0001145549-23-017648.txt : 20230323
0001145549-23-017648.hdr.sgml : 20230323
20230323122911
ACCESSION NUMBER: 0001145549-23-017648
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230323
DATE AS OF CHANGE: 20230323
PERIOD START: 20230731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Federated Hermes MDT Series
CENTRAL INDEX KEY: 0001363526
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21904
FILM NUMBER: 23755270
BUSINESS ADDRESS:
STREET 1: FEDERATED INVESTORS FUNDS
STREET 2: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
BUSINESS PHONE: 412-288-1900
MAIL ADDRESS:
STREET 1: FEDERATED INVESTORS FUNDS
STREET 2: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
FORMER COMPANY:
FORMER CONFORMED NAME: Federated MDT Series
DATE OF NAME CHANGE: 20060519
0001363526
S000012971
Federated Hermes MDT Balanced Fund
C000035055
Class A Shares
QABGX
C000035056
Class C Shares
QCBGX
C000035057
Institutional Shares
QIBGX
C000043498
Class R6 Shares
QKBGX
C000188307
Class T Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001363526
XXXXXXXX
S000012971
C000188307
C000035057
C000035056
C000035055
C000043498
Federated Hermes MDT Series
811-21904
0001363526
254900ZW3CXBDK3XPE89
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes MDT Balanced Fund
S000012971
254900P9KFKAK2YQQ553
2023-07-31
2023-01-31
N
210882225.000000000000
11166045.330000000000
199716179.670000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
206369.470000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
60% S&P 500, 40% BBG Barc US Aggregate Index
60% SPX, 40% LBUSTRUU
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
16362.0000000000
NS
USD
1844324.6400000000
0.9234728218
Long
EC
CORP
LU
N
1
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
11638.0000000000
NS
USD
246725.6000000000
0.1235381131
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
9409.0000000000
NS
USD
929985.5600000000
0.4656535898
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
171.0000000000
NS
USD
417043.3500000000
0.2088180090
Long
EC
CORP
US
N
1
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C4 Mortgage Trust
05610CAE4
200000.0000000000
PA
USD
206548.6800000000
0.1034211051
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Fixed
5.1200000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
125000.0000000000
PA
USD
108780.8500000000
0.0544677202
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.6000000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
3178.0000000000
NS
USD
801777.6200000000
0.4014585204
Long
EC
CORP
US
N
1
N
N
N
Cerence Inc
5493002WL2W5WMS89568
Cerence Inc
156727109
3677.0000000000
NS
USD
90160.0400000000
0.0451440840
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
125000.0000000000
PA
USD
113733.7900000000
0.0569477096
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.9000000000
N
N
N
N
N
N
Enovis Corp
635400OP2DYYYMOIYL17
Enovis Corp
194014502
10058.0000000000
NS
USD
633151.1000000000
0.3170254413
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AQ0
30000.0000000000
PA
USD
29072.0200000000
0.0145566674
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
3.8000000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
140000.0000000000
PA
USD
117939.0000000000
0.0590533026
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.7500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
75000.0000000000
PA
USD
74720.4500000000
0.0374133183
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
20202.0000000000
NS
USD
2309088.6000000000
1.1561850441
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAAA7
21768.2700000000
PA
USD
21621.8800000000
0.0108263036
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359BRE9
123.2200000000
PA
USD
123.4900000000
0.0000618327
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Floating
9.7500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KMJ2
5615.5600000000
PA
USD
5852.4500000000
0.0029303835
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BL86
304.4600000000
PA
USD
298.0300000000
0.0001492268
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
3.7500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
8546.5300000000
PA
USD
7892.8200000000
0.0039520183
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3AJ7
8196.2200000000
PA
USD
7804.3300000000
0.0039077104
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EWV9
38503.0000000000
PA
USD
37155.3400000000
0.0186040711
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.5000000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
1757.0000000000
NS
USD
195220.2700000000
0.0977488506
Long
EC
CORP
US
N
1
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAS1
200000.0000000000
PA
USD
198429.4500000000
0.0993557209
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
2.8000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UV84
29085.7400000000
PA
USD
29381.2400000000
0.0147114971
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.5000000000
N
N
N
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
3650.0000000000
NS
USD
538959.0000000000
0.2698624623
Long
EC
CORP
US
N
1
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
200000.0000000000
PA
USD
193527.2000000000
0.0969011125
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AQ6
205000.0000000000
PA
USD
205912.4300000000
0.1031025280
Long
DBT
CORP
US
Y
2
2033-05-30
Fixed
5.5500000000
N
N
N
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
Fulgent Genetics Inc
359664109
878.0000000000
NS
USD
29658.8400000000
0.0148504944
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
8443.8100000000
PA
USD
8390.9100000000
0.0042014172
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.0000000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
423012AF0
270000.0000000000
PA
USD
261323.2000000000
0.1308472856
Long
DBT
CORP
NL
Y
2
2028-01-29
Fixed
3.5000000000
N
N
N
N
N
N
KERRY GROUP FIN SERVICES
635400SE9OHFJ8SLDG45
Kerry Group Financial Services
49245PAA4
200000.0000000000
PA
USD
199085.3100000000
0.0996841169
Long
DBT
CORP
IE
Y
2
2023-04-09
Fixed
3.2000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
200000.0000000000
PA
USD
196759.7900000000
0.0985197045
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.9500000000
N
N
N
N
N
N
Box Inc
549300KQUCPD8687YS68
Box Inc
10316T104
2290.0000000000
NS
USD
73257.1000000000
0.0366806035
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
14707476.9250000000
NS
USD
14707476.9300000000
7.3641889978
Long
EC
RF
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BL4
45000.0000000000
PA
USD
44941.7400000000
0.0225028038
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.7500000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
500.0000000000
NS
USD
158335.0000000000
0.0792800064
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
4701.0000000000
NS
USD
424923.3900000000
0.2127636282
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
445000.0000000000
PA
USD
447170.3800000000
0.2239029310
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy Inc
69318G106
1150.0000000000
NS
USD
48288.5000000000
0.0241785618
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBP5
10000.0000000000
PA
USD
9805.6400000000
0.0049097875
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.4000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392VGQ9
1882.8900000000
PA
USD
1954.7800000000
0.0009787790
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.0000000000
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
30666.0000000000
NS
USD
887474.0400000000
0.4443676228
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
459.0000000000
NS
USD
52821.7200000000
0.0264483930
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
7352.0000000000
NS
USD
1405114.2400000000
0.7035555368
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
600000.0000000000
PA
USD
611995.6800000000
0.3064326991
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.1300000000
N
N
N
N
N
N
