000000
NS
USD
1100037.12000000
0.150638929781
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
400000.00000000
PA
USD
437759.73000000
0.059946756368
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
1805.00000000
NS
USD
54619.30000000
0.007479559323
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
3926.00000000
NS
USD
191628.06000000
0.026241519808
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
1743.00000000
NS
137603.63000000
0.018843421899
Long
EC
CORP
DE
N
2
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
3111.00000000
NS
USD
433362.30000000
0.059344572917
Long
EC
CORP
IE
N
1
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
3383.00000000
NS
USD
2136533.65000000
0.292576620030
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc.
74144T108
7306.00000000
NS
USD
1446368.82000000
0.198065544473
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WDS4
1709150.59000000
PA
USD
1791845.81000000
0.245375115297
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CL1
200000.00000000
PA
USD
296531.40000000
0.040606968556
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
6.40000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
1333.00000000
NS
USD
106693.32000000
0.014610568359
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VXY1
5969920.91000000
PA
USD
6182316.73000000
0.846605590706
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
Maravai LifeSciences Holdings, Inc.
N/A
Maravai LifeSciences Holdings, Inc., Class A
56600D107
1646.00000000
NS
USD
68687.58000000
0.009406067624
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
8300.00000000
NS
725602.32000000
0.099363880494
Long
EC
CORP
JP
N
2
N
N
N
Trex Co., Inc.
N/A
Trex Co., Inc.
89531P105
346.00000000
NS
USD
35364.66000000
0.004842831607
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
7663.00000000
NS
USD
414644.93000000
0.056781418880
Long
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
2711.00000000
NS
USD
589994.93000000
0.080793823422
Long
EC
CORP
US
N
1
N
N
N
KB Financial Group, Inc.
529900TKE4MXG3Q6GW86
KB Financial Group, Inc.
N/A
18904.00000000
NS
935088.45000000
0.128050881918
Long
EC
CORP
KR
N
2
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
1421.00000000
NS
USD
83952.68000000
0.011496468289
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060205
64604.00000000
NS
USD
1087285.32000000
0.148892700068
Long
EC
CORP
JP
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
N/A
2600.00000000
NS
1065441.84000000
0.145901456963
Long
EC
CORP
DK
N
2
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBE5
100000.00000000
PA
USD
124948.13000000
0.017110379494
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
62000.00000000
NS
55651.00000000
0.007620840177
Long
EC
CORP
KY
N
2
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
6092.00000000
NS
USD
410722.64000000
0.056244301034
Long
EC
CORP
US
N
1
N
N
N
AppLovin Corp.
549300LLVXMUAOL3SQ07
AppLovin Corp., Class A
03831W108
900.00000000
NS
USD
67653.00000000
0.009264392383
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp.
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp.
127097103
7293.00000000
NS
USD
127335.78000000
0.017437343952
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
4779.00000000
NS
USD
1716138.90000000
0.235007821601
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
3955.00000000
NS
USD
2173470.25000000
0.297634712882
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6A0
1100000.00000000
PA
USD
1103712.50000000
0.151142235805
Long
DBT
CORP
US
N
2
2022-09-09
Variable
2.08200000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
2900.00000000
NS
USD
769689.00000000
0.105401104305
Long
EC
CORP
US
N
1
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2020-1, Class A1
12530MAA3
152700.61000000
PA
USD
155310.66000000
0.021268220117
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
City of Austin TX Electric Utility Revenue
N/A
City of Austin
052414JQ3
355000.00000000
PA
USD
445530.75000000
0.061010918763
Long
DBT
MUN
US
N
2
2032-11-15
Fixed
6.26200000
N
N
N
N
N
N
Wheaton Precious Metals Corp.
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp.
962879102
18417.00000000
NS
811699.84000000
0.111154062875
Long
EC
CORP
CA
N
1
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132XCSG1
1963898.06000000
PA
USD
2170944.82000000
0.297288880850
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
21000.00000000
PA
USD
26275.43000000
0.003598153719
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
N/A
1101.00000000
NS
827039.65000000
0.113254694316
Long
EC
CORP
CH
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBH3
300000.00000000
PA
USD
358280.82000000
0.049062925518
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
Nomura Real Estate Master Fund, Inc.
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund, Inc.
N/A
49.00000000
NS
78428.39000000
0.010739972787
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
914.00000000
NS
USD
28352.28000000
0.003882557268
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems, Inc.
VOBD35NEPH6WISIRTJ85
FLIR Systems, Inc.
302445AE1
575000.00000000
PA
USD
580040.03000000
0.079430600805
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
200000.00000000
PA
USD
194187.50000000
0.026592009165
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Swire Pacific Ltd.
