NPORT-P
false
0000912577
XXXXXXXX
S000009746
C000026773
C000199834
Federated Hermes Insurance Series
811-08042
0000912577
254900PGYAB5I8WZFV72
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes Managed Volatility Fund II
S000009746
BD970B5DUZKP046BJ822
2022-12-31
2022-03-31
N
202073402.040000000000
142182.950000000000
201931219.090000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
29944.500000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
ADT Inc
N/A
ADT Inc
00090Q103
15128.0000000000
NS
USD
114821.5200000000
0.0568616980
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
144.0000000000
NS
USD
35987.0400000000
0.0178214345
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
125000.0000000000
PA
USD
132622.0400000000
0.0656768382
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.8800000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EE6
150000.0000000000
PA
USD
130993.2500000000
0.0648702318
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.3800000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
100000.0000000000
PA
USD
86979.6300000000
0.0430738894
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.9200000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
100000.0000000000
PA
USD
91058.9100000000
0.0450940228
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.5000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
75000.0000000000
PA
USD
73129.3600000000
0.0362149847
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.6300000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
92000.0000000000
PA
USD
93291.0500000000
0.0461994190
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.1100000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
5157.0000000000
NS
USD
471968.6400000000
0.2337274257
Long
EC
CORP
US
N
1
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764CA6
105000.0000000000
PA
USD
99429.8500000000
0.0492394640
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.0800000000
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
205.0000000000
NS
USD
28501.1500000000
0.0141142861
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
2884.0000000000
NS
USD
258608.2800000000
0.1280675079
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
7567.0000000000
NS
USD
379787.7300000000
0.1880777681
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
1755.0000000000
NS
USD
222025.0500000000
0.1099508293
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
15000.0000000000
PA
USD
15409.4000000000
0.0076310142
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
205.0000000000
NS
USD
48605.5000000000
0.0240703246
Long
EC
CORP
US
N
1
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
100000.0000000000
PA
USD
98862.1900000000
0.0489583485
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.6000000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
1973.0000000000
NS
USD
405648.8000000000
0.2008846388
Long
EC
CORP
US
N
1
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BH0
40000.0000000000
PA
USD
33761.0300000000
0.0167190740
Long
DBT
CORP
US
Y
2
2051-09-23
Fixed
3.3800000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518AD0
90000.0000000000
PA
USD
74312.0400000000
0.0368006692
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.9000000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
1765.0000000000
NS
USD
88867.7500000000
0.0440089207
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
22791.0000000000
NS
USD
1129521.9600000000
0.5593597489
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
2021.0000000000
NS
USD
467275.4100000000
0.2314032531
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
150000.0000000000
PA
USD
151990.5000000000
0.0752684507
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.3800000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
248.0000000000
NS
USD
71019.7600000000
0.0351702725
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
30230.0000000000
NS
USD
340692.1000000000
0.1687169035
Long
EC
CORP
US
N
1
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
100000.0000000000
PA
USD
110134.1600000000
0.0545404324
Long
DBT
CORP
US
Y
2
2077-04-01
Fixed
4.9000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
40000.0000000000
PA
USD
34448.4000000000
0.0170594721
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.7900000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
200000.0000000000
PA
USD
305572.7400000000
0.1513251598
Long
DBT
CORP
US
Y
2
2039-08-15
Fixed
9.3800000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
200000.0000000000
PA
USD
183334.7000000000
0.0907906667
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.2500000000
N
N
N
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
6245.0000000000
NS
USD
165617.4000000000
0.0820167385
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
3363.0000000000
NS
USD
175817.6400000000
0.0870680823
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
7017.0000000000
NS
USD
332675.9700000000
0.1647471706
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
2288.0000000000
NS
USD
382965.4400000000
0.1896514277
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1251.0000000000
NS
USD
488240.2800000000
0.2417854367
Long
EC
CORP
US
N
1
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAF3
95000.0000000000
PA
USD
85710.7500000000
0.0424455170
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.7500000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
751.0000000000
NS
USD
105853.4500000000
0.0524205472
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
2185.0000000000
NS
USD
126751.8500000000
0.0627698137
Long
EC
CORP
US
N
1
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AK8
165000.0000000000
PA
USD
151173.6400000000
0.0748639268
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.7500000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKG3
200000.0000000000
PA
USD
201813.1700000000
0.0999415400
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.4000000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BD9
150000.0000000000
PA
USD
131975.9900000000
0.0653569025
Long
DBT
CORP
US
Y
2
2031-09-13
Fixed
2.6300000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
378.0000000000
NS
USD
58480.3800000000
0.0289605442
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
3946.0000000000
NS
USD
356165.9600000000
0.1763798394
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
225000.0000000000
PA
USD
218250.0000000000
0.1080813561
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.0000000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
200000.0000000000
PA
USD
182616.2900000000
0.0904348970
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.7100000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
75000.0000000000
PA
USD
69934.1500000000
0.0346326587
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.2500000000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
200000.0000000000
PA
USD
199845.9500000000
0.0989673369
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
40000.0000000000
PA
USD
40400.5700000000
0.0200070946
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.8800000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
55000.0000000000
PA
USD
51705.2500000000
0.0256053770
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.4000000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
412.0000000000
NS
USD
314838.0400000000
0.1559135043
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
530.0000000000
NS
USD
101495.0000000000
0.0502621637
Long
EC
CORP
US
N
1
N
N
N
Virgin Galactic Holdings Inc
549300C631IMXCSMN048
Virgin Galactic Holdings Inc
92766K106
5138.0000000000
NS
USD
50763.4400000000
0.0251389757
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
135000.0000000000
PA
USD
130317.4900000000
0.0645355832
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.1900000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
35000.0000000000
PA
USD
34965.9400000000
0.0173157673
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.1200000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
100000.0000000000
PA
USD
94440.0000000000
0.0467683999
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.6700000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96950FAP9
165000.0000000000
PA
USD
172797.8000000000
0.0855726028
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.9000000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
224.0000000000
NS
USD
42244.1600000000
0.0209200738
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
270000.0000000000
PA
USD
271475.0500000000
0.1344393657
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.8500000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
95000.0000000000
PA
USD
91422.2800000000
0.0452739702
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-5.0000000000
NC
USD
21941.3800000000
0.0108657691
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
Ultra 10-Year US Treasury Note Futures
2022-06-21
-699285.1300000000
USD
21941.3800000000
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
573.0000000000
NS
USD
75229.1700000000
0.0372548486
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCN3
100000.0000000000
PA
USD
96660.2800000000
0.0478679228
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.2700000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
355.0000000000
NS
USD
79101.1000000000
0.0391722985
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
100000.0000000000
PA
USD
114142.2700000000
0.0565253211
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.4800000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
23.0000000000
NS
USD
12546.9600000000
0.0062134820
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
5257.0000000000
NS
USD
855997.3100000000
0.4239053841
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBG2
150000.0000000000
PA
USD
139410.2600000000
0.0690384878
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.7500000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUU1
150000.0000000000
PA
USD
154305.3100000000
0.0764147865
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.4500000000
N
N
N
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
321.0000000000
NS
USD
15799.6200000000
0.0078242582
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865100
838.0000000000
NS
USD
147957.2800000000
0.0732711270
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
471.0000000000
NS
USD
46181.5500000000
0.0228699407
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
14422.0000000000
NS
USD
445784.0200000000
0.2207603272
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
100000.0000000000
PA
USD
106992.6200000000
0.0529846848
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.2500000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K49 Mortgage Trust
30287TAN7
290000.0000000000
PA
USD
290036.1900000000
0.1436311786
Long
