0001145549-23-063131.txt : 20231024
0001145549-23-063131.hdr.sgml : 20231024
20231024124353
ACCESSION NUMBER: 0001145549-23-063131
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20231024
DATE AS OF CHANGE: 20231024
PERIOD START: 20230831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Federated Hermes Institutional Trust
CENTRAL INDEX KEY: 0000925723
IRS NUMBER: 251737663
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07193
FILM NUMBER: 231342035
BUSINESS ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
BUSINESS PHONE: 8003417400
MAIL ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED INSTITUTIONAL TRUST
DATE OF NAME CHANGE: 19940621
0000925723
S000009741
Federated Hermes Short-Intermediate Total Return Bond Fund
C000026764
Service Shares
FGCSX
C000026765
Institutional Shares
FGCIX
C000136800
Class A Shares
FGCAX
C000136801
Class R6 Shares
SRBRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000925723
XXXXXXXX
S000009741
C000026765
C000136800
C000026764
C000136801
Federated Hermes Institutional Trust
811-07193
0000925723
2549002CIMJQ7MNS8F06
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes Short-Intermediate Total Return Bond Fund
S000009741
5493003U7PVY1QBIS776
2023-08-31
2023-08-31
N
1045268415.450000000000
4473981.150000000000
1040794434.300000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
Barclays 1 to 5 Yr gov credit
LD04TRUU
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
790000.00
PA
USD
718306.2500000000
0.0690151894
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.0000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
1000000.00
PA
USD
983189.6700000000
0.0944653082
Long
DBT
US
N
2
2024-05-15
Fixed
3.3800000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AK6
2000000.00
PA
USD
2000782.8200000000
0.1922361183
Long
DBT
CORP
US
N
2
2024-01-12
Floating
6.3000000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AR4
3000000.00
PA
USD
2726352.6300000000
0.2619491938
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.5000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CG3
700000.00
PA
USD
692424.9300000000
0.0665285005
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
3.0000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
1000000.00
PA
USD
920736.8300000000
0.0884648111
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.3200000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLE7
2000000.00
PA
USD
1974099.4800000000
0.1896723709
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
5.0800000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
3155000.00
PA
USD
3007252.8300000000
0.2889382121
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.0400000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CM8
246000.00
PA
USD
240486.0200000000
0.0231060056
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.9000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAV3
835000.00
PA
USD
829321.6400000000
0.0796815983
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
2.2500000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
2000000.00
PA
USD
1790082.0000000000
0.1719918882
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.4500000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
500000.00
PA
USD
485231.5500000000
0.0466212668
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.6300000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
2900000.00
PA
USD
2486062.8700000000
0.2388620450
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.4500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
1855000.00
PA
USD
1821187.3400000000
0.1749805034
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.3500000000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAB3
2070000.00
PA
USD
2090813.9300000000
0.2008863481
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.0400000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEA5
590000.00
PA
USD
598546.3700000000
0.0575086060
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.3500000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBB6
2600000.00
PA
USD
2526048.2000000000
0.2427038536
Long
DBT
US
N
2
2028-09-01
Fixed
4.8000000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AF7
2510000.00
PA
USD
2257844.9200000000
0.2169347611
Long
DBT
CORP
US
Y
2
2026-12-14
Fixed
2.0000000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDM5
750000.00
PA
USD
687208.1400000000
0.0660272689
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.8500000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
255000.00
PA
USD
245464.7200000000
0.0235843613
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.5000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
610000.00
PA
USD
592576.4900000000
0.0569350172
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.0700000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAV4
1850000.00
PA
USD
1801887.1800000000
0.1731261352
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.6000000000
N
N
N
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co/The
27409LAA1
1700000.00
PA
USD
1573443.5300000000
0.1511771660
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
1.3000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
1500000.00
PA
USD
1437631.0100000000
0.1381282377
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.5000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
150000.00
PA
USD
149251.5900000000
0.0143401603
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
1000000.00
PA
USD
991419.7700000000
0.0952560599
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.9000000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520AC5
1990000.00
PA
USD
1928650.6500000000
0.1853056268
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
5.1500000000
N
N
N
N
N
N
Federated Core Trust - Federated Bank Loan Core Fund
549300FJK5JF0KIC2N83
FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
31409N804
3106044.09
NS
USD
27115764.8600000000