549300KZOZHII0DGF611
Swire Pacific Ltd., Class A
N/A
53000.00000000
NS
359104.55000000
0.049175726989
Long
EC
CORP
HK
N
2
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3133KHSV9
3058411.26000000
PA
USD
3227811.77000000
0.442016093573
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
County of Broward
114894ZW1
70000.00000000
PA
USD
73195.54000000
0.010023387038
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
3.47700000
N
N
N
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
10680.00000000
NS
USD
675830.40000000
0.092548120712
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
6800.00000000
NS
157255.13000000
0.021534495568
Long
EC
CORP
JP
N
2
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
9140.00000000
NS
USD
1233260.20000000
0.168882479774
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
5882.00000000
NS
USD
869418.42000000
0.119058037169
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AJ0
610000.00000000
PA
USD
656923.29000000
0.089958983706
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
1459.00000000
NS
USD
80974.50000000
0.011088636735
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
671.00000000
NS
USD
313014.79000000
0.042864201683
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
139495.00000000
NS
890294.09000000
0.121916748507
Long
EC
CORP
GB
N
2
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VXX3
6013680.42000000
PA
USD
6130909.54000000
0.839565897278
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Allfunds Group plc
9598005U8TZQ8Q64SC71
Allfunds Group plc
N/A
12147.00000000
NS
211429.55000000
0.028953133087
Long
EC
CORP
GB
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VBF3
400000.00000000
PA
USD
528479.57000000
0.072369918604
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
1765.00000000
NS
72306.04000000
0.009901579032
Long
EC
CORP
GB
N
2
N
N
N
Astellas Pharma, Inc.
529900IB708DY2HBBB35
Astellas Pharma, Inc.
N/A
8600.00000000
NS
149882.79000000
0.020524928357
Long
EC
CORP
JP
N
2
N
N
N
Boston Beer Co., Inc. (The)
529900Q02MQ0DCQNRM58
Boston Beer Co., Inc. (The), Class A
100557107
26.00000000
NS
USD
26540.80000000
0.003634493450
Long
EC
CORP
US
N
1
N
N
N
Xinyi Glass Holdings Ltd.
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd.
N/A
50000.00000000
NS
203721.24000000
0.027897558190
Long
EC
CORP
KY
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FT0
780000.00000000
PA
USD
1071037.50000000
0.146667725863
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AJ99
95000.00000000
PA
USD
111072.18000000
0.015210208837
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
4.00000000
N
N
N
N
N
N
Nippon Express Co. Ltd.
529900NTHOQWZAW95H82
Nippon Express Co. Ltd.
N/A
3100.00000000
NS
236410.68000000
0.032374045545
Long
EC
CORP
JP
N
2
N
N
N
Hubbell, Inc.
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
84.00000000
NS
USD
15694.56000000
0.002149210857
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
11426.00000000
NS
701701.32000000
0.096090880888
Long
EC
CORP
SE
N
2
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
2408.00000000
NS
USD
144118.80000000
0.019735608370
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
2381.00000000
NS
USD
757348.48000000
0.103711195217
Long
EC
CORP
US
N
1
N
N
N
Western Union Co. (The)
28ID94QU1140NC23S047
Western Union Co. (The)
959802109
736.00000000
NS
USD
16905.92000000
0.002315094326
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
26366.00000000
NS
811800.06000000
0.111167786987
Long
EC
CORP
LU
N
2
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc., Class A
19260Q107
200.00000000
NS
USD
50660.00000000
0.006937373334
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
N/A
2329.00000000
NS
369826.98000000
0.050644055058
Long
EC
CORP
DE
N
2
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Notas del Tesoro
N/A
450000.00000000
PA
USD
486389.25000000
0.066606076054
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
6527.00000000
NS
USD
365707.81000000
0.050079976493
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
5483.00000000
NS
USD
2080962.99000000
0.284966781601
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
1212.00000000
NS
USD
56818.56000000
0.007780725681
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
1342.00000000
NS
USD
86330.86000000
0.011822135927
Long
EC
CORP
US
N
1
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAU0
500000.00000000
PA
USD
498734.89000000
0.068296686273
Long
DBT
CORP
KY
N
2
2030-06-03
Fixed
2.39000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BN5
100000.00000000
PA
USD
118066.22000000
0.016167971699
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.75000000
N
N
N
N
N
N
REA Group Ltd.
N/A
REA Group Ltd.
N/A
2468.00000000
NS
312656.15000000
0.042815089572
Long
EC
CORP
AU
N
2
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
Foothill-Eastern Transportation Corridor Agency
345105JE1
35000.00000000
PA
USD
37132.32000000
0.005084894721
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09400000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
9161.00000000
NS
USD
1610228.97000000
0.220504530559
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
4913.00000000
NS
590311.24000000
0.080837138869
Long
EC
CORP
GB
N
2
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BJ0
250000.00000000
PA
USD
341870.21000000
0.046815658873
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.90000000
N
N
N
N
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
500000.00000000
PA
USD
496577.50000000
0.068001253588
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
358.00000000
NS
USD
158493.76000000
0.021704113387
Long
EC
CORP
US
N
1
N
N
N
Fisher & Paykel Healthcare Corp. Ltd.
N/A
Fisher & Paykel Healthcare Corp. Ltd.
N/A
8367.00000000
NS
181980.15000000
0.024920336358
Long
EC
CORP
NZ
N
2
N
N
N
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.
N/A
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.
