Form NPORT-P FEDERATED HERMES INSURAN For: Mar 31

May 25, 2022 12:41 PM EDT

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



Federated Hermes Managed Volatility Fund II
Portfolio of Investments
March 31, 2022 (unaudited)
Shares,
Principal
Amount
or Contracts
 
 
Value
          
 
COMMON STOCKS—41.3%
 
 
 
Communication Services—2.9%
 
1,241
 
Activision Blizzard, Inc.
$     99,416
302
1
Alphabet, Inc., Class A
    839,968
204
1
Alphabet, Inc., Class C
    569,770
3,827
1
Altice USA, Inc.
     47,761
19,183
 
AT&T, Inc.
    453,294
23
1
Charter Communications, Inc.
     12,547
10,988
 
Comcast Corp., Class A
    514,458
1,755
 
Electronic Arts, Inc.
    222,025
12,244
 
Interpublic Group of Cos., Inc.
    434,050
1,985
1
Liberty Broadband Corp.
    260,154
954
1
Live Nation Entertainment, Inc.
    112,229
30,230
 
Lumen Technologies, Inc.
    340,692
929
1
T-Mobile USA, Inc.
    119,237
18,067
 
Verizon Communications, Inc.
    920,333
6,985
 
Walt Disney Co.
    958,063
 
 
TOTAL
5,903,997
 
 
Consumer Discretionary—2.2%
 
2,849
1
Aptiv PLC
    341,054
80
1
AutoZone, Inc.
    163,566
221
1
Bright Horizons Family Solutions, Inc.
     29,325
936
 
Domino’s Pizza, Inc.
    380,961
794
1
DoorDash, Inc.
     93,049
20,063
 
Ford Motor Co.
    339,265
1,483
 
Genuine Parts Co.
    186,888
46
 
Hasbro, Inc.
      3,768
2,396
 
Kohl’s Corp.
    144,862
293
 
Lear Corp.
     41,779
2,218
 
LKQ Corp.
    100,719
2,675
 
McDonald’s Corp.
    661,474
19
1
Mohawk Industries, Inc.
      2,360
284
1
O’Reilly Automotive, Inc.
    194,529
2,053
 
Ralph Lauren Corp.
    232,892
165
1
Rivian Automotive, Inc.
      8,290
50,000
1
Solo Brands, Inc.
    426,500
9,358
 
Tapestry, Inc.
    347,650
1,631
 
Target Corp.
    346,131
386
1
Terminix Global Holdings, Inc.
     17,613
1,803
 
Toll Brothers, Inc.
     84,777
95
 
Wyndham Hotels & Resorts, Inc.
      8,046
2,259
 
Yum! Brands, Inc.
    267,759
 
 
TOTAL
4,423,257
 
 
Consumer Staples—3.1%
 
7,482
 
Altria Group, Inc.
    390,934
3,946
 
Archer-Daniels-Midland Co.
    356,166
1

Shares,
Principal
Amount
or Contracts
 
 
Value
          
 
COMMON STOCKS—continued
 
 
 
