0001145549-22-057144.txt : 20220926
0001145549-22-057144.hdr.sgml : 20220926
20220926115755
ACCESSION NUMBER: 0001145549-22-057144
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20220926
DATE AS OF CHANGE: 20220926
PERIOD START: 20220731
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: 221264750
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
C000043498
C000035056
C000035055
C000188307
C000035057
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
2022-07-31
2022-07-31
N
201103160.630000000000
5066452.720000000000
196036707.910000000000
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
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO CORP
001084102
2875.0000000000
NS
USD
313145.0000000000
0.1597379406
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
5635.0000000000
NS
USD
808678.8500000000
0.4125139922
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Systems Inc
00724F101
71.0000000000
NS
USD
29118.5200000000
0.0148536059
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
1315.0000000000
NS
USD
58293.9500000000
0.0297362421
Long
EC
CORP
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
70000.0000000000
PA
USD
69181.2000000000
0.0352899213
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
6600.0000000000
NS
USD
250008.0000000000
0.1275312173
Long
EC
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
250000.0000000000
PA
USD
247193.9400000000
0.1260957413
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.2500000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
15000.0000000000
PA
USD
15226.7100000000
0.0077672749
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.4500000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCV9
20000.0000000000
PA
USD
19999.3500000000
0.0102018393
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.4000000000
N
N
N
N
N
N
Big Lots Inc
N/A
Big Lots Inc
089302103
750.0000000000
NS
USD
15142.5000000000
0.0077243187
Long
EC
CORP
US
N
1
N
N
N
Box Inc
549300KQUCPD8687YS68
Box Inc
10316T104
2290.0000000000
NS
USD
65127.6000000000
0.0332221453
Long
EC
CORP
US
N
1
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AV3
250000.0000000000
PA
USD
249090.4900000000
0.1270631876
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.9000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
165000.0000000000
PA
USD
146771.5800000000
0.0748694372
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.0600000000
N
N
N
N
N
N
Enovis Corp
635400OP2DYYYMOIYL17
Enovis Corp
194014502
13008.0000000000
NS
USD
776837.7600000000
0.3962715801
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBP5
10000.0000000000
PA
USD
10230.2400000000
0.0052185328
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.4000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
15000.0000000000
PA
USD
14149.7500000000
0.0072179084
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.9000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
145000.0000000000
PA
USD
107991.0800000000
0.0550871728
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.8000000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
549.0000000000
NS
USD
53489.0700000000
0.0272852317
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AW5
20000.0000000000
PA
USD
19367.7300000000
0.0098796446
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.7500000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Daimler Finance North America LLC
233835AQ0
10000.0000000000
PA
USD
13032.1700000000
0.0066478213
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.5000000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
300000.0000000000
PA
USD
291644.2600000000
0.1487702294
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.9500000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
30838.0000000000
NS
USD
1389560.2800000000
0.7088265738
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
999.0000000000
NS
USD
127891.9800000000
0.0652387919
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
7700.0000000000
NS
USD
414337.0000000000
0.2113568446
Long
EC
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBD0
115000.0000000000
PA
USD
114107.9300000000
0.0582074302
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.0500000000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
17643.0000000000
NS
USD
1871040.1500000000
0.9544335701
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
15000.0000000000
PA
USD
12967.1000000000
0.0066146285
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.2500000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
6504.0000000000
NS
USD
630432.7200000000
0.3215891180
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
250000.0000000000
PA
USD
234744.3000000000
0.1197450735
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.6300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MGBP9
13920.5000000000
PA
USD
13717.1000000000
0.0069972099
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
3138WVWX5
12653.8700000000
PA
USD
12680.7300000000
0.0064685487
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
23514.0200000000
PA
USD
23001.4400000000
0.0117332311
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ASU3
24465.8800000000
PA
USD
24085.4600000000
0.0122861990
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
14087.7600000000
PA
USD
14241.4600000000
0.0072646905
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.5000000000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
6106.0000000000
NS
USD
1092912.9400000000
0.5575042305
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
150000.0000000000
PA
USD
174494.4300000000
0.0890110999
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.2500000000