ABS-MBS
USGSE
US
Y
2
2048-10-25
Variable
3.7300000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
175000.0000000000
PA
USD
176781.5900000000
0.0875454478
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
93000.0000000000
PA
USD
92058.3600000000
0.0455889686
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.0600000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAA9
80000.0000000000
PA
USD
72338.1100000000
0.0358231433
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
1.6500000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
125000.0000000000
PA
USD
113374.5000000000
0.0561451075
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.4000000000
N
N
N
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
33802.0000000000
NS
USD
442806.2000000000
0.2192856568
Long
EC
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
009279AA8
250000.0000000000
PA
USD
248656.2900000000
0.1231391021
Long
DBT
CORP
NL
Y
2
2027-04-10
Fixed
3.1500000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDK9
75000.0000000000
PA
USD
68634.3500000000
0.0339889742
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.5000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
475000.0000000000
PA
USD
480067.5100000000
0.2377381329
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.9000000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
115000.0000000000
PA
USD
94034.2100000000
0.0465674453
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.9000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
50000.0000000000
PA
USD
49168.3300000000
0.0243490483
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.0300000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAJ2
100000.0000000000
PA
USD
99218.7400000000
0.0491349185
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.1400000000
N
N
N
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
995.0000000000
NS
USD
238262.7000000000
0.1179920079
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
85000.0000000000
PA
USD
67035.1700000000
0.0331970313
Long
DBT
US
N
2
2051-01-15
Fixed
2.9500000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
140000.0000000000
PA
USD
142867.3600000000
0.0707505064
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
235000.0000000000
PA
USD
209472.2200000000
0.1037344403
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.3000000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
690.0000000000
NS
USD
145314.0000000000
0.0719621268
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
100000.0000000000
PA
USD
96070.4400000000
0.0475758233
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.7000000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
625000.0000000000
PA
USD
633958.8100000000
0.3139478942
Long
DBT
US
N
2
2026-02-01
Fixed
3.6500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
60000.0000000000
PA
USD
53924.0200000000
0.0267041522
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.7500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
26000.0000000000
PA
USD
22960.2400000000
0.0113703270
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.1400000000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AD9
250000.0000000000
PA
USD
250411.7000000000
0.1240084129
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.0000000000
N
N
N
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
8220.0000000000
NS
USD
111381.0000000000
0.0551578901
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1873.0000000000
NS
USD
573381.4900000000
0.2839489072
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
193.0000000000
NS
USD
13259.1000000000
0.0065661467
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
125000.0000000000
PA
USD
115414.3700000000
0.0571552881
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.5000000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
1258.0000000000
NS
USD
166471.1400000000
0.0824395261
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
5583.0000000000
NS
USD
522345.4800000000
0.2586749500
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
2321.0000000000
NS
USD
680818.9300000000
0.3371538750
Long
EC
CORP
US
N
1
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
200000.0000000000
PA
USD
186958.7700000000
0.0925853718
Long
DBT
CORP
CA
Y
2
2050-01-25
Fixed
3.8000000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
5417.0000000000
NS
USD
235531.1600000000
0.1166392998
Long
EC
CORP
US
N
1
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA, Inc. Class A
02156K103
3827.0000000000
NS
USD
47760.9600000000
0.0236520931
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
100000.0000000000
PA
USD
103483.6100000000
0.0512469595
Long
DBT
US
N
2
2024-02-15
Fixed
5.0000000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
514.0000000000
NS
USD
70459.1200000000
0.0348926334
Long
EC
CORP
US
N
1
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
40000.0000000000
PA
USD
39780.1200000000
0.0196998365
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.2000000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
145000.0000000000
PA
USD
153709.5800000000
0.0761197702
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
1917.0000000000
NS
USD
158593.4100000000
0.0785383314
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
573.0000000000
NS
USD
94848.6900000000
0.0469707906
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
300000.0000000000
PA
USD
321549.6800000000
0.1592372301
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.5000000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
300000.0000000000
PA
USD
296324.7200000000
0.1467453727
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.1000000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AR0
200000.0000000000
PA
USD
202724.4400000000
0.1003928174
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.6500000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
100000.0000000000
PA
USD
95827.9200000000
0.0474557230
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.5500000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
75000.0000000000
PA
USD
69364.7100000000
0.0343506617
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.6300000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
100000.0000000000
PA
USD
101904.9500000000
0.0504651784
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.0000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
450000.0000000000
PA
USD
445788.0900000000
0.2207623427
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.4200000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
769.0000000000
NS
USD
218211.4400000000
0.1080622605
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
5172.0000000000
NS
USD
485857.6800000000
0.2406055300
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
45000.0000000000
PA
USD
41596.3600000000
0.0205992715
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
500000.0000000000
PA
USD
433841.5400000000
0.2148461946
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.9900000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
21900.0000000000
NS
USD
487494.0000000000
0.2414158654
Long
EC
CORP
US
N
1
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
105000.0000000000
PA
USD
120927.3900000000
0.0598854355
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.0000000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
125000.0000000000
PA
USD
124769.1100000000
0.0617879249
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.9000000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
35000.0000000000
PA
USD
36549.8300000000
0.0181001383
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
15000.0000000000
PA
USD
15174.4100000000
0.0075146429
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.6300000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAD5
200000.0000000000
PA
USD
199797.1600000000
0.0989431753
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
2.2000000000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N103
919.0000000000
NS
USD
47475.5400000000
0.0235107480
Long
EC
CORP
US
N
1
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAU5
250000.0000000000
PA
USD
255523.4100000000
0.1265398244
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.7500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
100000.0000000000
PA
USD
93074.6600000000
0.0460922588
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.9500000000
N
N
N
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
4868.0000000000
NS
USD
349571.0800000000
0.1731139353
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
9599.0000000000
NS
USD
595138.0000000000
0.2947231254
Long
EC
CORP
US
N
1
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
40000.0000000000
PA
USD
38174.8300000000
0.0189048678
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6000000000
N
N
N
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
23886.0000000000
NS
USD
438546.9600000000
0.2171764039
Long
EC
CORP
US
N
1
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
344.0000000000
NS
USD
78820.7200000000
0.0390334493
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
200000.0000000000
PA
USD
194931.5600000000
0.0965336419
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.6500000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AA8
115000.0000000000
PA
USD
112740.7900000000
0.0558312828
Long
DBT
CORP
US
Y
2
2049-11-15
Fixed
3.9000000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
1955.0000000000
NS
USD
423511.6500000000
0.2097306459
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
347.0000000000
NS
USD
69205.6800000000
0.0342719072
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29278NAF0
160000.0000000000
PA
USD
168270.8500000000
0.0833307751
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.9500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GME0
1656.3300000000
PA
USD
1739.5500000000
0.0008614567
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
2.0700000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAV3
75000.0000000000
PA
USD
75743.8900000000
0.0375097473
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.0000000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
3483.0000000000
NS
USD
130438.3500000000
0.0645954353
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
996.0000000000
NS
USD
100994.4000000000
0.0500142576
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DC90
4023.8500000000
PA
USD
4350.3000000000
0.0021543474
Long
ABS-MBS
USGA
US
N
2
2029-08-20
Fixed
7.0000000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
60000.0000000000
PA
USD
59191.1300000000
0.0293125205
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.4800000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
12244.0000000000
NS
USD
434049.8000000000
0.2149493288
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
6032.0000000000
NS
USD
437380.3200000000
