0001145549-21-056333.txt : 20210927
0001145549-21-056333.hdr.sgml : 20210927
20210927115341
ACCESSION NUMBER: 0001145549-21-056333
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210927
PERIOD START: 20210731
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: 211280068
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
C000035056
C000188307
C000043498
C000035057
C000035055
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
2021-07-31
2021-07-31
N
217851495.320000000000
662179.320000000000
217189316.000000000000
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
82087.220000000000
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
12000.0000000000
PA
USD
12429.1000000000
0.0057227032
Long
DBT
CORP
US
Y
2
2053-09-15
Fixed
3.5000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
9183.0000000000
NS
USD
1067982.9
0.4917290223
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
500000.0000000000
PA
USD
613575.7200000000
0.2825073219
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.2500000000
N
N
N
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
212.0000000000
NS
USD
37180.5600000000
0.0171189636
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Systems Inc
00724F101
1432.0000000000
NS
USD
890174.1600000000
0.4098609344
Long
EC
CORP
US
N
1
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAL5
135000.0000000000
PA
USD
143344.8900000000
0.0659999730
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.7500000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAS1
200000.0000000000
PA
USD
207544.4300000000
0.0955592263
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
2.8000000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
200000.0000000000
PA
USD
213274.1400000000
0.0981973441
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
2935.0000000000
NS
USD
273688.7500000000
0.1260139104
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
17829.0000000000
NS
USD
915697.4400000000
0.4216125622
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
125000.0000000000
PA
USD
137173.6400000000
0.0631585579
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.8000000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
14400.0000000000
NS
USD
604800.0000000000
0.2784667364
Long
EC
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
25000.0000000000
PA
USD
31334.3400000000
0.0144272014
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.5000000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAK1
400000.0000000000
PA
USD
418485.6400000000
0.1926824246
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
00206RCP5
5000.0000000000
PA
USD
5995.4900000000
0.0027604903
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.5000000000
N
N
N
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio Inc
032724106
11086.0000000000
NS
USD
254756.2800000000
0.1172968748
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
30000.0000000000
PA
USD
31121.4300000000
0.0143291717
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.4000000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
3030.0000000000
NS
USD
423987.9000000000
0.1952158181
Long
EC
CORP
US
N
1
N
N
N
Asana Inc
N/A
Asana Inc
04342Y104
3790.0000000000
NS
USD
269317.4000000000
0.1240012193
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
300000.0000000000
PA
USD
318938.8900000000
0.1468483330
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.6500000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
5703.0000000000
NS
USD
476884.8600000000
0.2195710492
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
346.0000000000
NS
USD
561755.2200000000
0.2586477228
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
250000.0000000000
PA
USD
270031.2500000000
0.1243298957
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.2500000000
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
163278.6000000000
0.0751780074
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.8800000000
N
N
N
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
1691.0000000000
NS
USD
36525.6000000000
0.0168174018
Long
EC
CORP
US
N
1
N
N
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
6671.0000000000
NS
USD
337819.4400000000
0.1555414632
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
15000.0000000000
PA
USD
16999.8600000000
0.0078272082
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.4500000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
19650.0000000000
NS
USD
788947.5000000000
0.3632533656
Long
EC
CORP
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
70000.0000000000
PA
USD
80067.7600000000
0.0368654230
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
36583.0000000000
NS
USD
1877805.3900000000
0.8645938136
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
190000.0000000000
PA
USD
212579.1800000000
0.0978773652
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.4900000000
N
N
N
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp
017175100
285.0000000000
NS
USD
188983.5000000000
0.0870132581
Long
EC
CORP
US
N
1
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741R102
18593.0000000000
NS
USD
381714.2900000000
0.1757518726
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Mortgage Securities Inc.
N/A
Bear Stearns Mortgage Securities Inc
073914VW0
141.5800000000
PA
USD
142.6900000000
0.0000656984
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Variable
6.2800000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
275000.0000000000
PA
USD
308591.0700000000
0.1420839090
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.8800000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
10516.0000000000
NS
USD
1367605.8000000000
0.6296837364
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2376.0000000000
NS
USD
6402203.2800000000
2.9477524023
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CV0
15000.0000000000
PA
USD
15763.5000000000
0.0072579537
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.7000000000
N
N
N
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
24600.0000000000
NS
USD
302088.0000000000
0.1390897147
Long
EC
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
1029.0000000000
NS
USD
3424090.1100000000
1.5765462929
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
3600.0000000000
NS
USD
181116.0000000000
0.0833908423
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
4701.0000000000
NS
USD
388255.5900000000
0.1787636690
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
15000.0000000000
PA
USD
17329.6100000000
0.0079790343
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.4500000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AB4
20000.0000000000
PA
USD
21785.7500000000
0.0100307650
Long
DBT
US
N
2
2024-07-01
Fixed
4.1300000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BD0
74000.0000000000
PA
USD
76406.7000000000
0.0351797692
Long
DBT
CORP
US
N
2
2022-12-02
Fixed
2.6500000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
35000.0000000000
PA
USD
38086.4300000000
0.0175360514
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.1300000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
125000.0000000000
PA
USD
144882.8700000000
0.0667081018
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.2000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
4945.0000000000
NS
USD
1194415.3000000000
0.5499420146
Long
EC
CORP
US
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAB7
15000.0000000000
PA
USD
18750.0000000000
0.0086330213
Long
DBT
CORP
IM
N
2
2040-04-15
Fixed
6.5000000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
30000.0000000000
PA
USD
37362.1800000000
0.0172025865
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.7000000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1318.0000000000
NS
USD
506125.1800000000
0.2330341056
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
25312.0000000000
NS
USD
3692008.3200000000
1.6999032862
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AL4
10000.0000000000
PA
USD
12054.1600000000
0.0055500704
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.8500000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
200000.0000000000
PA
USD
211347.4100000000
0.0973102240
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.9500000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