Federated Core Trust - Federated Mortgage Core Portfolio
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
1975056.1140000000
NS
USD
17024983.7000000000
8.5245891085
Long
EC
RF
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
11951.0000000000
NS
USD
1003166.9400000000
0.5022962795
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFU0
100000.0000000000
PA
USD
102057.8600000000
0.0511014481
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.1300000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1626.0000000000
NS
USD
525360.6000000000
0.2630535998
Long
EC
CORP
US
N
1
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
64500.0000000000
NS
USD
3281115.0000000000
1.6428889264
Long
EC
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
25000.0000000000
PA
USD
24328.1300000000
0.0121813516
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
33023.0000000000
NS
USD
637674.1300000000
0.3192901702
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
70000.0000000000
PA
USD
68013.6700000000
0.0340551627
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.1500000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
15000.0000000000
PA
USD
14841.1000000000
0.0074310955
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.1500000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
1034.0000000000
NS
USD
185210.0800000000
0.0927366427
Long
EC
CORP
IE
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
800.0000000000
NS
USD
54864.0000000000
0.0274709841
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
1203.0000000000
NS
USD
120167.6700000000
0.0601692212
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
2483.0000000000
NS
USD
854524.4500000000
0.4278694152
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
250000.0000000000
PA
USD
247269.6000000000
0.1238104997
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.6000000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
8649.0000000000
NS
USD
2143308.6900000000
1.0731772927
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA Inc
626755102
644.0000000000
NS
USD
175187.3200000000
0.0877181410
Long
EC
CORP
US
N
1
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
250000.0000000000
PA
USD
237335.4600000000
0.1188363709
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.1000000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
20000.0000000000
PA
USD
22828.4400000000
0.0114304410
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.7500000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BF9
10000.0000000000
PA
USD
8788.3200000000
0.0044004046
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
3.0300000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
1138.0000000000
NS
USD
277011.9600000000
0.1387028134
Long
EC
CORP
US
N
1
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AA4
10000.0000000000
PA
USD
10388.4900000000
0.0052016266
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.2500000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
3020.0000000000
NS
USD
467284.6000000000
0.2339743334
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
300000.0000000000
PA
USD
231221.8900000000
0.1157752418
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.6500000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
12000.0000000000
PA
USD
8867.6000000000
0.0044401010
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.5000000000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
1315.0000000000
NS
USD
67512.1000000000
0.0338040213
Long
EC
CORP
US
N
1
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
83798.0000000000
NS
USD
410610.2000000000
0.2055968628
Long
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
2494.0000000000
NS
USD
40253.1600000000
0.0201551823
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
4991.0000000000
NS
USD
315531.0200000000
0.1579897135
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
700.0000000000
NS
USD
156373.0000000000
0.0782976123
Long
EC
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
2640.0000000000
NS
USD
666336.0000000000
0.3336414712
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AL4
10000.0000000000
PA
USD
9104.7300000000
0.0045588344
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.8500000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
2767.0000000000
NS
USD
229245.9500000000
0.1147858678
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
4830.0000000000
NS
USD
1090662.3000000000
0.5461061301
Long
EC
CORP
US
N
1
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAE7
200000.0000000000
PA
USD
140914.1100000000
0.0705571828
Long
DBT
CORP
GB
Y
2
2050-09-15
Fixed
3.0000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
15000.0000000000
PA
USD
14840.5700000000
0.0074308301
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.2000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
300000.0000000000
PA
USD
292039.9400000000
0.1462274817
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.5000000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
14500.0000000000
NS
USD
341185.0000000000
0.1708349321
Long
EC
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
220000.0000000000
PA
USD
200940.1000000000
0.1006128298
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.1500000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
300000.0000000000
PA
USD
251690.0400000000
0.1260238607
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.2500000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1426.0000000000
NS
USD
248152.5200000000
0.1242525871
Long
EC
CORP
US
N
1
N
N
N
Coinbase Global Inc
5493004G3J2SC154DU06
Coinbase Global Inc
19260Q107
792.0000000000
NS
USD
46316.1600000000
0.0231909904
Long
EC
CORP
US
N
1
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
14042.0000000000
NS
USD
403426.6600000000
0.2019999885
Long
EC
CORP
US
N
1
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
10000.0000000000
PA
USD
10355.8500000000
0.0051852834
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.3200000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AE4
70000.0000000000
PA
USD
67215.9300000000
0.0336557259
Long
DBT
CORP
FR
Y
2
2040-01-27
Fixed
5.6000000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAE2
15000.0000000000
PA
USD
15333.4900000000
0.0076776404
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.6300000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAK1
400000.0000000000
PA
USD
305425.6600000000
0.1529298530
Long
DBT
CORP
HK
Y
2
2040-09-16
Fixed
3.2000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
11000.0000000000
PA
USD
8078.8000000000
0.0040451405
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.6500000000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
2200.0000000000
NS
USD
370150.0000000000
0.1853380135
Long
EC
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
5475.0000000000
NS
USD
271012.5000000000
0.1356988204
Long
EC
CORP
US
N
1
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions Inc
109194100
15854.0000000000
NS
USD
1217270.1200000000
0.6095000025
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3972.0000000000
NS
USD
350409.8400000000
0.1754539069
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
200000.0000000000
PA
USD
192249.4500000000
0.0962613296
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.4000000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520AC5
250000.0000000000
PA
USD
249180.4900000000
0.1247673025
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
5.1500000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
370000.0000000000
PA
USD
376063.2700000000
0.1882988502
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.6100000000
N
N
N
N
N
N
Community Health Systems Inc
N/A
Community Health Systems Inc
203668108
15524.0000000000
NS
USD
81035.2800000000
0.0405752204
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
500000.0000000000
PA
USD
437309.7900000000
0.2189656295
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.4500000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQXJ7
