Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 438516106 | 438516106 | Honeywell International Inc | 93.0 | 19388.64 | CORP | Long | |
| 49326EEJ8 | 49326EEJ8 | KEYCORP | 28000.0 | 24370.06 | CORP | Long | |
| 29364GAM5 | 29364GAM5 | ENTERGY CORP | 31000.0 | 27854.8 | CORP | Long | |
| 912810SN9 | 912810SN9 | United States Treasury | 44000.0 | 25855.16 | UST | Long | |
| 3132AEKB1 | 3132AEKB1 | Freddie Mac | 2092.27 | 1922.3 | USGSE | Long | |
| 04621X108 | 04621X108 | Assurant Inc | 30.0 | 3977.7 | CORP | Long | |
| 693475AX3 | 693475AX3 | PNC FINANCIAL SERVICES | 29000.0 | 27250.87 | CORP | Long | |
| 79466L302 | 79466L302 | Salesforce Inc | 495.0 | 83145.15 | CORP | Long | |
| 461202103 | 461202103 | Intuit Inc | 24.0 | 10144.08 | CORP | Long | |
| 268150109 | 268150109 | Dynatrace Inc | 225.0 | 8646.75 | CORP | Long | |
| 34964CAF3 | 34964CAF3 | FORTUNE BRANDS INNOVATIO | 15000.0 | 13604.54 | CORP | Long | |
| 502431109 | 502431109 | L3Harris Technologies Inc | 34.0 | 7303.88 | CORP | Long | |
| 09247X101 | 09247X101 | BlackRock Inc | 9.0 | 6832.89 | CORP | Long | |
| 989207105 | 989207105 | Zebra Technologies Corp | 11.0 | 3477.98 | CORP | Long | |
| 934423104 | 934423104 | Warner Bros Discovery Inc | 2181.0 | 32322.42 | CORP | Long | |
| 911312106 | 911312106 | United Parcel Service Inc | 66.0 | 12225.18 | CORP | Long | |
| 000000000 | 000000000 | Accenture PLC | 47.0 | 13115.35 | CORP | Long | |
| 359694106 | 359694106 | HB Fuller Co | 115.0 | 7946.5 | CORP | Long | |
| 29476L107 | 29476L107 | Equity Residential | 124.0 | 7892.6 | CORP | Long | |
| 646025106 | 646025106 | New Jersey Resources Corp | 260.0 | 12979.2 | CORP | Long | |
| 025537101 | 025537101 | American Electric Power Co Inc | 148.0 | 13906.08 | CORP | Long | |
| 37045V100 | 37045V100 | General Motors Co | 1119.0 | 43999.08 | CORP | Long | |
| 31359MGK3 | 31359MGK3 | Fannie Mae | 44000.0 | 52845.08 | USGSE | Long | |
| 02043Q107 | 02043Q107 | Alnylam Pharmaceuticals Inc | 234.0 | 52977.6 | CORP | Long | |
| 46647PAH9 | 46647PAH9 | JPMorgan Chase & Co | 25000.0 | 24460.0 | CORP | Long | |
| 59001A102 | 59001A102 | Meritage Homes Corp | 93.0 | 10015.17 | CORP | Long | |
| 879360105 | 879360105 | Teledyne Technologies Inc | 12.0 | 5091.12 | CORP | Long | |
| 95040Q104 | 95040Q104 | Welltower Inc | 21.0 | 1575.84 | CORP | Long | |
| 302130109 | 302130109 | Expeditors International of Washington Inc | 275.0 | 29741.25 | CORP | Long | |
| 31418D4X7 | 31418D4X7 | Fannie Mae | 11963.33 | 10064.57 | USGSE | Long | |
| 74834LBB5 | 74834LBB5 | QUEST DIAGNOSTICS INC | 17000.0 | 15160.16 | CORP | Long | |
| 372460105 | 372460105 | Genuine Parts Co | 29.0 | 4866.78 | CORP | Long | |
| 55354G100 | 55354G100 | MSCI Inc | 54.0 | 28704.24 | CORP | Long | |
| 543488746 | 543488746 | LOOMIS SAYLES LIMITED TERM GOV LOOMIS SAY LTD GOVT + AG N | 83975.493 | 905255.81 | RF | Long | |
| 169656105 | 169656105 | Chipotle Mexican Grill Inc | 2.0 | 3292.76 | CORP | Long | |
| 426281101 | 426281101 | Jack Henry & Associates Inc | 20.0 | 3601.8 | CORP | Long | |
| 030420103 | 030420103 | American Water Works Co Inc | 33.0 | 5164.17 | CORP | Long | |
| 92532F100 | 92532F100 | Vertex Pharmaceuticals Inc | 10.0 | 3231.0 | CORP | Long | |
| 530307305 | 530307305 | Liberty Broadband Corp | 197.0 | 17686.66 | CORP | Long | |
| 609207105 | 609207105 | Mondelez International Inc | 215.0 | 14069.6 | CORP | Long | |
| 48020Q107 | 48020Q107 | Jones Lang LaSalle Inc | 54.0 | 9982.98 | CORP | Long | |
| 907818108 | 907818108 | Union Pacific Corp | 28.0 | 5717.32 | CORP | Long | |
| 891092108 | 891092108 | Toro Co/The | 115.0 | 12824.8 | CORP | Long | |
| 89531P105 | 89531P105 | Trex Co Inc | 83.0 | 4375.76 | CORP | Long | |
| 478160104 | 478160104 | Johnson & Johnson | 176.0 | 28761.92 | CORP | Long | |
| 431284108 | 431284108 | Highwoods Properties Inc | 518.0 | 15731.66 | CORP | Long | |
| 55608JAK4 | 55608JAK4 | Macquarie Group Ltd | 11000.0 | 10343.99 | CORP | Long | |
| 580135101 | 580135101 | McDonald's Corp | 59.0 | 15776.6 | CORP | Long | |
| 459044103 | 459044103 | International Bancshares Corp | 263.0 | 12326.81 | CORP | Long | |
| 31418DML3 | 31418DML3 | Fannie Mae | 1822.34 | 1771.73 | USGSE | Long | |
| 693475BL8 | 693475BL8 | PNC FINANCIAL SERVICES | 25000.0 | 25040.76 | CORP | Long | |
| 31418DJR4 | 31418DJR4 | Fannie Mae | 7859.79 | 7233.84 | USGSE | Long | |
| 91324P102 | 91324P102 | UnitedHealth Group Inc | 32.0 | 15974.08 | CORP | Long | |
| 00287YAQ2 | 00287YAQ2 | AbbVie Inc | 25000.0 | 24367.35 | CORP | Long | |
| 87157D109 | 87157D109 | Synaptics Inc | 75.0 | 9377.25 | CORP | Long | |
| 015271AP4 | 015271AP4 | ALEXANDRIA REAL ESTATE E | 26000.0 | 25382.94 | CORP | Long | |
| 459200101 | 459200101 | International Business Machines Corp | 38.0 | 5119.74 | CORP | Long | |
| 759916109 | 759916109 | Repligen Corp | 44.0 | 8153.2 | CORP | Long | |
| 91913Y100 | 91913Y100 | Valero Energy Corp | 35.0 | 4901.05 | CORP | Long | |
| 46435G516 | 46435G516 | iShares Trust iShares ESG MSCI | 11893.0 | 853322.75 | RF | Long | |
| 032095101 | 032095101 | Amphenol Corp | 57.0 | 4546.89 | CORP | Long | |
| 949746101 | 949746101 | Wells Fargo & Co | 973.0 | 45604.51 | CORP | Long | |
| 985817105 | 985817105 | Yelp Inc | 222.0 | 6995.22 | CORP | Long | |
| 665859104 | 665859104 | Northern Trust Corp | 27.0 | 2618.19 | CORP | Long | |
| 65473PAK1 | 65473PAK1 | NISOURCE INC | 32000.0 | 29164.0 | CORP | Long | |
| 11135FBP5 | 11135FBP5 | BROADCOM INC | 2000.0 | 1552.71 | CORP | Long | |
| 56418H100 | 56418H100 | ManpowerGroup Inc | 64.0 | 5578.24 | CORP | Long | |
| 50247VAB5 | 50247VAB5 | LYB INTL FINANCE BV | 6000.0 | 5608.37 | CORP | Long | |
| 43300A203 | 43300A203 | Hilton Worldwide Holdings Inc | 93.0 | 13493.37 | CORP | Long | |
| 370334104 | 370334104 | General Mills Inc | 89.0 | 6974.04 | CORP | Long | |