170000.0000000000
PA
USD
203471.8600000000
0.0936841018
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
40000.0000000000
PA
USD
40955.7800000000
0.0188571799
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.8800000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LV1
15000.0000000000
PA
USD
15202.1700000000
0.0069995018
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.1400000000
N
N
N
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A100
12393.0000000000
NS
USD
465728.9400000000
0.2144345535
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group Inc
053774105
1980.0000000000
NS
USD
163884.6000000000
0.0754570266
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
15000.0000000000
PA
USD
17520.8500000000
0.0080670865
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.9000000000
N
N
N
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
2931.0000000000
NS
USD
221554.2900000000
0.1020097554
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
5000.0000000000
PA
USD
7473.1500000000
0.0034408460
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.5000000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
70000.0000000000
PA
USD
82137.7700000000
0.0378185131
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.9500000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAE7
200000.0000000000
PA
USD
202013.0000000000
0.0930124021
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
16451.7000000000
0.0075748201
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.2000000000
N
N
N
N
N
N
Cooper-Standard Holdings Inc
549300VVOH2RQP5YMB08
Cooper-Standard Holdings Inc
21676P103
440.0000000000
NS
USD
11462.0000000000
0.0052774235
Long
EC
CORP
US
N
1
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs Inc
227046109
630.0000000000
NS
USD
85560.3000000000
0.0393943411
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
200000.0000000000
PA
USD
219689.3300000000
0.1011510760
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.9500000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCV9
20000.0000000000
PA
USD
21572.6500000000
0.0099326479
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.4000000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
220000.0000000000
PA
USD
221252.4000000000
0.1018707568
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
2.3300000000
N
N
N
N
N
N
Bentley Systems Inc
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265T208
3305.0000000000
NS
USD
200977.0500000000
0.0925354220
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
4123.0000000000
NS
USD
1045634.0300000000
0.4814389811
Long
EC
CORP
US
N
1
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233835AQ0
10000.0000000000
PA
USD
15396.9500000000
0.0070891839
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.5000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
10000.0000000000
PA
USD
12639.4100000000
0.0058195358
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.2000000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
135000.0000000000
PA
USD
147296.1500000000
0.0678192430
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.1200000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAY6
20000.0000000000
PA
USD
21397.7700000000
0.0098521283
Long
DBT
CORP
US
N
2
2024-04-14
Fixed
3.2200000000
N
N
N
N
N
N
Braemar Hotels & Resorts Inc
549300JDUUEBN868C776
Braemar Hotels & Resorts Inc
10482B101
46900.0000000000
NS
USD
239190.0000000000
0.1101297266
Long
EC
US
N
1
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
240000.0000000000
PA
USD
289050.3300000000
0.1330868089
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200000000
N
N
N
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
1060.0000000000
NS
USD
110388.4000000000
0.0508258887
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
3306.0000000000
NS
USD
1737269.9400000000
0.7998873849
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
6018.0000000000
NS
USD
374078.8800000000
0.1722363176
Long
EC
CORP
US
N
1
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
20000.0000000000
PA
USD
21725.7000000000
0.0100031164
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAE2
15000.0000000000
PA
USD
21009.6900000000
0.0096734454
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.6300000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
1042.0000000000
NS
USD
71074.8200000000
0.0327248234
Long
EC
CORP
US
N
1
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
140000.0000000000
PA
USD
170310.1700000000
0.0784155377
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
29273RBD0
115000.0000000000
PA
USD
125002.2000000000
0.0575544885
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.0500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBJ7
10000.0000000000
PA
USD
12876.5400000000
0.0059287170
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.1300000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
10000.0000000000
PA
USD
12356.6200000000
0.0056893314
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.1300000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
1613.0000000000
NS
USD
782950.2000000000
0.3604920419
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAA9
50000.0000000000
PA
USD
72351.4100000000
0.0333126009
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.7500000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
2514.0000000000
NS
USD
841687.2000000000
0.3875361899
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
20000.0000000000
PA
USD
23773.6000000000
0.0109460265
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.5000000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
5463.0000000000
NS
USD
3058187.4000000000
1.4080745114
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
12828.0000000000
NS
USD
600350.4000000000
0.2764180168
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc. Class A
30303M102
2382.0000000000
NS
USD
848706.6000000000
0.3907681168
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
580.0000000000
NS
USD
133104.2000000000
0.0612848746
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAH7
10000.0000000000
PA
USD
10256.8100000000
0.0047225205
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.3800000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359BRE9
1007.3400000000
PA
USD
1056.6600000000
0.0004865156
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
7739.6600000000
PA
USD
8961.3300000000
0.0041260455
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.5000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVZ9
54728.9600000000
PA
USD
56452.7700000000
0.0259924250
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Fixed
2.2600000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUS8
394476.6500000000
PA
USD
410055.4000000000
0.1888009077
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
1.7800000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 Mortgage Trust
12625KAM7
200000.0000000000
PA
USD
208176.3000000000
0.0958501568
Long
ABS-MBS
CORP
US
Y
2
2046-06-10
Variable
3.9300000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3813.0000000000
NS
USD
314038.6800000000
0.1445921401
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MGBP9
19207.8900000000
PA
USD
20552.1100000000
0.0094627629
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPLH5
23010.4700000000
PA
USD
24620.8000000000
0.0113361009
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.0000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CW8
15000.0000000000
PA
USD
16639.7800000000
0.0076614174
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.1000000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
60000.0000000000
PA
USD
64765.1300000000
0.0298196666
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AV3
250000.0000000000
PA
USD
273206.8200000000
0.1257920164
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.9000000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AK9
62000.0000000000
PA
USD
64784.0500000000
0.0298283779
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.4500000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
16827.0000000000
NS
USD
929691.7500000000
0.4280559316
Long
EC
CORP
US
N
1