2.6052949522
Long
EC
RF
US
N
1
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
1445000.00
PA
USD
1390885.0400000000
0.1336368637
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.8500000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
3000000.00
PA
USD
3010407.0000000000
0.2892412662
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.9500000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AA7
2750000.00
PA
USD
2729239.7000000000
0.2622265848
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.2500000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AN1
4725000.00
PA
USD
4232724.9300000000
0.4066821257
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
1.2300000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2023-A
55317WAC5
2500000.00
PA
USD
2511632.7500000000
0.2413188106
Long
ABS-O
CORP
US
Y
2
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AM9
1000000.00
PA
USD
976056.8400000000
0.0937799827
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.1500000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGV5
2500000.00
PA
USD
2455527.2000000000
0.2359281640
Long
DBT
CORP
US
Y
2
2024-01-07
Fixed
0.4000000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2020-B
60700KAC6
2863045.41
PA
USD
2777801.8100000000
0.2668924543
Long
ABS-O
CORP
US
Y
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
1006678.84
PA
USD
889679.6100000000
0.0854808193
Long
ABS-O
CORP
US
Y
2
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAN6
5000000.00
PA
USD
4863177.5000000000
0.4672562938
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.3800000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
2305000.00
PA
USD
2296721.4300000000
0.2206700338
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.2500000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAL2
3379000.00
PA
USD
3294145.7400000000
0.3165030126
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.1000000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
2000000.00
PA
USD
1969397.6800000000
0.1892206199
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.9000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
1855000.00
PA
USD
1767196.4100000000
0.1697930304
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.5000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BH7
1500000.00
PA
USD
1494672.3600000000
0.1436087964
Long
DBT
CORP
US
N
2
2025-10-28
Fixed
5.6700000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BT0
1800000.00
PA
USD
1767480.1400000000
0.1698202913
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.5500000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CN7
1000000.00
PA
USD
939082.6200000000
0.0902274829
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.5000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CV9
2000000.00
PA
USD
1997344.1600000000
0.1919057303
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.1300000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEJ4
1035000.00
PA
USD
1015915.9400000000
0.0976096630
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.5000000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AK1
2500000.00
PA
USD
2455797.5000000000
0.2359541346
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.5000000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
40000.00
PA
USD
30902.3500000000
0.0029691118
Long
DBT
CORP
US
Y
2
2042-02-15
Variable
7.3600000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2020-B Owner Trust
89239RAC0
5901.84
PA
USD
5894.0800000000
0.0005663059
Long
ABS-O
CORP
US
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
23500000.00
PA
USD
21651673.3000000000
2.0803025637
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
65000000.00
PA
USD
59720960.0000000000
5.7380168487
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBH3
22750000.00
PA
USD
20526731.2300000000
1.9722176208
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
7500000.00
PA
USD
6762339.7500000000
0.6497286618
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDB4
5000000.00
PA
USD
4747077.0000000000
0.4561013053
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
20000000.00
PA
USD
18344770.0000000000
1.7625737990
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
91282CFP1
5000000.00
PA
USD
4943346.5000000000
0.4749589676
Long
DBT
UST
US
N
2
2025-10-15
Fixed
4.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHK0
10000000.00
PA
USD
9880468.8000000000
0.9493199113
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.0000000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
3335000.00
PA
USD
2998344.7600000000
0.2880823207
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.8000000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAL0
3000000.00
PA
USD
2940065.9400000000
0.2824828653
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.7500000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
4435000.00
PA
USD
4016773.6900000000
0.3859334329
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.7500000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
1135000.00
PA
USD
1136481.2900000000
0.1091936364
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.7000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
1055000.00
PA
USD
1002058.9100000000
0.0962782733
Long
DBT
US
N
2
2025-03-15
Fixed
2.4000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCC2
1275000.00
PA
USD
1256629.0200000000
0.1207374846
Long
DBT
US
N
2
2028-07-15
Fixed
5.2500000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DX5
2000000.00
PA
USD
1838494.4800000000
0.1766433812
Long
DBT
CORP
US
N
2
2025-08-20
Fixed
0.5500000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAQ3
1250000.00
PA
USD
1245644.5100000000
0.1196820879
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.9300000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
2000000.00
PA
USD
1893659.2000000000
0.1819436324
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.9800000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAB9