| 23331A109 | 23331A109 | DR Horton Inc | 38.0 | 3750.22 | CORP | Long | |
| 704326107 | 704326107 | Paychex Inc | 24.0 | 2780.64 | CORP | Long | |
| 57060D108 | 57060D108 | MarketAxess Holdings Inc | 12.0 | 4366.2 | CORP | Long | |
| 759351604 | 759351604 | Reinsurance Group of America Inc | 186.0 | 28229.22 | CORP | Long | |
| 477143101 | 477143101 | JetBlue Airways Corp | 633.0 | 5064.0 | CORP | Long | |
| 064159MK9 | 064159MK9 | BANK OF NOVA SCOTIA | 13000.0 | 12809.35 | CORP | Long | |
| 000000000 | 000000000 | Schlumberger Ltd | 85.0 | 4843.3 | CORP | Long | |
| 880779103 | 880779103 | Terex Corp | 131.0 | 6677.07 | CORP | Long | |
| 00287Y109 | 00287Y109 | AbbVie Inc | 53.0 | 7830.75 | CORP | Long | |
| 95040QAM6 | 95040QAM6 | WELLTOWER OP LLC | 14000.0 | 11671.71 | CORP | Long | |
| 058498106 | 058498106 | Ball Corp | 31.0 | 1805.44 | CORP | Long | |
| 31418DC26 | 31418DC26 | Fannie Mae | 754.51 | 758.36 | USGSE | Long | |
| 009158106 | 009158106 | Air Products and Chemicals Inc | 11.0 | 3525.61 | CORP | Long | |
| 92276F100 | 92276F100 | Ventas Inc | 48.0 | 2486.88 | CORP | Long | |
| 912810RU4 | 912810RU4 | United States Treasury | 48000.0 | 41323.13 | UST | Long | |
| 11135FBV2 | 11135FBV2 | BROADCOM INC | 14000.0 | 12850.08 | CORP | Long | |
| 63872R517 | 63872R517 | Mirova Global Green Bond Fund | 144033.563 | 1192597.9 | RF | Long | |
| 883556102 | 883556102 | Thermo Fisher Scientific Inc | 10.0 | 5703.3 | CORP | Long | |
| 22160K105 | 22160K105 | Costco Wholesale Corp | 25.0 | 12778.5 | CORP | Long | |
| 10112RAY0 | 10112RAY0 | Boston Properties LP | 12000.0 | 11033.02 | CORP | Long | |
| 85208M102 | 85208M102 | Sprouts Farmers Market Inc | 192.0 | 6134.4 | CORP | Long | |
| 90353T100 | 90353T100 | Uber Technologies Inc | 494.0 | 15279.42 | CORP | Long | |
| 3132DWDZ3 | 3132DWDZ3 | Freddie Mac | 29047.82 | 26404.21 | USGSE | Long | |
| 48251K100 | 48251K100 | KKR Real Estate Finance Trust Inc | 377.0 | 6005.61 | USGSE | Long | |
| 192446102 | 192446102 | Cognizant Technology Solutions Corp | 135.0 | 9011.25 | CORP | Long | |
| 574599106 | 574599106 | Masco Corp | 447.0 | 23780.4 | CORP | Long | |
| 278642103 | 278642103 | eBay Inc | 624.0 | 30888.0 | CORP | Long | |
| 92939U106 | 92939U106 | WEC Energy Group Inc | 25.0 | 2349.75 | CORP | Long | |
| 26875P101 | 26875P101 | EOG Resources Inc | 293.0 | 38749.25 | CORP | Long | |
| 88579Y101 | 88579Y101 | 3M Co | 109.0 | 12543.72 | CORP | Long | |
| 654106103 | 654106103 | NIKE Inc | 132.0 | 16807.56 | CORP | Long | |
| 00846U101 | 00846U101 | Agilent Technologies Inc | 29.0 | 4410.32 | CORP | Long | |
| 09061G101 | 09061G101 | BioMarin Pharmaceutical Inc | 69.0 | 7959.15 | CORP | Long | |
| 690742101 | 690742101 | Owens Corning | 98.0 | 9471.7 | CORP | Long | |
| 31418ECR9 | 31418ECR9 | Fannie Mae | 32491.87 | 29538.18 | USGSE | Long | |
| 595112103 | 595112103 | Micron Technology Inc | 64.0 | 3859.2 | CORP | Long | |
| 31847R102 | 31847R102 | First American Financial Corp | 136.0 | 8414.32 | CORP | Long | |
| 969457100 | 969457100 | Williams Cos Inc/The | 177.0 | 5706.48 | CORP | Long | |
| 80282KAW6 | 80282KAW6 | SANTANDER HOLDINGS USA | 16000.0 | 15626.02 | CORP | Long | |
| 172967424 | 172967424 | Citigroup Inc | 878.0 | 45849.16 | CORP | Long | |
| 27616P103 | 27616P103 | Easterly Government Properties Inc | 436.0 | 7080.64 | CORP | Long | |
| 000000000 | 000000000 | Linde PLC | 43.0 | 14230.42 | CORP | Long | |
| 931427108 | 931427108 | Walgreens Boots Alliance Inc | 81.0 | 2985.66 | CORP | Long | |
| 000000000 | 000000000 | Chubb Ltd | 39.0 | 8872.11 | CORP | Long | |
| 681919106 | 681919106 | Omnicom Group Inc | 126.0 | 10834.74 | CORP | Long | |
| 904311206 | 904311206 | Under Armour Inc | 743.0 | 8098.7 | CORP | Long | |
| 036752AG8 | 036752AG8 | ELEVANCE HEALTH INC | 26000.0 | 25519.51 | CORP | Long | |
| 172755100 | 172755100 | Cirrus Logic Inc | 81.0 | 7321.59 | CORP | Long | |
| 693475105 | 693475105 | PNC Financial Services Group Inc/The | 90.0 | 14888.7 | CORP | Long | |
| 459200HF1 | 459200HF1 | IBM CORP | 23000.0 | 20048.41 | CORP | Long | |
| 536797103 | 536797103 | Lithia Motors Inc | 25.0 | 6580.0 | CORP | Long | |
| 81619Q105 | 81619Q105 | Select Medical Holdings Corp | 208.0 | 6046.56 | CORP | Long | |
| 458140BH2 | 458140BH2 | INTEL CORP | 16000.0 | 14062.87 | CORP | Long | |
| 03836WAC7 | 03836WAC7 | ESSENTIAL UTILITIES INC | 17000.0 | 14695.96 | CORP | Long | |
| 78486Q101 | 78486Q101 | SVB Financial Group | 11.0 | 3326.84 | CORP | Long | |
| 20030N101 | 20030N101 | Comcast Corp | 879.0 | 34588.65 | CORP | Long | |
| 04686JAB7 | 04686JAB7 | ATHENE HOLDING LTD | 6000.0 | 6189.84 | CORP | Long | |
| 74736K101 | 74736K101 | Qorvo Inc | 44.0 | 4781.04 | CORP | Long | |
| 904311107 | 904311107 | Under Armour Inc | 1628.0 | 20170.92 | CORP | Long | |
| 615369105 | 615369105 | Moody's Corp | 19.0 | 6132.25 | CORP | Long | |
| 001084102 | 001084102 | AGCO Corp | 60.0 | 8287.8 | CORP | Long | |
| 65339KBR0 | 65339KBR0 | NEXTERA ENERGY CAPITAL | 27000.0 | 22876.68 | CORP | Long | |
| 30161N101 | 30161N101 | Exelon Corp | 102.0 | 4303.38 | CORP | Long | |
| 370334CF9 | 370334CF9 | General Mills Inc | 25000.0 | 24614.03 | CORP | Long | |
| 30214U102 | 30214U102 | Exponent Inc | 80.0 | 8203.2 | CORP | Long | |
| 857477BG7 | 857477BG7 | STATE STREET CORP | 18000.0 | 15847.92 | CORP | Long | |
| 000000000 | 000000000 | Medtronic PLC | 142.0 | 11883.98 | CORP | Long | |
| 74758T303 | 74758T303 | Qualys Inc | 57.0 | 6575.52 | CORP | Long | |
| 89832Q109 | 89832Q109 | Truist Financial Corp | 305.0 | 15063.95 | CORP | Long | |
| 007973100 | 007973100 | Advanced Energy Industries Inc | 113.0 | 10479.62 | CORP | Long | |
| 007903107 | 007903107 | Advanced Micro Devices Inc | 135.0 | 10145.25 | CORP | Long | |