05723KAF7
485000.00000000
PA
USD
555133.72000000
0.076019934187
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.08000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
5948.00000000
NS
USD
1449825.00000000
0.198538833280
Long
EC
CORP
US
N
1
N
N
N
Transcontinental Gas Pipe Line Co. LLC
N/A
Transcontinental Gas Pipe Line Co. LLC
893574AH6
400000.00000000
PA
USD
508491.30000000
0.069632727698
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDA4
400000.00000000
PA
USD
510033.31000000
0.069843890332
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
6200.00000000
NS
257459.64000000
0.035256487191
Long
EC
CORP
JP
N
2
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
2555.00000000
NS
USD
274151.50000000
0.037542268171
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
55313.00000000
NS
USD
14984291.70000000
2.051946815413
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418D2M3
2294000.00000000
PA
USD
2375621.19000000
0.325317234410
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
10100.00000000
NS
109012.67000000
0.014928179824
Long
EC
CORP
JP
N
2
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
906.00000000
NS
USD
119564.82000000
0.016373189774
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
200000.00000000
PA
USD
217376.26000000
0.029767474725
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
900000.00000000
PA
USD
838617.19000000
0.114840121029
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
19831.00000000
NS
USD
772219.14000000
0.105747581323
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RH3
725000.00000000
PA
USD
870311.53000000
0.119180339528
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
3425.00000000
NS
USD
141212.75000000
0.019337654288
Long
EC
CORP
US
N
1
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
360000.00000000
PA
USD
365982.81000000
0.050117634954
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAW0
435000.00000000
PA
USD
486171.18000000
0.066576213578
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
6190.00000000
NS
USD
1861271.10000000
0.254882204826
Long
EC
CORP
US
N
1
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286BZ9
310000.00000000
PA
USD
345121.14000000
0.047260840774
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
25200.00000000
NS
188623.66000000
0.025830097691
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828U57
1120000.00000000
PA
USD
1168584.38000000
0.160025782004
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.12500000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
N/A
19129.00000000
NS
208000.75000000
0.028483593693
Long
EC
CORP
PT
N
2
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746SA0
225000.00000000
PA
USD
225288.56000000
0.030850983983
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
2.10000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
1217.00000000
NS
USD
73543.31000000
0.010071010613
Long
EC
CORP
US
N
1
N
N
N
Avalara, Inc.
549300Q16CMW239SS315
Avalara, Inc.
05338G106
2880.00000000
NS
USD
465984.00000000
0.063811783965
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
7305.00000000
NS
603345.49000000
0.082622047246
Long
EC
CORP
GB
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CK3
200000.00000000
PA
USD
200319.68000000
0.027431749038
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35700000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
286.00000000
NS
USD
95984.46000000
0.013144098564
Long
EC
CORP
US
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
19444.00000000
NS
USD
3003903.56000000
0.411354134526
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 15 Year
31418DTN2
328144.18000000
PA
USD
342351.06000000
0.046881506405
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZW3
600000.00000000
PA
USD
589476.56000000
0.080722837907
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XD7
1465000.00000000
PA
USD
1488988.58000000
0.203901888463
Long
DBT
UST
US
N
2
2022-05-31
Fixed
1.87500000
N
N
N
N
N
N
AVEVA Group plc
213800XHATUM2LFMKG16
AVEVA Group plc
N/A
23000.00000000
NS
1180582.88000000
0.161668854921
Long
EC
CORP
GB
N
2
N
N
N
Graco, Inc.
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
1122.00000000
NS
USD
84935.40000000
0.011631041829
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SE9
990000.00000000
PA
USD
1264415.63000000
0.173148900013
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAS3
430000.00000000
PA
USD
457034.49000000
0.062586239314
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.57700000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
N/A
38987.00000000
NS
825359.22000000
0.113024576467
Long
EC
CORP
NO
N
2
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
31329NPB8
855969.83000000
PA
USD
928754.69000000
0.127183537707
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AU3
300000.00000000
PA
USD
366332.30000000
0.050165494066
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254AZ3
470000.00000000
PA
USD
520025.39000000
0.071212204374
Long
DBT
CORP
GB
N
2
2026-04-12
Fixed
4.05000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
3232.00000000
NS
USD
165575.36000000
0.022673866704
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
7749.00000000
NS
USD
1047742.29000000
0.143477683055
Long
EC
CORP
CH
N
1
N
N
N
ManpowerGroup, Inc.
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
3611.00000000
NS
USD
429384.01000000
0.058799786439
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CD0
500000.00000000
PA
USD
664505.85000000
0.090997338414
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
6857.00000000
NS
USD
659917.68000000
0.090369035054
Long
EC
CORP
US
N
1
N
N
N
Techtronic Industries Co. Ltd.
549300HZW2SBE758OK89
Techtronic Industries Co. Ltd.
N/A
20500.00000000
NS
357250.64000000
0.048921852812
Long
EC
CORP
HK
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Q29
150000.00000000
PA
USD
153377.93000000
0.021003552341
Long
DBT
UST
US
N
2
2023-03-31
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828D56
1640000.00000000
PA
USD
1736574.22000000
0.237806231472
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
10762.00000000
NS
695913.52000000
0.095298300363
Long
EC
CORP
DE
N
2
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
39200.00000000
NS
1024983.67000000
0.140361120806
Long
EC
CORP
JP
N
2
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
1980.00000000
NS
103344.73000000
0.014152012911
Long
EC
CORP
DE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
7603000.00000000
PA
USD
7451831.00000000
1.020452697770
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
67846.00000000
NS
841663.48000000
0.115257279557
Long
EC
CORP
HK
N
2
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
4896.00000000
NS
USD
972492.48000000
0.133172984569
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QEZN5
458178.37000000
PA
USD
485617.06000000
0.066500332463
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
8421.00000000
NS
USD
1847146.35000000
0.252947963532
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
13382.00000000
NS
606279.79000000
0.083023869879
Long
EC
CORP
FR
N
2
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733R102
780.00000000
NS
USD
1215076.20000000
0.166392365351
Long
EC
CORP
US
N
1
N
N
N
EI du Pont de Nemours & Co.