0.2165986626
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
100000.0000000000
PA
USD
107034.8600000000
0.0530056028
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.1300000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
24000.0000000000
PA
USD
25147.3800000000
0.0124534384
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3000000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DD3
150000.0000000000
PA
USD
151459.0500000000
0.0750052670
Long
DBT
CORP
US
Y
2
2023-02-22
Fixed
3.3500000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
954.0000000000
NS
USD
112228.5600000000
0.0555776172
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
174.0000000000
NS
USD
76803.6000000000
0.0380345349
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
150000.0000000000
PA
USD
130015.1400000000
0.0643858540
Long
DBT
US
N
2
2031-03-15
Fixed
2.0000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
120000.0000000000
PA
USD
105249.1700000000
0.0521212968
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.9500000000
N
N
N
N
N
N
Federated Hermes Short-Intermediate Government Fund
254900SWAIADU3QEC772
Federated US Government Securities Fund: 2-5 Years
31428P103
1063.4290000000
NS
USD
11134.1000000000
0.0055138081
Long
EC
RF
US
N
1
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
2797.0000000000
NS
USD
280874.7400000000
0.1390942625
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
75000.0000000000
PA
USD
68815.3900000000
0.0340786285
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.5800000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BF5
150000.0000000000
PA
USD
152504.3300000000
0.0755229086
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.6300000000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
1558.0000000000
NS
USD
152060.8000000000
0.0753032645
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
918.0000000000
NS
USD
127335.7800000000
0.0630589864
Long
EC
CORP
US
N
1
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
919.0000000000
NS
USD
75560.1800000000
0.0374187708
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
365.0000000000
NS
USD
163235.3000000000
0.0808370794
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
20063.0000000000
NS
USD
339265.3300000000
0.1680103411
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
25701.0000000000
NS
USD
429463.7100000000
0.2126782139
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
125000.0000000000
PA
USD
125657.7800000000
0.0622280104
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
1000.0000000000
PA
USD
1062.1800000000
0.0005260108
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.0000000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
1689.0000000000
NS
USD
58996.7700000000
0.0292162699
Long
EC
CORP
US
N
1
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
65000.0000000000
PA
USD
58882.5500000000
0.0291597061
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.9000000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456B101
13449.0000000000
NS
USD
254320.5900000000
0.1259441661
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
1425.0000000000
NS
USD
375715.5000000000
0.1860611260
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
18307.0000000000
NS
USD
947753.3900000000
0.4693446582
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
423.0000000000
NS
USD
199753.2900000000
0.0989214500
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
800000.0000000000
PA
USD
767000.0000000000
0.3798323030
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZD5
5200000.0000000000
PA
USD
5143616.4000000000
2.5472120771
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.5000000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
293.0000000000
NS
USD
41778.8700000000
0.0206896537
Long
EC
CORP
US
N
1
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAM9
250000.0000000000
PA
USD
255502.0700000000
0.1265292564
Long
DBT
US
N
2
2025-11-15
Fixed
4.0000000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BM4
200000.0000000000
PA
USD
209720.0000000000
0.1038571455
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.9800000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAY3
100000.0000000000
PA
USD
101641.2700000000
0.0503345993
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.7500000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
2617.0000000000
NS
USD
555641.4400000000
0.2751637129
Long
EC
CORP
US
N
1
N
N
N
Solo Brands Inc
N/A
Solo Brands Inc
83425V104
50000.0000000000
NS
USD
426500.0000000000
0.2112105310
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
5436.0000000000
NS
USD
341272.0800000000
0.1690041201
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
40000.0000000000
PA
USD
36458.8900000000
0.0180551032
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.9500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283J7
900000.0000000000
PA
USD
890971.3800000000
0.4412251776
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCP4
330000.0000000000
PA
USD
304551.7500000000
0.1508195471
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.6300000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAE6
25000.0000000000
PA
USD
29206.3400000000
0.0144635090
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.5000000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
35000.0000000000
PA
USD
30869.8600000000
0.0152873142
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.2000000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
50000.0000000000
PA
USD
50446.2700000000
0.0249819073
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.2500000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
115000.0000000000
PA
USD
116352.3000000000
0.0576197680
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.9500000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
3639.0000000000
NS
USD
541919.8800000000
0.2683685477
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
448.0000000000
NS
USD
29370.8800000000
0.0145449922
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
900000.0000000000
PA
USD
782103.6900000000
0.3873119241
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.625
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
500000.0000000000
PA
USD
491122.0500000000
0.2432125415
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.1300000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
7452.0000000000
NS
USD
422826.4800000000
0.2093913373
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1032.0000000000
NS
USD
269321.0400000000
0.1333726609
Long
EC
CORP
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AY0
200000.0000000000
PA
USD
200981.8900000000
0.0995298750
Long
DBT
CORP
US
Y
2
2023-03-14
Fixed
2.7000000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
125000.0000000000
PA
USD
114529.5300000000
0.0567170993
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
400000.0000000000
PA
USD
376720.0400000000
0.1865585924
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDP3
500000.0000000000
PA
USD
467313.7500000000
0.2314222398
Long
DBT
UST
US
N
2
2028-12-31
Fixed
1.3800000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SPDR S+P 500 ETF TRUST
000000000
500.0000000000
NC
USD
38750.0000000000
0.0191897024
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.0000000000
425.000000000000
USD
2022-04-14
XXXX
-95959.5800000000
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
1527.0000000000
NS
USD
514950.2100000000
0.2550126782
Long
EC
CORP
IE
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
250000.0000000000
PA
USD
230728.1100000000
0.1142607424
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.2500000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
3649.0000000000
NS
USD
780521.1000000000
0.3865281968
Long
EC
CORP
CH
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
6357.0000000000
NS
USD
479762.7900000000
0.2375872300
Long
EC
CORP
US
N
1
N
N
N
Terminix Global Holdings Inc
549300GS10644JGL8R77
Terminix Global Holdings Inc
88087E100
386.0000000000
NS
USD
17613.1800000000
0.0087223660
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
18067.0000000000
NS
USD
920332.9800000000
0.4557655741
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
100000.0000000000
PA
USD
102630.6900000000
0.0508245780
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
2890.0000000000
NS
USD
430263.2000000000
0.2130741358
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
8215.0000000000
NS
USD
471294.5500000000
0.2333936041
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311A105
95.0000000000
NS
USD
8045.5500000000
0.0039843022
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
772.0000000000
NS
USD
65820.7200000000
0.0325956136
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
757.0000000000
NS
USD
27418.5400000000
0.0135781580
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
UNITED STATES TREAS BONDS 02/49 3
912810SF6
900000.0000000000
PA
USD
990708.9300000000
0.4906170202
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.0000000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
70000.0000000000
PA
USD
63681.3700000000
0.0315361687
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.2500000000
N
N
N
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
7151.0000000000
NS
USD
468891.0700000000
0.2322033572
Long
EC
CORP
IE
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
3968.0000000000
NS
USD
138959.3600000000
0.0688151939
Long
EC
CORP
JE
N
1
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
9195.0000000000
NS
USD
107581.5000000000
0.0532763089
Long
EC
CORP
KY
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
300000.0000000000
PA
USD
306841.4700000000
0.1519534579
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
1350000.0000000000
PA
USD
1339373.4800000000
0.6632820255
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CED9
775000.0000000000
PA
USD
758652.1500000000
0.3756982964
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.7500000000
N
N
N
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
5018.0000000000
NS
USD
415590.7600000000
0.2058080776
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
2241.0000000000
NS
USD
248638.9500000000
0.1231305150
Long
EC
CORP
IE
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
1685.0000000000
NS
USD
311859.8000000000
0.1544386259
Long
EC
CORP
NL
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
881.0000000000
NS
USD
90584.4200000000
0.0448590468
Long
EC
CORP
NL
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
5157.0000000000
NS
USD
610382.5200000000
0.3022724880
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
150000.0000000000
PA
USD
138619.1900000000
0.0686467356
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.0000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AN6
40000.0000000000
PA
USD
44549.7300000000
0.0220618338
