0001145549-22-008658.txt : 20220224
0001145549-22-008658.hdr.sgml : 20220224
20220224122116
ACCESSION NUMBER: 0001145549-22-008658
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FEDERATED HERMES INSURANCE SERIES
CENTRAL INDEX KEY: 0000912577
IRS NUMBER: 256425525
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08042
FILM NUMBER: 22668601
BUSINESS ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
BUSINESS PHONE: 8003417400
MAIL ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED INSURANCE SERIES
DATE OF NAME CHANGE: 19960328
FORMER COMPANY:
FORMER CONFORMED NAME: INSURANCE MANAGEMENT SERIES
DATE OF NAME CHANGE: 19930924
0000912577
S000009746
Federated Hermes Managed Volatility Fund II
C000026773
Primary Shares
C000199834
Service Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000912577
XXXXXXXX
S000009746
C000199834
C000026773
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
2021-12-31
2021-12-31
N
219884099.490000000000
253005.950000000000
219631093.540000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
21490.0000000000
NS
USD
528654.0000000000
0.2407008914
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
303000.0000000000
PA
USD
316161.0200000000
0.1439509383
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.8000000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAV9
30000.0000000000
PA
USD
32195.1500000000
0.0146587396
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.3500000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
1045.0000000000
NS
USD
49752.4500000000
0.0226527352
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
7481.0000000000
NS
USD
354524.5900000000
0.1614182146
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
150000.0000000000
PA
USD
187586.2300000000
0.0854096872
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.9500000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AK8
165000.0000000000
PA
USD
159628.5400000000
0.0726803011
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.7500000000
N
N
N
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
6.0000000000
NS
USD
1133.1600000000
0.0005159379
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
200000.0000000000
PA
USD
199268.5600000000
0.0907287565
Long
DBT
CORP
GB
Y
2
2031-03-17
Fixed
2.8800000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
125000.0000000000
PA
USD
131031.1700000000
0.0596596629
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.5400000000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
200000.0000000000
PA
USD
209184.0400000000
0.0952433631
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.3800000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
125000.0000000000
PA
USD
120484.6800000000
0.0548577517
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.1500000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
100000.0000000000
PA
USD
99011.3200000000
0.0450807390
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.5000000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
412.0000000000
NS
USD
377210.7200000000
0.1717474124
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
916.0000000000
NS
USD
38911.6800000000
0.0177168357
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
26000.0000000000
PA
USD
26182.9000000000
0.0119213084
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.1400000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
95000.0000000000
PA
USD
98900.9800000000
0.0450305002
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
40000.0000000000
PA
USD
40893.7700000000
0.0186192990
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.7200000000
N
N
N
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
2759.0000000000
NS
USD
256228.3300000000
0.1166630489
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
170000.0000000000
PA
USD
182475.1900000000
0.0830825850
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
2884.0000000000
NS
USD
255868.4800000000
0.1164992060
Long
EC
CORP
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
200000.0000000000
PA
USD
204502.0000000000
0.0931115885
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.5000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
65000.0000000000
PA
USD
67323.3400000000
0.0306529185
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.0700000000
N
N
N
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
4984.0000000000
NS
USD
327149.7600000000
0.1489542099
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
EAGLE MATERIALS INC
26969P108
516.0000000000
NS
USD
85893.3600000000
0.0391080145
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
1588.0000000000
NS
USD
209457.2000000000
0.0953677353
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29278NAF0
160000.0000000000
PA
USD
180138.3000000000
0.0820185781
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.9500000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
200000.0000000000
PA
USD
222372.6900000000
0.1012482734
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.2500000000
N
N
N
N
N
N
FED PROJ TR FIN CR FUND
549300K79QCJYF3J1472
FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE
31415N103
386871.0820000000
NS
USD
3400596.8100000000
1.5483221229
Long
EC
RF
US
N
2
N
N
N
Federated Hermes Short-Intermediate Government Fund
254900SWAIADU3QEC772
Federated US Government Securities Fund: 2-5 Years
31428P103
1061.0750000000
NS
USD
11639.9900000000
0.0052997915
Long
EC
RF
US
N
1
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
FIRST HORIZON NATIONAL CORP
320517105
2572.0000000000
NS
USD
42000.7600000000
0.0191233214
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
185000.0000000000
PA
USD
199151.8600000000
0.0906756219
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
100000.0000000000
PA
USD
96959.4400000000
0.0441464997
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
82090.6600000000
0.0373766112
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.5800000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
2992.0000000000
NS
USD
623742.2400000000
0.2839954170
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
1632.0000000000
NS
USD
624321.6000000000
0.2842592048
Long
EC
CORP
US
N
1
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAD6
200000.0000000000
PA
USD
239387.1300000000
0.1089951000
Long
DBT
CORP
MX
Y
2
2044-06-27
Fixed
4.8800000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
80000.0000000000
PA
USD
81749.3600000000
0.0372212143
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.5000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
475000.0000000000
PA
USD
512808.3600000000
0.2334862299
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.9000000000
N
N
N
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
4867.0000000000
NS
USD
336017.6800000000
0.1529918531
Long
EC
CORP
US
N
1
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518AD0
90000.0000000000
PA
USD
88908.9500000000
0.0404810396
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.9000000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
2704.0000000000
NS
USD
200177.1200000000
0.0911424320
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CA2
35000.0000000000
PA
USD
36486.2900000000
0.0166125340
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.8000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CB0
35000.0000000000
PA
USD
35165.3300000000
0.0160110891
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.3500000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
12242.0000000000
NS
USD
458462.9000000000
0.2087422562
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BS8
165000.0000000000
PA
USD
170122.0500000000
0.0774580900
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.3800000000
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
105421.3500000000
0.0479992829
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.1400000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
600000.0000000000
PA
USD
643250.5900000000
0.2928777431
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.5100000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
75000.0000000000
PA
USD
99634.0500000000
0.0453642735
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.3800000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
40000.0000000000
PA
USD
42621.2000000000
0.0194058133
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2556.0000000000
NS
USD
685186.9200000000
0.3119717290
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
9925.0000000000
NS
USD
760652.0000000000
0.3463316545
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
1541.0000000000
NS
USD
490161.2800000000
0.2231748120
Long
EC
CORP
US
Y
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
284.0000000000
NS
USD
200569.3200000000
0.0913210041
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
2169.0000000000
NS
USD
127450.4400000000
0.0580293245
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
2288.0000000000
NS
USD
397448.4800000000
0.1809618454
Long
EC
CORP
US
N
1
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
8651.0000000000
NS
USD
72754.9100000000
0.0331259608
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
100000.0000000000
PA
USD
99579.4200000000
0.0453394000
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.7000000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
5156.0000000000
NS
USD
725655.4400000000
0.3303974079
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
83000.0000000000
PA
USD
91777.3100000000
0.0417870296
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.7500000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AH2
80000.0000000000
PA
USD
80765.3300000000
0.0367731766
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.5500000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
65000.0000000000
PA
USD
63543.6600000000
0.0289319964
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.9000000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAF3
95000.0000000000
PA
USD
92390.4800000000
0.0420662114
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.7500000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
3006.0000000000
NS
USD
232514.1000000000
0.1058657480
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
751.0000000000
NS
USD
123547.0100000000
0.0562520579
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
1258.0000000000
NS
USD
200839.7000000000
0.0914441106
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
3447.0000000000
NS
USD
373103.2800000000
0.1698772583