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours & Co.
263534CN7
180000.00000000
PA
USD
184786.07000000
0.025304578652
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.70000000
N
N
N
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
67054.00000000
NS
180210.55000000
0.024678007581
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
7792.00000000
NS
826142.71000000
0.113131867478
Long
EC
CORP
DE
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
N/A
6195.00000000
NS
772188.67000000
0.105743408766
Long
EC
CORP
CH
N
2
N
N
N
Admiral Group plc
213800FGVM7Z9EJB2685
Admiral Group plc
N/A
5305.00000000
NS
230848.76000000
0.031612396995
Long
EC
CORP
GB
N
2
N
N
N
Maricopa County Union High School District No. 210-Phoenix
N/A
Maricopa County Union High School District No. 210-Phoenix
567505RC8
200000.00000000
PA
USD
259675.12000000
0.035559874713
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
DSV PANALPINA A/S
529900X41C0BSLK67H70
DSV PANALPINA A/S
N/A
5700.00000000
NS
1330734.36000000
0.182230577649
Long
EC
CORP
DK
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WJ5
150000.00000000
PA
USD
158915.04000000
0.021761803412
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
China Overseas Land & Investment Ltd.
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd.
N/A
149500.00000000
NS
339007.59000000
0.046423652090
Long
EC
CORP
HK
N
2
N
N
N
SEI Investments Co.
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
731.00000000
NS
USD
45300.07000000
0.006203385267
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
1663.00000000
NS
USD
585060.03000000
0.080118038904
Long
EC
CORP
US
N
1
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAG1
500000.00000000
PA
USD
548163.52000000
0.075065435971
Long
DBT
CORP
KY
N
2
2028-01-19
Fixed
3.59500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
2038800.00000000
PA
USD
2180958.51000000
0.298660154162
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
Downer EDI Ltd.
254900DIW3F7OMWAO951
Downer EDI Ltd.
N/A
56234.00000000
NS
235533.07000000
0.032253865754
Long
EC
CORP
AU
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
200000.00000000
PA
USD
211128.56000000
0.028911915558
Long
DBT
CORP
FR
N
2
2031-01-13
Variable
3.05200000
N
N
N
N
N
N
Hikma Pharmaceuticals plc
549300BNS685UXH4JI75
Hikma Pharmaceuticals plc
N/A
34000.00000000
NS
1150707.50000000
0.157577724551
Long
EC
CORP
GB
N
2
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
26111.00000000
NS
USD
2227529.41000000
0.305037566713
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
N/A
STERIS plc
N/A
464.00000000
NS
USD
95723.20000000
0.013108321656
Long
EC
CORP
IE
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2G7
200000.00000000
PA
USD
211964.85000000
0.029026436994
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87900000
N
N
N
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
1119.00000000
NS
USD
284002.20000000
0.038891221655
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
3884.00000000
NS
USD
802978.16000000
0.109959717232
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
2811.00000000
NS
USD
79832.40000000
0.010932237721
Long
EC
CORP
US
N
1
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
6934.00000000
NS
USD
1428195.98000000
0.195576958298
Long
EC
CORP
US
N
1
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
984851AG0
100000.00000000
PA
USD
107134.08000000
0.014670925972
Long
DBT
CORP
NO
N
2
2030-06-04
Fixed
3.14800000
N
N
N
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
1598.00000000
NS
USD
89104.48000000
0.012201955063
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class B
N/A
45105.00000000
NS
875677.48000000
0.119915151973
Long
EC
CORP
GB
N
2
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
1493.00000000
NS
USD
87952.63000000
0.012044220884
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1922.00000000
NS
USD
1767548.08000000
0.242047787540
Long
EC
CORP
US
N
1
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABD6
325000.00000000
PA
USD
359900.13000000
0.049284673603
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AN6
1000000.00000000
PA
USD
1061246.21000000
0.145326907976
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
9500.00000000
NS
397994.85000000
0.054501359247
Long
EC
CORP
JP
N
2
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
17056.00000000
NS
USD
1921187.84000000
0.263087194845
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
1587.00000000
NS
USD
126944.13000000
0.017383711456
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAZ4
5143000.00000000
PA
USD
5051189.43000000
0.691709176012
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RQ3
620000.00000000
PA
USD
671828.13000000
0.092000050416
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
92940PAG9
235000.00000000
PA
USD
246457.03000000
0.033749791312
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UVK1
65000.00000000
PA
USD
69671.02000000
0.009540739761
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
2.93400000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AG8
400000.00000000
PA
USD
457486.69000000
0.062648163519
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
10508.00000000
NS
USD
2311024.44000000
0.316471364475
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BJ4
500000.00000000
PA
USD
611073.15000000
0.083680271929
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
889.00000000
NS
USD
79076.55000000
0.010828731727
Long
EC
CORP
US
N
1
N
N
N
Shopify, Inc.