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9000000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
29000.0000000000
PA
USD
31255.1800000000
0.0154781317
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.6900000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B19 Mortgage Trust
08162WBC9
200000.0000000000
PA
USD
179094.9800000000
0.0886910805
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.8500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
40000.0000000000
PA
USD
34788.5000000000
0.0172278958
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.9500000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
123.0000000000
NS
USD
12410.7000000000
0.0061460036
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
655.0000000000
NS
USD
37649.4000000000
0.0186446653
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAU5
150000.0000000000
PA
USD
126068.1200000000
0.0624312182
Long
DBT
US
N
2
2051-01-15
Fixed
3.2500000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
150000.0000000000
PA
USD
136689.1000000000
0.0676909200
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.3800000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
185000.0000000000
PA
USD
182316.8500000000
0.0902866089
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
200000.0000000000
PA
USD
195213.4000000000
0.0966732142
Long
ABS-MBS
CORP
US
Y
2
2036-12-10
Fixed
3.4500000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DLV1
2496.0200000000
PA
USD
2720.0600000000
0.0013470230
Long
ABS-MBS
USGA
US
N
2
2031-02-20
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DRH6
7059.0300000000
PA
USD
7667.2500000000
0.0037969612
Long
ABS-MBS
USGA
US
N
2
2032-01-20
Fixed
6.5000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
200000.0000000000
PA
USD
193328.1800000000
0.0957396191
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.3000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CB0
35000.0000000000
PA
USD
33751.4600000000
0.0167143348
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.3500000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BS8
165000.0000000000
PA
USD
147286.4100000000
0.0729389000
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.3800000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
100000.0000000000
PA
USD
94378.9600000000
0.0467381718
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.9600000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
75000.0000000000
PA
USD
88167.2900000000
0.0436620402
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.3800000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
100000.0000000000
PA
USD
104932.0000000000
0.0519642285
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
115000.0000000000
PA
USD
109112.1000000000
0.0540342897
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.9500000000
N
N
N
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
5816.0000000000
NS
USD
361289.9200000000
0.1789173173
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
100000.0000000000
PA
USD
100568.7600000000
0.0498034729
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.2800000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
100000.0000000000
PA
USD
102210.3600000000
0.0506164230
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.0500000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
19293.0000000000
NS
USD
484447.2300000000
0.2399070496
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
75000.0000000000
PA
USD
76470.0900000000
0.0378693747
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.7500000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
200000.0000000000
PA
USD
203622.8600000000
0.1008377312
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.1300000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
6835.0000000000
NS
USD
532378.1500000000
0.2636433100
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
65000.0000000000
PA
USD
66415.3700000000
0.0328900951
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.3800000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
2401.0000000000
NS
USD
684813.2200000000
0.3391319198
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
54.0000000000
NS
USD
8027.1000000000
0.0039751654
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
2169.0000000000
NS
USD
153196.4700000000
0.0758656689
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
115000.0000000000
PA
USD
103612.5900000000
0.0513108327
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.1000000000
N
N
N
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
3785.0000000000
NS
USD
264950.0000000000
0.1312080426
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
78.0000000000
NS
USD
10265.5800000000
0.0050837013
Long
EC
CORP
US
N
1
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
150000.0000000000
PA
USD
158949.6600000000
0.0787147528
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.6500000000
N
N
N
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive Inc
76954A103
165.0000000000
NS
USD
8289.6000000000
0.0041051602
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BZ3
95000.0000000000
PA
USD
96440.8700000000
0.0477592670
Long
DBT
CORP
CA
Y
2
2042-03-15
Fixed
4.5000000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
120000.0000000000
PA
USD
127441.6000000000
0.0631113904
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.8000000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
2426.0000000000
NS
USD
211353.1200000000
0.1046658961
Long
EC
CORP
US
N
1
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AC6
100000.0000000000
PA
USD
102553.2000000000
0.0507862036
Long
DBT
NUSS
PL
N
2
2024-01-22
Fixed
4.0000000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AN1
10000.0000000000
PA
USD
10126.0000000000
0.0050145787
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.5000000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
1428.0000000000
NS
USD
49708.6800000000
0.0246166394
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
9358.0000000000
NS
USD
347649.7000000000
0.1721624331
Long
EC
CORP
US
N
1
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAU7
200000.0000000000
PA
USD
215149.4300000000
0.1065458976
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.2100000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
100000.0000000000
PA
USD
96247.4900000000
0.0476635017
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.2200000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAN0
200000.0000000000
PA
USD
199881.9900000000
0.0989851846
Long
DBT
US
N
2
2028-01-15
Fixed
3.5000000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
200000.0000000000
PA
USD
203398.0000000000
0.1007263765
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
900000.0000000000
PA
USD
881742.4200000000
0.4366548293
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
400000.0000000000
PA
USD
382337.1200000000
0.1893402723
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
1900000.0000000000
PA
USD
1857269.5700000000
0.9197535569
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.1300000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AF8
55000.0000000000
PA
USD
58646.8900000000
0.0290430030
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
5.0000000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
80000.0000000000
PA
USD
72529.6000000000
0.0359179726
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.7000000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
103.0000000000
NS
USD
31970.1700000000
0.0158322077
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
20.0000000000
NC
USD
11832.0000000000
0.0058594209
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
CBOT 5 Year US Treasury Note
2022-06-30
2281918.0000000000
USD
11832.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SPDR S+P 500 ETF TRUST
000000000
1000.0000000000
NC
USD
11500.0000000000
0.0056950085
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.0000000000
445.000000000000
USD
2022-04-01
XXXX
-106049.1600000000
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
2849.0000000000
NS
USD
341053.7900000000
0.1688960189
Long
EC
CORP
JE
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/VA
00130H105
17546.0000000000
NS
USD
451458.5800000000
0.2235704722
Long
EC
CORP
US
N
1
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAV9
30000.0000000000
PA
USD
30439.5500000000
0.0150742169
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.3500000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
75000.0000000000
PA
USD
83718.1100000000
0.0414587256
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.4500000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
150000.0000000000
PA
USD
121690.6600000000
0.0602634207
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.7000000000
N
N
N
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
4586.0000000000
NS
USD
245167.5600000000
0.1214114197
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
185000.0000000000
PA
USD
171655.9700000000
0.0850071479
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.9500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
75000.0000000000
PA
USD
77446.7800000000
0.0383530493
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.8800000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
75000.0000000000
PA
USD
70136.8900000000
0.0347330593
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.4200000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AZ6
75000.0000000000
PA
USD
75954.6700000000
0.0376141294
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.2000000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
4154.0000000000
NS
USD
290530.7600000000
0.1438760987
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAS1
75000.0000000000
PA
USD
67241.0000000000
0.0332989620
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.8800000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
19183.0000000000
NS
USD
453294.2900000000
0.2244795490
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAH8
50000.0000000000
PA
USD
49492.8900000000
0.0245097763
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.7200000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3081.0000000000
NS
USD
311828.0100000000
0.1544228829
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAX7
175000.0000000000
PA
USD
157138.7100000000
0.0778179376
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.7500000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
95000.0000000000
PA
USD
88862.7300000000
0.0440064347
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.0600000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
643.0000000000
NS
USD
57889.2900000000
0.0286678257
Long
EC
CORP
US
N
1
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAE4
165000.0000000000
PA
USD
162408.8100000000
0.0804277866
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.5500000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAU0