Consumer Staples—continued
 
205
 
Clorox Co.
$     28,501
528
 
Costco Wholesale Corp.
    304,049
1,297
1
Coty, Inc. - CL A
     11,660
1,955
 
Hershey Foods Corp.
    423,512
8,069
 
Kroger Co.
    462,918
5,436
 
Mondelez International, Inc.
    341,272
2,288
 
PepsiCo, Inc.
    382,965
5,172
 
Philip Morris International, Inc.
    485,858
11,876
 
Procter & Gamble Co.
  1,814,653
9,599
 
The Coca-Cola Co.
    595,138
741
 
Tyson Foods, Inc., Class A
     66,416
687
 
Walgreens Boots Alliance, Inc.
     30,757
3,639
 
WalMart, Inc.
    541,920
 
 
TOTAL
6,236,719
 
 
Energy—2.9%
 
11,509
 
APA Corp.
    475,667
5,257
 
Chevron Corp.
    855,997
8,511
 
ConocoPhillips
    851,100
514
 
Diamondback Energy, Inc.
     70,459
15,824
 
Exxon Mobil Corp.
  1,306,904
2,704
 
Hess Corp.
    289,436
13,449
 
Kinder Morgan, Inc.
    254,321
19,293
 
Marathon Oil Corp.
    484,447
7,452
 
Occidental Petroleum Corp.
    422,827
2,169
 
ONEOK, Inc.
    153,196
4,326
 
Schlumberger Ltd.
    178,707
6,357
 
Targa Resources, Inc.
    479,763
 
 
TOTAL
5,822,824
 
 
Financials—8.5%
 
751
 
Affiliated Managers Group
    105,853
33,802
 
AGNC Investment Corp.
    442,806
2,367
 
Allstate Corp.
    327,853
5,417
 
Ally Financial, Inc.
    235,531
1,137
 
American Financial Group, Inc.
    165,570
582
 
American International Group, Inc.
     36,532
932
 
Ameriprise Financial, Inc.
    279,935
8,611
 
Annaly Capital Management, Inc.
     60,621
1,394
1
Arch Capital Group Ltd.
     67,497
4,225
 
Axis Capital Holdings Ltd.
    255,486
21,574
 
Bank of America Corp.
    889,280
8,730
 
Bank of New York Mellon Corp.
    433,270
6,306
1
Berkshire Hathaway, Inc., Class B
  2,225,450
412
 
BlackRock, Inc.
    314,838
919
1
Brighthouse Financial, Inc.
     47,476
573
 
Capital One Financial Corp.
     75,229
1,509
 
Charles Schwab Corp.
    127,224
3,649
 
Chubb Ltd.
    780,521
14,139
 
Citigroup, Inc.
    755,023
1,410
 
CME Group, Inc.
    335,383
2

Shares,
Principal
Amount
or Contracts
 
 
Value
          
 
COMMON STOCKS—continued
 
 
 
Financials—continued
 
14,422
 
Equitable Holdings, Inc.
$    445,784
1,632
 
Goldman Sachs Group, Inc.
    538,723
759
 
Intercontinental Exchange, Inc.
    100,279
3,968
 
Janus Henderson Group PLC
    138,959
10,671
 
Jefferies Financial Group, Inc.
    350,542
14,637
 
JPMorgan Chase & Co.
  1,995,316
10,049
 
KeyCorp
    224,897
2,697
 
Loews Corp.
    174,820
8,679
 
MetLife, Inc.
    609,960
8,220
 
MGIC Investment Corp.
    111,381
1,409
 
Morgan Stanley
    123,147
7,017
 
OneMain Holdings, Inc.
    332,676
4,766
 
Popular, Inc.
    389,573
1,429
 
Progressive Corp., OH
    162,892
1,165
 
Prudential Financial, Inc.
    137,668
21,900
 
Regions Financial Corp.
    487,494
23,886
 
SLM Corp.
    438,547
2,426
 
State Street Corp.
    211,353
1,428
 
Synchrony Financial
     49,709
4,868
 
The Hartford Financial Services Group, Inc.
    349,571
2,178
 
The Travelers Cos., Inc.
    397,986
8,460
 
Truist Financial Corp.
    479,682
3,069
 
U.S. Bancorp
    163,117
8,623
 
Wells Fargo & Co.
    417,871
5,018
 
Western Alliance Bancorp
    415,591
448
 
Zions Bancorporation, N.A.
     29,371
 
 
TOTAL
17,238,287
 
 
Health Care—7.4%
 
5,157
 
Abbott Laboratories
    610,383
1,258
 
Agilent Technologies, Inc.
    166,471
378
 
AmerisourceBergen Corp.
     58,480
1,849
 
Anthem, Inc.
    908,266
690
1
Biogen, Inc.
    145,314
916
1
Boston Scientific Corp.
     40,570
14,402
 