350000.0000000000
PA
USD
331710.9300000000
0.1660911652
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
2.5300000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBD7
5000.0000000000
PA
USD
4323.2700000000
0.0021647069
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.0300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPLH5
16136.8600000000
PA
USD
15074.0400000000
0.0075477310
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RMM6
22094.8300000000
PA
USD
21888.7100000000
0.0109599082
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ASU3
23038.6800000000
PA
USD
21521.2900000000
0.0107759372
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WVWX5
10772.5100000000
PA
USD
10496.2900000000
0.0052556032
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LB0
10184.4500000000
PA
USD
9729.3200000000
0.0048715733
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDH4
23231.8500000000
PA
USD
22096.3400000000
0.0110638708
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.5000000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBA3
20000.0000000000
PA
USD
18044.2900000000
0.0090349665
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.9000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YW45
18809.3700000000
PA
USD
19014.7800000000
0.0095209011
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5000000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
22641.0000000000
NS
USD
305879.9100000000
0.1531573008
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
13184.8300000000
PA
USD
12713.1100000000
0.0063655884
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.5000000000
N
N
N
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
64047.0000000000
NS
USD
869117.7900000000
0.4351764546
Long
EC
CORP
US
N
1
N
N
N
Hain Celestial Group Inc/The
5493000S8QXWHLIXDP75
Hain Celestial Group Inc/The
405217100
20502.0000000000
NS
USD
420701.0400000000
0.2106494530
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
6423.0000000000
NS
USD
1049646.6600000000
0.5255691661
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
10000.0000000000
PA
USD
9874.2800000000
0.0049441563
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.9500000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
175000.0000000000
PA
USD
145143.3800000000
0.0726748230
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.1000000000
N
N
N
N
N
N
Master Credit Card Trust
N/A
Master Credit Card Trust
576339CS2
400000.0000000000
PA
USD
360696.4400000000
0.1806045162
Long
ABS-O
CORP
CA
Y
2
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
110000.0000000000
PA
USD
102691.0400000000
0.0514184881
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.2500000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
30000.0000000000
PA
USD
31455.5300000000
0.0157501160
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.1300000000
N
N
N
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AB6
15000.0000000000
PA
USD
15139.5700000000
0.0075805426
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.8800000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
2999.0000000000
NS
USD
1534588.3000000000
0.7683845658
Long
EC
CORP
US
N
1
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAJ2
200000.0000000000
PA
USD
186677.9800000000
0.0934716358
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.1400000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
227235.9500000000
PA
USD
201614.9100000000
0.1009507143
Long
ABS-O
CORP
US
Y
2
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp
64157F103
16210.0000000000
NS
USD
595231.2000000000
0.2980385470
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
15000.0000000000
PA
USD
14043.3400000000
0.0070316486
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.5500000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
14500.0000000000
NS
USD
325670.0000000000
0.1630664078
Long
EC
US
N
1
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCM4
300000.0000000000
PA
USD
306033.3200000000
0.1532341148
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.9500000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
500000.0000000000
PA
USD
543926.7700000000
0.2723498772
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.2500000000
N
N
N
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
18478.0000000000
NS
USD
718424.6400000000
0.3597228032
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAE0
300000.0000000000
PA
USD
300729.9300000000
0.1505786514
Long
ABS-O
CORP
US
N
2
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
9000.0000000000
NS
USD
195300.0000000000
0.0977887722
Long
EC
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
300000.0000000000
PA
USD
242002.4200000000
0.1211731670
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
6754.0000000000
NS
USD
35458.5000000000
0.0177544454
Long
EC
CORP
US
N
1
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
50000.0000000000
PA
USD
49234.2300000000
0.0246520988
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.1300000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
110000.0000000000
PA
USD
110775.9800000000
0.0554667029
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
N/A
Texas Transportation Commission State Highway Fund
88283LHU3
30000.0000000000
PA
USD
31209.9400000000
0.0156271465
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.1800000000
N
N
N
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
12399.0000000000
NS
USD
614246.4600000000
0.3075596885
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
17433.0000000000
NS
USD
596557.2600000000
0.2987025192
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CES6
500000.0000000000
PA
USD
476088.7000000000
0.2383826392
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.7500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
90000.0000000000
PA
USD
81809.0600000000
0.0409626602
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.1500000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
9190.0000000000
NS
USD
486426.7000000000
0.2435589850
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859104
11430.0000000000
NS
USD
1108367.1000000000
0.5549711104
Long
EC
CORP
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
300000.0000000000
PA
USD
243331.9800000000
0.1218388918
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.8000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR23
000000000
23.0000000000
NC
USD
305.3300000000
0.0001528820
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
CBOT Ultra 10-Year U.S. Treasury Notes Futures
2023-03-22
2787366.5500000000
USD
305.3300000000
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell Inc
68213N109
9022.0000000000
NS
USD
500450.3400000000
0.2505807696
Long
EC
CORP
US
N
1
N
N
N
1-800-Flowers.com Inc
N/A
1-800-Flowers.com Inc
68243Q106
2679.0000000000
NS
USD
26709.6300000000
0.0133737938
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
28480.0000000000
NS
USD
2320835.2000000000
1.1620666908
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
20000.0000000000
NS
USD
328000.0000000000
0.1642330634
Long
EC
US
N
1
N
N
N
Pitney Bowes Inc
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479100
10000.0000000000
NS
USD
43100.0000000000
0.0215806251
Long
EC
CORP
US
N
1
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAH5
10000.0000000000
PA
USD
9953.6600000000
0.0049839027
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.1300000000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
1477.0000000000
NS
USD
32922.3300000000
0.0164845583
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
9522.0000000000
NS
USD
1298324.7000000000
0.6500848865
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
24.0000000000
NC
USD
10823.7900000000
0.0054195859
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
CBOT 2 Year U.S. Treasury Notes Futures
2023-03-31
4924738.7200000000
USD
10823.7900000000
N
N