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
21112.0000000000
NS
USD
255032.9600000000
0.1174242659
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
348.0000000000
NS
USD
258929.4000000000
0.1192182952
Long
EC
CORP
US
N
1
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
Chemours Co/The
163851108
44373.0000000000
NS
USD
1475402.2500000000
0.6793162192
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WVWX5
19009.9000000000
PA
USD
20124.6500000000
0.0092659484
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392VGQ9
2575.5600000000
PA
USD
2931.1200000000
0.0013495691
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.0000000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
125000.0000000000
PA
USD
139178.9900000000
0.0640818768
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.9000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JP7
250000.0000000000
PA
USD
272596.5900000000
0.1255110495
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.3000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
170000.0000000000
PA
USD
187299.4500000000
0.0862378746
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
108169.6500000000
0.0498043145
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BL86
524.6700000000
PA
USD
552.6600000000
0.0002544600
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
31402GR62
931.3600000000
PA
USD
1065.6800000000
0.0004906687
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.5000000000
N
N
N
N
N
N
FEDERATED MORTGAGE CORE PORTFOLIO
N/A
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
664423.1890000000
NS
USD
6597722.2700000000
3.0377747817
Long
EC
RF
US
N
1
N
N
N
PRUDENTIAL QMA STRAT VAL-
N/A
FEDERATED CORE TR MUTUAL FUND
31409N887
278755.2020000000
NS
USD
2843303.0600000000
1.3091357864
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB4M7
18578.6800000000
PA
USD
19455.0400000000
0.0089576414
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
32009.7300000000
PA
USD
33849.7300000000
0.0155853569
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0000000000
N
N
N
N
N
N
FED PROJ TR FIN CR FUND
549300K79QCJYF3J1472
FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE
31415N103
360528.6840000000
NS
USD
3197889.4300000000
1.4723972104
Long
EC
RF
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YW45
26737.3200000000
PA
USD
29733.8100000000
0.0136902729
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5000000000
N
N
N
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
1149.0000000000
NS
USD
223388.5800000000
0.1028543135
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
24635.0000000000
NS
USD
343658.2500000000
0.1582298137
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
18634.0500000000
PA
USD
20153.2700000000
0.0092791259
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.5000000000
N
N
N
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III Apparel Group Ltd
36237H101
2558.0000000000
NS
USD
76381.8800000000
0.0351683413
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
26085.0000000000
NS
USD
2073757.5000000000
0.9548156135
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBP5
10000.0000000000
PA
USD
12243.9300000000
0.0056374458
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.4000000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G6S8
30000.0000000000
PA
USD
31163.6500000000
0.0143486110
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.1000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
10000.0000000000
PA
USD
10764.0100000000
0.0049560495
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.9500000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
145000.0000000000
PA
USD
144096.8600000000
0.0663462009
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.8000000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AQ0
30000.0000000000
PA
USD
33525.0800000000
0.0154358790
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
3.8000000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
30000.0000000000
PA
USD
42789.4300000000
0.0197014433
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.1300000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
10855.0000000000
NS
USD
313383.8500000000
0.1442906381
Long
EC
CORP
US
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
423012AF0
270000.0000000000
PA
USD
300484.5100000000
0.1383514233
Long
DBT
CORP
NL
Y
2
2028-01-29
Fixed
3.5000000000
N
N
N
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452101
5348.0000000000
NS
USD
153327.1600000000
0.0705960877
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
15952.0000000000
NS
USD
224604.1600000000
0.1034140003
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
338.0000000000
NS
USD
229343.1400000000
0.1055959585
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems Inc
N/A
Community Health Systems Inc
203668108
15524.0000000000
NS
USD
206779.6800000000
0.0952071141
Long
EC
CORP
US
N
1
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015101
13000.0000000000
NS
USD
443950.0000000000
0.2044069240
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AW5
20000.0000000000
PA
USD
25587.7500000000
0.0117813116
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.7500000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
30000.0000000000
PA
USD
30996.4500000000
0.0142716274
Long
DBT
NUSS
VE
N
2
2022-06-15
Fixed
4.3800000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
9807.0000000000
NS
USD
526832.0400000000
0.2425681197
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
224.0000000000
NS
USD
118713.2800000000
0.0546588949
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
104.0000000000
NS
USD
44690.8800000000
0.0205769238
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
150000.0000000000
PA
USD
166525.8200000000
0.0766731178
Long
DBT
US
N
2
2026-06-15
Fixed
3.7000000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
300000.0000000000
PA
USD
323833.9600000000
0.1491021593
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.9500000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
3872.0000000000
NS
USD
465608.0000000000
0.2143788694
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
2333.0000000000
NS
USD
225414.4600000000
0.1037870850
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
30000.0000000000
PA
USD
30431.5300000000
0.0140115226
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
195976.9500000000
0.0902332369
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
4697.0000000000
NS
USD
147908.5300000000
0.0681011998
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
15000.0000000000
PA
USD
17564.3200000000
0.0080871013
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.8800000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
7106.0000000000
NS
USD
1223653.2000000000
0.5634039568
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
3500.0000000000
NS
USD
178080.0000000000
0.0819929835
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AE4
70000.0000000000
PA
USD
95651.0000000000
0.0440403800
Long
DBT
CORP
FR
Y
2
2040-01-27
Fixed
5.6000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
25000.0000000000
PA
USD
26405.1400000000
0.0121576606
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.0000000000
N
N
N
N
N
N
KERRY GROUP FIN SERVICES
635400SE9OHFJ8SLDG45
Kerry Group Financial Services
49245PAA4
200000.0000000000
PA
USD
207220.3000000000
0.0954099878
Long
DBT
CORP
IE
Y
2
2023-04-09
Fixed
3.2000000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AU8
300000.0000000000
PA
USD
351188.7100000000
0.1616970468
Long
DBT
CORP
FR
Y
2
2028-09-21
Fixed
4.5000000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
9513.0000000000
NS
USD
693117.1800000000
0.3191304217
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
17000.0000000000
NS
USD
342720.0000000000
0.1577978173
Long
EC
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
2523.0000000000
NS
USD
831151.8900000000
0.3826854402
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
3811.0000000000
NS
USD
548631.5600000000
0.2526052248
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
75000.0000000000
PA
USD
81603.2000000000
0.0375723822
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
6086.0000000000
NS
USD
1172711.3400000000
0.5399489080