549300HGQ43STJLLP808
Shopify, Inc., Class A
82509L107
760.00000000
NS
USD
1110344.80000000
0.152050462042
Long
EC
CORP
CA
N
1
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
1581.00000000
NS
USD
141104.25000000
0.019322796314
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
6677.00000000
NS
USD
1373592.44000000
0.188099557147
Long
EC
CORP
NL
N
1
N
N
N
Donaldson Co., Inc.
OZE6KXY9QQPR8EJ8WL20
Donaldson Co., Inc.
257651109
5700.00000000
NS
USD
362121.00000000
0.049588799231
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QEY55
841660.51000000
PA
USD
879942.43000000
0.120499193631
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
975.00000000
NS
USD
544576.50000000
0.074574229953
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
912828WU0
800000.00000000
PA
USD
967788.14000000
0.132528772906
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
177.00000000
NS
USD
387291.93000000
0.053035702875
Long
EC
CORP
US
N
1
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
1599.00000000
NS
USD
130830.18000000
0.017915866601
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
479.00000000
NS
USD
93716.35000000
0.012833503897
Long
EC
CORP
US
N
1
N
N
N
Tradeweb Markets, Inc.
N/A
Tradeweb Markets, Inc., Class A
892672106
4000.00000000
NS
USD
338240.00000000
0.046318538422
Long
EC
CORP
US
N
1
N
N
N
Alcon, Inc.
549300LDT5AP8S0NBM78
Alcon, Inc.
N/A
16000.00000000
NS
1122200.73000000
0.153674011443
Long
EC
CORP
CH
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
18000.00000000
NS
1148159.95000000
0.157228863409
Long
EC
CORP
ES
N
2
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
262.00000000
NS
USD
83580.62000000
0.011445518445
Long
EC
CORP
US
N
1
N
N
N
County of Sarasota FL
N/A
County of Sarasota
80329KHE4
500000.00000000
PA
USD
653784.45000000
0.089529151394
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
5.00000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAD5
200000.00000000
PA
USD
196336.39000000
0.026886277861
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
653.00000000
NS
USD
86509.44000000
0.011846590647
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
1445.00000000
NS
USD
268856.70000000
0.036817198998
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings, Inc.
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
596.00000000
NS
USD
23685.04000000
0.003243426074
Long
EC
CORP
US
N
1
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JM3
200000.00000000
PA
USD
240949.17000000
0.032995545732
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
CDS
N/A
200000.00000000
PA
USD
-1130.88000000
-0.00015486254
N/A
DCR
US
N
2
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Nordstrom, Inc.
Nordstrom, Inc.
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-06-20
0.00000000
USD
9921.90000000
USD
200000.00000000
USD
-1130.88000000
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
1229.00000000
NS
USD
214067.22000000
0.029314335249
Long
EC
CORP
US
N
1
N
N
N
Paymentus Holdings, Inc.
N/A
Paymentus Holdings, Inc., Class A
70439P108
1600.00000000
NS
USD
56800.00000000
0.007778184077
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
453140AF2
585000.00000000
PA
USD
644698.88000000
0.088284974705
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
4400.00000000
NS
823309.50000000
0.112743888096
Long
EC
CORP
JP
N
2
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series A
842587DE4
700000.00000000
PA
USD
772576.97000000
0.105796582514
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
909.00000000
NS
USD
411204.33000000
0.056310263596
Long
EC
CORP
US
N
1
N
N
N
Bell Canada
549300JYAVAQRV5MNZ86
Bell Canada
0778FPAB5
275000.00000000
PA
USD
333291.54000000
0.045640897000
Long
DBT
CORP
CA
N
2
2049-07-29
Fixed
4.30000000
N
N
N
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
1406.00000000
NS
USD
185352.98000000
0.025382211228
Long
EC
CORP
US
N
1
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
24617.00000000
NS
USD
2054042.48000000
0.281280290716
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BW5
100000.00000000
PA
USD
146646.83000000
0.020081796446
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
7101.00000000
NS
USD
488974.86000000
0.066960149126
Long
EC
CORP
US
N
1
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
408000.00000000
PA
USD
461543.04000000
0.063203639522
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132AD3M8
1092888.18000000
PA
USD
1207624.35000000
0.165371910051
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
5729.00000000
NS
USD
2294120.76000000
0.314156576894
Long
EC
CORP
US
N
1
N
N
N
BHP Group plc
549300C116EOWV835768
BHP Group plc
N/A
4268.00000000
NS
126303.41000000
0.017295971348
Long
EC
CORP
GB
N
2
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
2196.00000000
NS
USD
1107816.12000000
0.151704184956
Long
EC
CORP
US
N
1
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UVM7
40000.00000000
PA
USD
42735.40000000
0.005852179715
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
3.03400000
N
N
N
N
N
N
Guardant Health, Inc.