| 446150104 | 446150104 | Huntington Bancshares Inc/OH | 445.0 | 6750.65 | CORP | Long | |
| 713448108 | 713448108 | PepsiCo Inc | 33.0 | 5643.66 | CORP | Long | |
| 31418DBF8 | 31418DBF8 | Fannie Mae | 1759.55 | 1674.04 | USGSE | Long | |
| 882508104 | 882508104 | Texas Instruments Inc | 80.0 | 14176.8 | CORP | Long | |
| 12572Q105 | 12572Q105 | CME Group Inc | 56.0 | 9892.96 | CORP | Long | |
| 929160109 | 929160109 | Vulcan Materials Co | 55.0 | 10083.15 | CORP | Long | |
| 29272W109 | 29272W109 | Energizer Holdings Inc | 285.0 | 10573.5 | CORP | Long | |
| 552848103 | 552848103 | MGIC Investment Corp | 906.0 | 12792.72 | CORP | Long | |
| 70450Y103 | 70450Y103 | PayPal Holdings Inc | 399.0 | 32514.51 | CORP | Long | |
| 15135B101 | 15135B101 | Centene Corp | 39.0 | 2973.36 | CORP | Long | |
| 02079K305 | 02079K305 | Alphabet Inc | 672.0 | 66420.48 | CORP | Long | |
| 518439104 | 518439104 | Estee Lauder Cos Inc/The | 15.0 | 4156.2 | CORP | Long | |
| 550241103 | 550241103 | Lumen Technologies Inc | 207.0 | 1086.75 | CORP | Long | |
| 718546104 | 718546104 | Phillips 66 | 69.0 | 6918.63 | CORP | Long | |
| 898402102 | 898402102 | Trustmark Corp | 406.0 | 11822.72 | CORP | Long | |
| 29717PAU1 | 29717PAU1 | ESSEX PORTFOLIO LP | 14000.0 | 12228.27 | CORP | Long | |
| 74340W103 | 74340W103 | Prologis Inc | 58.0 | 7498.24 | CORP | Long | |
| 03076K108 | 03076K108 | Ameris Bancorp | 259.0 | 12214.44 | CORP | Long | |
| 043436104 | 043436104 | Asbury Automotive Group Inc | 26.0 | 5720.0 | CORP | Long | |
| 92826C839 | 92826C839 | Visa Inc | 365.0 | 84026.65 | CORP | Long | |
| 42824C109 | 42824C109 | Hewlett Packard Enterprise Co | 177.0 | 2855.01 | CORP | Long | |
| 75281A109 | 75281A109 | Range Resources Corp | 229.0 | 5729.58 | CORP | Long | |
| 13607HVE9 | 13607HVE9 | CANADIAN IMPERIAL BANK | 29000.0 | 25919.67 | CORP | Long | |
| 98978V103 | 98978V103 | Zoetis Inc | 79.0 | 13073.71 | CORP | Long | |
| 01609W102 | 01609W102 | Alibaba Group Holding Ltd | 213.0 | 23472.6 | CORP | Long | |
| 40637H109 | 40637H109 | Halozyme Therapeutics Inc | 130.0 | 6730.1 | CORP | Long | |
| 690742AJ0 | 690742AJ0 | OWENS CORNING | 26000.0 | 24651.76 | CORP | Long | |
| 036752103 | 036752103 | Elevance Health Inc | 9.0 | 4499.91 | CORP | Long | |
| 05722G100 | 05722G100 | Baker Hughes Co | 131.0 | 4157.94 | CORP | Long | |
| 36262G101 | 36262G101 | GXO Logistics Inc | 164.0 | 8582.12 | CORP | Long | |
| 832696405 | 832696405 | J M Smucker Co/The | 34.0 | 5195.2 | CORP | Long | |
| 46269C102 | 46269C102 | Iridium Communications Inc | 151.0 | 9035.84 | CORP | Long | |
| 525327102 | 525327102 | Leidos Holdings Inc | 46.0 | 4546.64 | CORP | Long | |
| 12504L109 | 12504L109 | CBRE Group Inc | 495.0 | 42327.45 | CORP | Long | |
| 099406100 | 099406100 | Boot Barn Holdings Inc | 86.0 | 7180.14 | CORP | Long | |
| 35909D109 | 35909D109 | Frontier Communications Parent Inc | 321.0 | 9504.81 | CORP | Long | |
| 09062X103 | 09062X103 | Biogen Inc | 20.0 | 5818.0 | CORP | Long | |
| 852234103 | 852234103 | Block Inc | 272.0 | 22227.84 | CORP | Long | |
| 337738108 | 337738108 | Fiserv Inc | 300.0 | 32004.0 | CORP | Long | |
| 742718109 | 742718109 | Procter & Gamble Co/The | 205.0 | 29187.9 | CORP | Long | |
| 320209109 | 320209109 | First Financial Bancorp | 469.0 | 11879.77 | CORP | Long | |
| 46141P834 | 46141P834 | WCM Focused Emerging Markets Fund | 37208.351 | 520544.83 | RF | Long | |
| 037833AZ3 | 037833AZ3 | Apple Inc | 27000.0 | 26054.44 | CORP | Long | |
| 842400GK3 | 842400GK3 | SOUTHERN CAL EDISON | 5000.0 | 4250.45 | CORP | Long | |
| 857477103 | 857477103 | State Street Corp | 454.0 | 41463.82 | CORP | Long | |
| 539830109 | 539830109 | Lockheed Martin Corp | 28.0 | 12971.28 | CORP | Long | |
| 05550J101 | 05550J101 | BJ's Wholesale Club Holdings Inc | 115.0 | 8334.05 | CORP | Long | |
| 31418DCY6 | 31418DCY6 | Fannie Mae | 5166.61 | 4915.87 | USGSE | Long | |
| 3140KEK80 | 3140KEK80 | Fannie Mae | 3449.49 | 3046.85 | USGSE | Long | |
| 694308JM0 | 694308JM0 | PACIFIC GAS & ELECTRIC | 11000.0 | 10259.39 | CORP | Long | |
| 91307C102 | 91307C102 | United Therapeutics Corp | 22.0 | 5789.74 | CORP | Long | |
| 237266101 | 237266101 | Darling Ingredients Inc | 106.0 | 7026.74 | CORP | Long | |
| 86771W105 | 86771W105 | Sunrun Inc | 168.0 | 4415.04 | CORP | Long | |
| 191216CU2 | 191216CU2 | COCA-COLA CO/THE | 29000.0 | 26152.52 | CORP | Long | |
| 783549108 | 783549108 | Ryder System Inc | 56.0 | 5286.96 | CORP | Long | |
| 15872M104 | 15872M104 | ChampionX Corp | 251.0 | 8288.02 | CORP | Long | |
| 91282CAZ4 | 91282CAZ4 | United States Treasury | 65000.0 | 58906.25 | UST | Long | |
| 231021106 | 231021106 | Cummins Inc | 40.0 | 9981.6 | CORP | Long | |
| 98138H101 | 98138H101 | Workday Inc | 336.0 | 60960.48 | CORP | Long | |
| 62955J103 | 62955J103 | NOV Inc | 329.0 | 8040.76 | CORP | Long | |
| 71943U104 | 71943U104 | Physicians Realty Trust | 546.0 | 8659.56 | CORP | Long | |
| 902252105 | 902252105 | Tyler Technologies Inc | 14.0 | 4518.78 | CORP | Long | |
| 655844108 | 655844108 | Norfolk Southern Corp | 42.0 | 10324.02 | CORP | Long | |
| 594918104 | 594918104 | Microsoft Corp | 559.0 | 138525.79 | CORP | Long | |
| 559222401 | 559222401 | Magna International Inc | 244.0 | 15845.36 | CORP | Long | |
| 609207AT2 | 609207AT2 | MONDELEZ INTERNATIONAL | 13000.0 | 11575.59 | CORP | Long | |
| 74340XBR1 | 74340XBR1 | PROLOGIS LP | 16000.0 | 12640.25 | CORP | Long | |
| 31418ECS7 | 31418ECS7 | Fannie Mae | 18894.99 | 17722.46 | USGSE | Long | |
| 016255101 | 016255101 | Align Technology Inc | 10.0 | 2697.3 | CORP | Long | |
| 92556H206 | 92556H206 | Paramount Global | 165.0 | 3821.4 | CORP | Long | |
| 075887109 | 075887109 | Becton Dickinson and Co | 38.0 | 9584.36 | CORP | Long | |
| 457187102 | 457187102 | Ingredion Inc | 77.0 | 7915.6 | CORP | Long | |