1545564.38
PA
USD
1518391.6600000000
0.1458877575
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.0000000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2020-A
60700MAC2
1808841.37
PA
USD
1710432.0800000000
0.1643390879
Long
ABS-O
CORP
US
Y
2
N
N
N
Federated Hermes Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
2645690.50
NS
USD
2645690.5000000000
0.2541991399
Long
STIV
RF
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NL5
460000.00
PA
USD
454361.6700000000
0.0436552748
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.9500000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
1500000.00
PA
USD
1450218.0800000000
0.1393376091
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.9300000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBZ6
2695000.00
PA
USD
2453819.1100000000
0.2357640500
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.5500000000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AL3
2215000.00
PA
USD
2100646.2600000000
0.2018310428
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.8500000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BB6
1225000.00
PA
USD
1209971.3600000000
0.1162545955
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.6000000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AV5
300000.00
PA
USD
299705.6300000000
0.0287958525
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.3500000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
655000.00
PA
USD
648937.1300000000
0.0623501730
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.6500000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-C
44891RAC4
591246.98
PA
USD
583835.8200000000
0.0560952097
Long
ABS-O
CORP
US
N
2
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2A6
4415000.00
PA
USD
3972110.9500000000
0.3816422167
Long
DBT
CORP
US
Y
2
2026-01-14
Fixed
0.8000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
1000000.00
PA
USD
967284.1700000000
0.0929371006
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.5000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAA0
2500000.00
PA
USD
2295811.8000000000
0.2205826361
Long
DBT
CORP
US
N
2
2025-08-05
Fixed
1.2000000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KPT5
2000000.00
PA
USD
1937285.8600000000
0.1861353017
Long
DBT
CORP
US
N
2
2025-10-24
Fixed
6.0600000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEH0
425000.00
PA
USD
409050.0500000000
0.0393017138
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
91282CAT8
10000000.00
PA
USD
9076256.0000000000
0.8720507817
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
31150000.00
PA
USD
29398176.9600000000
2.8245901391
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
91282CFH9
37500000.00
PA
USD
35777928.7500000000
3.4375595767
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.1300000000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAQ1
1000000.00
PA
USD
986101.3700000000
0.0947450656
Long
DBT
CORP
US
Y
2
2023-12-08
Fixed
0.4500000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBT6
1290000.00
PA
USD
1289113.1800000000
0.1238585774
Long
DBT
CORP
US
N
2
2029-06-13
Fixed
6.9900000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AV3
430000.00
PA
USD
438002.3600000000
0.0420834649
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.7500000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DP2
3250000.00
PA
USD
3248118.4800000000
0.3120806927
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.1500000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DT4
1000000.00
PA
USD
935682.5900000000
0.0899008065
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.1300000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
1000000.00
PA
USD
957497.4900000000
0.0919967919
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
1000000.00
PA
USD
975545.5400000000
0.0937308567
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.2200000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBG9
750000.00
PA
USD
727909.9700000000
0.0699379192
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.7900000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
1400000.00
PA
USD
1268342.8500000000
0.1218629547
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.6700000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
1500000.00
PA
USD
1462014.5400000000
0.1404710183
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
06051GJK6
2000000.00
PA
USD
1813169.9200000000
0.1742101860
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.2000000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAN7
3000000.00
PA
USD
2820511.7400000000
0.2709960437
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.6000000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
1000000.00
PA
USD
994463.2200000000
0.0955484760
Long
DBT
CORP
US
Y
2
2023-12-15
Fixed
3.8800000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Canada
0778FPAC3
2500000.00
PA
USD
2433530.9000000000
0.2338147496
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.7500000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAG6
1000000.00
PA
USD
974637.7600000000
0.0936436368
Long
DBT
US
N
2
2024-09-01
Fixed
3.2000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAB2
750000.00
PA
USD
738767.0900000000
0.0709810762
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.0000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
1000000.00
PA
USD
952197.9900000000
0.0914876136
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.1500000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Daimler Finance North America LLC
233851EC4
5175000.00
PA
USD
4719554.7700000000
0.4534569570
Long
DBT
CORP
US
Y
2
2026-03-02
Fixed
1.4500000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
1670000.00
PA
USD
1704026.9800000000
0.1637236830
Long
DBT
CORP
NL
Y
2
2025-10-14
Fixed
6.8000000000
N
N
N
N
N
N
PRUDENTIAL QMA STRAT VAL-
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
110259.28