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
22635.0000000000
NS
USD
493443.0000000000
0.2246690084
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKG3
200000.0000000000
PA
USD
205269.4200000000
0.0934610017
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.4000000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
120000.0000000000
PA
USD
143634.8500000000
0.0653982310
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.8000000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BH0
40000.0000000000
PA
USD
41903.1300000000
0.0190788696
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.7500000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
130000.0000000000
PA
USD
144500.6100000000
0.0657924193
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
009279AA8
250000.0000000000
PA
USD
264971.3400000000
0.1206438195
Long
DBT
CORP
NL
Y
2
2027-04-10
Fixed
3.1500000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AC1
75000.0000000000
PA
USD
80375.7000000000
0.0365957746
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.1500000000
N
N
N
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
TOLL BROTHERS INC
889478103
2785.0000000000
NS
USD
201606.1500000000
0.0917930821
Long
EC
CORP
US
N
1
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAZ2
190000.0000000000
PA
USD
251027.1000000000
0.1142948824
Long
DBT
CORP
CA
N
2
2049-03-15
Fixed
5.1000000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAN0
200000.0000000000
PA
USD
214737.4600000000
0.0977718849
Long
DBT
US
N
2
2028-01-15
Fixed
3.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
1100000.0000000000
PA
USD
1376162.7000000000
0.6265791778
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.1300000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
200000.0000000000
PA
USD
216947.5400000000
0.0987781541
Long
DBT
CORP
CA
Y
2
2050-01-25
Fixed
3.8000000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
35000.0000000000
PA
USD
36421.5400000000
0.0165830527
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
760000.0000000000
PA
USD
708799.8600000000
0.3227229117
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
300000.0000000000
PA
USD
326898.1200000000
0.1488396359
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.8800000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
20000.0000000000
PA
USD
21277.9200000000
0.0096880272
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5000000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA, Inc. Class A
02156K103
7346.0000000000
NS
USD
118858.2800000000
0.0541172373
Long
EC
CORP
US
N
1
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO
023586100
211.0000000000
NS
USD
153234.5300000000
0.0697690512
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
85000.0000000000
PA
USD
80749.6600000000
0.0367660420
Long
DBT
US
N
2
2051-01-15
Fixed
2.9500000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AF8
55000.0000000000
PA
USD
68146.1200000000
0.0310275375
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
5.0000000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
125000.0000000000
PA
USD
149073.6700000000
0.0678745744
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.9500000000
N
N
N
N
N
N
Westrock Co
N/A
WestRock Co
96145D105
8842.0000000000
NS
USD
392231.1200000000
0.1785863348
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR22
000000000
405.0000000000
NC
USD
1346762.7000000000
0.6131930950
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
2022-03-18
95012862.3000000000
USD
1346762.7000000000
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
2772.0000000000
NS
USD
202439.1600000000
0.0921723590
Long
EC
CORP
IE
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
1817.0000000000
NS
USD
241461.1300000000
0.1099394107
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
35000.0000000000
PA
USD
40023.1800000000
0.0182229116
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAS1
35000.0000000000
PA
USD
33795.8500000000
0.0153875526
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
167711.2000000000
0.0763604084
Long
EC
CORP
US
N
1
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
250000.0000000000
PA
USD
268738.4100000000
0.1223590001
Long
DBT
US
N
2
2027-05-15
Fixed
3.3500000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
100000.0000000000
PA
USD
95856.0500000000
0.0436441163
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.9200000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAD5
200000.0000000000
PA
USD
204406.3500000000
0.0930680382
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
2.2000000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
85000.0000000000
PA
USD
92058.3200000000
0.0419149759
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.4900000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B19 Mortgage Trust
08162WBC9
200000.0000000000
PA
USD
194995.9600000000
0.0887834035
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
1.8500000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
621.0000000000
NS
USD
148990.3200000000
0.0678366244
Long
EC
CORP
US
N
1
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
40000.0000000000
PA
USD
44858.6500000000
0.0204245443
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.8000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
75000.0000000000
PA
USD
82119.0300000000
0.0373895284
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.8800000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
625000.0000000000
PA
USD
670201.2100000000
0.3051486013
Long
DBT
US
N
2
2026-02-01
Fixed
3.6500000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
40000.0000000000
PA
USD
49554.1000000000
0.0225624247
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.2500000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
5156.0000000000
NS
USD
559477.5600000000
0.2547351338
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
1410.0000000000
NS
USD
322128.6000000000
0.1466680308
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
4153.0000000000
NS
USD
270152.6500000000
0.1230029162
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
270000.0000000000
PA
USD
294158.6700000000
0.1339330717
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.8500000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
1726.0000000000
NS
USD
142222.4000000000
0.0647551299
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
47292.6100000000
0.0215327480
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.8500000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764CA6
105000.0000000000
PA
USD
111775.9900000000
0.0508926073
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.0800000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
11555.0000000000
NS
USD
732240.3500000000
0.3333955763
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
275000.0000000000
PA
USD
296824.1800000000
0.1351467022
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.6700000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
180000.0000000000
PA
USD
188045.6100000000
0.0856188470
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.3500000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS INC
184496107
712.0000000000
NS
USD
71036.2400000000
0.0323434350
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
293.0000000000
NS
USD
51087.4800000000
0.0232605863
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
9598.0000000000
NS
USD
568297.5800000000
0.2587509677
Long
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
1784.0000000000
NS
USD
173832.9600000000
0.0791477004
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
75000.0000000000
PA
USD
81935.3400000000
0.0373058927
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.4000000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
106.0000000000
NS
USD
60176.2000000000
0.0273987617
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAU5
150000.0000000000
PA
USD
147823.3700000000
0.0673053016
Long
DBT
US
N
2
2051-01-15
Fixed
3.2500000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
40000.0000000000
PA
USD
41372.4200000000
0.0188372326
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
175000.0000000000
PA
USD
198515.6000000000
0.0903859271
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.8500000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
135000.0000000000
PA
USD
142745.0600000000
0.0649931017
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
Dialogue Health Technologies I
N/A
DIALOGUE HEALTH TECHNOLOG
25249F104
18000.0000000000
NS
103735.3300000000
0.0472316230
Long
EC
CORP
CA
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
3174.0000000000
NS
USD
342315.9000000000
0.1558594890
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
7487.0000000000
NS
USD
1159661.4300000000
0.5280042144
Long
EC
CORP
US
N
1
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
568.0000000000
NS
USD
84575.2000000000
0.0385078445
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
6913.0000000000
NS
USD
725173.7000000000
0.3301780674
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun & Bradstreet Holdings Inc
26484T106
2975.0000000000
NS
USD
60957.7500000000
0.0277546084
Long
EC
CORP
US
N
1
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AA8
115000.0000000000
PA
USD
128206.7700000000
0.0583736883
Long
DBT
CORP
US
Y
2
2049-11-15
Fixed
3.9000000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
225000.0000000000
PA
USD
289784.9700000000
0.1319416870
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.5000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
200000.0000000000
PA
USD
210413.6600000000
0.0958032201
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.7000000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
100000.0000000000
PA
USD
103440.0900000000
0.0470971975
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.6000000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
11322.0000000000
NS
USD
371248.3800000000
0.1690327057
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAG3
175000.0000000000
PA
USD
183773.5400000000
0.0836737354
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.8000000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
100000.0000000000
PA
USD
112898.6500000000
0.0514037645
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.2500000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
15822.0000000000
NS
USD
968148.1800000000
0.4408065199
Long
EC
CORP
US
N
1
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
40000.0000000000
PA
USD