| 03027X100 | 03027X100 | American Tower Corp | 15.0 | 3350.85 | CORP | Long | |
| 70975L107 | 70975L107 | Penumbra Inc | 31.0 | 7762.71 | CORP | Long | |
| 758750103 | 758750103 | Regal Rexnord Corp | 64.0 | 8908.8 | CORP | Long | |
| 817565104 | 817565104 | Service Corp International/US | 142.0 | 10529.3 | CORP | Long | |
| 922475108 | 922475108 | Veeva Systems Inc | 150.0 | 25582.5 | CORP | Long | |
| 05464C101 | 05464C101 | Axon Enterprise Inc | 43.0 | 8403.92 | CORP | Long | |
| 45866F104 | 45866F104 | Intercontinental Exchange Inc | 373.0 | 40116.15 | CORP | Long | |
| 125523AF7 | 125523AF7 | CIGNA CORP | 24000.0 | 23867.9 | CORP | Long | |
| 773903109 | 773903109 | Rockwell Automation Inc | 19.0 | 5358.57 | CORP | Long | |
| 487836108 | 487836108 | Kellogg Co | 127.0 | 8709.66 | CORP | Long | |
| 863667101 | 863667101 | Stryker Corp | 18.0 | 4568.58 | CORP | Long | |
| 31418EHJ2 | 31418EHJ2 | Fannie Mae | 24457.38 | 23618.85 | USGSE | Long | |
| 3132DWDR1 | 3132DWDR1 | Freddie Mac | 33748.36 | 29571.23 | USGSE | Long | |
| 26441CAN5 | 26441CAN5 | Duke Energy Corp | 25000.0 | 24668.45 | CORP | Long | |
| 651639106 | 651639106 | Newmont Corp | 54.0 | 2858.22 | CORP | Long | |
| 000000000 | 000000000 | Fixed Income Clearing Corp | 432321.33 | 432321.33 | CORP | Long | |
| 029899101 | 029899101 | American States Water Co | 84.0 | 7910.28 | CORP | Long | |
| 00766T100 | 00766T100 | AECOM | 229.0 | 19984.83 | CORP | Long | |
| 000000000 | 000000000 | Willis Towers Watson PLC | 153.0 | 38891.07 | CORP | Long | |
| 855244AW9 | 855244AW9 | STARBUCKS CORP | 30000.0 | 25892.27 | CORP | Long | |
| 67066G104 | 67066G104 | NVIDIA Corp | 480.0 | 93777.6 | CORP | Long | |
| 086516101 | 086516101 | Best Buy Co Inc | 17.0 | 1508.24 | CORP | Long | |
| 166764100 | 166764100 | Chevron Corp | 66.0 | 11485.32 | CORP | Long | |
| 969904101 | 969904101 | Williams-Sonoma Inc | 55.0 | 7421.7 | CORP | Long | |
| 00724F101 | 00724F101 | Adobe Inc | 103.0 | 38145.02 | CORP | Long | |
| 493267108 | 493267108 | KeyCorp | 169.0 | 3243.11 | CORP | Long | |
| 105368203 | 105368203 | Brandywine Realty Trust | 961.0 | 6304.16 | CORP | Long | |
| 852312305 | 852312305 | STAAR Surgical Co | 58.0 | 4091.9 | CORP | Long | |
| 874054109 | 874054109 | Take-Two Interactive Software Inc | 183.0 | 20721.09 | CORP | Long | |
| 94106L109 | 94106L109 | Waste Management Inc | 21.0 | 3249.33 | CORP | Long | |
| 912810RM2 | 912810RM2 | United States Treasury | 46000.0 | 40499.77 | UST | Long | |
| 670100205 | 670100205 | Novo Nordisk A/S | 167.0 | 23176.26 | CORP | Long | |
| 31418DET5 | 31418DET5 | Fannie Mae | 2128.62 | 2031.03 | USGSE | Long | |
| 78709Y105 | 78709Y105 | Saia Inc | 28.0 | 7637.84 | CORP | Long | |
| 443510607 | 443510607 | Hubbell Inc | 53.0 | 12132.23 | CORP | Long | |
| 30231GBH4 | 30231GBH4 | EXXON MOBIL CORPORATION | 27000.0 | 26250.86 | CORP | Long | |
| 02079K107 | 02079K107 | Alphabet Inc | 1065.0 | 106361.55 | CORP | Long | |
| 125523100 | 125523100 | Cigna Corp | 31.0 | 9816.77 | CORP | Long | |
| 024013104 | 024013104 | American Assets Trust Inc | 460.0 | 13091.6 | CORP | Long | |
| 15677J108 | 15677J108 | Ceridian HCM Holding Inc | 33.0 | 2385.24 | CORP | Long | |
| 172967KJ9 | 172967KJ9 | Citigroup Inc | 23000.0 | 22865.53 | CORP | Long | |
| 000000000 | 000000000 | CRISPR Therapeutics AG | 265.0 | 13520.3 | CORP | Long | |
| 126650100 | 126650100 | CVS Health Corp | 126.0 | 11115.72 | CORP | Long | |
| 22822V101 | 22822V101 | Crown Castle Inc | 31.0 | 4591.41 | CORP | Long | |
| 26614N102 | 26614N102 | DuPont de Nemours Inc | 40.0 | 2958.0 | CORP | Long | |
| 11120U105 | 11120U105 | Brixmor Property Group Inc | 778.0 | 18306.34 | CORP | Long | |
| 452327109 | 452327109 | Illumina Inc | 150.0 | 32130.0 | CORP | Long | |
| 254687106 | 254687106 | Walt Disney Co/The | 840.0 | 91131.6 | CORP | Long | |
| 26622P107 | 26622P107 | Doximity Inc | 862.0 | 30402.74 | CORP | Long | |
| 3140KEN95 | 3140KEN95 | Fannie Mae | 3903.71 | 3298.94 | USGSE | Long | |
| 87612E106 | 87612E106 | Target Corp | 48.0 | 8262.72 | CORP | Long | |
| 253393102 | 253393102 | Dick's Sporting Goods Inc | 56.0 | 7322.56 | CORP | Long | |
| 366651107 | 366651107 | Gartner Inc | 25.0 | 8453.5 | CORP | Long | |
| 571748102 | 571748102 | Marsh & McLennan Cos Inc | 37.0 | 6471.67 | CORP | Long | |
| 931142103 | 931142103 | Walmart Inc | 118.0 | 16976.66 | CORP | Long | |
| 91347P105 | 91347P105 | Universal Display Corp | 46.0 | 6096.38 | CORP | Long | |
| 191216100 | 191216100 | Coca-Cola Co/The | 165.0 | 10117.8 | CORP | Long | |
| 22002T108 | 22002T108 | Corporate Office Properties Trust | 471.0 | 13220.97 | CORP | Long | |
| 31418DCB6 | 31418DCB6 | Fannie Mae | 1335.79 | 1342.55 | USGSE | Long | |
| 57164Y107 | 57164Y107 | Marriott Vacations Worldwide Corp | 86.0 | 13763.44 | CORP | Long | |
| 693718108 | 693718108 | PACCAR Inc | 159.0 | 17380.29 | CORP | Long | |
| 30231G102 | 30231G102 | Exxon Mobil Corp | 122.0 | 14153.22 | CORP | Long | |
| 219350105 | 219350105 | Corning Inc | 56.0 | 1938.16 | CORP | Long | |
| 17108JAA1 | 17108JAA1 | CHRISTUS HEALTH | 10000.0 | 9804.2 | CORP | Long | |
| 29786A106 | 29786A106 | Etsy Inc | 64.0 | 8805.12 | CORP | Long | |
| 31418D3G5 | 31418D3G5 | Fannie Mae | 43276.72 | 36481.78 | USGSE | Long | |
| 025816BW8 | 025816BW8 | American Express Co | 22000.0 | 21874.09 | CORP | Long | |
| 44107P104 | 44107P104 | Host Hotels & Resorts Inc | 146.0 | 2752.1 | CORP | Long | |
| 858119100 | 858119100 | Steel Dynamics Inc | 107.0 | 12908.48 | CORP | Long | |
| 543495659 | 543495659 | Loomis Sayles Inflation Protected Securities Fund | 75892.067 | 748295.78 | RF | Long | |
| 816300107 | 816300107 | Selective Insurance Group Inc | 118.0 | 11210.0 | CORP | Long | |
| 011659109 | 011659109 | Alaska Air Group Inc | 210.0 | 10781.4 | CORP | Long | |