NS
USD
872150.8700000000
0.0837966501
Long
EC
RF
US
N
1
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BH7
560000.00
PA
USD
539321.9700000000
0.0518182988
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.7500000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CR5
195000.00
PA
USD
194735.2800000000
0.0187102538
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.0000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDE6
2000000.00
PA
USD
1932527.6400000000
0.1856781297
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.3000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
910000.00
PA
USD
907624.4500000000
0.0872049677
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.5500000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CM4
4650000.00
PA
USD
4626079.0100000000
0.4444757637
Long
ABS-O
CORP
US
Y
2
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAB7
5555000.00
PA
USD
4922563.4200000000
0.4729621199
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.6500000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
2665000.00
PA
USD
2364820.5000000000
0.2272130233
Long
DBT
CORP
NL
Y
2
2026-07-12
Fixed
1.3800000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
500000.00
PA
USD
475572.3300000000
0.0456932046
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
550000.00
PA
USD
552515.5700000000
0.0530859459
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.1300000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
1400000.00
PA
USD
1320059.3400000000
0.1268318985
Long
DBT
CORP
NL
Y
2
2024-09-24
Fixed
0.8000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
5000000.00
PA
USD
4568483.8000000000
0.4389419898
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.8000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AN7
245000.00
PA
USD
222691.2300000000
0.0213962741
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.6000000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233WBM0
1460000.00
PA
USD
1444577.0700000000
0.1387956183
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
5.8800000000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AD9
415000.00
PA
USD
412381.7900000000
0.0396218289
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.0000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D26
1395000.00
PA
USD
1398180.6000000000
0.1343378244
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.9500000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2023-2 Owner Trust
437927AC0
1550000.00
PA
USD
1540251.5900000000
0.1479880694
Long
ABS-O
CORP
US
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
2000000.00
PA
USD
1941714.3600000000
0.1865607939
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.7200000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
1117757.34
PA
USD
1019690.7900000000
0.0979723523
Long
ABS-O
CORP
US
Y
2
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACK1
5000000.00
PA
USD
5010444.4500000000
0.4814057690
Long
DBT
CORP
US
Y
2
2025-07-11
Fixed
6.0000000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
2000000.00
PA
USD
1966214.6800000000
0.1889147958
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.7000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AY1
3000000.00
PA
USD
2880846.4800000000
0.2767930328
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.2000000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2B4
2500000.00
PA
USD
2316429.6500000000
0.2225636085
Long
DBT
CORP
US
Y
2
2025-06-24
Fixed
1.2000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHZ6
2520000.00
PA
USD
2358105.2700000000
0.2265678209
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.4500000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
12500000.00
PA
USD
11188980.0000000000
1.0750422592
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFK2
3000000.00
PA
USD
2921014.5000000000
0.2806523943
Long
DBT
UST
US
N
2
2025-09-15
Fixed
3.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGH8
30000000.00
PA
USD
29005095.0000000000
2.7868226466
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.5000000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2020-C
98163CAD2
2297653.52
PA
USD
2260283.9100000000
0.2171691004
Long
ABS-O
CORP
US
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
300
NC
USD
196098.6000000000
0.0188412422
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
2023-12-29
60945307.8000000000
USD
196098.6000000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
5500000.00
PA
USD
4936431.7800000000
0.4742945982
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.9900000000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274AD4
1135000.00
PA
USD
1137936.6800000000
0.1093334709
Long
DBT
CORP
GB
N
2
2028-06-12
Fixed
5.6000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BR5
1805000.00
PA
USD
1790836.0000000000
0.1720643329
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.5800000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
1845000.00
PA
USD
1676053.1300000000
0.1610359428
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.3000000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KNH3
500000.00
PA
USD
464306.6700000000
0.0446107949
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.2500000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
535000.00
PA
USD
478718.8500000000
0.0459955236
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.8000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABZ7
3500000.00
PA
USD
3190815.5300000000
0.3065749993
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.5000000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AC9
5000000.00
PA
USD
4558414.8000000000
0.4379745558
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.6000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
2500000.00
PA
USD
2233820.0000000000
0.2146264360
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.2700000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
2000000.00