N
Cushman & Wakefield PLC
N/A
Cushman & Wakefield PLC
000000000
4309.0000000000
NS
USD
62178.8700000000
0.0311336168
Long
EC
CORP
GB
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
175000.0000000000
PA
USD
145952.9100000000
0.0730801632
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.0000000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKH1
200000.0000000000
PA
USD
199030.3300000000
0.0996565878
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.7500000000
N
N
N
N
N
N
SPX Technologies Inc
P761FCI0CPOG24I8JE10
SPX Technologies Inc
78473E103
7730.0000000000
NS
USD
579827.3000000000
0.2903256516
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
6277.0000000000
NS
USD
809419.1500000000
0.4052847152
Long
EC
CORP
US
N
1
N
N
N
SkyWest Inc
529900UYS2KGS6Z42P09
SkyWest Inc
830879102
2538.0000000000
NS
USD
52688.8800000000
0.0263818786
Long
EC
CORP
US
N
1
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
40000.0000000000
PA
USD
31050.0000000000
0.0155470629
Long
DBT
CORP
US
Y
2
2042-02-15
Variable
6.3400000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2020-B Owner Trust
89239RAD8
400000.0000000000
PA
USD
388072.6600000000
0.1943120786
Long
ABS-O
CORP
US
N
2
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
8249.0000000000
NS
USD
403871.0400000000
0.2022224943
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
1200000.0000000000
PA
USD
848319.4800000000
0.4247625212
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
225000.0000000000
PA
USD
212466.0200000000
0.1063839797
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
600000.0000000000
PA
USD
558506.7000000000
0.2796502021
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
1420000.0000000000
PA
USD
1351750.8200000000
0.6768359090
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEV9
1100000.0000000000
PA
USD
1078077.1100000000
0.5398045926
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
400000.0000000000
PA
USD
384852.4000000000
0.1926996604
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFC0
400000.0000000000
PA
USD
377873.8000000000
0.1892054017
Long
DBT
UST
US
N
2
2029-07-31
Fixed
2.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
670000.0000000000
PA
USD
629793.4300000000
0.3153442205
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFG1
800000.0000000000
PA
USD
785472.0000000000
0.3932941243
Long
DBT
UST
US
N
2
2024-08-31
Fixed
3.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFZ9
300000.0000000000
PA
USD
303381.6900000000
0.1519064156
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.8800000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
2100.0000000000
NS
USD
157584.0000000000
0.0789039728
Long
EC
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
10000.0000000000
PA
USD
9614.2300000000
0.0048139465
Long
DBT
CORP
AU
N
2
2031-11-23
Fixed
4.3200000000
N
N
N
N
N
N
WillScot Mobile Mini Holdings Corp
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
1443.0000000000
NS
USD
69927.7800000000
0.0350135778
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
779.0000000000
NS
USD
53571.8300000000
0.0268239810
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
9197.0000000000
NS
USD
150646.8600000000
0.0754304735
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
19295.0000000000
NS
USD
1353351.3000000000
0.6776372862
Long
EC
CORP
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
70000.0000000000
PA
USD
67332.1800000000
0.0337139335
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
15000.0000000000
PA
USD
13411.4900000000
0.0067152747
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.4000000000
N
N
N
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio Inc
032724106
7913.0000000000
NS
USD
196954.5700000000
0.0986172329
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
561.0000000000
NS
USD
280494.3900000000
0.1404465029
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
2939.0000000000
NS
USD
370372.7800000000
0.1854495618
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
170000.0000000000
PA
USD
159676.8000000000
0.0799518598
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
250000.0000000000
PA
USD
241854.4000000000
0.1210990519
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.2500000000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
4301.0000000000
NS
USD
265500.7300000000
0.1329390190
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1306.0000000000
NS
USD
379915.4000000000
0.1902276524
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAC4
300000.0000000000
PA
USD
294639.6400000000
0.1475291789
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.9400000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
10000.0000000000
PA
USD
9420.8700000000
0.0047171291
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.1300000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
4889.0000000000
NS
USD
414098.3000000000
0.2073433913
Long
EC
CORP
US
N
1
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
60000.0000000000
PA
USD
53921.3300000000
0.0269989793
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
4593.0000000000
NS
USD
350170.3200000000
0.1753339767
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
358.0000000000
NS
USD
137582.9800000000
0.0688892508
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
17337.0000000000
NS
USD
843791.7900000000
0.4224954590
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JP7
250000.0000000000
PA
USD
242398.9200000000
0.1213716988
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.3000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
15000.0000000000
PA
USD
14727.1800000000
0.0073740545
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.4500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
170000.0000000000
PA
USD
163825.7700000000
0.0820292929
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
271.0000000000
NS
USD
137337.3800000000
0.0687662763
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp. Class A
20030N101
2819.0000000000
NS
USD
110927.6500000000
0.0555426457
Long
EC
CORP
US
N
1
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
2931.0000000000
NS
USD
182396.1300000000
0.0913276682
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
19153.0000000000
NS
USD
777994.8600000000
0.3895502414
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
240000.0000000000
PA
USD
246932.4300000000
0.1236416751
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
30000.0000000000
PA
USD
28646.4000000000
0.0143435550
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.9000000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
180000.0000000000
PA
USD
158407.7300000000
0.0793164231
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
591.0000000000
NS
USD
86356.9200000000
0.0432398217
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
7700.0000000000
NS
USD
327096.0000000000
0.1637804211
Long
EC
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
51357.0000000000
NS
USD
705131.6100000000
0.3530668427
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBD0
115000.0000000000
PA
USD
112776.4000000000
0.0564683343
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.0500000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
11611.0000000000
NS
USD
489868.0900000000
0.2452821253
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
270000.0000000000
PA
USD
262618.9700000000
0.1314960913
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.9900000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
8307.0000000000
NS
USD
1237493.7900000000
0.6196262076
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVZ9
28266.3400000000
PA
USD
27420.9200000000
0.0137299442
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Fixed
2.2600000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J82W2
15929.4200000000
PA
USD
15683.6600000000
0.0078529742
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9ZL8
11169.1300000000
PA
USD
10649.0500000000
0.0053320918