40348.7700000000
0.0183711556
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.2000000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K49 Mortgage Trust
30287TAN7
290000.0000000000
PA
USD
305859.9300000000
0.1392607600
Long
ABS-MBS
USGSE
US
Y
2
2048-10-25
Variable
3.7200000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GME0
2289.8800000000
PA
USD
2408.7700000000
0.0010967345
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
1.9600000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
602.0000000000
NS
USD
155701.2800000000
0.0708921845
Long
EC
CORP
US
N
1
N
N
N
First Industrial Realty Trust
N/A
First Industrial Realty Trust Inc
32054K103
1419.0000000000
NS
USD
93937.8000000000
0.0427707200
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
2929.0000000000
NS
USD
304000.9100000000
0.1384143316
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DS44
8435.6000000000
PA
USD
9567.5500000000
0.0043561910
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
6.5000000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
859.0000000000
NS
USD
81149.7300000000
0.0369481974
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
10295.0000000000
NS
USD
747519.9500000000
0.3403525147
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
45000.0000000000
PA
USD
45867.5300000000
0.0208838964
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9000000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
60000.0000000000
PA
USD
58295.6900000000
0.0265425487
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.2000000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
32804.0000000000
NS
USD
517319.0800000000
0.2355400010
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
347.0000000000
NS
USD
64798.7800000000
0.0295034637
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
22788.0000000000
NS
USD
1173582.0000000000
0.5343423743
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
3916.0000000000
NS
USD
523412.5600000000
0.2383144169
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BT6
70000.0000000000
PA
USD
69886.6300000000
0.0318200073
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
46647PBX3
120000.0000000000
PA
USD
115701.1900000000
0.0526797860
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.9500000000
N
N
N
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
10669.0000000000
NS
USD
413957.2000000000
0.1884784132
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
973.0000000000
NS
USD
34745.8300000000
0.0158200870
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456B101
17367.0000000000
NS
USD
275440.6200000000
0.1254105762
Long
EC
CORP
US
N
1
N
N
N
LifeSpeak Inc
N/A
LifeSpeak Inc
53228G109
26500.0000000000
NS
133028.9700000000
0.0605692791
Long
EC
CORP
CA
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
2697.0000000000
NS
USD
155778.7200000000
0.0709274436
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
5815.0000000000
NS
USD
455605.2500000000
0.2074411426
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
30170.0000000000
NS
USD
378633.5000000000
0.1723952169
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
12501.0000000000
NS
USD
385530.8400000000
0.1755356374
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
1281.0000000000
NS
USD
124679.7300000000
0.0567677955
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
131521.5200000000
0.0598829236
Long
DBT
CORP
US
Y
2
2077-04-01
Fixed
4.9000000000
N
N
N
N
N
N
McAfee Corp
N/A
McAfee Corp
579063108
4161.0000000000
NS
USD
107312.1900000000
0.0488601993
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
45000.0000000000
PA
USD
46273.7300000000
0.0210688429
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.3700000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
5845.0000000000
NS
USD
387581.9500000000
0.1764695261
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1409.0000000000
NS
USD
138307.4400000000
0.0629726137
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
125000.0000000000
PA
USD
119569.2200000000
0.0544409346
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.9300000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
40000.0000000000
PA
USD
40238.1500000000
0.0183207894
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.9500000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
50000.0000000000
PA
USD
53818.7400000000
0.0245041534
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.2500000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
3456.0000000000
NS
USD
214341.1200000000
0.0975914278
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
65000.0000000000
PA
USD
76733.1900000000
0.0349373073
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
714801.7100000000
0.3254556076
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
37561.4900000000
0.0171020821
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.6000000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
2875.0000000000
NS
USD
195270.0000000000
0.0889081764
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
115000.0000000000
PA
USD
133376.7200000000
0.0607276128
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.9500000000
N
N
N
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
5936.0000000000
NS
USD
297037.4400000000
0.1352438014
Long
EC
CORP
US
N
1
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
70000.0000000000
PA
USD
80363.5200000000
0.0365902290
Long
DBT
CORP
US
Y
2
2067-10-24
Fixed
4.3000000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
769.0000000000
NS
USD
244634.2800000000
0.1113841743
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
203887.1000000000
0.0928316190
Long
DBT
CORP
US
Y
2
2023-03-14
Fixed
2.7000000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
11874.0000000000
NS
USD
1942348.9200000000
0.8843688244
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
1429.0000000000
NS
USD
146686.8500000000
0.0667878339
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
5457.0000000000
NS
USD
918740.5200000000
0.4183107707
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
3784.0000000000
NS
USD
252506.3200000000
0.1149683845
Long
EC
CORP
US
N
1
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
125000.0000000000
PA
USD
123131.3900000000
0.0560628224
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.3800000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
78.0000000000
NS
USD
8943.4800000000
0.0040720464
Long
EC
CORP
US
N
1
N
N
N
QuantumScape Corp
N/A
QuantumScape Corp
74767V109
336.0000000000
NS
USD
7455.8400000000
0.0033947106
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AX1
100000.0000000000
PA
USD
113429.1100000000
0.0516452876
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.5500000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
150000.0000000000
PA
USD
174119.1500000000
0.0792780053
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.6500000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
1412.0000000000
NS
USD
121516.7200000000
0.0553276488
Long
EC
CORP
US
N
1
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
250000.0000000000
PA
USD
279293.5500000000
0.1271648497
Long
DBT
US
N
2
2028-03-15
Fixed
4.1300000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
91000.0000000000
PA
USD
85532.0400000000
0.0389435023
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.8000000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
225000.0000000000
PA
USD
232960.8300000000
0.1060691482
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.5000000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
3260.0000000000
NS
USD
268721.8000000000
0.1223514374
Long
EC
CORP
US
N
1
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BD9
150000.0000000000
PA
USD
145292.6500000000
0.0661530422
Long
DBT
CORP
US
Y
2
2031-09-13
Fixed
2.6300000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AC6
100000.0000000000
PA
USD
105723.8000000000
0.0481369911
Long
DBT
NUSS
PL
N
2
2024-01-22
Fixed
4.0000000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
200000.0000000000
PA
USD
196698.0900000000
0.0895583985
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.7100000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AE7
200000.0000000000
PA
USD
215164.8200000000
0.0979664657
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.7500000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
40000.0000000000
PA
USD
46883.6400000000
0.0213465403
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.5000000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
1631.0000000000
NS
USD
377478.6400000000
0.1718693988
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
1126.0000000000
NS
USD
86927.2000000000
0.0395787311
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BX8
200000.0000000000
PA
USD
214982.7400000000
0.0978835631
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.6500000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
100000.0000000000
PA
USD
121484.5900000000
0.0553130197
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.5000000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
2178.0000000000
NS
USD
340704.5400000000
0.1551258224
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
1932.0000000000
NS
USD
83501.0400000000
0.0380187699
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
8214.0000000000
NS
USD
492757.8600000000
0.2243570580
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
1506.0000000000
NS
USD
69140.4600000000
0.0314802694
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
1000.0000000000
PA
USD
1193.8300000000
0.0005435615
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SV1
690358.5000000000
PA
USD
815895.4300000000
0.3714844819
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
350000.0000000000
PA
USD
387113.3700000000
0.1762561775
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
50000.0000000000
PA
USD
52509.4200000000
0.0239080083
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
2500000.0000000000
PA
USD
2521316.0000000000
1.1479777109
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.5000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
900000.0000000000
PA
USD
839387.0700000000
0.3821804356
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
91282CAV3
400000.0000000000
PA
USD
380385.4400000000
0.1731928908
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
1350000.0000000000
PA
USD
1346972.4900000000
0.6132886142
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.1300000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2638.0000000000