N
N
N
N
N
N
Groupon Inc
5299005W5W1R5POQJL03
Groupon Inc
399473206
3815.0000000000
NS
USD
40439.0000000000
0.0206282795
Long
EC
CORP
US
N
1
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
30000.0000000000
PA
USD
33001.5200000000
0.0168343574
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.1300000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAE2
500000.0000000000
PA
USD
496011.1500000000
0.2530195264
Long
ABS-O
CORP
US
Y
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
423012AF0
270000.0000000000
PA
USD
268185.0100000000
0.1368034655
Long
DBT
CORP
NL
Y
2
2028-01-29
Fixed
3.5000000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
8621.0000000000
NS
USD
1965243.1600000000
1.0024873305
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
14151.0000000000
NS
USD
201510.2400000000
0.1027920955
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
14000.0000000000
NS
USD
249340.0000000000
0.1271904648
Long
EC
US
N
1
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
110000.0000000000
PA
USD
108904.9300000000
0.0555533355
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.8400000000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
80000.0000000000
PA
USD
79808.5600000000
0.0407110285
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.7500000000
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
193152.8000000000
0.0985288939
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
19969.7000000000
0.0101867146
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.5600000000
N
N
N
N
N
N
KERRY GROUP FIN SERVICES
635400SE9OHFJ8SLDG45
Kerry Group Financial Services
49245PAA4
200000.0000000000
PA
USD
198702.8400000000
0.1013600168
Long
DBT
CORP
IE
Y
2
2023-04-09
Fixed
3.2000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
300000.0000000000
PA
USD
248269.0400000000
0.1266441590
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
21158.0000000000
NS
USD
524718.4000000000
0.2676633400
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
7000.0000000000
PA
USD
5862.9400000000
0.0029907358
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
15138.0400000000
0.0077220436
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.0000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
11000.0000000000
PA
USD
8585.3000000000
0.0043794349
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.6500000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
100000.0000000000
PA
USD
89387.0800000000
0.0455971134
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.9400000000
N
N
N
N
N
N
Myriad Genetics Inc
52990044IHUOUMETT163
Myriad Genetics Inc
62855J104
7854.0000000000
NS
USD
207188.5200000000
0.1056886346
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
150000.0000000000
PA
USD
150199.3100000000
0.0766179516
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.8800000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAL5
135000.0000000000
PA
USD
122165.7400000000
0.0623177880
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.7500000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
8295.0000000000
NS
USD
313136.2500000000
0.1597334771
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
110000.0000000000
PA
USD
103344.4600000000
0.0527168922
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.2500000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
9687.0000000000
NS
USD
492971.4300000000
0.2514689393
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
125000.0000000000
PA
USD
127331.1900000000
0.0649527282
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.8000000000
N
N
N
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio Inc
032724106
9516.0000000000
NS
USD
199265.0400000000
0.1016467998
Long
EC
CORP
US
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAB7
15000.0000000000
PA
USD
14434.5800000000
0.0073632026
Long
DBT
CORP
IM
N
2
2040-04-15
Fixed
6.5000000000
N
N
N
N
N
N
National Storage Affiliates Trust
N/A
National Storage Affiliates Trust
637870106
3900.0000000000
NS
USD
213876.0000000000
0.1090999753
Long
EC
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1238.0000000000
NS
USD
278426.2000000000
0.1420275840
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
4542.0000000000
NS
USD
616803.6000000000
0.3146367875
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
12989.0000000000
NS
USD
854026.7500000000
0.4356463435
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
17852.6000000000
0.0091067638
Long
DBT
CORP
US
Y
2
2040-06-15
Fixed
7.6300000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
15888.0000000000
NS
USD
802502.8800000000
0.4093635771
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
171.0000000000
NS
USD
365493.6900000000
0.1864414547
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
300000.0000000000
PA
USD
299073.2700000000
0.1525598309
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.5000000000
N
N
N
N
N
N
Pitney Bowes Inc
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479100
10000.0000000000
NS
USD
32700.0000000000
0.0166805494
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
900.0000000000
NS
USD
293769.0000000000
0.1498540774
Long
EC
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
17364.0000000000
NS
USD
754639.4400000000
0.3849480274
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
18942.0000000000
NS
USD
1184443.2600000000
0.6041946290
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
2994.0000000000
NS
USD
434309.6400000000
0.2215450589
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
3316.0000000000
NS
USD
262428.2400000000
0.1338668879
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
15000.0000000000
PA
USD