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Federated Core Trust III - Federated Project and Trade Finance Core Fund
549300HEVNTSTCP23713
FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE
31415N103
431924.8520000000
NS
USD
3770703.9600000000
1.8880312883
Long
EC
RF
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
75000.0000000000
PA
USD
74096.2900000000
0.0371007948
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.6500000000
N
N
N
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
7700.0000000000
NS
USD
412412.0000000000
0.2064990431
Long
EC
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
705.0000000000
NS
USD
27720.6000000000
0.0138799971
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
40000.0000000000
PA
USD
39962.9400000000
0.0200098660
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.2000000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAE2
280734.9400000000
PA
USD
279745.7800000000
0.1400716659
Long
ABS-O
CORP
US
Y
2
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
861.0000000000
NS
USD
66822.2100000000
0.0334585861
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
110000.0000000000
PA
USD
106737.6500000000
0.0534446684
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.8400000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Husky Energy Inc
448055AP8
240000.0000000000
PA
USD
225470.9100000000
0.1128956654
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
4.4000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
400000.0000000000
PA
USD
398640.0300000000
0.1996032723
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.3800000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
10000.0000000000
PA
USD
9981.2500000000
0.0049977173
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.1000000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BA1
225000.0000000000
PA
USD
214318.7500000000
0.1073116612
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.1300000000
N
N
N
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
281.0000000000
NS
USD
66630.7200000000
0.0333627051
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
170000.0000000000
PA
USD
165000.9900000000
0.0826177380
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
2523.0000000000
NS
USD
657544.2600000000
0.3292393541
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
5000.0000000000
PA
USD
4548.7400000000
0.0022776021
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
7000.0000000000
PA
USD
5360.0800000000
0.0026838487
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.9200000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
3400.0000000000
NS
USD
160990.0000000000
0.0806093929
Long
EC
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
367.0000000000
NS
USD
27389.2100000000
0.0137140667
Long
EC
CORP
US
N
1
N
N
N
Nuveen LLC
N/A
Nuveen LLC
67080LAA3
70000.0000000000
PA
USD
67508.3400000000
0.0338021387
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.0000000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAM0
230000.0000000000
PA
USD
224962.5800000000
0.1126411392
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.2500000000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
9954.0000000000
NS
USD
1153270.4400000000
0.5774546869
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
647.0000000000
NS
USD
64874.6900000000
0.0324834423
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
6500.0000000000
NS
USD
412555.0000000000
0.2065706447
Long
EC
US
N
1
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-B
80290CAZ7
405138.2900000000
PA
USD
403550.1700000000
0.2020618313
Long
ABS-O
CORP
US
Y
2
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
15000.0000000000
PA
USD
12630.4200000000
0.0063241847
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.6000000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
50000.0000000000
PA
USD
49612.4600000000
0.0248414826
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.3000000000
N
N
N
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
1458.0000000000
NS
USD
110006.1000000000
0.0550812158
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
610000.0000000000
PA
USD
417489.4300000000
0.2090413659
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
50000.0000000000
PA
USD
46322.8600000000
0.0231943451
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
800000.0000000000
PA
USD
728367.2000000000
0.3647011480
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
91282CDY4
2090000.0000000000
PA
USD
1832959.8900000000
0.9177823715
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEH0
25000.0000000000
PA
USD
24215.7100000000
0.0121250617
Long
DBT
UST
US
N
2
2025-04-15
Fixed
2.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
345000.0000000000
PA
USD
330527.1500000000
0.1654984341
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
950000.0000000000
PA
USD
998833.7100000000
0.5001265855
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFY2
300000.0000000000
PA
USD
305297.1900000000
0.1528655267
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.8800000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
5688.0000000000
NS
USD
162051.1200000000
0.0811407069
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1159.0000000000
NS
USD
578561.2100000000
0.2896917070
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
75000.0000000000
PA
USD
74237.7100000000
0.0371716053
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
10778.0000000000
NS
USD
1013024.2200000000
0.5072319237
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
31056.0000000000
NS
USD
440063.5200000000
0.2203444512
Long
EC
CORP
US
N
1
N
N
N
XPO Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
11425.0000000000
NS
USD
455400.5000000000
0.2280238390
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR23
000000000
2.0000000000
NC
USD
8230.8700000000
0.0041212835
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
CBOT U.S. Long Bond Futures
2023-03-22
251519.1300000000
USD
8230.8700000000
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
2946.0000000000
NS
USD
670185.5400000000
0.3355689765
Long
EC
CORP
CH
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion PLC
000000000
2231.0000000000
NS
USD
262254.0500000000
0.1313133720
Long
EC
CORP
IE
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
7425.0000000000
NS
USD
411196.5000000000
0.2058904294
Long
EC
CORP
IE
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO CORP
001084102
1710.0000000000
NS
USD
236202.3000000000
0.1182689857
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
2241.0000000000
NS
USD
331107.7500000000
0.1657891467
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
500000.0000000000
PA
USD
448278.0200000000
0.2244575381
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.2500000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
150000.0000000000
PA
USD
149180.5100000000
0.0746962566
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.8800000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAL5
135000.0000000000
PA
USD
119970.6800000000
0.0600705863
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.7500000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FW3
200000.0000000000
PA
USD
142952.4600000000
0.0715778062
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.0000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
125000.0000000000
PA
USD
124160.4900000000
0.0621684684
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.8000000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
373.0000000000
NS
USD
130594.7600000000
0.0653901753
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
30000.0000000000
PA
USD
29761.8800000000
0.0149020876
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.7000000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
21707.0000000000
NS
USD
1097722.9900000000
0.5496414921
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Mortgage Securities Inc.