185000.0000000000
PA
USD
182998.1500000000
0.0906240010
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.4000000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
135000.0000000000
PA
USD
130286.9400000000
0.0645204543
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AC1
75000.0000000000
PA
USD
76779.3500000000
0.0380225259
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.1500000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
130000.0000000000
PA
USD
110145.7000000000
0.0545461472
Long
DBT
US
N
2
2033-02-01
Fixed
1.8800000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
6985.0000000000
NS
USD
958062.6000000000
0.4744499658
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
40000.0000000000
PA
USD
39747.5300000000
0.0196836973
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.6000000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
6914.0000000000
NS
USD
772017.2400000000
0.3823169312
Long
EC
CORP
US
N
1
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
100000.0000000000
PA
USD
118700.0400000000
0.0587824114
Long
DBT
CORP
NL
Y
2
2039-10-07
Fixed
6.0000000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
20000.0000000000
PA
USD
19385.5000000000
0.0096000510
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5000000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
2367.0000000000
NS
USD
327853.1700000000
0.1623588326
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
1137.0000000000
NS
USD
165569.9400000000
0.0819932355
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
932.0000000000
NS
USD
279935.5200000000
0.1386291438
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
204.0000000000
NS
USD
569769.9600000000
0.2821604121
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
302.0000000000
NS
USD
839967.7000000000
0.4159672307
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAG3
175000.0000000000
PA
USD
177652.7700000000
0.0879768719
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.8000000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
80000.0000000000
PA
USD
81280.8600000000
0.0402517552
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.8000000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
275000.0000000000
PA
USD
281371.2100000000
0.1393401235
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.1300000000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
8611.0000000000
NS
USD
60621.4400000000
0.0300208359
Long
EC
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
200000.0000000000
PA
USD
184627.2100000000
0.0914307410
Long
DBT
CORP
GB
Y
2
2031-03-17
Fixed
2.8800000000
N
N
N
N
N
N
APA Corp
N/A
APA Corp
03743Q108
11509.0000000000
NS
USD
475666.9700000000
0.2355589057
Long
EC
CORP
US
N
1
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AP8
200000.0000000000
PA
USD
176325.4600000000
0.0873195640
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AQ1
65000.0000000000
PA
USD
65098.7800000000
0.0322380959
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.3800000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
11119.0000000000
NS
USD
661024.5500000000
0.3273513392
Long
EC
CORP
US
N
1
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBA4
200000.0000000000
PA
USD
207521.7500000000
0.1027685322
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.0000000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BT6
70000.0000000000
PA
USD
63354.6000000000
0.0313743463
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.4000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
600000.0000000000
PA
USD
597862.4100000000
0.2960723026
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.5100000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
125000.0000000000
PA
USD
111881.1300000000
0.0554055636
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.5400000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
120000.0000000000
PA
USD
108142.6700000000
0.0535542104
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.2500000000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
1985.0000000000
NS
USD
260154.1000000000
0.1288330260
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
150000.0000000000
PA
USD
154897.8500000000
0.0767082231
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.4000000000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
1118.0000000000
NS
USD
97377.8000000000
0.0482232517
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
8679.0000000000
NS
USD
609960.1200000000
0.3020633079
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
75000.0000000000
PA
USD
76312.4700000000
0.0377913184
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.5100000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
125.0000000000
NS
USD
29951.2500000000
0.0148324019
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
100000.0000000000
PA
USD
102618.5100000000
0.0508185463
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.0500000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
2875.0000000000
NS
USD
180003.7500000000
0.0891411198
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
6306.0000000000
NS
USD
2225450.4600000000
1.1020834074
Long
EC
CORP
US
N
1
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions Inc
109194100
221.0000000000
NS
USD
29324.4900000000
0.0145220190
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAB8
200000.0000000000
PA
USD
202009.8700000000
0.1000389494
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
225000.0000000000
PA
USD
229573.9000000000
0.1136891567
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.5000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
200000.0000000000
PA
USD
208226.8800000000
0.1031177254
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.2500000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
125000.0000000000
PA
USD
114801.9300000000
0.0568519967
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.5800000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
40000.0000000000
PA
USD
43803.7500000000
0.0216924110
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.2500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
95000.0000000000
PA
USD
96433.0400000000
0.0477553894
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.1500000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBC7
40000.0000000000
PA
USD
38831.4300000000
0.0192300280
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.9000000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
1509.0000000000
NS
USD
127223.7900000000
0.0630035269
Long
EC
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
125000.0000000000
PA
USD
126567.1400000000
0.0626783419
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.0000000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AE7
200000.0000000000
PA
USD
192569.8900000000
0.0953641001
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.7500000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AG1
100000.0000000000
PA
USD
87247.8700000000
0.0432067267
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.3800000000
N
N
N
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
124.0000000000
NS
USD
18619.8400000000
0.0092208823
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
175000.0000000000
PA
USD
186938.5400000000
0.0925753535
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.8500000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PBA0
250000.0000000000
PA
USD
252725.3100000000
0.1251541545
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.6000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
65000.0000000000
PA
USD
64917.8600000000
0.0321485010
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.0700000000
N
N
N
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
EAGLE MATERIALS INC
26969P108
494.0000000000
NS
USD
63409.8400000000
0.0314017022
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
1631.0000000000
NS
USD
346130.8200000000
0.1714102562
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
2178.0000000000
NS
USD
397985.9400000000
0.1970898516
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
1410.0000000000
NS
USD
335382.6000000000
0.1660875428
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
50000.0000000000
PA
USD
40355.1800000000
0.0199846166
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.8500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
275000.0000000000
PA
USD
275389.9700000000
0.1363781050
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.6700000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
225000.0000000000
PA
USD
228502.2000000000
0.1131584314
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.3000000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
629.0000000000
NS
USD
223427.0900000000
0.1106451449
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC SR UNSECURED 03/29 4.125
92345YAF3
100000.0000000000
PA
USD
103246.4200000000
0.0511294987
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.1300000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
225000.0000000000
PA
USD
256264.4300000000
0.1269067909
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.5000000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
15824.0000000000
NS
USD
1306904.1600000000
0.6472026296
Long
EC
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
40000.0000000000
PA
USD
36781.1300000000
0.0182146823
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.4000000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
85000.0000000000
PA
USD
76961.5500000000
0.0381127546
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.8000000000
N
N
N
N
N
N
Federated Core Trust - Federated Bank Loan Core Fund
549300FJK5JF0KIC2N83
FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
31409N804
485305.3390000000
NS
USD
4595841.5600000000
2.2759440470
Long
EC
RF
US
N
1
N
N
N
PRUDENTIAL QMA STRAT VAL-
N/A
FEDERATED CORE TR MUTUAL FUND
31409N887
329983.9140000000
NS
USD
2983054.5800000000
1.4772627004
Long
EC
RF
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WestRock Co
96145D105
8619.0000000000
NS
USD
405351.5700000000
0.2007374451
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT JUN22
000000000
147.0000000000
NC
USD
2076691.0500000000
1.0284150511
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Future
CME E-Mini Standard & Poor's 500 Index Future
2022-06-17
31224321.4500000000
USD
2076691.0500000000
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
520.0000000000
NS
USD
120322.8000000000
0.0595860316
Long
EC
CORP
US
N
1
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
100000.0000000000
PA
USD
91125.9800000000
0.0451272371
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.0000000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX CORP SR UNSECURED 01/49 5.576
35137LAK1
60000.0000000000
PA
USD
69959.4400000000
0.0346451828