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131M109
700.00000000
NS
USD
86933.00000000
0.011904592894
Long
EC
CORP
US
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
81512.00000000
NS
250972.71000000
0.034368167902
Long
EC
CORP
ES
N
2
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BA9
265000.00000000
PA
USD
252490.67000000
0.034576037132
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
25784.00000000
NS
545377.75000000
0.074683953016
Long
EC
CORP
DE
N
2
N
N
N
GN Store Nord A/S
5493008U3H3W0NKPFL10
GN Store Nord A/S
N/A
12000.00000000
NS
1049508.27000000
0.143719516110
Long
EC
CORP
DK
N
2
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
2652.00000000
NS
USD
731395.08000000
0.100157140241
Long
EC
CORP
US
N
1
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780BX3
500000.00000000
PA
USD
567018.27000000
0.077647402807
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
700.00000000
NS
USD
396347.00000000
0.054275702898
Long
EC
CORP
US
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
6387.00000000
NS
USD
961882.20000000
0.131720014306
Long
EC
CORP
US
N
1
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
13705.00000000
NS
USD
3204503.10000000
0.438824207555
Long
EC
CORP
US
N
1
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
N/A
755.00000000
NS
142869.88000000
0.019564581439
Long
EC
CORP
IT
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
1280000.00000000
PA
USD
1378300.01000000
0.188744211126
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
Barratt Developments plc
2138006R85VEOF5YNK29
Barratt Developments plc
N/A
29020.00000000
NS
279444.64000000
0.038267110025
Long
EC
CORP
GB
N
2
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HN6
525000.00000000
PA
USD
681814.60000000
0.093367596225
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
TAL Education Group
5493003PJZS0EC085V72
TAL Education Group
874080104
29000.00000000
NS
USD
731670.00000000
0.100194787747
Long
EC
CORP
KY
N
1
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
5742.00000000
NS
USD
1283681.52000000
0.175787168302
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3133KKL98
375893.00000000
PA
USD
380723.31000000
0.052136196968
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
400.00000000
NS
201467.51000000
0.027588932719
Long
EC
CORP
JP
N
2
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
759470AU1
625000.00000000
PA
USD
646086.93000000
0.088475054079
Long
DBT
CORP
IN
N
2
2026-01-15
Fixed
2.06000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
6336.00000000
NS
USD
1463552.64000000
0.200418694387
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
7750.00000000
NS
USD
1305565.00000000
0.178783889001
Long
EC
CORP
US
N
1
N
N
N
CoreSite Realty Corp.
549300H0YYORITFM2B74
CoreSite Realty Corp.
21870Q105
107.00000000
NS
USD
14402.20000000
0.001972235259
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 15 Year
31418D2R2
1866000.00000000
PA
USD
1926799.97000000
0.263855719144
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.00000000
N
N
N
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
22555127.41000000
NS
USD
22555127.41000000
3.088696001573
Long
STIV
RF
US
N
1
N
N
N
Cirrus Logic, Inc.
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
152.00000000
NS
USD
12938.24000000
0.001771760780
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
800.00000000
NS
USD
290776.00000000
0.039818824883
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AU8
655000.00000000
PA
USD
763671.14000000
0.104577019395
Long
DBT
NUSS
FR
N
2
2028-09-21
Fixed
4.50000000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329WAQ5
100000.00000000
PA
USD
118402.14000000
0.016213972537
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Anheuser-Busch InBev SA
5493008H3828EMEXB082
Anheuser-Busch InBev SA
N/A
4895.00000000
NS
352904.51000000
0.048326694376
Long
EC
CORP
BE
N
2
N
N
N
Toro Co. (The)
YJKE4YIT6BWQHVEW0D14
Toro Co. (The)
891092108
815.00000000
NS
USD
89552.20000000
0.012263265777
Long
EC
CORP
US
N
1
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055AY8
700000.00000000
PA
USD
925913.00000000
0.126794397075
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
700000.00000000
PA
USD
720322.88000000
0.098640914717
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
3386.00000000
NS
USD
389491.58000000
0.053336922639
Long
EC
CORP
US
N
1
N
N
N
University of Pittsburgh-of the Commonwealth System of Higher Education
5493002C83QSGL8ETT42
University of Pittsburgh-of the Commonwealth System of Higher Education
91335VKU9
250000.00000000
PA
USD
262344.83000000
0.035925464428
Long
DBT
MUN
US
N
2
2041-09-15
Fixed
3.00500000
N
N
N
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
12889.00000000
NS
USD
1393558.68000000
0.190833731267
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
16509.00000000
NS
USD
4866688.11000000
0.666443590985
Long
EC
CORP
IE
N
1
N
N
N
People's United Financial, Inc.
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc.
712704105
750.00000000
NS
USD
12855.00000000
0.001760361907
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
726.00000000
NS
USD
18041.10000000
0.002470545717
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corp.
31422BAM2
800000.00000000
PA
USD
811564.78000000
0.111135567777
Long
DBT
UST
US
N
2
2022-01-03
Fixed
2.90000000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
2874.00000000
NS
USD
156834.18000000
0.021476850734
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
5575000.00000000
PA
USD
5766205.11000000
0.789623323502
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
3792.00000000
NS
USD
278977.44000000
0.038203131722
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BU5
100000.00000000
PA
USD
140684.35000000
0.019265295266
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
N/A
148274.00000000
NS
358043.54000000
0.049030432428
Long
EC
CORP
ES
N
2
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
2800.00000000
NS
USD
233632.00000000
0.031993533493
Long
EC
CORP
US
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418DTS1
0.01000000
PA
USD
0.01000000
0.000000001369
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
400000.00000000
PA
USD
406366.84000000
0.055647818390
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
16164.00000000
NS
USD
840528.00000000
0.115101787084
Long
EC
CORP
US
N
1
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
N/A
72897.00000000
NS
1272256.39000000
0.174222612594
Long
EC
CORP
IT
N
2
N
N
N
Vimeo, Inc.
N/A
Vimeo, Inc.