N/A
Bear Stearns Mortgage Securities Inc
073914VW0
41.0100000000
PA
USD
40.0300000000
0.0000200434
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Variable
6.4700000000
N
N
N
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
4120.0000000000
NS
USD
389916.8000000000
0.1952354590
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
135000.0000000000
PA
USD
129821.5900000000
0.0650030409
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.1200000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
4372.0000000000
NS
USD
317625.8000000000
0.1590385919
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
2173.0000000000
NS
USD
1271226.7300000000
0.6365166468
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
70000.0000000000
PA
USD
52116.4600000000
0.0260952618
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.7500000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
1512.0000000000
NS
USD
185794.5600000000
0.0930292980
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 Mortgage Trust
12625KAM7
200000.0000000000
PA
USD
191706.0200000000
0.0959892285
Long
ABS-MBS
CORP
US
Y
2
2046-06-10
Variable
3.8900000000
N
N
N
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
Carlyle Group Inc/The
14316J108
1225.0000000000
NS
USD
44063.2500000000
0.0220629345
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
145000.0000000000
PA
USD
100771.3700000000
0.0504572890
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.8000000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AW5
20000.0000000000
PA
USD
18999.9300000000
0.0095134656
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.7500000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
300000.0000000000
PA
USD
283922.3700000000
0.1421629286
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.9500000000
N
N
N
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
6143.0000000000
NS
USD
226246.6900000000
0.1132841067
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBJ7
10000.0000000000
PA
USD
10015.0500000000
0.0050146413
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.1300000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAB4
170000.0000000000
PA
USD
162311.1700000000
0.0812709167
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.3500000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUS8
387131.5300000000
PA
USD
346299.1000000000
0.1733956160
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
1.7800000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402GR62
599.0800000000
PA
USD
619.9600000000
0.0003104205
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.5000000000
N
N
N
N
N
N
Federated Core Trust - High Yield Bond Portfolio
549300FJ1PZWFDNRP685
FED HIGH YLD BOND PORT
000000000
382226.7300000000
NS
USD
2067846.6100000000
1.0353926324
Long
EC
RF
US
N
1
N
N
N
FEDERATED CORE TR
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
367467.5360000000
NS
USD
3031607.1700000000
1.5179577213
Long
EC
RF
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
679.0000000000
NS
USD
95657.5200000000
0.0478967303
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
110000.0000000000
PA
USD
102527.8000000000
0.0513367521
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2023-PJ1
36267TAG3
400000.0000000000
PA
USD
358511.6000000000
0.1795105437
Long
ABS-MBS
CORP
US
Y
2
2053-02-25
Variable
3.5000000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAE3
500000.0000000000
PA
USD
469951.3500000000
0.2353096032
Long
ABS-O
CORP
US
Y
2
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
8796.0000000000
NS
USD
1975581.6000000000
0.9891945676
Long
EC
CORP
US
N
1
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
80000.0000000000
PA
USD
77869.7100000000
0.0389901860
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.7500000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
20000.0000000000
PA
USD
19927.0900000000
0.0099777044
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.5600000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AV6
30000.0000000000
PA
USD
29856.1300000000
0.0149492795
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.0000000000
N
N
N
N
N
N
LiveRamp Holdings Inc
254900GXS75LG1X7RF88
LiveRamp Holdings Inc
53815P108
1416.0000000000
NS
USD
37892.1600000000
0.0189730046
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
40000.0000000000
PA
USD
38806.5800000000
0.0194308644
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.1300000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
16634.0000000000
NS
USD
2137801.6800000000
1.0704198746
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABE1
15000.0000000000
PA
USD
12781.9600000000
0.0064000623
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.5000000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
904.0000000000
NS
USD
328920.4000000000
0.1646939174
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
843.0000000000
NS
USD
319227.2400000000
0.1598404498
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
6430.0000000000
NS
USD
690646.3000000000
0.3458138951
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
15000.0000000000
PA
USD
14769.2000000000
0.0073950944
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.0000000000
N
N
N
N
N
N
Myriad Genetics Inc
52990044IHUOUMETT163
Myriad Genetics Inc
62855J104
6587.0000000000
NS
USD
129895.6400000000
0.0650401185
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432CT0
25000.0000000000
PA
USD
30505.9900000000
0.0152746713
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.0000000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AN7
55000.0000000000
PA
USD
44950.9500000000
0.0225074153
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.3500000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
280.0000000000
NS
USD
221858.0000000000
0.1110866432
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
7151.0000000000
NS
USD
463313.2900000000
0.2319858565
Long
EC
CORP
US
N
1
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDX0
450000.0000000000
PA
USD
430684.1600000000
0.2156481066
Long
ABS-O
CORP
US
Y
2
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AC7
15000.0000000000
PA
USD
17004.3800000000
0.0085142726
Long
DBT
CORP
US
Y
2
2040-06-15
Fixed
7.6300000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
450000.0000000000
PA
USD
473630.7400000000
0.2371519127
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.7500000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
261.0000000000
NS
USD
34767.8100000000
0.0174086096
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
984.0000000000
NS
USD
92899.4400000000
0.0465157305
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
256.0000000000
NS
USD
77424.6400000000
0.0387673348
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp
816850101
61443.0000000000
NS
USD
2029462.2900000000
1.0161731981
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
2688.0000000000
NS
USD
324280.3200000000
0.1623705804
Long
EC
CORP
US
N
1
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
1825.0000000000
NS
USD
53655.0000000000
0.0268656251
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
358.0000000000
NS
USD
81620.4200000000
0.0408682061
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
70000.0000000000
PA
USD
65654.8200000000
0.0328740616
Long
DBT
US
N
2
2026-09-01
Fixed
2.9500000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
736.0000000000
NS
USD
378274.5600000000
0.1894060665
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
12680.0000000000
NS
USD
157105.2000000000
0.0786642325
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
880000.0000000000
PA
USD
659352.3200000000
0.3301446688
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
912810TJ7
125000.0000000000
PA
USD
110316.9100000000
0.0552368417
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
800000.0000000000
PA
USD
763090.8000000000
0.3820876212
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEM9
850000.0000000000
PA
USD
815422.0000000000
0.4082904056
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFJ5
1050000.0000000000
PA
USD
1021688.6400000000
0.5115702902
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFX4
1150000.0000000000
PA
USD
1153610.4300000000
0.5776249235
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.5000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
300000.0000000000
PA
USD
297514.3500000000
0.1489685766
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.7500000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
29270.0000000000
NS
USD
905613.8000000000
0.4534503922
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAV2
15000.0000000000
PA
USD
14816.2500000000
0.0074186528
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.3500000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
12900.0000000000
NS
USD
440922.0000000000
0.2207743012
Long
EC
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
VISHAY INTERTECHNOLOGY INC