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.5800000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
12163.0000000000
NS
USD
604987.6200000000
0.2996008357
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
1297.0000000000
NS
USD
11660.0300000000
0.0057742582
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AV4
115000.0000000000
PA
USD
95306.0000000000
0.0471972588
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.6000000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
936.0000000000
NS
USD
380961.3600000000
0.1886589710
Long
EC
CORP
US
N
1
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AG5
35000.0000000000
PA
USD
33755.4800000000
0.0167163256
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.0000000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
125000.0000000000
PA
USD
125034.4300000000
0.0619193162
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.5500000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP SR UNSECURED 04/50 4.7
30161NAY7
100000.0000000000
PA
USD
110343.1600000000
0.0546439330
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.7000000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
859.0000000000
NS
USD
78598.5000000000
0.0389234019
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
80000.0000000000
PA
USD
69643.5500000000
0.0344887484
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.5000000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
46.0000000000
NS
USD
3768.3200000000
0.0018661404
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
2704.0000000000
NS
USD
289436.1600000000
0.1433340329
Long
EC
CORP
US
N
1
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
200000.0000000000
PA
USD
209206.5400000000
0.1036028708
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.2500000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
100000.0000000000
PA
USD
99089.7100000000
0.0490710205
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.0500000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CA2
35000.0000000000
PA
USD
32413.9500000000
0.0160519756
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.8000000000
N
N
N
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
563.0000000000
NS
USD
64947.6800000000
0.0321632684
Long
EC
CORP
US
N
1
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
40000.0000000000
PA
USD
35943.7300000000
0.0177999866
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.4000000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
2584.0000000000
NS
USD
623209.1200000000
0.3086244528
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
759.0000000000
NS
USD
100279.0800000000
0.0496600181
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
14637.0000000000
NS
USD
1995315.8400000000
0.9881165721
Long
EC
CORP
US
N
1
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Kansas City Power & Light Co
485134BR0
190000.0000000000
PA
USD
198126.5900000000
0.0981158787
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.2000000000
N
N
N
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
2396.0000000000
NS
USD
144862.1600000000
0.0717383675
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
1483.0000000000
NS
USD
186887.6600000000
0.0925501569
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
60000.0000000000
PA
USD
55356.5000000000
0.0274135422
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.2000000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
100000.0000000000
PA
USD
94019.2400000000
0.0465600319
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.1500000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
1632.0000000000
NS
USD
538723.2000000000
0.2667854938
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
100000.0000000000
PA
USD
94806.7200000000
0.0469500063
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.7000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
303000.0000000000
PA
USD
277644.5400000000
0.1374946089
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.8000000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
8069.0000000000
NS
USD
462918.5300000000
0.2292456471
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
2218.0000000000
NS
USD
100719.3800000000
0.0498780627
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
533.0000000000
NS
USD
100896.9000000000
0.0499659738
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
3006.0000000000
NS
USD
230890.8600000000
0.1143413391
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAR3
80000.0000000000
PA
USD
74162.6300000000
0.0367266787
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.2000000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
200000.0000000000
PA
USD
191247.3400000000
0.0947091494
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.8800000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
45000.0000000000
PA
USD
40289.6300000000
0.0199521551
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.3700000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
1421.0000000000
NS
USD
474031.3900000000
0.2347489369
Long
EC
CORP
US
Y
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
150000.0000000000
PA
USD
157545.0000000000
0.0780191397
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.8800000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
1876.0000000000
NS
USD
144358.2000000000
0.0714887973
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
582.0000000000
NS
USD
36532.1400000000
0.0180913779
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
100000.0000000000
PA
USD
96944.9900000000
0.0480089163
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.8500000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
145000.0000000000
PA
USD
163349.2300000000
0.0808934996
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.6000000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
3853.0000000000
NS
USD
749716.7400000000
0.3712733194
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAS1
35000.0000000000
PA
USD
30529.7500000000
0.0151188856
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.4000000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
80.0000000000
NS
USD
163566.4000000000
0.0810010462
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
18137.0000000000
NS
USD
517992.7200000000
0.2565193843
Long
EC
CORP
US
N
1
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
70000.0000000000
PA
USD
64925.0000000000
0.0321520369
Long
DBT
CORP
US
Y
2
2067-10-24
Fixed
4.3000000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
250000.0000000000
PA
USD
250099.2200000000
0.1238536672
Long
DBT
US
N
2
2027-05-15
Fixed
3.3500000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
110000.0000000000
PA
USD
110652.2300000000
0.0547969900
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.5100000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
220000.0000000000
PA
USD
196734.6200000000
0.0974265499
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.3000000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
47233JDX3
140000.0000000000
PA
USD
125515.2300000000
0.0621574170
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.7500000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
2101.0000000000
NS
USD
78073.1600000000
0.0386632440
Long
EC
CORP
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
120000.0000000000
PA
USD
114541.9000000000
0.0567232251
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.0000000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AH2
80000.0000000000
PA
USD
73516.1400000000
0.0364065251
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.5500000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
11876.0000000000
NS
USD
1814652.8000000000
0.8986489599
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
40000.0000000000
PA
USD
40037.8000000000
0.0198274443
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
2697.0000000000
NS
USD
174819.5400000000
0.0865738051
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
53.0000000000
NS
USD
2703.0000000000
0.0013385746
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2675.0000000000
NS
USD
661474.0000000000
0.3275739150
Long
EC
CORP
US
N
1
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
40000.0000000000
PA
USD
41416.8300000000
0.0205103650
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.8000000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
916.0000000000
NS
USD
40569.6400000000
0.0200908211
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
19.0000000000
NS
USD
2359.8000000000
0.0011686157
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
325000.0000000000
PA
USD
327823.6400000000
0.1623442088
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.7700000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
14402.0000000000
NS
USD
1051778.0600000000
0.5208595604
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
5000.0000000000
PA
USD
4350.9300000000
0.0021546594
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.1900000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AH6
130000.0000000000
PA
USD
135629.4700000000
0.0671661720
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.3800000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AK9
56000.0000000000
PA
USD
57071.0000000000
0.0282625937
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.4500000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
40000.0000000000
PA
USD
37639.1100000000
0.0186395695
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.7200000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
85000.0000000000
PA
USD
71943.7500000000
0.0356278491
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.9000000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
3457.0000000000
NS
USD
274658.6500000000
0.1360159421
Long
EC
CORP
US
N
1
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
35000.0000000000
PA
USD
35470.2600000000
0.0175655157
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.6000000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
1429.0000000000
NS
USD
162891.7100000000
0.0806669274
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
2668.0000000000
NS
USD
264318.7600000000
0.1308954411
Long
EC
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BP3
130000.0000000000
PA
USD
130739.5100000000
0.0647445752
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.7000000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
130000.0000000000
PA
USD
136629.0500000000
0.0676611822
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
14139.0000000000
NS
USD
755022.6000000000
0.3739008774
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
180000.0000000000
PA
USD
180522.7700000000
0.0893981480
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.3500000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
100000.0000000000
PA
USD
103358.6600000000
0.0511850820