NS
USD
1324645.3200000000
0.6031228542
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDC5
100000.0000000000
PA
USD
116269.5800000000
0.0529385790
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.1300000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
6760.0000000000
NS
USD
448255.6000000000
0.2040947813
Long
EC
CORP
US
N
1
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
120000.0000000000
PA
USD
132258.6600000000
0.0602185501
Long
DBT
US
N
2
2029-07-15
Fixed
3.8500000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
5792.0000000000
NS
USD
838044.4800000000
0.3815691424
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
687.0000000000
NS
USD
35833.9200000000
0.0163155041
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
2991.0000000000
NS
USD
499197.9000000000
0.2272892658
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
70000.0000000000
PA
USD
69460.9200000000
0.0316261777
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.2500000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
2259.0000000000
NS
USD
313684.7400000000
0.1428234659
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR22
000000000
40.0000000000
NC
USD
-5479.1100000000
-0.0024946878
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
CBOT 5 Year US Treasury Note
2022-03-31
4844541.6300000000
USD
-5479.1100000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SPDR S+P 500 ETF TRUST
000000000
-1100.0000000000
NC
USD
-59400.0000000000
-0.0270453509
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.0000000000
430.000000000000
USD
2022-01-21
XXXX
41826.0100000000
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger Ltd
000000000
3439.0000000000
NS
USD
102998.0500000000
0.0468959328
Long
EC
CORP
CW
N
1
N
N
N
IBEX Holdings Ltd
N/A
IBEX Ltd
000000000
34000.0000000000
NS
USD
438260.0000000000
0.1995436953
Long
EC
CORP
BM
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
3844.0000000000
NS
USD
743083.6400000000
0.3383326231
Long
EC
CORP
CH
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
1383.0000000000
NS
USD
239010.0600000000
0.1088234166
Long
EC
CORP
IE
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
7150.0000000000
NS
USD
581366.5000000000
0.2647013638
Long
EC
CORP
IE
N
1
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
6554.0000000000
NS
USD
110500.4400000000
0.0503118380
Long
EC
CORP
KY
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
000000000
5470.0000000000
NS
USD
448758.8000000000
0.2043238927
Long
EC
CORP
PR
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
150000.0000000000
PA
USD
152237.7500000000
0.0693152083
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.0000000000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
651.0000000000
NS
USD
33917.1000000000
0.0154427588
Long
EC
CORP
US
N
1
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
200000.0000000000
PA
USD
207671.7700000000
0.0945548131
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.8800000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AN6
40000.0000000000
PA
USD
50336.1900000000
0.0229185172
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
150000.0000000000
PA
USD
152383.7400000000
0.0693816789
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.6900000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
660.0000000000
NS
USD
46061.4000000000
0.0209721671
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
1682.0000000000
NS
USD
422989.3600000000
0.1925908364
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
530.0000000000
NS
USD
106699.6000000000
0.0485812816
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
40000.0000000000
PA
USD
41676.8700000000
0.0189758514
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.9500000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
35000.0000000000
PA
USD
37049.8600000000
0.0168691324
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.1200000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
5000.0000000000
PA
USD
4998.8400000000
0.0022760165
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
145376.1300000000
0.0661910514
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.3800000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
100000.0000000000
PA
USD
136856.2300000000
0.0623118648
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.4800000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
4250.0000000000
NS
USD
498737.5000000000
0.2270796416
Long
EC
CORP
US
N
1
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAU5
250000.0000000000
PA
USD
269621.7000000000
0.1227611699
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.7500000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp. Class A
20030N101
10986.0000000000
NS
USD
552925.3800000000
0.2517518677
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
655.0000000000
NS
USD
30968.4000000000
0.0141001893
Long
EC
CORP
US
N
1
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
150000.0000000000
PA
USD
150805.4300000000
0.0686630602
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.3800000000
N
N
N
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
60.0000000000
NS
USD
21978.6000000000
0.0100070530
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687GA8
45000.0000000000
PA
USD
52290.4700000000
0.0238083184
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.8000000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
200000.0000000000
PA
USD
207292.9400000000
0.0943823284
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.6500000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
125000.0000000000
PA
USD
133706.3800000000
0.0608777099
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.7500000000
N
N
N
N
N
N
Federated Core Trust - Federated Bank Loan Core Fund
549300FJK5JF0KIC2N83
FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
31409N804
479122.9370000000
NS
USD
4623536.3400000000
2.1051374218
Long
EC
RF
US
N
1
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
200000.0000000000
PA
USD
204146.0400000000
0.0929495167
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
2625.0700000000
PA
USD
2973.9900000000
0.0013540842
Long
ABS-MBS
USGA
US
N
2
2031-02-20
Fixed
7.0000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
150000.0000000000
PA
USD
172456.5200000000
0.0785209950
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.1300000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
5425.0000000000
NS
USD
204359.7500000000
0.0930468208
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
449.0000000000
NS
USD
57705.4800000000
0.0262738208
Long
EC
CORP
US
N
1
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
563.0000000000
NS
USD
63793.5300000000
0.0290457644
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
220000.0000000000
PA
USD
215894.3600000000
0.0982986318
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.3000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
14362.0000000000
NS
USD
2274222.7000000000
1.0354739228
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
175000.0000000000
PA
USD
205371.1900000000
0.0935073385
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
2515.0000000000
NS
USD
536298.6000000000
0.2441815461
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
100000.0000000000
PA
USD
112068.0300000000
0.0510255757
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
30019.0000000000
NS
USD
492911.9800000000
0.2244272303
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
150000.0000000000
PA
USD
164422.1400000000
0.0748628700
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.4000000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
100000.0000000000
PA
USD
119140.3500000000
0.0542456663
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.0500000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
40000.0000000000
PA
USD
37907.1900000000
0.0172594824
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.7900000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
200000.0000000000
PA
USD
196205.4900000000
0.0893341133
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.6000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
115000.0000000000
PA
USD
112657.3500000000
0.0512938984
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.1000000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
169.0000000000
NS
USD
65744.3800000000
0.0299340039
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
206.0000000000
NS
USD
139717.4400000000
0.0636145993
Long
EC
CORP
US
N
1
N
N
N
Santander Consumer USA Holdings Inc
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings Inc
80283M101
274.0000000000
NS
USD
11513.4800000000
0.0052421904
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings Inc
82968B103
21023.0000000000
NS
USD
133496.0500000000
0.0607819448
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
100000.0000000000
PA
USD
114403.7100000000
0.0520890317
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.1300000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
4189.0000000000
NS
USD
389577.0000000000
0.1773778902
Long
EC
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
125000.0000000000
PA
USD
137229.5900000000
0.0624818589
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
500000.0000000000
PA
USD
510234.4000000000
0.2323142829
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds - When Issued
91282CCM1
747975.2500000000
PA
USD
839863.0400000000
0.3823971490
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.1300000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
80000.0000000000
PA
USD
80514.8000000000
0.0366591081
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.7000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
55000.0000000000
PA
USD
57684.5300000000
0.0262642821
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.4000000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC SR UNSECURED 03/29 4.125
92345YAF3
100000.0000000000
PA
USD
111595.6000000000
0.0508104741
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.1300000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1567.0000000000
NS
USD
344113.2000000000
0.1566778157
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
450000.0000000000
PA
USD
484117.1800000000
0.2204228792
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.5800000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR22
000000000
-8.0000000000
NC
USD
-17332.1100000000
-0.0078914646
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