| 579780206 | 579780206 | McCormick & Co Inc/MD | 101.0 | 7587.12 | CORP | Long | |
| 06051GGA1 | 06051GGA1 | Bank of America Corp | 26000.0 | 24800.21 | CORP | Long | |
| 00507V109 | 00507V109 | Activision Blizzard Inc | 166.0 | 12710.62 | CORP | Long | |
| 209115104 | 209115104 | Consolidated Edison Inc | 96.0 | 9149.76 | CORP | Long | |
| 912810SY5 | 912810SY5 | United States Treasury | 27000.0 | 21536.72 | UST | Long | |
| 25960P109 | 25960P109 | Douglas Emmett Inc | 327.0 | 5477.25 | UST | Long | |
| 67066GAF1 | 67066GAF1 | NVIDIA CORP | 15000.0 | 13633.72 | CORP | Long | |
| 573284106 | 573284106 | Martin Marietta Materials Inc | 23.0 | 8271.72 | CORP | Long | |
| 09062XAH6 | 09062XAH6 | BIOGEN INC | 15000.0 | 12717.47 | CORP | Long | |
| 142339100 | 142339100 | Carlisle Cos Inc | 42.0 | 10536.12 | CORP | Long | |
| 33616C100 | 33616C100 | First Republic Bank/CA | 46.0 | 6480.48 | CORP | Long | |
| 000000000 | 000000000 | Perrigo Co PLC | 129.0 | 4827.18 | CORP | Long | |
| 872540109 | 872540109 | TJX Cos Inc/The | 120.0 | 9823.2 | CORP | Long | |
| 45337C102 | 45337C102 | Incyte Corp | 61.0 | 5193.54 | CORP | Long | |
| 361448103 | 361448103 | GATX Corp | 54.0 | 6180.3 | CORP | Long | |
| 61174X109 | 61174X109 | Monster Beverage Corp | 663.0 | 69005.04 | CORP | Long | |
| 379577208 | 379577208 | Globus Medical Inc | 82.0 | 6191.0 | CORP | Long | |
| 000000000 | 000000000 | Janus Henderson Group PLC | 211.0 | 5469.12 | CORP | Long | |
| 427866108 | 427866108 | Hershey Co/The | 30.0 | 6738.0 | CORP | Long | |
| 31418DC67 | 31418DC67 | Fannie Mae | 1159.21 | 1103.41 | USGSE | Long | |
| 771195104 | 771195104 | Roche Holding AG | 496.0 | 19418.4 | CORP | Long | |
| 64110L106 | 64110L106 | Netflix Inc | 267.0 | 94480.62 | CORP | Long | |
| 127387108 | 127387108 | Cadence Design Systems Inc | 23.0 | 4205.09 | CORP | Long | |
| 3132DWD83 | 3132DWD83 | Freddie Mac | 5806.03 | 5606.97 | USGSE | Long | |
| 89114TZQ8 | 89114TZQ8 | TORONTO-DOMINION BANK | 16000.0 | 13418.49 | CORP | Long | |
| 46120E602 | 46120E602 | Intuitive Surgical Inc | 71.0 | 17443.99 | CORP | Long | |
| 94106LBR9 | 94106LBR9 | WASTE MANAGEMENT INC | 12000.0 | 9468.6 | CORP | Long | |
| 278865100 | 278865100 | Ecolab Inc | 24.0 | 3715.92 | CORP | Long | |
| 57636Q104 | 57636Q104 | Mastercard Inc | 21.0 | 7782.6 | CORP | Long | |
| 00206R102 | 00206R102 | AT&T Inc | 914.0 | 18618.18 | CORP | Long | |
| 553498106 | 553498106 | MSA Safety Inc | 58.0 | 7910.62 | CORP | Long | |
| 11135F101 | 11135F101 | Broadcom Inc | 18.0 | 10530.18 | CORP | Long | |
| 031162100 | 031162100 | Amgen Inc | 21.0 | 5300.4 | CORP | Long | |
| 060505104 | 060505104 | Bank of America Corp | 1234.0 | 43782.32 | CORP | Long | |
| 440452100 | 440452100 | Hormel Foods Corp | 177.0 | 8019.87 | CORP | Long | |
| 88160R101 | 88160R101 | Tesla Inc | 369.0 | 63918.18 | CORP | Long | |
| 902973304 | 902973304 | US Bancorp | 135.0 | 6723.0 | CORP | Long | |
| 134429109 | 134429109 | Campbell Soup Co | 109.0 | 5660.37 | CORP | Long | |
| 437076102 | 437076102 | Home Depot Inc/The | 61.0 | 19774.37 | CORP | Long | |
| 6174468G7 | 6174468G7 | Morgan Stanley | 12000.0 | 11693.78 | CORP | Long | |
| 30161NAX9 | 30161NAX9 | Exelon Corp | 16000.0 | 15405.46 | CORP | Long | |
| 458140100 | 458140100 | Intel Corp | 362.0 | 10230.12 | CORP | Long | |
| 227046109 | 227046109 | Crocs Inc | 49.0 | 5966.73 | CORP | Long | |
| 45768S105 | 45768S105 | Innospec Inc | 82.0 | 9267.64 | CORP | Long | |
| 133131102 | 133131102 | Camden Property Trust | 49.0 | 6037.29 | CORP | Long | |
| 31418DYZ9 | 31418DYZ9 | Fannie Mae | 40510.86 | 36959.25 | USGSE | Long | |
| 760759AX8 | 760759AX8 | REPUBLIC SERVICES INC | 16000.0 | 12806.9 | CORP | Long | |
| 38526M106 | 38526M106 | Grand Canyon Education Inc | 69.0 | 8042.64 | CORP | Long | |
| 98850P109 | 98850P109 | Yum China Holdings Inc | 437.0 | 26923.57 | CORP | Long | |
| 06406HCS6 | 06406HCS6 | BANK OF NY MELLON CORP | 23000.0 | 22690.04 | CORP | Long | |
| 205887102 | 205887102 | Conagra Brands Inc | 174.0 | 6471.06 | CORP | Long | |
| 34964C106 | 34964C106 | Fortune Brands Innovations Inc | 308.0 | 19869.08 | CORP | Long | |
| 577081102 | 577081102 | Mattel Inc | 413.0 | 8449.98 | CORP | Long | |
| 099724106 | 099724106 | BorgWarner Inc | 635.0 | 30022.8 | CORP | Long | |
| 291011BQ6 | 291011BQ6 | EMERSON ELECTRIC CO | 13000.0 | 11437.16 | CORP | Long | |
| 27579R104 | 27579R104 | East West Bancorp Inc | 185.0 | 14526.2 | CORP | Long | |
| 31418D3H3 | 31418D3H3 | Fannie Mae | 22299.7 | 19589.4 | USGSE | Long | |
| 002824100 | 002824100 | Abbott Laboratories | 103.0 | 11386.65 | CORP | Long | |
| 55024U109 | 55024U109 | Lumentum Holdings Inc | 78.0 | 4694.04 | CORP | Long | |
| 31428X106 | 31428X106 | FedEx Corp | 24.0 | 4652.64 | CORP | Long | |
| 87165B103 | 87165B103 | Synchrony Financial | 88.0 | 3232.24 | CORP | Long | |
| 000361105 | 000361105 | AAR Corp | 199.0 | 10236.56 | CORP | Long | |
| 57638P104 | 57638P104 | Masterbrand Inc | 489.0 | 4498.8 | CORP | Long | |
| 45866FAL8 | 45866FAL8 | INTERCONTINENTALEXCHANGE | 31000.0 | 22373.32 | CORP | Long | |
| 192422103 | 192422103 | Cognex Corp | 150.0 | 8211.0 | CORP | Long | |
| 70438V106 | 70438V106 | Paylocity Holding Corp | 43.0 | 8956.47 | CORP | Long | |
| 537008104 | 537008104 | Littelfuse Inc | 29.0 | 7444.01 | CORP | Long | |
| 56501RAN6 | 56501RAN6 | MANULIFE FINANCIAL CORP | 19000.0 | 17570.54 | CORP | Long | |
| 3132DWDK6 | 3132DWDK6 | Freddie Mac | 32446.53 | 29496.98 | USGSE | Long | |
| 03676B102 | 03676B102 | Antero Midstream Corp | 655.0 | 7139.5 | CORP | Long | |
| 701094104 | 701094104 | Parker-Hannifin Corp | 114.0 | 37164.0 | CORP | Long | |
| 36266G107 | 36266G107 | GE HealthCare Technologies Inc | 24.0 | 1668.48 | CORP | Long | |
| 126408103 | 126408103 | CSX Corp | 292.0 | 9028.64 | CORP | Long | |