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
43386.0000000000
NS
USD
737562.0000000000
0.3395940526
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBL6
170000.0000000000
PA
USD
191430.2100000000
0.0881397914
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.9500000000
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
1634.0000000000
NS
USD
70392.7200000000
0.0324107655
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
9134.0000000000
NS
USD
545391.1400000000
0.2511132454
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MasterCard, Inc. Class A
57636Q104
3271.0000000000
NS
USD
1262409.7400000000
0.5812485454
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
320.0000000000
NS
USD
262531.2000000000
0.1208766641
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
4400.0000000000
NS
USD
370172.0000000000
0.1704374814
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore Inc
29977A105
242.0000000000
NS
USD
31992.4000000000
0.0147301905
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
2108.0000000000
NS
USD
137483.7600000000
0.0633013458
Long
EC
CORP
US
N
1
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAL7
100000.0000000000
PA
USD
102443.4600000000
0.0471678174
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.2500000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
200000.0000000000
PA
USD
219773.9600000000
0.1011900420
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.4000000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
8952.0000000000
NS
USD
1824686.1600000000
0.8401362432
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
15000.0000000000
PA
USD
19298.2400000000
0.0088854463
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.4000000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
15000.0000000000
PA
USD
15764.4700000000
0.0072584003
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.2500000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
270000.0000000000
PA
USD
290097.1200000000
0.1335687802
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.9900000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
11281.0000000000
NS
USD
3214069.7100000000
1.4798470612
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
8000.0000000000
PA
USD
9484.5300000000
0.0043669413
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.4500000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K25 Mortgage Trust
30261NAE0
200000.0000000000
PA
USD
205769.8600000000
0.0947421649
Long
ABS-MBS
USGSE
US
Y
2
2045-11-25
Variable
3.6200000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAAA7
31784.6700000000
PA
USD
34743.5300000000
0.0159968873
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3129103Q3
217.5200000000
PA
USD
222.8800000000
0.0001026201
Long
ABS-MBS
USGSE
US
N
2
2022-07-15
Fixed
7.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312912CB2
243.7100000000
PA
USD
249.6900000000
0.0001149642
Long
ABS-MBS
USGSE
US
N
2
2022-09-15
Fixed
7.0000000000
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
376021.0300000000
0.1731305374
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
2.5300000000
N
N
N
N
N
N
FED HIGH YLD BOND PORT
N/A
FED HIGH YLD BOND PORT
000000000
927375.6390000000
NS
USD
5935204.0900000000
2.7327329904
Long
EC
RF
US
N
1
N
N
N
Federated Core Trust - Federated Bank Loan Core Fund
549300FJK5JF0KIC2N83
FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
31409N804
439389.0750000000
NS
USD
4240104.5700000000
1.9522620394
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J82W2
27421.3400000000
PA
USD
29696.3600000000
0.0136730298
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
3140J9SN2
12978.5700000000
PA
USD
13676.9500000000
0.0062972481
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
3140J9ZL8
17977.1500000000
PA
USD
19071.9600000000
0.0087812607
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
15000.0000000000
PA
USD
15606.4900000000
0.0071856619
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.1300000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
4743.0000000000
NS
USD
885660.3900000000
0.4077826692
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
38389.1800000000
0.0176754459
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.0000000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
110000.0000000000
PA
USD
120122.2700000000
0.0553076331
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.2500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q74T1
19553.3600000000
PA
USD
20765.5500000000
0.0095610366
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3AJ7
14368.2600000000
PA
USD
15410.5400000000
0.0070954411
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.5000000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
65000.0000000000
PA
USD
115220.9700000000
0.0530509383
Long
DBT
CORP
US
Y
2
2039-08-15
Fixed
9.3800000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
19249.0000000000
NS
USD
474102.8700000000
0.2182901437
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859104
11430.0000000000
NS
USD
1289875.5000000000
0.5938945450
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
2144.0000000000
NS
USD
1294632.9600000000
0.5960850118
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LB0
14796.7800000000
PA
USD
15853.9700000000
0.0072996086
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
31412RMM6
27569.8300000000
PA
USD
30276.7700000000
0.0139402667
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
36390.0000000000
NS
USD
3258724.5000000000
1.5004073681
Long
EC
CORP
US
N
1
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDX0
450000.0000000000
PA
USD
455476.3200000000
0.2097139622
Long
ABS-O
CORP
US
Y
2
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
1924.0000000000
NS
USD
767772.2000000000
0.3535036687
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
10932.0000000000
NS
USD
1244280.2400000000
0.5729012195
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EWV9
48834.7100000000
PA
USD
53395.8800000000
0.0245849478
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YRW9
27265.2500000000
PA
USD
30922.1200000000
0.0142374038
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
2166.0000000000
NS
USD
449358.3600000000
0.2068970833
Long
EC
CORP
US
N
1
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AC7
15000.0000000000
PA
USD
22958.5200000000
0.0105707410
Long
DBT
CORP
US
Y
2
2040-06-15
Fixed
7.6300000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EU8
235000.0000000000
PA
USD
282349.0300000000
0.1300013441
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.6300000000
N
N
N
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
23001.0000000000
NS
USD
2302170.0900000000
1.0599831209
Long
EC
CORP
US
N
1
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
475000.0000000000
PA
USD
469601.1100000000
0.2162174082
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.1500000000
N
N
N
N
N
N
Pitney Bowes Inc
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479100
10000.0000000000
NS
USD
80000.0000000000
0.0368342244
Long
EC
CORP
US
N
1
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
100000.0000000000
PA
USD
105727.4300000000
0.0486798485
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.5000000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
4900.0000000000
NS
USD
301448.0000000000
0.1387950409
Long
EC
CORP
US
N
1
N
N
N
SPX Corp
P761FCI0CPOG24I8JE10
SPX CORP
784635104
7730.0000000000
NS
USD
515281.8000000000
0.2372500680
Long
EC
CORP
US
N
1
N
N
N
Safehold Inc
549300MHMP6BIE0XV355
Safehold Inc
78645L100
3500.0000000000
NS
USD
316120.0000000000
0.1455504377
Long
EC
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
1169.0000000000
NS
USD
212758.0000000000
0.0979596989
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
3100.0000000000
NS
USD
392212.0000000000
0.1805853102
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDH4
35792.9900000000
PA
USD
37628.1100000000
0.0173250281
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
23479.7300000000
0.0108107205
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.9000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
75000.0000000000
PA
USD
80449.1600000000
0.0370410301