CME Ultra Long Term US Treasury Bond Future
2022-03-22
-1559667.8900000000
USD
-17332.1100000000
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
2937.0000000000
NS
USD
123177.7800000000
0.0560839442
Long
EC
CORP
JE
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/VA
00130H105
18710.0000000000
NS
USD
454653.0000000000
0.2070075747
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
1241.0000000000
NS
USD
82563.7300000000
0.0375920042
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
347.0000000000
NS
USD
73466.8400000000
0.0334501089
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
75000.0000000000
PA
USD
97919.9800000000
0.0445838421
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.4500000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
130000.0000000000
PA
USD
122343.6000000000
0.0557041346
Long
DBT
US
N
2
2033-02-01
Fixed
1.8800000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAE4
165000.0000000000
PA
USD
175090.3300000000
0.0797201922
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.5500000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
204.0000000000
NS
USD
590292.3600000000
0.2687653877
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
302.0000000000
NS
USD
874906.0800000000
0.3983525583
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
100000.0000000000
PA
USD
107656.0200000000
0.0490167482
Long
DBT
US
N
2
2024-02-15
Fixed
5.0000000000
N
N
N
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
1415.0000000000
NS
USD
13697.2000000000
0.0062364576
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EE6
150000.0000000000
PA
USD
145852.1500000000
0.0664077876
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.3800000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AP8
200000.0000000000
PA
USD
194957.5800000000
0.0887659287
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
140000.0000000000
PA
USD
148436.4000000000
0.0675844197
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
75000.0000000000
PA
USD
75606.9300000000
0.0344245110
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.2500000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
BB+T CORPORATION SR UNSECURED 12/23 3.75
05531FBF9
75000.0000000000
PA
USD
78858.6300000000
0.0359050391
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
21571.0000000000
NS
USD
959693.7900000000
0.4369571605
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
100000.0000000000
PA
USD
106876.8900000000
0.0486620033
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
480755.5200000000
0.2188922854
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.4200000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
235000.0000000000
PA
USD
231305.4100000000
0.1053154206
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.3000000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
120000.0000000000
PA
USD
118259.0100000000
0.0538443843
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.2500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
75000.0000000000
PA
USD
78357.2000000000
0.0356767335
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.5100000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
75000.0000000000
PA
USD
80071.2700000000
0.0364571649
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.6300000000
N
N
N
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions Inc
109194100
221.0000000000
NS
USD
27819.4800000000
0.0126664579
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
15516.0000000000
NS
USD
967422.6000000000
0.4404761568
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
92000.0000000000
PA
USD
100947.5900000000
0.0459623400
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.1100000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
95000.0000000000
PA
USD
105445.0800000000
0.0480100874
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.1500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
60000.0000000000
PA
USD
62878.9400000000
0.0286293434
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.7500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
75000.0000000000
PA
USD
78706.9500000000
0.0358359778
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.4200000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
24000.0000000000
PA
USD
26954.4300000000
0.0122725929
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3000000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
7504.0000000000
NS
USD
142576.0000000000
0.0649161272
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
536.0000000000
NS
USD
77768.2400000000
0.0354085748
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AK9
56000.0000000000
PA
USD
57406.2100000000
0.0261375605
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.4500000000
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
85400.2400000000
0.0388834926
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.9000000000
N
N
N
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
4368.0000000000
NS
USD
401943.3600000000
0.1830084045
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
123.0000000000
NS
USD
11634.5700000000
0.0052973237
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
100000.0000000000
PA
USD
109260.5900000000
0.0497473232
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.9500000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBG2
150000.0000000000
PA
USD
164292.8200000000
0.0748039894
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.7500000000
N
N
N
N
N
N
Convey Health Solutions Holdings Inc
N/A
Convey Holding Parent Inc
21258C108
20000.0000000000
NS
USD
167200.0000000000
0.0761276545
Long
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
124.0000000000
NS
USD
17195.0800000000
0.0078290736
Long
EC
CORP
US
N
1
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DD3
150000.0000000000
PA
USD
154203.1000000000
0.0702100497
Long
DBT
CORP
US
Y
2
2023-02-22
Fixed
3.3500000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
2321.0000000000
NS
USD
763632.2100000000
0.3476885707
Long
EC
CORP
US
N
1
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUU1
150000.0000000000
PA
USD
165579.2300000000
0.0753897034
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.4500000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
8068.0000000000
NS
USD
453179.5600000000
0.2063367043
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
471.0000000000
NS
USD
43788.8700000000
0.0199374639
Long
EC
CORP
US
N
1
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
125000.0000000000
PA
USD
133089.8000000000
0.0605969755
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.5500000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
125000.0000000000
PA
USD
147609.8500000000
0.0672080841
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.7500000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
225.0000000000
NS
USD
65877.7500000000
0.0299947284
Long
EC
CORP
US
N
1
N
N
N
Federated High Income Bond Fund II
254900EZGFTCE96E2T22
FEDERATED INS SER HIGH INCOME BD FD II PRIMARY
313916306
1088958.1930000000
NS
USD
6958442.8500000000
3.1682412257
Long
EC
RF
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
100000.0000000000
PA
USD
112556.2600000000
0.0512478712
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.0500000000
N
N
N
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
24894.0000000000
NS
USD
374405.7600000000
0.1704702890
Long
EC
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
125000.0000000000
PA
USD
128740.3100000000
0.0586166139
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.5000000000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
2797.0000000000
NS
USD
305292.5500000000
0.1390024268
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
100000.0000000000
PA
USD
114446.9400000000
0.0521087147
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.5500000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
125000.0000000000
PA
USD
136531.0500000000
0.0621638074
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.9000000000
N
N
N
N
N
N
agilon health Inc
N/A
agilon health Inc
00857U107
86.0000000000
NS
USD
2322.0000000000
0.0010572274
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
43813.4400000000
0.0199486508
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
2367.0000000000
NS
USD
278477.5500000000
0.1267933176
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
115000.0000000000
PA
USD
104951.6900000000
0.0477854425
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.9000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
125000.0000000000
PA
USD
147165.8600000000
0.0670059315
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.8800000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
40000.0000000000
PA
USD
39480.9400000000
0.0179760249
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.4000000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
23544.0000000000
NS
USD
489008.8800000000
0.2226501139
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
12694.0000000000
NS
USD
529720.6200000000
0.2411865330
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DC90
4250.8600000000
PA
USD
4765.4200000000
0.0021697383
Long
ABS-MBS
USGA
US
N
2
2029-08-20
Fixed
7.0000000000
N
N
N
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
1137.0000000000
NS
USD
156132.8400000000
0.0710886776
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
275000.0000000000
PA
USD
292151.3900000000
0.1330191392
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.1300000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DRH6
7372.2500000000
PA
USD
8330.5500000000
0.0037929739
Long
ABS-MBS
USGA
US
N
2
2032-01-20
Fixed
6.5000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
125000.0000000000
PA
USD
125609.3900000000
0.0571910780
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.4000000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
932.0000000000
NS
USD
281147.1200000000
0.1280087967
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
300000.0000000000
PA
USD
370608.9200000000
0.1687415539
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.5000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDK9
75000.0000000000
PA
USD
73868.3600000000
0.0336329246
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.5000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
75000.0000000000
PA
USD
73655.9400000000
0.0335362078
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.6300000000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
8610.0000000000
NS