928298108
8203.0000000000
NS
USD
187766.6700000000
0.0940167543
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Systems Inc
00724F101
3377.0000000000
NS
USD
1250638.1800000000
0.6262077424
Long
EC
CORP
US
N
1
N
N
N
Bread Financial Holdings Inc
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
2935.0000000000
NS
USD
120423.0500000000
0.0602970927
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
2819.0000000000
NS
USD
264873.2400000000
0.1326248281
Long
EC
CORP
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
170000.0000000000
PA
USD
173877.6300000000
0.0870623653
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.1500000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
10000.0000000000
PA
USD
9833.8700000000
0.0049239225
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.1000000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCV9
20000.0000000000
PA
USD
19680.8900000000
0.0098544294
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.4000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
10000.0000000000
PA
USD
9376.0300000000
0.0046946772
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.2000000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
185000.0000000000
PA
USD
169774.9700000000
0.0850081202
Long
DBT
US
N
2
2027-02-15
Fixed
2.7000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Gas Partners LP
958254AK0
10000.0000000000
PA
USD
9435.3000000000
0.0047243543
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.7500000000
N
N
N
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
854.0000000000
NS
USD
57004.5000000000
0.0285427551
Long
EC
CORP
US
N
1
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Daimler Finance North America LLC
233835AQ0
10000.0000000000
PA
USD
12779.3700000000
0.0063987655
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.5000000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2021-A
98164EAF2
90000.0000000000
PA
USD
82755.7300000000
0.0414366678
Long
ABS-O
CORP
US
N
2
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
5580.0000000000
NS
USD
296632.8000000000
0.1485271752
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AU8
300000.0000000000
PA
USD
293544.8300000000
0.1469809960
Long
DBT
CORP
FR
Y
2
2028-09-21
Fixed
4.5000000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
20000.0000000000
PA
USD
18996.5000000000
0.0095117481
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9000000000
N
N
N
N
N
N
Weatherford International PLC
529900LPBDSCQDJKHQ39
Weatherford International PLC
000000000
6734.0000000000
NS
USD
383029.9200000000
0.1917871254
Long
EC
CORP
IE
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
20000.0000000000
PA
USD
20313.4100000000
0.0101711389
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.5000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBL6
170000.0000000000
PA
USD
166705.6700000000
0.0834712892
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.9500000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
1600.0000000000
NS
USD
101840.0000000000
0.0509923633
Long
EC
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
4683.0000000000
NS
USD
543274.8300000000
0.2720234439
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
250000.0000000000
PA
USD
231867.5800000000
0.1160985456
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.6300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MGBP9
13168.7400000000
PA
USD
12292.4900000000
0.0061549795
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Federated Core Trust - Federated Bank Loan Core Fund
549300FJK5JF0KIC2N83
FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
31409N804
20166.4990000000
NS
USD
177465.1900000000
0.0888586945
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
22253.3900000000
PA
USD
20599.9600000000
0.0103146175
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YRW9
16236.3000000000
PA
USD
16670.9600000000
0.0083473257
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
140000.0000000000
PA
USD
133690.2700000000
0.0669401298
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
150000.0000000000
PA
USD
170243.7600000000
0.0852428483
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.2500000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
14151.0000000000
NS
USD
228255.6300000000
0.1142900041
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
1266.0000000000
NS
USD
141918.6000000000
0.0710601416
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BP4
265000.0000000000
PA
USD
258900.6800000000
0.1296343043
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
3.4000000000
N
N
N
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group Inc
45841N107
9784.0000000000
NS
USD
782132.9600000000
0.3916222318
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
INVITATION HOMES INC
46187W107
3100.0000000000
NS
USD
100750.0000000000
0.0504465888
Long
EC
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
15000.0000000000
PA
USD
13231.2000000000
0.0066250016
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.8800000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
20000.0000000000
PA
USD
22655.4900000000
0.0113438431
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.9500000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
15000.0000000000
PA
USD
14692.1900000000
0.0073565347
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.2000000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
36347.0000000000
NS
USD
1622166.6100000000
0.8122359504
Long
EC
CORP
US
N
1
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
60000.0000000000
PA
USD
52577.3100000000
0.0263260143
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.7000000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
10000.0000000000
PA
USD
10969.8200000000
0.0054927047
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5000000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
8000.0000000000
PA
USD
7415.0900000000
0.0037128139
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.4500000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
15000.0000000000
PA
USD
14963.5400000000
0.0074924025
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.1000000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
1950.0000000000
NS
USD
329589.0000000000
0.1650286925
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BG7
190000.0000000000
PA
USD
199981.3800000000
0.1001327886
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.1000000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBQ7
50000.0000000000
PA
USD
54203.4700000000
0.0271402498
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
6.2000000000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
6929.0000000000
NS
USD
581758.8400000000
0.2912927941
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
2900.0000000000
NS
USD
269381.0000000000
0.1348819111
Long
EC
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
8508.0000000000
NS
USD
933072.3600000000
0.4671991831
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
354.0000000000
NS
USD
44260.6200000000
0.0221617598
Long
EC
CORP
US
N
1
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
9481.0000000000
NS
USD
340557.5200000000
0.1705207463
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
70000.0000000000
PA
USD
63498.0300000000
0.0317941341
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAD1
5000.0000000000
PA
USD
5470.5900000000
0.0027391822
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.2000000000
N
N
N
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
11566.0000000000
NS
USD
609759.5200000000
0.3053130302
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
125000.0000000000
PA
USD
123849.1300000000
0.0620125671
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.9000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TL2
645000.0000000000
PA
USD
687690.1000000000
0.3443336945
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
1025000.0000000000
PA
USD
955731.8300000000
0.4785450190
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
500000.0000000000
PA
USD
489064.4000000000
0.2448797092
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
700000.0000000000
PA
USD
698306.7000000000
0.3496495382
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.2500000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
17576.0000000000
NS
USD
1318200.0000000000
0.6600366591
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
16.0000000000
NC
USD
14575.1500000000
0.0072979315
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
CBOT 5 Year US Treasury Note Future
2023-03-31
1733299.8600000000
USD
14575.1500000000
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
15952.0000000000
NS
USD
241991.8400000000
0.1211678695
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
5000.0000000000
PA
USD
4757.5500000000
0.0023821555
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.5000000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