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.6500000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
110000.0000000000
PA
USD
122975.8400000000
0.0566214961
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
175000.0000000000
PA
USD
191417.1300000000
0.0881337690
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2500000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
1009.0000000000
NS
USD
122522.8700000000
0.0564129361
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
140000.0000000000
PA
USD
153729.6000000000
0.0707813823
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
1665.0000000000
NS
USD
70079.8500000000
0.0322667115
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BF9
10000.0000000000
PA
USD
10833.2900000000
0.0049879479
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
3.0300000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
900.0000000000
NS
USD
176499.0000000000
0.0812650471
Long
EC
US
N
1
N
N
N
Fortune Brands Home & Security
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
3032.0000000000
NS
USD
295529.0400000000
0.1360697872
Long
EC
CORP
US
N
1
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
250000.0000000000
PA
USD
307117.8300000000
0.1414055883
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.4200000000
N
N
N
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
4750.0000000000
NS
USD
324710.0000000000
0.1495055125
Long
EC
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
623.0000000000
NS
USD
428125.6000000000
0.1971209302
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
12645.1700000000
PA
USD
13779.4900000000
0.0063444603
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.0000000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
705.0000000000
NS
USD
186634.6500000000
0.0859317822
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
N/A
Texas Transportation Commission State Highway Fund
88283LHU3
30000.0000000000
PA
USD
37498.3400000000
0.0172652784
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.1800000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
40000.0000000000
PA
USD
34067.0100000000
0.0156853986
Long
DBT
CORP
US
Y
2
2042-02-15
Variable
1.8900000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
50000.0000000000
PA
USD
54091.4800000000
0.0249052214
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.3000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAD1
5000.0000000000
PA
USD
6953.6000000000
0.0032016308
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.2000000000
N
N
N
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
1458.0000000000
NS
USD
120984.8400000000
0.0557047843
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
70000.0000000000
PA
USD
75576.3900000000
0.0347974713
Long
DBT
US
N
2
2026-09-01
Fixed
2.9500000000
N
N
N
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
1171.0000000000
NS
USD
491070.5600000000
0.2261025400
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
5000.0000000000
PA
USD
5422.1000000000
0.0024964856
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.2000000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
200000.0000000000
PA
USD
197010.8600000000
0.0907092778
Long
DBT
US
N
2
2032-08-01
Fixed
2.1000000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
125000.0000000000
PA
USD
138472.9500000000
0.0637567964
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.9000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
150000.0000000000
PA
USD
224865.9100000000
0.1035345173
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.2500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
275000.0000000000
PA
USD
288397.4400000000
0.1327862002
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.6300000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
40000.0000000000
PA
USD
41648.9300000000
0.0191763254
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
500000.0000000000
PA
USD
511516.5500000000
0.2355164423
Long
ABS-O
CORP
US
Y
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
14151.0000000000
NS
USD
205189.5000000000
0.0944749511
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
15000.0000000000
PA
USD
17387.4900000000
0.0080056839
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
850000.0000000000
PA
USD
941471.5600000000
0.4334796837
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.3800000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAV2
15000.0000000000
PA
USD
17153.0700000000
0.0078977504
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.3500000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
3667.0000000000
NS
USD
1203472.7300000000
0.5541123073
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
12500.0000000000
NS
USD
340750.0000000000
0.1568907745
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
29000.0000000000
PA
USD
28259.2500000000
0.0130113444
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.9900000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAC0
10000.0000000000
PA
USD
10396.4500000000
0.0047868147
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
4.1300000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
19500.0000000000
NS
USD
608205.0000000000
0.2800344930
Long
EC
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
70000.0000000000
PA
USD
76842.8100000000
0.0353805663
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
18779.0200000000
0.0086463830
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.1500000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
105000.0000000000
PA
USD
118501.1200000000
0.0545612106
Long
DBT
US
N
2
2029-07-15
Fixed
3.8500000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
300000.0000000000
PA
USD
293974.9600000000
0.1353542455
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.8000000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142CS0
10000.0000000000
PA
USD
14589.4400000000
0.0067173838
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.6300000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
185000.0000000000
PA
USD
198073.9800000000
0.0911987678
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
10874.6000000000
0.0050069682
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.7500000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
900.0000000000
NS
USD
383274.0000000000
0.1764700065
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Husky Energy Inc
448055AK9
75000.0000000000
PA
USD
80520.2700000000
0.0370737712
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
4.0000000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
31056.0000000000
NS
USD
720809.7600000000
0.3318808555
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
614.0000000000
NS
USD
77271.9000000000
0.0355781313
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Husky Energy Inc
448055AP8
240000.0000000000
PA
USD
272920.8700000000
0.1256603571
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
4.4000000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AE2
30000.0000000000
PA
USD
31237.1100000000
0.0143824340
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.3800000000
N
N
N
N
N
N
YETI Holdings Inc
549300DSQICIGNT5GO63
YETI Holdings Inc
98585X104
4331.0000000000
NS
USD
417205.2300000000
0.1920928882
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
10540.0000000000
NS
USD
1384850.6000000000
0.6376237218
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
8612.0000000000
NS
USD
1745652.4000000000
0.8037469025
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-11.0000000000
NC
USD
-5293.0500000000
-0.0024370674
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
5 Year US Treasury Note
2021-09-30
-1363605.3900000000
USD
-5293.0500000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
5025.0000000000
NS
USD
303912.0000000000
0.1399295350
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
414.0000000000
NS
USD
93841.3800000000
0.0432071806
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
2525.0000000000
NS
USD
428038.0000000000
0.1970805967
Long
EC
CORP
IE
N
1
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc
457153AF1
20000.0000000000
PA
USD
20478.7200000000
0.0094289721
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
5.0000000000
N
N
N
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group Inc