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.9500000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687GA8
45000.0000000000
PA
USD
45527.6900000000
0.0225461373
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.8000000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
30000.0000000000
PA
USD
30315.6200000000
0.0150128445
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
3069.0000000000
NS
USD
163117.3500000000
0.0807786685
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
400000.0000000000
PA
USD
354400.6000000000
0.1755056012
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.8800000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
165000.0000000000
PA
USD
179953.9000000000
0.0891164332
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.2500000000
N
N
N
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
794.0000000000
NS
USD
93048.8600000000
0.0460794821
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
250.0000000000
NS
USD
39225.0000000000
0.0194249310
Long
EC
CORP
US
N
1
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
125000.0000000000
PA
USD
130790.6100000000
0.0647698808
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.7500000000
N
N
N
N
N
N
Federated High Income Bond Fund II
254900EZGFTCE96E2T22
FEDERATED INS SER HIGH INCOME BD FD II PRIMARY
313916306
930069.9870000000
NS
USD
5394405.9200000000
2.6714075933
Long
EC
RF
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
178.0000000000
NS
USD
8163.0800000000
0.0040425052
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DS44
7964.6100000000
PA
USD
8682.0800000000
0.0042995234
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
6.5000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
100000.0000000000
PA
USD
87611.3200000000
0.0433867138
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.6500000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AL8
75000.0000000000
PA
USD
83407.7300000000
0.0413050198
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.8800000000
N
N
N
N
N
N
Procore Technologies Inc
N/A
Procore Technologies Inc
74275K108
2062.0000000000
NS
USD
119513.5200000000
0.0591852615
Long
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
4145.0000000000
NS
USD
146359.9500000000
0.0724801002
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
150000.0000000000
PA
USD
161169.1200000000
0.0798138697
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.1300000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAD6
200000.0000000000
PA
USD
206849.3900000000
0.1024355674
Long
DBT
CORP
MX
Y
2
2044-06-27
Fixed
4.8800000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAM6
100000.0000000000
PA
USD
93366.2800000000
0.0462366743
Long
DBT
US
N
2
2031-06-01
Fixed
2.8000000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
2159.0000000000
NS
USD
107194.3500000000
0.0530845852
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AX1
100000.0000000000
PA
USD
104795.0700000000
0.0518964182
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.5500000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
91000.0000000000
PA
USD
72979.1200000000
0.0361405831
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.8000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
40000.0000000000
PA
USD
39707.1600000000
0.0196637054
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.9500000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
11033.0000000000
NS
USD
1955378.5900000000
0.9683389219
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
2259.0000000000
NS
USD
267759.2700000000
0.1325992440
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAT0
200000.0000000000
PA
USD
177883.7500000000
0.0880912574
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.0000000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
169.0000000000
NS
USD
58152.9000000000
0.0287983702
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BH0
40000.0000000000
PA
USD
40857.1100000000
0.0202331815
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.7500000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BE3
210000.0000000000
PA
USD
196863.9400000000
0.0974905915
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.5000000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
10049.0000000000
NS
USD
224896.6200000000
0.1113728828
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
1394.0000000000
NS
USD
67497.4800000000
0.0334259756
Long
EC
CORP
BM
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
6666.0000000000
NS
USD
163850.2800000000
0.0811416287
Long
EC
CORP
BM
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
150000.0000000000
PA
USD
156308.3300000000
0.0774067183
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.4500000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
1126.0000000000
NS
USD
83751.8800000000
0.0414754491
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BX8
200000.0000000000
PA
USD
200773.7700000000
0.0994268102
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.6500000000
N
N
N
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
TOLL BROTHERS INC
889478103
1803.0000000000
NS
USD
84777.0600000000
0.0419831368
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
304.0000000000
NS
USD
21799.8400000000
0.0107956759
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
9927.0000000000
NS
USD
814510.3500000000
0.4033602895
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
2270.0000000000
NS
USD
194062.3000000000
0.0961031686
Long
EC
CORP
US
N
1
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAZ2
190000.0000000000
PA
USD
222162.2600000000
0.1100187782
Long
DBT
CORP
CA
N
2
2049-03-15
Fixed
5.1000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1409.0000000000
NS
USD
123146.6000000000
0.0609844285
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
125000.0000000000
PA
USD
108193.3500000000
0.0535793081
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.9300000000
N
N
N
N
N
N
TuSimple Holdings Inc
N/A
TuSimple Holdings Inc
90089L108
497.0000000000
NS
USD
6063.4000000000
0.0030027056
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FU7
65000.0000000000
PA
USD
60914.3900000000
0.0301659101
Long
DBT
CORP
US
N
2
2031-05-20
Fixed
2.3800000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
125000.0000000000
PA
USD
112107.7800000000
0.0555178048
Long
DBT
CORP
US
Y
2
2026-09-16
Fixed
1.8500000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
284.0000000000
NS
USD
194528.6400000000
0.0963341087
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
710000.0000000000
PA
USD
684706.2500000000
0.3390789463
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
2000000.0000000000
PA
USD
1944649.0000000000
0.9630254345
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.2500000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
200000.0000000000
PA
USD
166368.2800000000
0.0823885879
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.6000000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
3011.0000000000
NS
USD
412085.4600000000
0.2040721895
Long
EC
CORP
US
N
1
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
250000.0000000000
PA
USD
258875.0100000000
0.1281995975
Long
DBT
US
N
2
2028-03-15
Fixed
4.1300000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
929.0000000000
NS
USD
119237.1500000000
0.0590483980
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
40000.0000000000
PA
USD
40609.5300000000
0.0201105754
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.5000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
125000.0000000000
PA
USD
105995.6400000000
0.0524909623
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.0000000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
995.0000000000
NS
USD
587696.7500000000
0.2910380835
Long
EC
CORP
US
N
1
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
100000.0000000000
PA
USD
104065.6800000000
0.0515352111
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.5000000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
741.0000000000
NS
USD
66415.8300000000
0.0328903229
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RR1
11862.4000000000
PA
USD
14462.5800000000
0.0071621318
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
20000.0000000000
PA
USD
20781.1900000000
0.0102912220
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
1100000.0000000000
PA
USD
1230433.9300000000
0.6093331856
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
1000000.0000000000
PA
USD
917606.3000000000
0.4544152728
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
675000.0000000000
PA
USD
637787.0500000000
0.3158437080
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
150000.0000000000
PA
USD
122825.6000000000
0.0608254635
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
50000.0000000000
PA
USD
49414.0700000000
0.0244707432
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.2500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDC5
100000.0000000000
PA
USD
103116.1900000000
0.0510650064
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.1300000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
75000.0000000000
PA
USD
77302.8200000000
0.0382817577
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.1300000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
424.0000000000
NS
USD
16001.7600000000
0.0079243616
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2682.0000000000
NS
USD
1367739.5400000000
0.6773294125
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
125000.0000000000
PA
USD
125415.1800000000
0.0621078705
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.2000000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
50000.0000000000
PA
USD
45135.3200000000
0.0223518286
Long
DBT
US
N
2
2031-02-01
Fixed
2.4000000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
120000.0000000000
PA
USD
121637.4000000000
0.0602370453
Long
DBT
US
N
2
2029-07-15
Fixed
3.8500000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAC8
150000.0000000000
PA
USD
154349.5400000000
0.0764366900
Long
DBT
US
N
2
2026-04-01
Fixed
4.2500000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
83000.0000000000
PA
USD
86225.7200000000
0.0427005395
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.7500000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
1241.0000000000
NS
USD
99416.5100000000
0.0492328578
Long
EC
CORP
US
N
1
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
35000.0000000000
PA
USD
34605.3000000000
0.0171371718
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
7482.0000000000
NS
USD
390934.5000000000
0.1935978507
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1849.0000000000
NS
USD
908265.7800000000
0.4497896779
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
2109.0000000000
NS
USD
366902.7300000000
0.1816968826
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
BB+T CORPORATION SR UNSECURED 12/23 3.75