USD
67330.2000000000
0.0306560419
Long
EC
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1895.0000000000
NS
USD
878408.3000000000
0.3999471504
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
100000.0000000000
PA
USD
100454.8200000000
0.0457379774
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.1500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
500000.0000000000
PA
USD
479894.8800000000
0.2185004283
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.9900000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
150000.0000000000
PA
USD
142111.1700000000
0.0647044859
Long
DBT
US
N
2
2031-03-15
Fixed
2.0000000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
1955.0000000000
NS
USD
378233.8500000000
0.1722132526
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
6300.0000000000
NS
USD
482328.0000000000
0.2196082496
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
40000.0000000000
PA
USD
42652.9800000000
0.0194202830
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.9500000000
N
N
N
N
N
N
APA Corp
N/A
APA Corp
03743Q108
8585.0000000000
NS
USD
230850.6500000000
0.1051083643
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
3945.0000000000
NS
USD
266642.5500000000
0.1214047363
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
3852.0000000000
NS
USD
803180.5200000000
0.3656952698
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
1765.0000000000
NS
USD
109200.5500000000
0.0497199865
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AQ1
65000.0000000000
PA
USD
65415.3000000000
0.0297841708
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.3800000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
15000.0000000000
PA
USD
16007.6400000000
0.0072884216
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.6300000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
759.0000000000
NS
USD
103808.4300000000
0.0472649060
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
906.0000000000
NS
USD
255618.8400000000
0.1163855426
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
2109.0000000000
NS
USD
456746.1300000000
0.2079605955
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
29000.0000000000
PA
USD
36600.2000000000
0.0166643982
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.6900000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
188.0000000000
NS
USD
9838.0400000000
0.0044793475
Long
EC
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
1391.0000000000
NS
USD
193668.9300000000
0.0881791949
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
6139.0000000000
NS
USD
87419.3600000000
0.0398028160
Long
EC
CORP
US
N
1
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Kansas City Power & Light Co
485134BR0
190000.0000000000
PA
USD
227516.7000000000
0.1035903871
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.2000000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
120000.0000000000
PA
USD
124699.7100000000
0.0567768926
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.0000000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
7818.0000000000
NS
USD
353842.6800000000
0.1611077349
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
447749.2500000000
0.2038642356
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
150000.0000000000
PA
USD
167333.2500000000
0.0761883244
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.3800000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
110000.0000000000
PA
USD
123773.4000000000
0.0563551353
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.7900000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
6584.0000000000
NS
USD
1968616.0000000000
0.8963284607
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AD9
250000.0000000000
PA
USD
257255.0300000000
0.1171305146
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.0000000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
115000.0000000000
PA
USD
127633.3200000000
0.0581125914
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.9500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
100000.0000000000
PA
USD
101750.7300000000
0.0463280168
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.7000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
185000.0000000000
PA
USD
188688.5800000000
0.0859115970
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.9500000000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N103
919.0000000000
NS
USD
47604.2000000000
0.0216746178
Long
EC
CORP
US
N
1
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky PLC
111013AL2
200000.0000000000
PA
USD
213081.8400000000
0.0970180663
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.7500000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAV3
75000.0000000000
PA
USD
78825.2500000000
0.0358898409
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.0000000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AZ6
75000.0000000000
PA
USD
83434.3600000000
0.0379884099
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.2000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
100000.0000000000
PA
USD
102648.0000000000
0.0467365519
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.6700000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
4646.0000000000
NS
USD
328843.8800000000
0.1497255578
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BF5
150000.0000000000
PA
USD
162766.5700000000
0.0741090742
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
164789.6600000000
0.0750302051
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAH8
50000.0000000000
PA
USD
52209.1500000000
0.0237712927
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.7200000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
3482.0000000000
NS
USD
130923.2000000000
0.0596105032
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
8219.0000000000
NS
USD
118517.9800000000
0.0539622956
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
75000.0000000000
PA
USD
88468.6900000000
0.0402805853
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.7500000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
3710.0000000000
NS
USD
345586.5000000000
0.1573486224
Long
EC
CORP
US
N
1
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAM9
250000.0000000000
PA
USD
270447.1400000000
0.1231370002
Long
DBT
US
N
2
2025-11-15
Fixed
4.0000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
2890.0000000000
NS
USD
298132.4000000000
0.1357423465
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
200000.0000000000
PA
USD
242382.7400000000
0.1103590280
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.2500000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAY3
100000.0000000000
PA
USD
104515.4000000000
0.0475867958
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.7500000000
N
N
N
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
700.0000000000
NS
USD
102683.0000000000
0.0467524877
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
486.0000000000
NS
USD
88539.4800000000
0.0403128166
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
145000.0000000000
PA
USD
162165.6000000000
0.0738354472
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
12266.0000000000
NS
USD
1145153.7600000000
0.5213987426
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
503.0000000000
NS
USD
194696.2100000000
0.0886469247
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
125000.0000000000
PA
USD
133268.4400000000
0.0606783119
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.5800000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
1860.0000000000
NS
USD
384536.4000000000
0.1750828600
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAX7
175000.0000000000
PA
USD
175831.4300000000
0.0800576217
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.7500000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AG1
100000.0000000000
PA
USD
94298.3900000000
0.0429348998
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.3800000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
14812.0000000000
NS
USD
894496.6800000000
0.4072723336
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
225000.0000000000
PA
USD
241881.7800000000
0.1101309364
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.3000000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
2263.0000000000
NS
USD
163343.3400000000
0.0743716827
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
1297.0000000000
NS
USD
13618.5000000000
0.0062006248
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
4200.0000000000
NS
USD
502068.0000000000
0.2285960480
Long
EC
CORP
US
N
1
N
N
N
DT Midstream Inc
N/A
DT Midstream Inc
23345M107
1881.0000000000
NS
USD
90250.3800000000
0.0410918047
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AV4
115000.0000000000
PA
USD
109960.4400000000
0.0500659712
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.6000000000
N
N
N
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
321.0000000000
NS
USD
17908.5900000000
0.0081539411
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
3850.0000000000
NS
USD
433933.5000000000
0.1975738011
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
322.0000000000
NS
USD
28036.5400000000
0.0127652873
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PBA0
250000.0000000000
PA
USD
268014.9300000000
0.1220295932
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.6000000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
40000.0000000000
PA
USD
45354.7700000000
0.0206504322
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.6000000000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
1495.0000000000
NS
USD
44939.7000000000
0.0204614471
Long
EC
CORP
US
N
1
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AR0
200000.0000000000
PA
USD
211389.2700000000
0.0962474241
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.6500000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AL8
75000.0000000000
PA
USD
94764.5100000000
0.0431471284
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.8800000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCA1
150000.0000000000
PA
USD
186707.5100000000
0.0850095981
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.6000000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
807.0000000000
NS
USD
455414.3100000000
0.2073542059
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
3306.0000000000
NS
USD
267058.6800000000
0.1215942040
Long
EC
CORP
US
N
1
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AG5
35000.0000000000
PA
USD
36165.5700000000
0.0164665073