12558.7500000000
0.0064063257
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.6000000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
8933.0000000000
NS
USD
617359.6300000000
0.3149204231
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
9016.0000000000
NS
USD
1938980.9600000000
0.9890907579
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
10000.0000000000
PA
USD
9949.8000000000
0.0050754780
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.1300000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
70000.0000000000
PA
USD
54643.4600000000
0.0278740959
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.7500000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
1607.0000000000
NS
USD
153452.4300000000
0.0782773959
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
70000.0000000000
PA
USD
65818.1200000000
0.0335743855
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2000000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
276.0000000000
NS
USD
246040.2000000000
0.1255072086
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
2547.0000000000
NS
USD
990553.7700000000
0.5052899432
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
1200000.0000000000
PA
USD
951375.0000000000
0.4853045178
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.0000000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
60000.0000000000
PA
USD
54727.6100000000
0.0279170216
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
Carlyle Group Inc/The
14316J108
9359.0000000000
NS
USD
364158.6900000000
0.1857604598
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
50000.0000000000
PA
USD
50093.7500000000
0.0255532500
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEH0
25000.0000000000
PA
USD
24851.4200000000
0.0126769217
Long
DBT
UST
US
N
2
2025-04-15
Fixed
2.6300000000
N
N
N
N
N
N
Cerence Inc
5493002WL2W5WMS89568
Cerence Inc
156727109
3677.0000000000
NS
USD
103581.0900000000
0.0528375992
Long
EC
CORP
US
N
1
N
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg Inc
163092109
27986.0000000000
NS
USD
596101.8000000000
0.3040766224
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1952.0000000000
NS
USD
319698.5600000000
0.1630809675
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
125000.0000000000
PA
USD
116053.2100000000
0.0591997342
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.9000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
1000000.0000000000
PA
USD
1003203.0000000000
0.5117424235
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.7500000000
N
N
N
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
1837.0000000000
NS
USD
212100.0200000000
0.1081940328
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
10590.0000000000
NS
USD
473161.2000000000
0.2413635717
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAC0
10000.0000000000
PA
USD
10011.4500000000
0.0051069262
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
4.1300000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
178000.0000000000
PA
USD
180990.8300000000
0.0923249691
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.7500000000
N
N
N
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
33023.0000000000
NS
USD
770426.5900000000
0.3930011875
Long
EC
CORP
US
N
1
N
N
N
CIRCOR International Inc
5493007701O01N3FQM69
CIRCOR International Inc
17273K109
7124.0000000000
NS
USD
124028.8400000000
0.0632681712
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
15000.0000000000
PA
USD
15044.4500000000
0.0076743025
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.4500000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
150000.0000000000
PA
USD
148101.0000000000
0.0755475857
Long
DBT
US
N
2
2026-06-15
Fixed
3.7000000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
180000.0000000000
PA
USD
153979.7200000000
0.0785463711
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
15000.0000000000
PA
USD
15727.8300000000
0.0080229005
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.1500000000
N
N
N
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
VISHAY INTERTECHNOLOGY INC
928298108
8203.0000000000
NS
USD
169473.9800000000
0.0864501255
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
93.0000000000
NS
USD
33854.7900000000
0.0172696177
Long
EC
CORP
US
N
1
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
185000.0000000000
PA
USD
174834.9700000000
0.0891848123
Long
DBT
US
N
2
2027-02-15
Fixed
2.7000000000
N
N
N
N
N
N
YETI Holdings Inc
549300DSQICIGNT5GO63
YETI Holdings Inc
98585X104
5837.0000000000
NS
USD
296344.4900000000
0.1511678569
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
5580.0000000000
NS
USD
304389.0000000000
0.1552714302
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
1874.0000000000
NS
USD
734814.1400000000
0.3748349724
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AU8
300000.0000000000
PA
USD
301345.5600000000
0.1537189454
Long
DBT
CORP
FR
Y
2
2028-09-21
Fixed
4.5000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP22
000000000
8.0000000000
NC
USD
14789.7300000000
0.0075443677
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
CBOT 5 Year US Treasury Note
2022-09-30
895022.7700000000
USD
14789.7300000000
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
923.0000000000
NS
USD
90103.2600000000
0.0459624429
Long
EC
CORP
CH
N
1
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAE2
15000.0000000000
PA
USD
15671.5800000000
0.0079942069
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.6300000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
2261.0000000000
NS
USD
203648.2700000000
0.1038827229
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
2111.0000000000
NS
USD
310295.8900000000