PA
USD
1996470.0400000000
0.1918217444
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.7800000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
27500000.00
PA
USD
25101480.2500000000
2.4117615758
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
20000000.00
PA
USD
18215722.0000000000
1.7501748088
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCG4
2500000.00
PA
USD
2401093.0000000000
0.2306981015
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCP4
30000000.00
PA
USD
26814435.0000000000
2.5763430430
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHN4
20000000.00
PA
USD
19946093.8000000000
1.9164297139
Long
DBT
UST
US
N
2
2025-07-31
Fixed
4.7500000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
2270000.00
PA
USD
2169731.0600000000
0.2084687416
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.8500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
2071000.00
PA
USD
1879048.1400000000
0.1805397952
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.8500000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
2660000.00
PA
USD
2359566.8100000000
0.2267082463
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.4000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGH7
1000000.00
PA
USD
962214.8400000000
0.0924500370
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.0000000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2020-B
98163WAC0
148411.11
PA
USD
147259.6500000000
0.0141487738
Long
ABS-O
CORP
US
N
2
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
1160000.00
PA
USD
1153032.3000000000
0.1107838649
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.5000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DW7
1040000.00
PA
USD
1025007.3900000000
0.0984831736
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
5.0000000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
500000.00
PA
USD
476128.2400000000
0.0457466167
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.3800000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEZ4
640000.00
PA
USD
633385.3200000000
0.0608559480
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
5.0500000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
2000000.00
PA
USD
1823155.8200000000
0.1751696358
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.6500000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDX0
2125000.00
PA
USD
2085512.8300000000
0.2003770160
Long
ABS-O
CORP
US
Y
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
32000000.00
PA
USD
31697804.8000000000
3.0455394221
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.1300000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
100
NC
USD
74775.0000000000
0.0071844158
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
CBOT 5 Year U.S. Treasury Notes
2023-12-29
10617412.5000000000
USD
74775.0000000000
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DB2
910000.00
PA
USD
930052.0900000000
0.0893598255
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.8500000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAB1
1000000.00
PA
USD
965804.6600000000
0.0927949486
Long
DBT
CORP
HK
Y
2
2025-03-11
Fixed
3.2000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
2520000.00
PA
USD
2288211.5800000000
0.2198524036
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.6700000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
2000000.00
PA
USD
1781744.2800000000
0.1711907963
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.4600000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FV3
1000000.00
PA
USD
926088.8500000000
0.0889790356
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
1.7500000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAS5
1915000.00
PA
USD
1823993.7000000000
0.1752501397
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.8300000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAN5
3000000.00
PA
USD
3067595.4900000000
0.2947359622
Long
DBT
CORP
HK
Y
2
2027-10-25
Fixed
5.6300000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
2500000.00
PA
USD
2435809.0800000000
0.2340336381
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.8000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PLU2
11646.43
PA
USD
11434.7800000000
0.0010986588
Long
ABS-MBS
USGSE
US
N
2
2037-12-15
Floating
5.9000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
2493000.00
PA
USD
2307597.9800000000
0.2217150576
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
1.6300000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
1665000.00
PA
USD
1499026.3400000000
0.1440271288
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.4500000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
1500000.00
PA
USD
1456016.7200000000
0.1398947450
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAC0
2000000.00
PA
USD
1937831.6400000000
0.1861877405
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.5000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
905000.00
PA
USD
872639.8000000000
0.0838436267
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CZ6
1705000.00
PA
USD
1676703.4800000000
0.1610984287
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.9500000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DJ6
2000000.00
PA
USD
2017397.6000000000
0.1938324739
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
6.3600000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
1165000.00
PA
USD
1061479.2500000000
0.1019874064
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.7500000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAY1
1500000.00
PA
USD
1358943.9800000000
0.1305679523
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
0.7500000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468R3
2000000.00
PA
USD
1883109.7800000000
0.1809300394
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.8600000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2020-A Owner Trust
65479MAC0
126044.40
PA
USD
125543.4400000000