6600.0000000000
NS
USD
226314.0000000000
0.1133178095
Long
EC
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
15000.0000000000
PA
USD
14871.6200000000
0.0074463772
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.4500000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CW8
15000.0000000000
PA
USD
14882.2700000000
0.0074517097
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.1000000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AV3
250000.0000000000
PA
USD
244658.5700000000
0.1225031294
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.9000000000
N
N
N
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
21112.0000000000
NS
USD
361015.2000000000
0.1807641227
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
803.0000000000
NS
USD
122690.3700000000
0.0614323638
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
165000.0000000000
PA
USD
141464.6300000000
0.0708328340
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.0600000000
N
N
N
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089Q105
2176.0000000000
NS
USD
28701.4400000000
0.0143711141
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q74T1
13464.2900000000
PA
USD
12845.7600000000
0.0064320077
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5000000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE Healthcare Holding LLC
36267VAL7
105000.0000000000
PA
USD
121426.7100000000
0.0607996359
Long
DBT
CORP
US
Y
2
2052-11-22
Fixed
6.3800000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CP7
80000.0000000000
PA
USD
60348.0500000000
0.0302169059
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
3.0000000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
5000.0000000000
PA
USD
4445.1200000000
0.0022257185
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.2000000000
N
N
N
N
N
N
Groupon Inc
5299005W5W1R5POQJL03
Groupon Inc
399473206
3815.0000000000
NS
USD
31511.9000000000
0.0157783411
Long
EC
CORP
US
N
1
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
1342.0000000000
NS
USD
116968.7200000000
0.0585674732
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
21158.0000000000
NS
USD
581210.2600000000
0.2910181143
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
10000.0000000000
PA
USD
13760.0000000000
0.0068897773
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.7500000000
N
N
N
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
16006.0000000000
NS
USD
1438939.4000000000
0.7204921516
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
2759.0000000000
NS
USD
121837.4400000000
0.0610052927
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
2758.0000000000
NS
USD
411796.9800000000
0.2061910961
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
4870.0000000000
NS
USD
365347.4000000000
0.1829333009
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BW0
50000.0000000000
PA
USD
48705.7300000000
0.0243874733
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.0000000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
2500.0000000000
NS
USD
106475.0000000000
0.0533131568
Long
EC
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
250000.0000000000
PA
USD
202861.0200000000
0.1015746548
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.3800000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
220000.0000000000
PA
USD
224667.5700000000
0.1124934246
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.8500000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
90000.0000000000
PA
USD
81035.8600000000
0.0405755108
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.9500000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAB7
15000.0000000000
PA
USD
14826.2100000000
0.0074236399
Long
DBT
CORP
IM
N
2
2040-04-15
Fixed
6.5000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
16251.0000000000
NS
USD
2344856.7900000000
1.1740945545
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
30000.0000000000
PA
USD
29833.1800000000
0.0149377882
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.4000000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
190000.0000000000
PA
USD
178980.5300000000
0.0896174413
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.4900000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
275000.0000000000
PA
USD
275134.8700000000
0.1377629346
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.8800000000
N
N
N
N
N
N
CIRCOR International Inc
5493007701O01N3FQM69
CIRCOR International Inc
17273K109
7124.0000000000
NS
USD
196978.6000000000
0.0986292650
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
300000.0000000000
PA
USD
272031.5800000000
0.1362090845
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.7900000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
15000.0000000000
PA
USD
13728.9200000000
0.0068742152
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.9000000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
150000.0000000000
PA
USD
144799.9200000000
0.0725028489
Long
DBT
US
N
2
2026-06-15
Fixed
3.7000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY
25278XAW9
400000.0000000000
PA
USD
419043.9000000000
0.2098197055
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
6.2500000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
15000.0000000000
PA
USD
13199.3700000000
0.0066090639
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.2500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB4M7
10333.6500000000
PA
USD
9414.4000000000
0.0047138895
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
15297.0000000000
NS
USD
172091.2500000000
0.0861679060
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
9581.0000000000
NS
USD
173224.4800000000
0.0867353262
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
241500.0000000000
NS
USD
17279325.0000000000
8.6519404830
Long
EC
RF
US
N
1
N
N
LendingTree Inc
549300ISY5YHUJZTON08
LendingTree Inc
52603B107
1061.0000000000
NS
USD
42079.2600000000
0.0210695298
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
15000.0000000000
PA
USD
15298.2000000000
0.0076599703
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.4000000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
407.0000000000
NS
USD
126914.8100000000
0.0635475855
Long
EC
CORP
US
Y
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
100000.0000000000
PA
USD
85475.7100000000
0.0427985906
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.9400000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
8001.0000000000
NS
USD
1368331.0200000000
0.6851377902
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1250.0000000000
NS
USD
380425.0000000000
0.1904828145
Long
EC
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
175000.0000000000
PA
USD
166535.9900000000
0.0833863287
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2500000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
6859.0000000000
NS
USD
612577.2900000000
0.3067239174
Long
EC
CORP
US
N
1
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
150000.0000000000
PA
USD
137851.7000000000
0.0690238018
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.5200000000
N
N
N
N
N
N
Triumph Financial Inc
5493003RNRMEVYDZ1Q52
Triumph Bancorp Inc
89679E300
669.0000000000
NS
USD
37283.3700000000
0.0186681770
Long
EC
CORP
US
N
1
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
200000.0000000000
PA
USD
157270.2500000000
0.0787468748
Long
DBT
US
N
2
2032-08-01
Fixed
2.1000000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
195.0000000000
NS
USD
85985.2500000000
0.0430537226
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
425000.0000000000
PA
USD
365356.4400000000
0.1829378274
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
725000.0000000000
PA
USD
698159.8500000000
0.3495760089
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEX5
400000.0000000000
PA
USD
391417.2400000000
0.1959867451
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.0000000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
1228.0000000000
NS
USD
171956.8400000000
0.0861006055
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
178000.0000000000
PA
USD
176697.1800000000
0.0884741438
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.7500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
-3.0000000000
NC
USD
648.9000000000
0.0003249111
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
CBOT Ultra Long Term U.S. Treasury Bond Futures
2023-03-22
-425898.9000000000
USD
648.9000000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
-11.0000000000
NC
USD
-9978.9700000000
-0.0049965756
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
CBOT 10 Year US Treasury Note Future
2023-03-22
-1249692.9100000000
USD
-9978.9700000000
N
N
N
FEDERATED HERMES INC
254900VAJ9169N7JRF45
Federated Government Obligations Fund
60934N104
10169520
PA
USD
10169520
5.0919860458
Long
EC
RF
US
N
1
N
N
2023-03-23
Federated Hermes MDT Series
Stephen Van Meter
Federated Hermes MDT Series
Chief Compliance Officer