0.1582845852
Long
EC
CORP
IE
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
20000.0000000000
PA
USD
20663.6800000000
0.0105407198
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.5000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBL6
170000.0000000000
PA
USD
171183.8200000000
0.0873223295
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.9500000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
4400.0000000000
NS
USD
344916.0000000000
0.1759445992
Long
EC
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAB4
170000.0000000000
PA
USD
166735.4200000000
0.0850531626
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.3500000000
N
N
N
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
6271.0000000000
NS
USD
666293.7500000000
0.3398821359
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312912CB2
2.7200000000
PA
USD
2.7300000000
0.0000013926
Long
ABS-MBS
USGSE
US
N
2
2022-09-15
Fixed
7.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359BRE9
373.1700000000
PA
USD
376.9800000000
0.0001923007
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
3138WPLH5
16841.6300000000
PA
USD
16579.7600000000
0.0084574773
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB4M7
11004.1300000000
PA
USD
10620.8600000000
0.0054177914
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
31417YRW9
17815.6800000000
PA
USD
18930.9700000000
0.0096568496
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0000000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBA3
20000.0000000000
PA
USD
18917.6900000000
0.0096500753
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
74989.3900000000
0.0382527287
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
104361.5600000000
0.0532357236
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
22641.0000000000
NS
USD
332596.2900000000
0.1696602098
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
9070.7100000000
PA
USD
9303.9000000000
0.0047459989
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
187163.4000000000
0.0954736498
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
603.0000000000
NS
USD
44567.7300000000
0.0227343799
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
175000.0000000000
PA
USD
146625.7400000000
0.0747950430
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.1000000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
15297.0000000000
NS
USD
187847.1600000000
0.0958224416
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
2390.0000000000
NS
USD
719246.6000000000
0.3668938372
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
15952.0000000000
NS
USD
212002.0800000000
0.1081440727
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AE2
30000.0000000000
PA
USD
29667.5800000000
0.0151336861
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.3800000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BP4
265000.0000000000
PA
USD
266101.2300000000
0.1357405115
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
3.4000000000
N
N
N
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group Inc
45841N107
9463.0000000000
NS
USD
555383.4700000000
0.2833058543
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
175500.0000000000
NS
USD
11533860.0000000000
5.8835205523
Long
EC
RF
US
N
1
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
19100.0000000000
NS
USD
937046.0000000000
0.4779951724
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
15000.0000000000
PA
USD
13990.7400000000
0.0071367960
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.8800000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
15000.0000000000
PA
USD
14931.4900000000
0.0076166807
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.5500000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AV6
30000.0000000000
PA
USD
29877.8600000000
0.0152409517
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
220986.5200000000
0.1127271124
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.1300000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
15000.0000000000
PA
USD
14963.1800000000
0.0076328460
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.2000000000
N
N
N
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
26331.0000000000
NS
USD
364947.6600000000
0.1861629201
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
40000.0000000000
PA
USD
39699.8600000000
0.0202512379
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.1300000000
N
N
N
N
N
N
Master Credit Card Trust
N/A
Master Credit Card Trust
576339CS2
400000.0000000000
PA
USD
369404.0400000000
0.1884361577
Long
ABS-O
CORP
CA
Y
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1439.0000000000
NS
USD
491533.6200000000
0.2507355001
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
8000.0000000000
PA
USD
7992.3600000000
0.0040769711
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.4500000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
1747.0000000000
NS
USD
286665.2300000000
0.1462303836
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
15000.0000000000
PA
USD
15009.9400000000
0.0076566987
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.1300000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
15000.0000000000
PA
USD
15061.7100000000
0.0076831070
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.1000000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BL4
65000.0000000000
PA
USD
65068.2300000000
0.0331918602
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
638671AN7
55000.0000000000
PA
USD
47850.5400000000
0.0244089694
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.3500000000
N
N
N
N
N
N
New Residential Investment Corp
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