0.0120622705
Long
ABS-O
CORP
US
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZV9
2010000.00
PA
USD
2007241.2800000000
0.1928566501
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.7000000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
1000000.00
PA
USD
966360.4400000000
0.0928483482
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.6300000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AC6
2500000.00
PA
USD
2453879.7000000000
0.2357698715
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.4500000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
741531FA0
1000000.00
PA
USD
1000000.0000000000
0.0960804523
Long
DBT
CORP
US
Y
2
2023-09-01
Fixed
3.4500000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AM8
3410000.00
PA
USD
3124769.9400000000
0.3002293092
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.0000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
2000000.00
PA
USD
1912951.3400000000
0.1837972300
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.9000000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCM9
2500000.00
PA
USD
2277822.9500000000
0.2188542593
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
0.8000000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEE5
2000000.00
PA
USD
1844041.0400000000
0.1771762972
Long
DBT
CORP
US
Y
2
2025-06-23
Fixed
1.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
7500000.00
PA
USD
6806370.7500000000
0.6539591802
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFZ9
12500000.00
PA
USD
12267883.7500000000
1.1787038195
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGA3
10000000.00
PA
USD
9836694.0000000000
0.9451140087
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.0000000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust 2020-C
92348CAA9
628775.14
PA
USD
625634.7200000000
0.0601112669
Long
ABS-O
CORP
US
N
2
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
365000.00
PA
USD
356440.9100000000
0.0342470039
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.8800000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
770000.00
PA
USD
765528.4300000000
0.0735523178
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
1000000.00
PA
USD
962868.0000000000
0.0925127929
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.3500000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
2000000.00
PA
USD
1824333.0200000000
0.1752827417
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.2500000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAD2
2000000.00
PA
USD
2002601.1400000000
0.1924108233
Long
DBT
CORP
US
Y
2
2028-01-12
Fixed
5.6300000000
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAA7
1250000.00
PA
USD
1166707.6400000000
0.1120977978
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
25000000.00
PA
USD
24717837.5000000000
2.3749010069
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.2500000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAL6
1455000.00
PA
USD
1420235.9800000000
0.1364569153
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.7000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
3500000.00
PA
USD
3366044.5000000000
0.3234110780
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.4600000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAZ8
2885000.00
PA
USD
2615124.6900000000
0.2512623630
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
1.9600000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2000000.00
PA
USD
1846043.2400000000
0.1773686695
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.2000000000
N
N
N
N
N
N
FED PROJ TR FIN CR FUND
549300K79QCJYF3J1472
FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE
31415N103
6187110.81
NS
USD
54075348.4500000000
5.1955839374
Long
EC
RF
US
N
2
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
4130000.00
PA
USD
3696475.4700000000
0.3551590351
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.0000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
775000.00
PA
USD
695956.7900000000
0.0668678432
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.0900000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAE7
1000000.00
PA
USD
997895.5200000000
0.0958782529
Long
DBT
CORP
US
N
2
2023-10-06
Fixed
3.5500000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKC3
2000000.00
PA
USD
1935772.4400000000
0.1859898916
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.1300000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFF4
2500000.00
PA
USD
2509129.2000000000
0.2410782684
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
5.4500000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
910000.00
PA
USD
914126.4200000000
0.0878296799
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.0500000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EC5
3000000.00
PA
USD
3053760.0000000000
0.2934066420
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.3800000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAB8
2990000.00
PA
USD
2968962.8700000000
0.2852592954
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.6500000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AV7
1000000.00
PA
USD
989412.0800000000
0.0950631602
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
3.5000000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBJ7
1000000.00
PA
USD
955826.5200000000
0.0918362444
Long
DBT
CORP
US
Y
2
2024-11-21
Fixed
2.2500000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AP1
4080000.00
PA
USD
3728693.3500000000
0.3582545436
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.8000000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKS7
1735000.00
PA
USD
1562921.1000000000
0.1501661662
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.7500000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
1800000.00
PA
USD
1796709.6900000000
0.1726286797
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.8800000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
1500000.00
PA
USD