45841N107
9463.0000000000
NS
USD
585381.1800000000
0.2695257717
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
INVITATION HOMES INC
46187W107
8000.0000000000
NS
USD
325440.0000000000
0.1498416248
Long
EC
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
7106.0000000000
NS
USD
1760156.2000000000
0.8104248553
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
205500.0000000000
NS
USD
16335195.0000000000
7.5211779754
Long
EC
RF
US
N
1
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
41600.0000000000
NS
USD
2629536.0000000000
1.2107114882
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
400000.0000000000
PA
USD
420026.1200000000
0.1933917044
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.3800000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAJ2
200000.0000000000
PA
USD
218711.1200000000
0.1007006809
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.1400000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
20000.0000000000
PA
USD
21039.9200000000
0.0096873642
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.5600000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
15000.0000000000
PA
USD
17890.2900000000
0.0082371870
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.5500000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
10000.0000000000
PA
USD
10893.7500000000
0.0050157854
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.1000000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238T109
32966.0000000000
NS
USD
543279.6800000000
0.2501410705
Long
EC
CORP
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AV6
30000.0000000000
PA
USD
31069.1400000000
0.0143050959
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.0000000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BA1
225000.0000000000
PA
USD
244486.4200000000
0.1125683457
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.1300000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
24000.0000000000
NS
USD
511920.0000000000
0.2357022019
Long
EC
CORP
US
N
1
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAW9
300000.0000000000
PA
USD
313880.7900000000
0.1445194431
Long
DBT
US
N
2
2030-10-01
Fixed
2.7000000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
15000.0000000000
PA
USD
19052.6400000000
0.0087723652
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.2000000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
10000.0000000000
PA
USD
12209.3200000000
0.0056215104
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.4500000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797104
755.0000000000
NS
USD
60452.8500000000
0.0278341730
Long
EC
CORP
US
N
1
N
N
N
LGI Homes Inc
549300W02B4WNV8CV109
LGI Homes Inc
50187T106
371.0000000000
NS
USD
63403.9000000000
0.0291929185
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
337.0000000000
NS
USD
112500.7100000000
0.0517984549
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
300000.0000000000
PA
USD
298374.0000000000
0.1373796858
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
953.0000000000
NS
USD
232055.5000000000
0.1068448045
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BC2
10000.0000000000
PA
USD
10235.6800000000
0.0047127917
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.2000000000
N
N
N
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
6754.0000000000
NS
USD
84222.3800000000
0.0387783255
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
40000.0000000000
PA
USD
45139.7200000000
0.0207835822
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.1300000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
5000.0000000000
PA
USD
5763.5000000000
0.0026536757
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
225000.0000000000
PA
USD
293505.3500000000
0.1351380240
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.5000000000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
3297.0000000000
NS
USD
1964880.1200000000
0.9046854404
Long
EC
CORP
US
N
1
N
N
N
MACOM Technology Solutions Holdings Inc
N/A
MACOM Technology Solutions Holdings Inc
55405Y100
3825.0000000000
NS
USD
236079.0000000000
0.1086973357
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
21158.0000000000
NS
USD
245221.2200000000
0.1129066680
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
10000.0000000000
PA
USD
14068.1500000000
0.0064773674
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5000000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2000.0000000000
NS
USD
485420.0000000000
0.2235008650
Long
EC
CORP
US
N
1
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
50000.0000000000
PA
USD
56487.6800000000
0.0260084985
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.1300000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
13595.0000000000
NS
USD
1045047.6500000000
0.4811689954
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
10000.0000000000
PA
USD
17254.8600000000
0.0079446173
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.7500000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
250000.0000000000
PA
USD
270523.7100000000
0.1245566380
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.6000000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
2015.0000000000
NS
USD
712504.0000000000
0.3280566527
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
16941121.2830000000
NS
USD
16947897.7300000000
7.8032833484
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
15000.0000000000
PA
USD
15969.1000000000
0.0073526177
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.1000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
300000.0000000000
PA
USD
375468.7200000000
0.1728762385
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.3000000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BL4
65000.0000000000
PA
USD
67680.5700000000
0.0311620163
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.7500000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AL1
205000.0000000000
PA
USD
253852.4600000000
0.1168807309
Long
DBT
CORP
US
Y
2
2044-04-22
Fixed
4.9500000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AN7
55000.0000000000
PA
USD
63018.6800000000
0.0290155525
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.3500000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
399148.1700000000
PA
USD
400525.7500000000
0.1844131919
Long
ABS-O
CORP
US
Y
2
N
N
N
New Residential Investment Corp
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
44000.0000000000
NS
USD
429440.0000000000
0.1977261165
Long
EC
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
1476.0000000000
NS
USD
114980.4000000000
0.0529401732
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
6088.0000000000
NS
USD
1187099.1200000000
0.5465734419
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
5167.0000000000
NS
USD
450252.3800000000
0.2073087149
Long
EC
CORP
US
N
1
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
250000.0000000000
PA
USD
270836.1500000000
0.1247004940
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.1000000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
5083.0000000000
NS
USD
797776.8500000000
0.3673186438
Long
EC
CORP
US
N
1
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
2935.0000000000
NS
USD
172871.5000000000
0.0795948453
Long
EC
CORP
US
N
1
N
N
N
Plantronics Inc
5493006O3W5M472F6668
Plantronics Inc
727493108
9836.0000000000
NS
USD
306784.8400000000
0.1412522704
Long
EC
CORP
US
N
1
N
N
N
MID-AMERICA APARTMENTS
5493005D04NMMCMCB212
Post Apartment Homes LP
737415AL3
20000.0000000000
PA
USD
20631.1300000000
0.0094991459
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.3800000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446104
1048.0000000000
NS
USD
107252.3200000000
0.0493819503
Long
EC
CORP
US
N
1
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAE2
10000.0000000000
PA
USD
10325.1600000000
0.0047539908
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.3000000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAH5
10000.0000000000
PA
USD
10474.1300000000
0.0048225807
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.1300000000
N
N
N
N
N
N
Progyny Inc
N/A
Progyny Inc
74340E103
1738.0000000000
NS
USD
96789.2200000000
0.0445644481
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