92719V100
1821.00000000
NS
USD
89229.00000000
0.012219006814
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
458.00000000
NS
USD
45648.86000000
0.006251148521
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
3060.00000000
NS
USD
440119.80000000
0.060269944024
Long
EC
CORP
US
N
1
N
N
N
STORE Capital Corp.
5493004EA6C9IHDZ7N66
STORE Capital Corp.
862121100
1406.00000000
NS
USD
48521.06000000
0.006644467188
Long
EC
CORP
US
N
1
N
N
N
boohoo Group plc
213800SZF3KFCECWY243
boohoo Group plc
N/A
280000.00000000
NS
1202260.26000000
0.164637352315
Long
EC
CORP
JE
N
2
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638AU6
200000.00000000
PA
USD
276111.00000000
0.037810601828
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bonds
N/A
-5.00000000
NC
USD
1242.90000000
0.000170202552
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bonds
2021-09-21
-803750.00000000
USD
1242.90000000
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
5013.00000000
NS
USD
716508.09000000
0.098118517907
Long
EC
CORP
US
N
1
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
300000.00000000
PA
USD
328928.79000000
0.045043462624
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
Henderson Land Development Co. Ltd.
529900SYQB7IVR9QGN76
Henderson Land Development Co. Ltd.
N/A
68000.00000000
NS
321790.91000000
0.044066002332
Long
EC
CORP
HK
N
2
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
100000.00000000
PA
USD
103513.48000000
0.014175121513
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
945.00000000
NS
USD
614911.50000000
0.084205895043
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Dainippon Pharma Co. Ltd.
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co. Ltd.
N/A
4300.00000000
NS
90197.20000000
0.012351591987
Long
EC
CORP
JP
N
2
N
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
8800.00000000
NS
304224.04000000
0.041660397604
Long
EC
CORP
JP
N
2
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
869.00000000
NS
USD
86561.09000000
0.011853663591
Long
EC
CORP
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
3286.00000000
NS
1467631.21000000
0.200977213194
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1060000.00000000
PA
USD
1174944.40000000
0.160896722256
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
Auto Trader Group plc
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
25763.00000000
NS
225648.80000000
0.030900315198
Long
EC
CORP
GB
N
2
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
N/A
3659.00000000
NS
538361.72000000
0.073723178846
Long
EC
CORP
DE
N
2
N
N
N
Kingfisher plc
213800KBMEV7I92FY281
Kingfisher plc
N/A
82374.00000000
NS
415779.53000000
0.056936790845
Long
EC
CORP
GB
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EW4
705000.00000000
PA
USD
871638.87000000
0.119362105283
Long
DBT
UST
US
N
2
2026-02-15
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
425000.00000000
PA
USD
365765.63000000
0.050087894355
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
57700.00000000
NS
765728.22000000
0.104858715644
Long
EC
CORP
JP
N
2
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942AZ5
300000.00000000
PA
USD
326460.00000000
0.044705386865
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
4.50000000
N
N
N
N
N
N
Alphawave IP Group plc
213800ZXTO21EU4VMH37
Alphawave IP Group plc
N/A
10511.00000000
NS
52347.30000000
0.007168431960
Long
EC
CORP
GB
N
1
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140X83H8
969336.78000000
PA
USD
1035342.58000000
0.141779668497
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.50000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
3577.00000000
NS
USD
1353357.95000000
0.185328648908
Long
EC
CORP
US
N
1
N
N
N
Ascential plc
213800VDXQDA7KD2IQ21
Ascential plc
N/A
220000.00000000
NS
1264652.17000000
0.173181291768
Long
EC
CORP
GB
N
2
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
15151.00000000
NS
USD
694976.37000000
0.095169967173
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179TG33
1250973.71000000
PA
USD
1318967.67000000
0.180619248762
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
Westlake Chemical Corp.
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp.
960413AW2
100000.00000000
PA
USD
107861.14000000
0.014770489467
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.37500000
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123CH2
500000.00000000
PA
USD
533539.13000000
0.073062774045
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.60000000
N
N
N
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
780.00000000
NS
USD
91065.00000000
0.012470428398
Long
EC
CORP
US
N
1
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc.