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.0000000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
100000.0000000000
PA
USD
133094.4700000000
0.0605991018
Long
DBT
CORP
NL
Y
2
2039-10-07
Fixed
6.0000000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1280.0000000000
NS
USD
479436.8000000000
0.2182918604
Long
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
4144.0000000000
NS
USD
134887.2000000000
0.0614153478
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
15000.0000000000
PA
USD
15878.8400000000
0.0072297778
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP SR UNSECURED 04/50 4.7
30161NAY7
100000.0000000000
PA
USD
125865.4900000000
0.0573076826
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.7000000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
1991.0000000000
NS
USD
451419.4300000000
0.2055353014
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUH2
232342.7900000000
PA
USD
230505.8200000000
0.1049513602
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Fixed
1.5400000000
N
N
N
N
N
N
FEDERATED MORTGAGE CORE PORTFOLIO
N/A
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
2595019.4250000000
NS
USD
25327389.5900000000
11.5317868621
Long
EC
RF
US
N
1
N
N
N
PRUDENTIAL QMA STRAT VAL-
N/A
FEDERATED CORE TR MUTUAL FUND
31409N887
366087.1460000000
NS
USD
3565688.8000000000
1.6234899816
Long
EC
RF
US
N
1
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
105000.0000000000
PA
USD
139100.8600000000
0.0633338649
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.0000000000
N
N
N
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
23384.0000000000
NS
USD
459963.2800000000
0.2094253926
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCE4
65000.0000000000
PA
USD
66524.1600000000
0.0302890447
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.2500000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
80000.0000000000
PA
USD
83658.4200000000
0.0380904264
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.8000000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
178.0000000000
NS
USD
7403.0200000000
0.0033706612
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
175000.0000000000
PA
USD
187976.8000000000
0.0855875172
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
96874.5100000000
0.0441078303
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
78143.6000000000
0.0355794795
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
1.6500000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
2222.0000000000
NS
USD
564676.8600000000
0.2571024216
Long
EC
CORP
US
N
1
N
N
N
Solo Brands Inc
N/A
Solo Brands Inc
83425V104
47000.0000000000
NS
USD
734610.0000000000
0.3344744991
Long
EC
CORP
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAC5
80000.0000000000
PA
USD
79127.6000000000
0.0360275035
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.6500000000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
1483.0000000000
NS
USD
207916.6000000000
0.0946662864
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
6031.0000000000
NS
USD
413605.9800000000
0.1883184996
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
225000.0000000000
PA
USD
230625.0000000000
0.1050056239
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.0000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BH0
40000.0000000000
PA
USD
38615.3600000000
0.0175819186
Long
DBT
CORP
US
Y
2
2051-09-23
Fixed
3.3800000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
100000.0000000000
PA
USD
99605.6200000000
0.0453513291
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.9500000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBA4
200000.0000000000
PA
USD
236615.2500000000
0.1077330382
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.0000000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
145000.0000000000
PA
USD
179369.8500000000
0.0816686960
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.6000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
200000.0000000000
PA
USD
217259.0500000000
0.0989199874
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.3000000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
60000.0000000000
PA
USD
63597.7000000000
0.0289566013
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.4800000000
N
N
N
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
4253.0000000000
NS
USD
129418.7900000000
0.0589255319
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
75000.0000000000
PA
USD
76043.8200000000
0.0346234309
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.5800000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
150000.0000000000
PA
USD
177078.8800000000
0.0806255968
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.4500000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
125000.0000000000
PA
USD
122265.0900000000
0.0556683883
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.0000000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
47233JDX3
140000.0000000000
PA
USD
138663.9600000000
0.0631349404
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.7500000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
11031.0000000000
NS
USD
1887073.1700000000
0.8592012814
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
1198.0000000000
NS
USD
322669.3200000000
0.1469142255
Long
EC
CORP
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BE3
210000.0000000000
PA
USD
224172.2800000000
0.1020676428
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.5000000000
N
N
N
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
287.0000000000
NS
USD
43199.2400000000
0.0196690001
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
9357.0000000000
NS
USD
379894.2000000000
0.1729692248
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
6356.0000000000
NS
USD
332037.4400000000
0.1511796143
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
995.0000000000
NS
USD
663903.8000000000
0.3022813343
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
10047.0000000000
NS
USD
232387.1100000000
0.1058079283
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
3410.0000000000
NS
USD
168419.9000000000
0.0766830858
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
2890.0000000000
NS
USD
513350.7000000000
0.2337331622
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
11743.0000000000
NS
USD
687552.6500000000
0.3130488670
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
2218.0000000000
NS
USD
133146.5400000000
0.0606228098
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
820.0000000000
NS
USD
127501.8000000000
0.0580527092
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BM7
100000.0000000000
PA
USD
120268.2200000000
0.0547591955
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.5000000000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
1026.0000000000
NS
USD
94679.2800000000
0.0431083224
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
2304.0000000000
NS
USD
572705.2800000000
0.2607578330
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
9611.0000000000
NS
USD
600591.3900000000
0.2734546281
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
100000.0000000000
PA
USD
102021.2600000000
0.0464511916
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 Inflation Indexed Bonds
912810RR1
11670.1000000000
PA
USD
15900.4500000000
0.0072396170
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
UNITED STATES TREAS BONDS 02/49 3
912810SF6
900000.0000000000
PA
USD
1107928.2600000000
0.5044496397
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
40000.0000000000
PA
USD
42419.1000000000
0.0193137954
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
900000.0000000000
PA
USD
920435.7600000000
0.4190826286
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
912828ZD5
5700000.0000000000
PA
USD
5701839.3900000000
2.5960984386
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
500000.0000000000
PA
USD
497282.0000000000
0.2264169394
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
1900000.0000000000
PA
USD
1887052.6400000000
0.8591919339
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.1300000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
200000.0000000000
PA
USD
213530.7600000000
0.0972224636
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
595112BM4
200000.0000000000
PA
USD
222660.0000000000
0.1013790882
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.9800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCP4
330000.0000000000
PA
USD
320984.9000000000
0.1461472940
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.6300000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
2000000.0000000000
PA
USD
1985949.0000000000
0.9042203306
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25
N
N
N
N
N
N
Minerva Surgical Inc
N/A
Minerva Surgical Inc
60343F106
18000.0000000000
NS
USD
92520.0000000000
0.0421251830
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
325000.0000000000
PA
USD
353932.1800000000
0.1611484851
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.7700000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds - When Issued
91282CDC2
622330.8000000000
PA
USD
676599.2300000000
0.3080616770
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.1300000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBC3
100000.0000000000
PA
USD
99798.6200000000
0.0454392037
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.8000000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
200000.0000000000
PA
USD
346378.9100000000
0.1577094137
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
199028.9200000000
0.0906196462
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.2500000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
165000.0000000000
PA
USD
211034.0000000000
0.0960856665
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.2500000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAE6
25000.0000000000
PA
USD
33746.2100000000
0.0153649510
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.5000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
125000.0000000000
PA
USD
122088.5900000000
0.0555880263
Long
DBT
CORP
US
Y
2
2026-09-16
Fixed
1.8500000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859104
1700.0000000000
NS
USD
203337.0000000000
0.0925811536
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
6244.0000000000
NS
USD
162219.1200000000
0.0738598153
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
9317.0000000000
NS
USD
270099.8300000000
0.1229788668
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