Bristol-Myers Squibb Co.
  1,051,778
2,519
1
Centene Corp.
    212,075
5,583
 
Cerner Corp.
    522,345
125
 
CIGNA Corp.
     29,951
3,081
 
CVS Health Corp.
    311,828
2,321
 
Danaher Corp.
    680,819
321
 
Dentsply Sirona, Inc.
     15,800
248
 
Eli Lilly & Co.
     71,020
11,119
 
Gilead Sciences, Inc.
    661,025
6,301
1
Hologic, Inc.
    484,043
2,021
1
IQVIA Holdings, Inc.
    467,275
11,033
 
Johnson & Johnson
  1,955,379
1,425
1
Laboratory Corp. of America Holdings
    375,716
1,873
 
McKesson Corp.
    573,381
2,241
 
Medtronic PLC
    248,639
3

Shares,
Principal
Amount
or Contracts
 
 
Value
          
 
COMMON STOCKS—continued
 
 
 
Health Care—continued
 
9,927
 
Merck & Co., Inc.
$    814,510
919
1
Mirati Therapeutics, Inc.
     75,560
1,421
1
Molina Healthcare, Inc.
    474,031
1,689
 
Organon & Co.
     58,997
18,307
 
Pfizer, Inc.
    947,753
6,001
 
Premier, Inc.
    213,576
3,011
 
Quest Diagnostics, Inc.
    412,085
287
1
Tandem Diabetes Care, Inc.
     33,375
995
 
Thermo Fisher Scientific, Inc.
    587,697
2,682
 
UnitedHealth Group, Inc.
  1,367,740
1,032
1
Vertex Pharmaceuticals, Inc.
    269,321
103
1
Waters Corp.
     31,970
224
 
Zoetis, Inc.
     42,244
 
 
TOTAL
14,919,417
 
 
Industrials—4.5%
 
2,890
 
3M Co.
    430,263
533
 
Acuity Brands, Inc.
    100,897
15,128
 
ADT, Inc.
    114,822
3,006
 
AECOM
    230,891
2,185
1
Alaska Air Group, Inc.
    126,752
530
1
Boeing Co.
    101,495
355
 
Caterpillar, Inc.
     79,101
3,483
 
CSX Corp.
    130,438
124
 
Curtiss Wright Corp.
     18,620
250
 
Dover Corp.
     39,225
1,383
 
Eaton Corp. PLC
    209,884
471
 
Emerson Electric Co.
     46,182
205
 
Equifax, Inc.
     48,606
520
 
FedEx Corp.
    120,323
2,584
 
General Dynamics Corp.
    623,209
859
 
General Electric Co.
     78,598
3,853
 
Honeywell International, Inc.
    749,717
347
 
Huntington Ingalls Industries, Inc.
     69,206
1,765
 
Ingersoll-Rand, Inc.
     88,868
25,167
1
Jet Blue Airways Corp.
    376,247
7,151
 
Johnson Controls International PLC
    468,891
2,390
 
L3Harris Technologies, Inc.
    593,843
174
 
Lockheed Martin Corp.
     76,804
1,281
 
Manpower, Inc.
    120,312
53
 
Masco Corp.
      2,703
1,118
1
Mastec, Inc.
     97,378
2,401
 
Norfolk Southern Corp.
    684,813
365
 
Northrop Grumman Corp.
    163,235
3,851
 
OshKosh Truck Corp.
    387,603
1,876
 
Otis Worldwide Corp.
    144,358
769
 
Parker-Hannifin Corp.
    218,211
2,772
 
Pentair PLC
    150,270
78
 
Quanta Services, Inc.
     10,266
2,668
 
Raytheon Technologies Corp.
    264,319
4

Shares,
Principal
Amount
or Contracts
 
 
Value
          
 
COMMON STOCKS—continued
 
 
 
Industrials—continued