16500.0000000000
NS
USD
180015.0000000000
0.0918271899
Long
EC
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
7273.0000000000
NS
USD
329321.4400000000
0.1679896809
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
8911.0000000000
NS
USD
366063.8800000000
0.1867323135
Long
EC
CORP
US
N
1
N
N
N
1-800-Flowers.com Inc
N/A
1-800-Flowers.com Inc
68243Q106
1947.0000000000
NS
USD
19411.5900000000
0.0099020179
Long
EC
CORP
US
N
1
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
250000.0000000000
PA
USD
242195.0300000000
0.1235457546
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.1000000000
N
N
N
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
7369.0000000000
NS
USD
295865.3500000000
0.1509234434
Long
EC
CORP
US
N
1
N
N
N
MID-AMERICA APARTMENTS
5493005D04NMMCMCB212
Post Apartment Homes LP
737415AL3
10000.0000000000
PA
USD
10000.5800000000
0.0051013813
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.3800000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAE2
10000.0000000000
PA
USD
10000.7700000000
0.0051014782
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.3000000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
91.0000000000
NS
USD
52933.7900000000
0.0270019786
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
8000.0000000000
NS
USD
523280.0000000000
0.2669295999
Long
EC
US
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
20000.0000000000
PA
USD
22918.9000000000
0.0116911268
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.7500000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
683.0000000000
NS
USD
48520.3200000000
0.0247506299
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAX8
45000.0000000000
PA
USD
44981.2700000000
0.0229453302
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.1000000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
150000.0000000000
PA
USD
142186.2600000000
0.0725304263
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.5200000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
50000.0000000000
PA
USD
50459.1100000000
0.0257396232
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.3000000000
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
390478.3000000000
0.1991863178
Long
ABS-O
CORP
US
N
2
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
4476.0000000000
NS
USD
288791.5200000000
0.1473150223
Long
EC
CORP
US
N
1
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
1458.0000000000
NS
USD
120285.0000000000
0.0613584064
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
12680.0000000000
NS
USD
117416.8000000000
0.0598953131
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
610000.0000000000
PA
USD
469509.3800000000
0.2395007471
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
1425000.0000000000
PA
USD
1380468.7500000000
0.7041889066
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.8800000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAV2
15000.0000000000
PA
USD
15090.1600000000
0.0076976196
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.3500000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
70000.0000000000
PA
USD
70052.1900000000
0.0357342208
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.1500000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
75000.0000000000
PA
USD
75624.6600000000
0.0385767853
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
4400.0000000000
NS
USD
379896.0000000000
0.1937881961
Long
EC
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP22
000000000
41.0000000000
NC
USD
42358.2600000000
0.0216073104
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
CBOT 2 Year US Treasury Note Future
2022-09-30
8586540.2000000000
USD
42358.2600000000
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAK1
400000.0000000000
PA
USD
321388.6400000000
0.1639430918
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
4968.7700000000
0.0025346120
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.5000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
300000.0000000000
PA
USD
244945.3700000000
0.1249487265
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.6500000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
12000.0000000000
PA
USD
9501.1800000000
0.0048466331
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.5000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
500000.0000000000
PA
USD
470505.2200000000
0.2400087336
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.2500000000
N
N
N
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals Inc
00847X104
2247.0000000000
NS
USD
48467.7900000000
0.0247238339
Long
EC
CORP
US
N
1
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FW3
200000.0000000000
PA
USD
157183.9300000000
0.0801808660
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.0000000000
N
N
N
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
11638.0000000000
NS
USD
312480.3000000000
0.1593988714
Long
EC
CORP
US
N
1
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAS1
200000.0000000000
PA
USD
198523.3600000000
0.1012684625
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
2.8000000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
6688.0000000000
NS
USD
1879127.3600000000
0.9585589250
Long
EC
CORP
US
N
1
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
200000.0000000000
PA
USD
195924.6400000000
0.0999428332
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
Bread Financial Holdings Inc
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
2935.0000000000
NS
USD
116255.3500000000
0.0593028475
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
14220.0000000000
NS
USD
1654070.4000000000
0.8437554464
Long
EC
CORP
US
N
1
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