12685J105
361.00000000
NS
USD
690524.41000000
0.094560316392
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
578.00000000
NS
USD
78272.76000000
0.010718660837
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAB9
300000.00000000
PA
USD
321588.90000000
0.044038339111
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAG5
200000.00000000
PA
USD
288641.14000000
0.039526477452
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
665.00000000
NS
USD
56644.70000000
0.007756917317
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
29991.00000000
NS
USD
5767269.30000000
0.789769053532
Long
EC
CORP
US
N
1
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAH1
1200000.00000000
PA
USD
1293790.56000000
0.177171498830
Long
DBT
CORP
NL
N
2
2023-09-14
Fixed
4.25000000
N
N
N
N
N
N
Clarivate plc
549300WDHIIODXFO0R55
Clarivate plc
N/A
43000.00000000
NS
USD
1183790.00000000
0.162108037486
Long
EC
CORP
JE
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHW5
920000.00000000
PA
USD
1026490.48000000
0.140567463157
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
30.00000000
NC
USD
14576.40000000
0.001996090182
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Notes
2021-09-21
3975000.00000000
USD
14576.40000000
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466L302
2353.00000000
NS
USD
574767.31000000
0.078708555263
Long
EC
CORP
US
N
1
N
N
N
Rolls-Royce Holdings plc
213800EC7997ZBLZJH69
Rolls-Royce Holdings plc
N/A
212176.00000000
NS
290493.60000000
0.039780153066
Long
EC
CORP
GB
N
2
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944TAF2
200000.00000000
PA
USD
212376.87000000
0.029082858955
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RG5
15000.00000000
PA
USD
18708.40000000
0.002561925686
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
594.00000000
NS
USD
84151.98000000
0.011523760403
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
45700.00000000
NS
663497.55000000
0.090859261953
Long
EC
CORP
JP
N
2
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
789.00000000
NS
USD
129253.98000000
0.017700021993
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
1048.00000000
NS
USD
151582.72000000
0.020757716534
Long
EC
CORP
CH
N
1
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
2289.00000000
NS
USD
206856.93000000
0.028326959142
Long
EC
CORP
US
N
1
N
N
N
Commonwealth Financing Authority
N/A
Commonwealth Financing Authority
20281PNE8
625000.00000000
PA
USD
642760.50000000
0.088019533218
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
2.99100000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Class A
98138H101
3220.00000000
NS
USD
768742.80000000
0.105271531809
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
262.00000000
NS
USD
160082.00000000
0.021921606752
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Ltd.
549300IQ650PPXM76X03
Singapore Exchange Ltd.
N/A
24400.00000000
NS
203216.90000000
0.027828493941
Long
EC
CORP
SG
N
2
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
11049.00000000
NS
1537328.24000000
0.210521514761
Long
EC
CORP
JE
N
2
N
N
N
Qualtrics International, Inc.
549300NW34K5PVZGTN68
Qualtrics International, Inc., Class A
747601201
700.00000000
NS
USD
26775.00000000
0.003666564765
Long
EC
CORP
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
N/A
5700.00000000
NS
1413402.05000000
0.193551079587
Long
EC
CORP
DE
N
2
N
N
N
Makita Corp.
529900CDR9E94BCM6294
Makita Corp.
N/A
2800.00000000
NS
131855.71000000
0.018056302536
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Metal Mining Co. Ltd.
353800CF81IXL9974H84
Sumitomo Metal Mining Co. Ltd.
N/A
21890.00000000
NS
851395.47000000
0.116589976910
Long
EC
CORP
JP
N
2
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
N/A
3909.00000000
NS
USD
440387.94000000
0.060306663079
Long
EC
CORP
BM
N
1
N
N
N
H&R Block, Inc.
549300CE3KUCWLZBG404
H&R Block, Inc.
093671105
22721.00000000
NS
USD
533489.08000000
0.073055920205
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
500000.00000000
PA
USD
498711.64000000
0.068293502422
Long
DBT
CORP
IT
N
2
2027-06-03
Variable
1.98200000
N
N
N
N
N
N
Aspen Technology, Inc.
529900B0MZWTVFG7CB96
Aspen Technology, Inc.
045327103
381.00000000
NS
USD
52402.74000000
0.007176023906
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
2100.00000000
NS
466790.23000000
0.063922188989
Long
EC
CORP
FR
N
2
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
658.00000000
NS
USD
22503.60000000
0.003081639845
Long
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd.
529900YEXNDM894PWS93
CyberArk Software Ltd.
N/A
8700.00000000
NS
USD
1133349.00000000
0.155200653982
Long
EC
CORP
IL
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AZ3
550000.00000000
PA
USD
594508.54000000
0.081411916546
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
350000.00000000
PA
USD
381668.00000000
0.052265562685
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
22131.00000000
NS
1579008.23000000
0.216229166778
Long
EC
CORP
KR
N
2
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
48185.00000000
NS
106050.28000000
0.014522510551
Long
EC
CORP
GB
N
2
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3133KJ7M8
798478.18000000
PA
USD
828086.86000000
0.113398099108
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Tecnicas Reunidas SA
213800JEZBUPZKWJGF49
Tecnicas Reunidas SA
N/A
14784.00000000
NS
187471.94000000
0.025672381315
Long
EC
CORP
ES
N
2
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
99.00000000
NS
USD
13524.39000000
0.001852028080
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
2129.00000000
NS
USD
795075.05000000
0.108877466451
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
1376.00000000
NS
USD
256431.36000000
0.035115674671
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
1140.00000000
NS
USD
80039.40000000
0.010960584272
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp.
549300XG4US7UJNECY36
A O Smith Corp.
831865209
2728.00000000
NS
USD
196579.68000000
0.026919593960
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
3285.00000000
NS
USD
1254870.00000000
0.171841722772
Long
EC
CORP
US
N
1
N
N
N
Toyota Industries Corp.
35380000WKGEAHEMW830
Toyota Industries Corp.
N/A
3975.00000000
NS
343769.82000000
0.047075791202
Long
EC
CORP
JP
N
2
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
5315.00000000
NS
USD
611118.70000000
0.083686509540
Long
EC
CORP
US
N
1
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG
N/A
261.00000000
NS
256538.70000000
0.035130373796
Long
EC
CORP
CH
N
2
N
N
N
2021-07-30
Franklin Templeton Variable Insurance Products Trust
Robert Kubilis
Robert Kubilis
Chief Financial Officer, Chief Accounting Officer and Treasurer