05531FBF9
75000.0000000000
PA
USD
76439.6600000000
0.0378543052
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
3.7500000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
21574.0000000000
NS
USD
889280.2800000000
0.4403877142
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
150000.0000000000
PA
USD
138170.6400000000
0.0684246055
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.6900000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
687.0000000000
NS
USD
30756.9900000000
0.0152314190
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
4083.0000000000
NS
USD
647155.5000000000
0.3204831343
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
8623.0000000000
NS
USD
417870.5800000000
0.2069370857
Long
EC
CORP
US
N
1
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AQ3
40000.0000000000
PA
USD
39093.8300000000
0.0193599733
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.2000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
-117.0000000000
NC
USD
436658.6300000000
0.2162412687
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
CBOT 10 Year US Treasury Note
2022-06-21
-14813033.6300000000
USD
436658.6300000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
25.0000000000
NC
USD
-70953.3500000000
-0.0351373851
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
CBOT 2 Year US Treasury Note Future
2022-06-30
5369000.2500000000
USD
-70953.3500000000
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
8730.0000000000
NS
USD
433269.9000000000
0.2145631081
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
85000.0000000000
PA
USD
85540.4100000000
0.0423611616
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.4900000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
1383.0000000000
NS
USD
209884.0800000000
0.1039384009
Long
EC
CORP
IE
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
2530.0000000000
NS
USD
386331.0000000000
0.1913181140
Long
EC
CORP
IE
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
110000.0000000000
PA
USD
106975.8500000000
0.0529763800
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.7900000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
125000.0000000000
PA
USD
102715.4300000000
0.0508665428
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.1500000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
100000.0000000000
PA
USD
95475.5900000000
0.0472812428
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.6000000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky PLC
111013AL2
200000.0000000000
PA
USD
203449.3400000000
0.1007518010
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.7500000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
4647.0000000000
NS
USD
478919.8200000000
0.2371697760
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
2519.0000000000
NS
USD
212074.6100000000
0.1050231910
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
11557.0000000000
NS
USD
644418.3200000000
0.3191276331
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
170000.0000000000
PA
USD
171482.0800000000
0.0849210344
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp. Class A
20030N101
10988.0000000000
NS
USD
514458.1600000000
0.2547690062
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
8511.0000000000
NS
USD
851100.0000000000
0.4214801475
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
13157.0000000000
NS
USD
498650.3000000000
0.2469406673
Long
EC
CORP
US
N
1
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BOFAM REPO 1
000000000
13402000.0000000000
PA
USD
13402000.0000000000
6.6369133314
Long
RA
CORP
US
N
2
Repurchase
Y
.3
2022-04-01
13496467.30
USD
13670153.89
USD
AMBS
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
2772.0000000000
NS
USD
150270.1200000000
0.0744164873
Long
EC
CORP
IE
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
528.0000000000
NS
USD
304048.8000000000
0.1505704771
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
4007.0000000000
NS
USD
529765.4700000000
0.2623494635
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
5483.0000000000
NS
USD
318342.9800000000
0.1576492141
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
125000.0000000000
PA
USD
118356.3800000000
0.0586122248
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.7500000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
200000.0000000000
PA
USD
183614.2900000000
0.0909291247
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.7000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBF7
25000.0000000000
PA
USD
25466.8900000000
0.0126116656
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.1000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUH2
231866.6400000000
PA
USD
217672.9900000000
0.1077956103
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
1.5400000000
N
N
N
N
N
N
FEDERATED MORTGAGE CORE PORTFOLIO
N/A
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
3180622.7600000000
NS
USD
29388954.3000000000
14.5539428883
Long
EC
RF
US
N
1
N
N
N
FED PROJ TR FIN CR FUND
549300K79QCJYF3J1472
FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE
31415N103
391293.3130000000
NS
USD
3388600.0900000000
1.6780961880
Long
EC
RF
US
N
2
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCE4
65000.0000000000
PA
USD
58365.3300000000
0.0289035694
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.2500000000
N
N
N
N
N
N
First Industrial Realty Trust
N/A
First Industrial Realty Trust Inc
32054K103
1419.0000000000
NS
USD
87850.2900000000
0.0435050560
Long
EC
CORP
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAC5
80000.0000000000
PA
USD
69497.4900000000
0.0344164168
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.6500000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
4290.0000000000
NS
USD
155727.0000000000
0.0771188332
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
6301.0000000000
NS
USD
484042.8200000000
0.2397067785
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
3842.0000000000
NS
USD
499536.8400000000
0.2473796980
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
10671.0000000000
NS
USD
350542.3500000000
0.1735949258
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
25167.0000000000
NS
USD
376246.6500000000
0.1863241611
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
175000.0000000000
PA
USD
173493.2500000000
0.0859170022
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.3800000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
2390.0000000000
NS
USD
593843.3000000000
0.2940819665
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
1281.0000000000
NS
USD
120311.5200000000
0.0595804455
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BM7
100000.0000000000
PA
USD
103541.2400000000
0.0512754989
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.5000000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
12268.0000000000
NS
USD
1039222.2800000000
0.5146417105
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
3851.0000000000
NS
USD
387603.1500000000
0.1919481058
Long
EC
CORP
US
N
1
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
100000.0000000000
PA
USD
97646.8600000000
0.0483564951
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3000000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
40000.0000000000
PA
USD
35712.4700000000
0.0176854625
Long
DBT
US
N
2
2032-04-01
Fixed
2.7500000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
4766.0000000000
NS
USD
389572.8400000000
0.1929235320
Long
EC
CORP
PR
N
1
N
N
N
Premier Inc
N/A
Premier Inc
74051N102
6001.0000000000
NS
USD
213575.5900000000
0.1057665035
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
5458.0000000000
NS
USD
881357.8400000000
0.4364643783
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
1165.0000000000
NS
USD
137668.0500000000
0.0681757138
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCA1
150000.0000000000
PA
USD
160885.0700000000
0.0796732029
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.6000000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
2053.0000000000
NS
USD
232892.3200000000
0.1153324984
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
4326.0000000000
NS
USD
178707.0600000000
0.0884989754
Long
EC
CORP
CW
N
1
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
70000.0000000000
PA
USD
63629.8800000000
0.0315106700
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.0000000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
582.0000000000
NS
USD
193963.1400000000
0.0960540628
Long
EC
CORP
US
N
1
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
287.0000000000
NS
USD
33375.2300000000
0.0165280189
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
90000.0000000000
PA
USD
73184.2400000000
0.0362421622
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.5500000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
8460.0000000000
NS
USD
479682.0000000000
0.2375472214
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
100000.0000000000
PA
USD
94759.6000000000
0.0469266716
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.4000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
760000.0000000000
PA
USD
625136.5600000000
0.3095789561
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.6300000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBC3
100000.0000000000
PA
USD
92423.0000000000
0.0457695449
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.8000000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
536.0000000000
NS
USD
119238.5600000000
0.0590490963
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
100000.0000000000
PA
USD
112344.2200000000
0.0556348942
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.2500000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
450000.0000000000
PA
USD
449840.3500000000
0.2227690954
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.5800000000
N
N
N
N
N
N
WORTHINGTON INDUSTRIES
1WRCIANKYOIK6KYE5E82
Worthington Industries Inc
981811AE2
25000.0000000000
PA
USD
25535.6000000000
0.0126456920
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.5500000000
N
N
N
N
N
N
WORTHINGTON INDUSTRIES
1WRCIANKYOIK6KYE5E82
Worthington Industries Inc
981811AF9
50000.0000000000
PA
USD
50737.2900000000
0.0251260257
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.3000000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
SPDR S+P 500 ETF TRUST
000000000
500.0000000000
NC
USD
50250.0000000000
0.0248847109
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.0000000000
440.000000000000
USD
2022-04-08
XXXX
3225.4200000000
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
000000000
4225.0000000000
NS
USD
255485.7500000000
0.1265211745
Long
EC
CORP
BM
N
1
N
N
N
IBEX Holdings Ltd
N/A
IBEX Ltd
000000000
12603.0000000000
NS
USD
200891.8200000000
0.0994852707
Long
EC
CORP
BM
N
1
N
N
N
2022-05-25
Federated Hermes Insurance Series
Stephen Van Meter
Federated Hermes Insurance Series
Chief Compliance Officer
XXXX