| 00206RKA9 | 00206RKA9 | AT&T INC | 14000.0 | 10770.65 | CORP | Long | |
| 747525BP7 | 747525BP7 | QUALCOMM INC | 32000.0 | 25766.54 | CORP | Long | |
| 04010LAY9 | 04010LAY9 | ARES CAPITAL CORP | 16000.0 | 15063.3 | CORP | Long | |
| 49456B101 | 49456B101 | Kinder Morgan Inc | 479.0 | 8765.7 | CORP | Long | |
| 500643200 | 500643200 | Korn Ferry | 107.0 | 5776.93 | CORP | Long | |
| 3132DWCU5 | 3132DWCU5 | Freddie Mac | 23020.1 | 20178.42 | USGSE | Long | |
| 38141G104 | 38141G104 | Goldman Sachs Group Inc/The | 112.0 | 40970.72 | CORP | Long | |
| 171779309 | 171779309 | Ciena Corp | 139.0 | 7230.78 | CORP | Long | |
| 12685J105 | 12685J105 | Cable One Inc | 7.0 | 5529.16 | CORP | Long | |
| 92857WAQ3 | 92857WAQ3 | Vodafone Group PLC | 23000.0 | 24732.8 | CORP | Long | |
| 29670G102 | 29670G102 | Essential Utilities Inc | 178.0 | 8317.94 | CORP | Long | |
| 55616P104 | 55616P104 | Macy's Inc | 287.0 | 6781.81 | CORP | Long | |
| 89236TGU3 | 89236TGU3 | TOYOTA MOTOR CREDIT CORP | 17000.0 | 14822.99 | CORP | Long | |
| 053484101 | 053484101 | AvalonBay Communities Inc | 33.0 | 5855.52 | CORP | Long | |
| 303075105 | 303075105 | FactSet Research Systems Inc | 65.0 | 27491.1 | CORP | Long | |
| 824348106 | 824348106 | Sherwin-Williams Co/The | 16.0 | 3785.44 | CORP | Long | |
| 98585X104 | 98585X104 | YETI Holdings Inc | 148.0 | 6624.48 | CORP | Long | |
| 403949100 | 403949100 | HF Sinclair Corp | 131.0 | 7453.9 | CORP | Long | |
| 337932107 | 337932107 | FirstEnergy Corp | 126.0 | 5159.7 | CORP | Long | |
| 369604301 | 369604301 | General Electric Co | 67.0 | 5392.16 | CORP | Long | |
| 03743Q108 | 03743Q108 | APA Corp | 701.0 | 31075.33 | CORP | Long | |
| 244199105 | 244199105 | Deere & Co | 34.0 | 14376.56 | CORP | Long | |
| 032654105 | 032654105 | Analog Devices Inc | 79.0 | 13546.13 | CORP | Long | |
| 31418D2L5 | 31418D2L5 | Fannie Mae | 30368.73 | 25618.08 | USGSE | Long | |
| 808513105 | 808513105 | Charles Schwab Corp/The | 384.0 | 29729.28 | CORP | Long | |
| 756109BH6 | 756109BH6 | REALTY INCOME CORP | 10000.0 | 9516.09 | CORP | Long | |
| 452308109 | 452308109 | Illinois Tool Works Inc | 18.0 | 4248.72 | CORP | Long | |
| 30040W108 | 30040W108 | Eversource Energy | 186.0 | 15313.38 | CORP | Long | |
| 87724P106 | 87724P106 | Taylor Morrison Home Corp | 243.0 | 8699.4 | CORP | Long | |
| 315616102 | 315616102 | F5 Inc | 46.0 | 6792.36 | CORP | Long | |
| 30303M102 | 30303M102 | Meta Platforms Inc | 696.0 | 103683.12 | CORP | Long | |
| 717081103 | 717081103 | Pfizer Inc | 231.0 | 10200.96 | CORP | Long | |
| 92343E102 | 92343E102 | VeriSign Inc | 13.0 | 2834.65 | CORP | Long | |
| 778296103 | 778296103 | Ross Stores Inc | 19.0 | 2245.61 | CORP | Long | |
| 09247XAQ4 | 09247XAQ4 | BLACKROCK INC | 29000.0 | 25485.49 | CORP | Long | |
| 45073V108 | 45073V108 | ITT Inc | 132.0 | 12089.88 | CORP | Long | |
| 82489T104 | 82489T104 | Shockwave Medical Inc | 24.0 | 4510.32 | CORP | Long | |
| 000000000 | 000000000 | Jazz Pharmaceuticals PLC | 57.0 | 8929.62 | CORP | Long | |
| 053807103 | 053807103 | Avnet Inc | 239.0 | 10965.32 | CORP | Long | |
| 16359R103 | 16359R103 | Chemed Corp | 19.0 | 9597.66 | CORP | Long | |
| 92343V104 | 92343V104 | Verizon Communications Inc | 674.0 | 28018.18 | CORP | Long | |
| 78013XZU5 | 78013XZU5 | ROYAL BANK OF CANADA | 14000.0 | 13554.8 | CORP | Long | |
| 68235P108 | 68235P108 | ONE Gas Inc | 89.0 | 7330.04 | CORP | Long | |
| 68389X105 | 68389X105 | Oracle Corp | 1194.0 | 105621.24 | CORP | Long | |
| 75513E101 | 75513E101 | Raytheon Technologies Corp | 101.0 | 10084.85 | CORP | Long | |
| 28176E108 | 28176E108 | Edwards Lifesciences Corp | 51.0 | 3911.7 | CORP | Long | |
| 48251W104 | 48251W104 | KKR & Co Inc | 941.0 | 52517.21 | CORP | Long | |
| 822582AD4 | 822582AD4 | SHELL INTERNATIONAL FIN | 18000.0 | 20982.93 | CORP | Long | |
| 110122CP1 | 110122CP1 | BRISTOL-MYERS SQUIBB CO | 16000.0 | 15249.45 | CORP | Long | |
| 097023105 | 097023105 | Boeing Co/The | 449.0 | 95637.0 | CORP | Long | |
| 713448ES3 | 713448ES3 | PEPSICO INC | 28000.0 | 25449.9 | CORP | Long | |
| 052769106 | 052769106 | Autodesk Inc | 267.0 | 57447.72 | CORP | Long | |
| 668771108 | 668771108 | Gen Digital Inc | 152.0 | 3497.52 | CORP | Long | |
| 96208T104 | 96208T104 | WEX Inc | 40.0 | 7398.8 | CORP | Long | |
| 020002101 | 020002101 | Allstate Corp/The | 27.0 | 3468.69 | CORP | Long | |
| 3132DWDT7 | 3132DWDT7 | Freddie Mac | 63221.79 | 59344.27 | USGSE | Long | |
| 260003108 | 260003108 | Dover Corp | 55.0 | 8350.65 | CORP | Long | |
| 000000000 | 000000000 | TE Connectivity Ltd | 199.0 | 25302.85 | CORP | Long | |
| 961214EH2 | 961214EH2 | WESTPAC BANKING CORP | 24000.0 | 22975.88 | CORP | Long | |
| 31418C2A1 | 31418C2A1 | Fannie Mae | 318.22 | 319.81 | USGSE | Long | |
| 49427F108 | 49427F108 | Kilroy Realty Corp | 145.0 | 5950.8 | USGSE | Long | |
| 37045XBT2 | 37045XBT2 | GENERAL MOTORS FINL CO | 24000.0 | 23304.1 | CORP | Long | |
| 31418EE30 | 31418EE30 | Fannie Mae | 34192.66 | 31066.87 | USGSE | Long | |
| 14448C104 | 14448C104 | Carrier Global Corp | 81.0 | 3687.93 | CORP | Long | |
| 185899101 | 185899101 | Cleveland-Cliffs Inc | 253.0 | 5401.55 | CORP | Long | |
| 525558201 | 525558201 | LeMaitre Vascular Inc | 142.0 | 6699.56 | CORP | Long | |
| 3132DWC76 | 3132DWC76 | Freddie Mac | 51655.21 | 45269.37 | USGSE | Long | |
| 776696106 | 776696106 | Roper Technologies Inc | 23.0 | 9815.25 | CORP | Long | |
| 925652109 | 925652109 | VICI Properties Inc | 145.0 | 4956.1 | CORP | Long | |
| 126408HE6 | 126408HE6 | CSX Corp | 29000.0 | 27117.16 | CORP | Long | |
| 894164102 | 894164102 | Travel + Leisure Co | 194.0 | 8219.78 | CORP | Long | |
| 855244109 | 855244109 | Starbucks Corp | 435.0 | 47475.9 | CORP | Long | |
| 20602D101 | 20602D101 | Concentrix Corp | 54.0 | 7657.74 | CORP | Long | |