6902.0000000000
NS
USD
692132.5600000000
0.3186770753
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBQ7
50000.0000000000
PA
USD
71061.3700000000
0.0327186306
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
6.2000000000
N
N
N
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
1401.0000000000
NS
USD
87184.2300000000
0.0401420436
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
9835.0000000000
NS
USD
1473283.0000000000
0.6783404576
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECD1
10000.0000000000
PA
USD
10009.8100000000
0.0046087948
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.1000000000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
5700.0000000000
NS
USD
372837.0000000000
0.1716645215
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
175000.0000000000
PA
USD
175893.9600000000
0.0809864699
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
783549108
9727.0000000000
NS
USD
740711.0500000000
0.3410439628
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKD0
70000.0000000000
PA
USD
70879.3800000000
0.0326348373
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.8000000000
N
N
N
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics Inc
78667J108
1239.0000000000
NS
USD
54181.4700000000
0.0249466553
Long
EC
CORP
US
N
1
N
N
N
Santander Consumer USA Holdings Inc
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings Inc
80283M101
932.0000000000
NS
USD
38239.9600000000
0.0176067408
Long
EC
CORP
US
N
1
N
N
N
SeaWorld Entertainment Inc
529900G0H4NV3IIK3269
SeaWorld Entertainment Inc
81282V100
3062.0000000000
NS
USD
145169.4200000000
0.0668400374
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BF5
15000.0000000000
PA
USD
15516.8100000000
0.0071443708
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
2.9000000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
20000.0000000000
PA
USD
27870.2000000000
0.0128322150
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.7500000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
110000.0000000000
PA
USD
125672.7800000000
0.0578632422
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
Spirit AeroSystems Holdings Inc
N/A
Spirit AeroSystems Holdings, Inc. Class A
848574109
6409.0000000000
NS
USD
276932.8900000000
0.1275076026
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
15000.0000000000
PA
USD
14545.5000000000
0.0066971526
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.6000000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
23831.0000000000
NS
USD
2076633.3400000000
0.9561397302
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAX8
45000.0000000000
PA
USD
46859.4000000000
0.0215753707
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.1000000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AE7
275000.0000000000
PA
USD
305678.6500000000
0.1407429498
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.7500000000
N
N
N
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
2310.0000000000
NS
USD
400600.2000000000
0.1844474707
Long
EC
CORP
US
N
1
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AC4
20000.0000000000
PA
USD
20416.3700000000
0.0094002644
Long
DBT
CORP
US
Y
2
2022-10-15
Fixed
2.8000000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BW0
50000.0000000000
PA
USD
56155.6300000000
0.0258556135
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.0000000000
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
411661.6000000000
0.1895404468
Long
ABS-O
CORP
US
N
2
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
9566.0000000000
NS
USD
829659.1800000000
0.3819981550
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
2347.0000000000
NS
USD
281780.8200000000
0.1297397244
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
3535.0000000000
NS
USD
676457.6000000000
0.3114598878
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
250000.0000000000
PA
USD
243884.6400000000
0.1122912694
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SV1
723590.0000000000
PA
USD
829229.0000000000
0.3818000882
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
1742020.4000000000
PA
USD
1972815.2800000000
0.9083390087
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
150000.0000000000
PA
USD
148717.2200000000
0.0684735431
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
1050000.0000000000
PA
USD
1088070.8000000000
0.5009780500
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
300000.0000000000
PA
USD
299725.4700000000
0.1380019402
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.1300000000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
3536.0000000000
NS
USD
1176462.5600000000
0.5416760740
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
14027.0000000000
NS
USD
782426.0600000000
0.3602507133
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
90000.0000000000
PA
USD
98153.5600000000
0.0451926282
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.1500000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAE6
50000.0000000000
PA
USD
69123.1300000000
0.0318262110
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.5000000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
4079.0000000000
NS
USD
822244.8200000000
0.3785843775
Long
EC
CORP
US
N
1
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
400000.0000000000
PA
USD
453615.5200000000
0.2088571981
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.7500000000
N
N
N
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
VISHAY INTERTECHNOLOGY INC
928298108
8203.0000000000
NS
USD
181532.3900000000
0.0835825598
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
200000.0000000000
PA
USD
255579.5400000000
0.1176759266
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.8800000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
75000.0000000000
PA
USD
81865.7800000000
0.0376932814
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
10000.0000000000
PA
USD
11272.7700000000
0.0051902967
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.1000000000
N
N
N
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
1003.0000000000
NS
USD
171823.9300000000
0.0791125149
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
233.0000000000
NS
USD
32314.7700000000
0.0148786186
Long
EC
CORP
US
N
1
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
15000.0000000000
PA
USD
16897.5300000000
0.0077800926
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.4500000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
5580.0000000000
NS
USD
290997.0000000000
0.1339831099
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAT0
165000.0000000000
PA
USD
175316.5100000000
0.0807205959
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.0000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-2.0000000000
NC
USD
-457.3300000000
-0.0002105674
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
2 Year US Treasury Note
2021-09-30
-440855.1700000000
USD
-457.3300000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
-6.0000000000
NC
USD
-76733.2500000000
-0.0353301219
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
US Treasury Ultra Long Bond
2021-09-21
-1120454.2500000000
USD
-76733.2500000000
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
144.0000000000
NS
USD
46817.2800000000
0.0215559775
Long
EC
CORP
GB
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion PLC
000000000
7006.0000000000
NS
USD
957019.6000000000
0.4406384336
Long
EC
CORP
IE
N
1
N
N
N
Ambarella Inc
254900XN7F4DG0CEKC02
Ambarella Inc
000000000
1705.0000000000
NS
USD
167925.4500000000
0.0773175463
Long
EC
CORP
KY
N
1
N
N
N
Biohaven Pharmaceutical Holding Co Ltd
5299007STZTNN32O9920
Biohaven Pharmaceutical Holding Co Ltd
000000000
565.0000000000
NS
USD
71195.6500000000
0.0327804568
Long
EC
CORP
VG
N
1
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
1955.0000000000
NS
USD
110086.0500000000
0.0506866783
Long
EC
CORP
VG
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO CORP
001084102
2875.0000000000
NS
USD
379816.2500000000
0.1748779622
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
11000.0000000000
PA
USD
11393.5900000000
0.0052459256
Long
DBT
CORP
US
Y
2
2059-09-15
Fixed
3.6500000000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
1044.0000000000
NS
USD
221390.6400000000