3311.0000000000
NS
USD
190448.7200000000
0.0867130045
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
3818.0000000000
NS
USD
332967.7800000000
0.1516032064
Long
EC
CORP
US
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
1950.0000000000
NS
USD
225966.0000000000
0.1028843395
Long
EC
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
35000.0000000000
PA
USD
34414.8600000000
0.0156693934
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.2000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
100000.0000000000
PA
USD
101251.5200000000
0.0461007221
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.6500000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
1689.0000000000
NS
USD
51430.0500000000
0.0234165615
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
250000.0000000000
PA
USD
244743.1000000000
0.1114337210
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.2500000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AA9
85000.0000000000
PA
USD
83811.2800000000
0.0381600249
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
1.8000000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
300000.0000000000
PA
USD
314718.9200000000
0.1432943373
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.1000000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
100000.0000000000
PA
USD
105949.0400000000
0.0482395449
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3000000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAM6
100000.0000000000
PA
USD
102028.4400000000
0.0464544607
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
1052.0000000000
NS
USD
68600.9200000000
0.0312346120
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
15411.0000000000
NS
USD
910019.5500000000
0.4143400351
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
5215.0000000000
NS
USD
495425.0000000000
0.2255714307
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
13401.0000000000
NS
USD
551853.1800000000
0.2512636854
Long
EC
CORP
US
N
1
N
N
N
WORTHINGTON INDUSTRIES
1WRCIANKYOIK6KYE5E82
Worthington Industries Inc
981811AE2
25000.0000000000
PA
USD
27423.7300000000
0.0124862694
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
55474.5900000000
0.0252580767
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.3000000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
772.0000000000
NS
USD
92578.2400000000
0.0421517002
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAT0
200000.0000000000
PA
USD
208550.1600000000
0.0949547519
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.0000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR22
000000000
20.0000000000
NC
USD
33691.8800000000
0.0153402141
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year US Treasury Note Futures
Ultra 10-Year US Treasury Note Futures
2022-03-22
2895058.1200000000
USD
33691.8800000000
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAB8
200000.0000000000
PA
USD
218679.8600000000
0.0995668949
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
40000.0000000000
PA
USD
39207.6200000000
0.0178515798
Long
DBT
US
N
2
2032-04-01
Fixed
2.7500000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
1239.0000000000
NS
USD
214359.3900000000
0.0975997463
Long
EC
CORP
US
N
1
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
378.0000000000
NS
USD
51026.2200000000
0.0232326940
Long
EC
CORP
US
N
1
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics Inc
78667J108
8154.0000000000
NS
USD
346871.1600000000
0.1579335396
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
1043.0000000000
NS
USD
87716.3000000000
0.0399380154
Long
EC
CORP
US
N
1
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
70000.0000000000
PA
USD
69797.0900000000
0.0317792389
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.0000000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
121.0000000000
NS
USD
40988.7500000000
0.0186625442
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
1394.0000000000
NS
USD
61963.3000000000
0.0282124443
Long
EC
CORP
BM
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
6665.0000000000
NS
USD
220744.8000000000
0.1005070805
Long
EC
CORP
BM
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AN1
10000.0000000000
PA
USD
10727.3200000000
0.0048842447
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.5000000000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DQS2
250000.0000000000
PA
USD
250201.8900000000
0.1139191569
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.2900000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
2497.0000000000
NS
USD
411880.1500000000
0.1875327138
Long
EC
CORP
JE
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
125000.0000000000
PA
USD
136840.7800000000
0.0623048302
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.8800000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAU7
200000.0000000000
PA
USD
248905.4600000000
0.1133288807
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
99943.3900000000
0.0455051188
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.2200000000
N
N
N
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
2270.0000000000
NS
USD
226795.7000000000
0.1032621094
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
1070.0000000000
NS
USD
59138.9000000000
0.0269264698
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
90000.0000000000
PA
USD
85815.4000000000
0.0390725187
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.5500000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
1668.0000000000
NS
USD
145382.8800000000
0.0661941247
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
3069.0000000000
NS
USD
172385.7300000000
0.0784887637
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FU7
65000.0000000000
PA
USD
66325.0000000000
0.0301983653
Long
DBT
CORP
US
N
2
2031-05-20
Fixed
2.3800000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
200000.0000000000
PA
USD
214718.0000000000
0.0977630246
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.7500000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
629.0000000000
NS
USD
209010.4100000000
0.0951643079
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
20000.0000000000
PA
USD
23323.8100000000
0.0106195392
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
912810ST6
150000.0000000000
PA
USD
136621.3200000000
0.0622049081
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
9128283J7
900000.0000000000
PA
USD
929875.0500000000
0.4233804217
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
912828YS3
2400000.0000000000
PA
USD
2459914.0800000000
1.1200208679
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
400000.0000000000
PA
USD
405102.9600000000
0.1844469986
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.6300000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
18064.0000000000
NS
USD
938605.4400000000
0.4273554463
Long
EC
CORP
US
N
1
N
N
N
Virgin Galactic Holdings Inc
N/A
Virgin Galactic Holdings Inc
92766K106
1174.0000000000
NS
USD
15708.1200000000
0.0071520474
Long
EC
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
40000.0000000000
PA
USD
39352.9400000000
0.0179177453
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.4000000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
75000.0000000000
PA
USD
81097.6000000000
0.0369244621
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.1300000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
100000.0000000000
PA
USD
130564.9000000000
0.0594473660
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.2500000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
100000.0000000000
PA
USD
106224.4000000000
0.0483649188
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
50000.0000000000
PA
USD
49193.6900000000
0.0223983268
Long
DBT
US
N
2
2031-02-01
Fixed
2.4000000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
103.0000000000
NS
USD
38377.8000000000
0.0174737554
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
8202.0000000000
NS
USD
393531.9600000000
0.1791786189
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
135000.0000000000
PA
USD
137487.9900000000
0.0625995107
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.1900000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
331.0000000000
NS
USD
28389.8700000000
0.0129261616
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAC8
150000.0000000000
PA
USD
164480.0800000000
0.0748892506
Long
DBT
US
N
2
2026-04-01
Fixed
4.2500000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AQ3
40000.0000000000
PA
USD
41664.3700000000
0.0189701601
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.2000000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC REPO 2
000000000
23352000.0000000000
PA
USD
23352000.0000000000
10.6323743253
Long
RA
CORP
US
N
2
Repurchase
Y
.055
2022-01-03
22940225.42
USD
23365752.67
USD
AMBS
0
USD
453287.34
USD
ADAS
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96950FAP9
165000.0000000000
PA
USD
198161.8300000000
0.0902248524
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.9000000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
448.0000000000
NS
USD
28295.6800000000
0.0128832760
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR22
000000000
-255.0000000000
NC
USD
-245612.9400000000
-0.1118297669
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
CBOT 10 Year US Treasury Note
2022-03-22
-33023918.3100000000
USD
-245612.9400000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SPDR S+P 500 ETF TRUST
000000000
2700.0000000000
NC
USD
2700.0000000000
0.0012293341
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.0000000000
445.000000000000
USD
2021-12-31
XXXX
-1310506.6500000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SPDR S+P 500 ETF TRUST
000000000
1100.0000000000
NC
USD
136950.0000000000
0.0623545591
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.0000000000
450.000000000000
USD
2022-01-21
XXXX
-98423.5300000000
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
1527.0000000000
NS
USD
633017.8500000000
0.2882186852
Long
EC
CORP
IE
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
2530.0000000000
NS
USD
511135.9000000000
0.2327247439
Long
EC
CORP
IE
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
2241.0000000000
NS
USD
231831.4500000000
0.1055549313
Long
EC
CORP
IE
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
1685.0000000000
NS
USD
383809.3000000000
0.1747518049
Long
EC
CORP
NL
N
1
N
N
N
2022-02-24
Federated Hermes Insurance Series
Stephen Van Meter
Federated Hermes Insurance Series
Chief Compliance Officer