| 291011104 | 291011104 | Emerson Electric Co | 110.0 | 9924.2 | CORP | Long | |
| 445658107 | 445658107 | JB Hunt Transport Services Inc | 22.0 | 4159.1 | CORP | Long | |
| 174610105 | 174610105 | Citizens Financial Group Inc | 108.0 | 4678.56 | CORP | Long | |
| 828806109 | 828806109 | Simon Property Group Inc | 26.0 | 3339.96 | CORP | Long | |
| 31418DCZ3 | 31418DCZ3 | Fannie Mae | 528.57 | 517.48 | USGSE | Long | |
| 31418DCX8 | 31418DCX8 | Fannie Mae | 1856.12 | 1706.92 | USGSE | Long | |
| 988498101 | 988498101 | Yum! Brands Inc | 179.0 | 23361.29 | CORP | Long | |
| 48305QAC7 | 48305QAC7 | KAISER FOUNDATION HOSPIT | 12000.0 | 11485.07 | CORP | Long | |
| 31418DWS7 | 31418DWS7 | Fannie Mae | 37185.2 | 32727.03 | USGSE | Long | |
| 977852102 | 977852102 | Wolfspeed Inc | 81.0 | 6237.81 | CORP | Long | |
| 00404A109 | 00404A109 | Acadia Healthcare Co Inc | 119.0 | 9998.38 | CORP | Long | |
| 745867101 | 745867101 | PulteGroup Inc | 552.0 | 31403.28 | CORP | Long | |
| 912810SF6 | 912810SF6 | United States Treasury | 43000.0 | 38013.01 | UST | Long | |
| 50540R409 | 50540R409 | Laboratory Corp of America Holdings | 19.0 | 4790.28 | CORP | Long | |
| 064058100 | 064058100 | Bank of New York Mellon Corp/The | 619.0 | 31302.83 | CORP | Long | |
| 617446448 | 617446448 | Morgan Stanley | 73.0 | 7105.09 | CORP | Long | |
| 61747YEC5 | 61747YEC5 | MORGAN STANLEY | 16000.0 | 14275.66 | CORP | Long | |
| 360271100 | 360271100 | Fulton Financial Corp | 976.0 | 16328.48 | CORP | Long | |
| 615394202 | 615394202 | Moog Inc | 63.0 | 6005.16 | CORP | Long | |
| 723787107 | 723787107 | Pioneer Natural Resources Co | 15.0 | 3455.25 | CORP | Long | |
| 149123101 | 149123101 | Caterpillar Inc | 20.0 | 5045.8 | CORP | Long | |
| 461418444 | 461418444 | WCM Focused International Growth Fund | 39938.985 | 856691.23 | RF | Long | |
| 88033G407 | 88033G407 | Tenet Healthcare Corp | 112.0 | 6143.2 | CORP | Long | |
| 451107106 | 451107106 | IDACORP Inc | 78.0 | 8253.18 | CORP | Long | |
| 126650CX6 | 126650CX6 | CVS Health Corp | 8000.0 | 7864.54 | CORP | Long | |
| 747525103 | 747525103 | QUALCOMM Inc | 280.0 | 37298.8 | CORP | Long | |
| 82509L107 | 82509L107 | Shopify Inc | 427.0 | 21038.29 | CORP | Long | |
| 92828Q109 | 92828Q109 | Virtus Investment Partners Inc | 41.0 | 8810.08 | CORP | Long | |
| 64125C109 | 64125C109 | Neurocrine Biosciences Inc | 73.0 | 8097.89 | CORP | Long | |
| 38148LAE6 | 38148LAE6 | GOLDMAN SACHS GROUP INC | 24000.0 | 23454.0 | CORP | Long | |
| 31418D3Y6 | 31418D3Y6 | Fannie Mae | 17499.81 | 15364.12 | USGSE | Long | |
| 02005N100 | 02005N100 | Ally Financial Inc | 1304.0 | 42366.96 | CORP | Long | |
| 31418DA93 | 31418DA93 | Fannie Mae | 3902.07 | 3749.6 | USGSE | Long | |
| 31620RAJ4 | 31620RAJ4 | FIDELITY NATL FINANCIAL | 8000.0 | 7045.15 | CORP | Long | |
| 947890109 | 947890109 | Webster Financial Corp | 247.0 | 13004.55 | CORP | Long | |
| 835495102 | 835495102 | Sonoco Products Co | 189.0 | 11549.79 | CORP | Long | |
| 40412C101 | 40412C101 | HCA Healthcare Inc | 119.0 | 30353.33 | CORP | Long | |
| 33829M101 | 33829M101 | Five Below Inc | 53.0 | 10447.89 | CORP | Long | |
| 826919102 | 826919102 | Silicon Laboratories Inc | 56.0 | 8786.96 | CORP | Long | |
| 023135BF2 | 023135BF2 | Amazon.com Inc | 11000.0 | 10225.48 | CORP | Long | |
| 00130H105 | 00130H105 | AES Corp/The | 325.0 | 8908.25 | CORP | Long | |
| 416515104 | 416515104 | Hartford Financial Services Group Inc/The | 95.0 | 7372.95 | CORP | Long | |
| 285512109 | 285512109 | Electronic Arts Inc | 52.0 | 6691.36 | CORP | Long | |
| 7591EP100 | 7591EP100 | Regions Financial Corp | 133.0 | 3130.82 | CORP | Long | |
| 03674X106 | 03674X106 | Antero Resources Corp | 175.0 | 5047.0 | CORP | Long | |
| 444859102 | 444859102 | Humana Inc | 7.0 | 3581.9 | CORP | Long | |
| 693656100 | 693656100 | PVH Corp | 105.0 | 9439.5 | CORP | Long | |
| 637417106 | 637417106 | National Retail Properties Inc | 265.0 | 12547.75 | CORP | Long | |
| 49338L103 | 49338L103 | Keysight Technologies Inc | 31.0 | 5559.85 | CORP | Long | |
| 501044101 | 501044101 | Kroger Co/The | 68.0 | 3034.84 | CORP | Long | |
| 72352L106 | 72352L106 | Pinterest Inc | 1053.0 | 27683.37 | CORP | Long | |
| 201723103 | 201723103 | Commercial Metals Co | 130.0 | 7055.1 | CORP | Long | |
| 34959J108 | 34959J108 | Fortive Corp | 84.0 | 5714.52 | CORP | Long | |
| 171340102 | 171340102 | Church & Dwight Co Inc | 162.0 | 13099.32 | CORP | Long | |
| 871607107 | 871607107 | Synopsys Inc | 14.0 | 4952.5 | CORP | Long | |
| 63872R350 | 63872R350 | Mirova International Sustainable Equity Fund | 74361.348 | 856642.73 | RF | Long | |
| 037833100 | 037833100 | Apple Inc | 421.0 | 60746.09 | CORP | Long | |
| 603158106 | 603158106 | Minerals Technologies Inc | 97.0 | 6736.65 | CORP | Long | |
| 405024100 | 405024100 | Haemonetics Corp | 62.0 | 5245.2 | CORP | Long | |
| 03662Q105 | 03662Q105 | ANSYS Inc | 43.0 | 11453.48 | CORP | Long | |
| 526107107 | 526107107 | Lennox International Inc | 32.0 | 8339.84 | CORP | Long | |
| 75886F107 | 75886F107 | Regeneron Pharmaceuticals Inc | 58.0 | 43991.26 | CORP | Long | |
| 12503M108 | 12503M108 | Cboe Global Markets Inc | 34.0 | 4177.92 | CORP | Long | |
| 12008R107 | 12008R107 | Builders FirstSource Inc | 115.0 | 9165.5 | CORP | Long | |
| 879369106 | 879369106 | Teleflex Inc | 9.0 | 2190.78 | CORP | Long | |
| 521865BA2 | 521865BA2 | Lear Corp | 10000.0 | 9401.05 | CORP | Long | |
| 053015103 | 053015103 | Automatic Data Processing Inc | 21.0 | 4742.01 | CORP | Long | |
| 845467109 | 845467109 | Southwestern Energy Co | 866.0 | 4780.32 | CORP | Long | |
| 650111107 | 650111107 | New York Times Co/The | 143.0 | 4982.12 | CORP | Long | |
| 744320102 | 744320102 | Prudential Financial Inc | 70.0 | 7345.8 | CORP | Long | |