0.1019344064
Long
EC
CORP
US
N
1
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA, Inc. Class A
02156K103
9730.0000000000
NS
USD
299002.9000000000
0.1376692489
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
15000.0000000000
PA
USD
18764.5600000000
0.0086397252
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.4000000000
N
N
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
1785.0000000000
NS
USD
678996.1500000000
0.3126287068
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
7214.0000000000
NS
USD
855363.9800000000
0.3938333596
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
300000.0000000000
PA
USD
331615.5400000000
0.1526850151
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.5000000000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
13951.0000000000
NS
USD
896909.7900000000
0.4129622057
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAC4
300000.0000000000
PA
USD
345394.5000000000
0.1590292314
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.9400000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
70000.0000000000
PA
USD
74086.5400000000
0.0341115030
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.7500000000
N
N
N
N
N
N
CIRCOR International Inc
5493007701O01N3FQM69
CIRCOR International Inc
17273K109
7124.0000000000
NS
USD
219704.1600000000
0.1011579041
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
28217.0000000000
NS
USD
1128115.6600000000
0.5194158169
Long
EC
CORP
US
N
1
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
10000.0000000000
PA
USD
13386.1400000000
0.0061633511
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.3200000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
Embraer Overseas Ltd
29081YAD8
5000.0000000000
PA
USD
5360.3500000000
0.0024680542
Long
DBT
CORP
KY
Y
2
2023-09-16
Fixed
5.7000000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAB4
170000.0000000000
PA
USD
184918.2100000000
0.0851414855
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.3500000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
250000.0000000000
PA
USD
251054.2300000000
0.1155923480
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.6300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ASU3
31033.6500000000
PA
USD
33205.4600000000
0.0152887171
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
31418UV84
36376.4200000000
PA
USD
40510.0200000000
0.0186519396
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.5000000000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
2903.0000000000
NS
USD
749612.6600000000
0.3451425115
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
7164.0000000000
NS
USD
1950327.3600000000
0.8979849451
Long
EC
CORP
US
N
1
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CM4
80000.0000000000
PA
USD
82779.6900000000
0.0381140710
Long
DBT
CORP
US
Y
2
2051-02-01
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
240315.8700000000
0.1106481085
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
6075.0000000000
NS
USD
1086696.0000000000
0.5003450538
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
2245.0000000000
NS
USD
1338064.9000000000
0.6160822846
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
110000.0000000000
PA
USD
120477.0300000000
0.0554709745
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.8400000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BP4
265000.0000000000
PA
USD
289288.7600000000
0.1331965887
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
3.4000000000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
80000.0000000000
PA
USD
89040.7400000000
0.0409968325
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.7500000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAN9
50000.0000000000
PA
USD
51651.8700000000
0.0237819571
Long
DBT
US
N
2
2022-11-01
Fixed
3.4000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
20000.0000000000
PA
USD
29000.7900000000
0.0133527701
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.9500000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
170000.0000000000
PA
USD
185339.9500000000
0.0853356663
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
526107AF4
60000.0000000000
PA
USD
60573.1100000000
0.0278895441
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
56585ABE1
15000.0000000000
PA
USD
17292.0100000000
0.0079617222
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.5000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
7000.0000000000
PA
USD
7570.3700000000
0.0034856088
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.9200000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
15000.0000000000
PA
USD
16708.2200000000
0.0076929291
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
7854.0000000000
NS
USD
248422.0200000000
0.1143804053
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
445000.0000000000
PA
USD
519194.0900000000
0.2390513951
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
Nuveen LLC
N/A
Nuveen LLC
67080LAA3
70000.0000000000
PA
USD
81664.1700000000
0.0376004545
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.0000000000
N
N
N
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
19281.0000000000
NS
USD
650733.7500000000
0.2996159120
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
4972.0000000000
NS
USD
1369935.1600000000
0.6307562385
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
18000.0000000000
NS
USD
404820.0000000000
0.1863903840
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
3787.0000000000
NS
USD
162121.4700000000
0.0746452325
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
2149.0000000000
NS
USD
305652.2700000000
0.1407308037
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKH1
200000.0000000000
PA
USD
211848.2200000000
0.0975408109
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.7500000000
N
N
N
N
N
N
Sunstone Hotel Investors Inc
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892101
21800.0000000000
NS
USD
251572.0000000000
0.1158307437
Long
EC
US
N
1
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
150000.0000000000
PA
USD
198360.5100000000
0.0913306942
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.5200000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
9961.0000000000
NS
USD
1483392.1200000000
0.6829949775
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
6800.0000000000
NS
USD
373932.0000000000
0.1721686899
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
250000.0000000000
PA
USD
254313.5300000000
0.1170930204
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.2500000000
N
N
N
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
432.0000000000
NS
USD
78593.7600000000
0.0361867524
Long
EC
CORP
US
N
1
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AA4
10000.0000000000
PA
USD
16193.5400000000
0.0074559561
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.2500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBY9
90000.0000000000
PA
USD
97865.4200000000
0.0450599605
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.1500000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
191.0000000000
NS
USD
74453.7100000000
0.0342805583
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
10000.0000000000
PA
USD
11183.9600000000
0.0051494062
Long
DBT
CORP
AU
N
2
2031-11-23
Fixed
4.3200000000
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
89822.3400000000
0.0413567028
Long
ABS-O
CORP
US
N
2
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
9197.0000000000
NS
USD
221923.6100000000
0.1021798006
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
1.0000000000
NC
USD
1060.2500000000
0.0004881686
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
US 10 Year Ultra Bond
2021-09-21
149189.7500000000
USD
1060.2500000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP21 XCBT 20210921
000000000
-6.0000000000
NC
USD
-4576.0000000000
-0.0021069176
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
10 Year US Treasury Note
2021-09-21
-802142.7500000000
USD
-4576.0000000000
N
N
N
FEDERATED HERMES INC
254900VAJ9169N7JRF45
Federated Government Obligations Fund
60934N104
168995
PA
USD
168995
0.0778099969
Long
EC
RF
US
N
1
N
N
2021-09-27
Federated Hermes MDT Series
Stephen Van Meter
Federated Hermes MDT Series
Chief Compliance Officer