1499622.6800000000
0.1440844254
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.0500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZF0
12500000.00
PA
USD
11641752.5000000000
1.1185448458
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.5000000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
444000.00
PA
USD
435414.9100000000
0.0418348615
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.7500000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
300000.00
PA
USD
297727.8000000000
0.0286058217
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AQ3
790000.00
PA
USD
754282.1800000000
0.0724717730
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.2000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBW4
860000.00
PA
USD
853792.6100000000
0.0820327801
Long
DBT
CORP
US
N
2
2027-12-08
Fixed
5.0000000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAF0
3000000.00
PA
USD
3037379.7000000000
0.2918328154
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.6500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
1000000.00
PA
USD
940223.7700000000
0.0903371251
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.5000000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAW0
3000000.00
PA
USD
2806576.9800000000
0.2696571857
Long
DBT
CORP
US
N
2
2028-01-27
Fixed
4.7000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
500000.00
PA
USD
494482.9500000000
0.0475101455
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.3000000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAB9
1005000.00
PA
USD
1006730.5700000000
0.0967271285
Long
DBT
CORP
FR
Y
2
2028-05-23
Fixed
5.7000000000
N
N
N
N
N
N
FELLS POINT FUNDING TR
N/A
Fells Point Funding Trust
314382AA0
5000000.00
PA
USD
4575972.5500000000
0.4396615123
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.0500000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBM7
1750000.00
PA
USD
1703471.5300000000
0.1636703151
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
2.9700000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAB3
1268512.63
PA
USD
1247488.5600000000
0.1198592651
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Fixed
3.4600000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EB81
1000000.00
PA
USD
1003408.5400000000
0.0964079464
Long
DBT
CORP
US
N
2
2023-11-29
Floating
7.2700000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
3000000.00
PA
USD
2831426.1900000000
0.2720447090
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.0100000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
10000000.00
PA
USD
9038010.0000000000
0.8683760887
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.8800000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
2000000.00
PA
USD
1940721.4600000000
0.1864653957
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.6000000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
365000.00
PA
USD
361775.7400000000
0.0347595767
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.8000000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CC1
1000000.00
PA
USD
989957.9700000000
0.0951156095
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.4000000000
N
N
N
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAA8
3250000.00
PA
USD
3185328.0900000000
0.3060477636
Long
DBT
CORP
XX
Y
2
2029-01-15
Fixed
5.2500000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
2000000.00
PA
USD
1838156.1600000000
0.1766108753
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.8800000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAL2
1000000.00
PA
USD
967800.9500000000
0.0929867530
Long
DBT
CORP
NL
Y
2
2024-09-10
Fixed
2.6500000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAS2
2180000.00
PA
USD
2088445.9100000000
0.2006588276
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.2500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCJW4
593748.25
PA
USD
561159.6100000000
0.0539164691
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XPA78
299490.69
PA
USD
273837.1600000000
0.0263103982
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
3.5000000000
N
N
N
N
N
N
FEDERATED MORTGAGE CORE PORTFOLIO
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
7587475.17
NS
USD
62444920.6200000000
5.9997362171
Long
EC
RF
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
570000.00
PA
USD
577216.8700000000
0.0554592579
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.3400000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
500000.00
PA
USD
485107.5200000000
0.0466093499
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.2700000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
2000000.00
PA
USD
1803900.1400000000
0.1733195414
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.0500000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
1985000.00
PA
USD
1967955.0600000000
0.1890820123
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAQ3
2330000.00
PA
USD
2179105.1700000000
0.2093694103
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.2500000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CG4
5100000.00
PA
USD
4716993.5200000000
0.4532108709
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.2000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
52500000.00
PA
USD
48077379.0000000000
4.6192963198
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.2500000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBN9
2000000.00
PA
USD
2003114.9800000000
0.1924601933
Long
DBT
CORP
GB
N
2
2024-01-16
Floating
6.5600000000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group PLC/The
94876QAA4
5385000.00
PA
USD
4867566.9800000000
0.4676780370
Long
DBT
CORP
GB
Y
2
2026-05-13
Fixed
2.2000000000
N
N
N
N
N
N
FEDERATED HERMES INC
254900VAJ9169N7JRF45
Federated Government Obligations Fund
60934N104
1930025
PA
USD
1930025
0.1854376750
Long
EC
RF
US
N
1
N
N
2023-10-24
Federated Hermes Institutional Trust
Stephen Van Meter
Federated Hermes Institutional Trust
Chief Compliance Officer