| 92556VAE6 | 92556VAE6 | VIATRIS INC | 13000.0 | 9488.72 | CORP | Long | |
| 013872106 | 013872106 | Alcoa Corp | 144.0 | 7522.56 | CORP | Long | |
| 86787EBC0 | 86787EBC0 | TRUIST BANK | 27000.0 | 26557.46 | CORP | Long | |
| 912810RS9 | 912810RS9 | United States Treasury | 21000.0 | 16866.45 | UST | Long | |
| 67401PAC2 | 67401PAC2 | OAKTREE SPECIALTY LEND | 16000.0 | 14215.4 | CORP | Long | |
| 100557107 | 100557107 | Boston Beer Co Inc/The | 51.0 | 19819.11 | CORP | Long | |
| 294429105 | 294429105 | Equifax Inc | 114.0 | 25330.8 | CORP | Long | |
| 92839U206 | 92839U206 | Visteon Corp | 57.0 | 8911.38 | CORP | Long | |
| 460690100 | 460690100 | Interpublic Group of Cos Inc/The | 361.0 | 13162.06 | CORP | Long | |
| 53814L108 | 53814L108 | Livent Corp | 150.0 | 3888.0 | CORP | Long | |
| 60741F104 | 60741F104 | Mobileye Global Inc | 83.0 | 3203.8 | CORP | Long | |
| 89417E109 | 89417E109 | Travelers Cos Inc/The | 69.0 | 13187.28 | CORP | Long | |
| 16119P108 | 16119P108 | Charter Communications Inc | 39.0 | 14988.09 | CORP | Long | |
| 243537107 | 243537107 | Deckers Outdoor Corp | 26.0 | 11114.48 | CORP | Long | |
| 92343VEP5 | 92343VEP5 | VERIZON COMMUNICATIONS | 23000.0 | 23309.39 | CORP | Long | |
| 500754106 | 500754106 | Kraft Heinz Co/The | 115.0 | 4660.95 | CORP | Long | |
| 29261A100 | 29261A100 | Encompass Health Corp | 75.0 | 4683.75 | CORP | Long | |
| 962166104 | 962166104 | Weyerhaeuser Co | 87.0 | 2995.41 | CORP | Long | |
| 912810SA7 | 912810SA7 | United States Treasury | 35000.0 | 30824.61 | UST | Long | |
| 872540AV1 | 872540AV1 | TJX COS INC | 35000.0 | 30167.21 | CORP | Long | |
| 247361702 | 247361702 | Delta Air Lines Inc | 193.0 | 7546.3 | CORP | Long | |
| 12653C108 | 12653C108 | CNX Resources Corp | 430.0 | 7193.9 | CORP | Long | |
| 31418EDE7 | 31418EDE7 | Fannie Mae | 30714.7 | 28808.71 | USGSE | Long | |
| 88579YBN0 | 88579YBN0 | 3M COMPANY | 30000.0 | 27016.14 | CORP | Long | |
| 09857L108 | 09857L108 | Booking Holdings Inc | 24.0 | 58418.4 | CORP | Long | |
| 74144T108 | 74144T108 | T Rowe Price Group Inc | 26.0 | 3028.22 | CORP | Long | |
| 885160101 | 885160101 | Thor Industries Inc | 60.0 | 5719.8 | CORP | Long | |
| 66987V109 | 66987V109 | Novartis AG | 318.0 | 28817.16 | CORP | Long | |
| 000000000 | 000000000 | Aptiv PLC | 32.0 | 3618.88 | CORP | Long | |
| 16115Q308 | 16115Q308 | Chart Industries Inc | 26.0 | 3483.48 | CORP | Long | |
| 49271V100 | 49271V100 | Keurig Dr Pepper Inc | 155.0 | 5468.4 | CORP | Long | |
| 58933Y105 | 58933Y105 | Merck & Co Inc | 138.0 | 14822.58 | CORP | Long | |
| 29444U700 | 29444U700 | Equinix Inc | 6.0 | 4428.78 | CORP | Long | |
| 216648402 | 216648402 | Cooper Cos Inc/The | 9.0 | 3140.37 | CORP | Long | |
| 194162103 | 194162103 | Colgate-Palmolive Co | 71.0 | 5291.63 | CORP | Long | |
| 518415104 | 518415104 | Lattice Semiconductor Corp | 144.0 | 10913.76 | CORP | Long | |
| 78409V104 | 78409V104 | S&P Global Inc | 37.0 | 13872.78 | CORP | Long | |
| 91324PAR3 | 91324PAR3 | UnitedHealth Group Inc | 22000.0 | 24404.34 | CORP | Long | |
| 688239201 | 688239201 | Oshkosh Corp | 104.0 | 10481.12 | CORP | Long | |
| 532457108 | 532457108 | Eli Lilly & Co | 25.0 | 8603.75 | CORP | Long | |
| 37940X102 | 37940X102 | Global Payments Inc | 150.0 | 16908.0 | CORP | Long | |
| 806407102 | 806407102 | Henry Schein Inc | 66.0 | 5685.9 | CORP | Long | |
| 46625H100 | 46625H100 | JPMorgan Chase & Co | 229.0 | 32050.84 | CORP | Long | |
| 023135106 | 023135106 | Amazon.com Inc | 1732.0 | 178621.16 | CORP | Long | |
| 40434L105 | 40434L105 | HP Inc | 99.0 | 2884.86 | CORP | Long | |
| 233331107 | 233331107 | DTE Energy Co | 39.0 | 4538.43 | CORP | Long | |
| 302520101 | 302520101 | FNB Corp/PA | 1399.0 | 19963.73 | CORP | Long | |
| 235825205 | 235825205 | Dana Inc | 427.0 | 7745.78 | CORP | Long | |
| 29446MAG7 | 29446MAG7 | EQUINOR ASA | 18000.0 | 15741.5 | CORP | Long | |
| 303250104 | 303250104 | Fair Isaac Corp | 14.0 | 9323.3 | CORP | Long | |
| 384109104 | 384109104 | Graco Inc | 221.0 | 15098.72 | CORP | Long | |
| 759509102 | 759509102 | Reliance Steel & Aluminum Co | 41.0 | 9325.45 | CORP | Long | |
| 682680103 | 682680103 | ONEOK Inc | 88.0 | 6026.24 | CORP | Long | |
| 927804FU3 | 927804FU3 | VIRGINIA ELEC & POWER CO | 33000.0 | 31994.45 | CORP | Long | |
| 84861TAJ7 | 84861TAJ7 | SPIRIT REALTY LP | 8000.0 | 6198.36 | CORP | Long | |
| 858586100 | 858586100 | Stepan Co | 56.0 | 6151.04 | CORP | Long | |
| 071813109 | 071813109 | Baxter International Inc | 75.0 | 3426.75 | CORP | Long | |
| 110122108 | 110122108 | Bristol-Myers Squibb Co | 133.0 | 9662.45 | CORP | Long | |
| 48666K109 | 48666K109 | KB Home | 237.0 | 9112.65 | CORP | Long | |
| 847215100 | 847215100 | SpartanNash Co | 137.0 | 4340.16 | CORP | Long | |
| 025816109 | 025816109 | American Express Co | 205.0 | 35860.65 | CORP | Long | |
| 23291KAG0 | 23291KAG0 | DH EUROPE FINANCE II | 12000.0 | 11521.19 | CORP | Long | |
| 410867105 | 410867105 | Hanover Insurance Group Inc/The | 82.0 | 11035.56 | CORP | Long | |
| 29109X106 | 29109X106 | Aspen Technology Inc | 24.0 | 4770.0 | CORP | Long | |
| 14040H105 | 14040H105 | Capital One Financial Corp | 362.0 | 43078.0 | CORP | Long | |
| 026874784 | 026874784 | American International Group Inc | 254.0 | 16057.88 | CORP | Long | |
| 68389XBC8 | 68389XBC8 | Oracle Corp | 24000.0 | 23055.1 | CORP | Long | |
| 000000000 | 000000000 | Eaton Corp PLC | 81.0 | 13139.01 | CORP | Long | |
| 375558103 | 375558103 | Gilead Sciences Inc | 82.0 | 6883.08 | CORP | Long | |
| 784117103 | 784117103 | SEI Investments Co | 404.0 | 25221.72 | CORP | Long | |
| 78463M107 | 78463M107 | SPS Commerce Inc | 52.0 | 7076.16 | CORP | Long | |
| 20825C104 | 20825C104 | ConocoPhillips | 203.0 | 24739.61 | CORP | Long | |
| 720198AE0 | 720198AE0 | PIEDMONT OPERATING PARTN | 32000.0 | 25148.4 | CORP | Long |