83798.0000000000
NS
USD
880716.9800000000
0.4492612579
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
952.0000000000
NS
USD
128472.4000000000
0.0655348691
Long
EC
CORP
US
N
1
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
259.0000000000
NS
USD
31041.1500000000
0.0158343559
Long
EC
CORP
US
N
1
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
90000.0000000000
PA
USD
82388.1700000000
0.0420269096
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.9500000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AB4
20000.0000000000
PA
USD
20159.3300000000
0.0102834465
Long
DBT
US
N
2
2024-07-01
Fixed
4.1300000000
N
N
N
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
7491.0000000000
NS
USD
90191.6400000000
0.0460075263
Long
EC
CORP
US
N
1
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BD0
74000.0000000000
PA
USD
73960.8400000000
0.0377280565
Long
DBT
CORP
US
N
2
2022-12-02
Fixed
2.6500000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
2387.0000000000
NS
USD
590710.8900000000
0.3013266731
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
15000.0000000000
PA
USD
14554.1000000000
0.0074241708
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.4000000000
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
30887.3200000000
0.0157558859
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.7000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
22495.0000000000
NS
USD
3655662.4500000000
1.8647846564
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
30000.0000000000
PA
USD
29876.0100000000
0.0152400080
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.4000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AL4
10000.0000000000
PA
USD
9720.5700000000
0.0049585458
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.8500000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
535.0000000000
NS
USD
44281.9500000000
0.0225886011
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
13087.0000000000
NS
USD
1526336.8100000000
0.7785974506
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
7214.0000000000
NS
USD
924618.3800000000
0.4716557373
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
170000.0000000000
PA
USD
164532.7600000000
0.0839295669
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAE7
200000.0000000000
PA
USD
151934.3600000000
0.0775030154
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
15159.8500000000
0.0077331690
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.2000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
200000.0000000000
PA
USD
200293.5700000000
0.1021714617
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.9500000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
190000.0000000000
PA
USD
186532.6500000000
0.0951518988
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.4900000000
N
N
N
N
N
N
Bear Stearns Mortgage Securities Inc.
N/A
Bear Stearns Mortgage Securities Inc
073914VW0
64.9000000000
PA
USD
63.6600000000
0.0000324735
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Variable
6.3400000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
10000.0000000000
PA
USD
9864.6100000000
0.0050320219
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.2000000000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
14656.0000000000
NS
USD
844918.4000000000
0.4310000964
Long
EC
CORP
US
N
1
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
125000.0000000000
PA
USD
109982.4500000000
0.0561029876
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.6000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
275000.0000000000
PA
USD
279348.0600000000
0.1424978327
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.8800000000
N
N
N
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
3039.0000000000
NS
USD
1156126.7700000000
0.5897501454
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAC4
300000.0000000000
PA
USD
303973.9100000000
0.1550596892
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.9400000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
135000.0000000000
PA
USD
133479.7700000000
0.0680891714
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.1200000000
N
N
N
N
N
N
Braemar Hotels & Resorts Inc
549300JDUUEBN868C776
Braemar Hotels & Resorts Inc
10482B101
26900.0000000000
NS
USD
139611.0000000000
0.0712167642
Long
EC
US
N
1
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions Inc
109194100
5387.0000000000
NS
USD
504600.2900000000
0.2574009202
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
10554.0000000000
NS
USD
778674.1200000000
0.3972083230
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
14500.0000000000
NS
USD
336110.0000000000
0.1714525833
Long
EC
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
167.0000000000
NS
USD
89425.1600000000
0.0456165383
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
220000.0000000000
PA
USD
207154.6200000000
0.1056713420
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.1500000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
1206.0000000000
NS
USD
148796.2800000000
0.0759022540
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
420.0000000000
NS
USD
83781.6000000000
0.0427377101
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 Mortgage Trust
12625KAM7
200000.0000000000
PA
USD
196112.4600000000
0.1000386418
Long
ABS-MBS
CORP
US
Y
2
2046-06-10
Variable
3.9200000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CW8
15000.0000000000
PA
USD
15225.1100000000
0.0077664587
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.1000000000
N
N
N
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
21112.0000000000
NS
USD
248277.1200000000
0.1266482806
Long
EC
CORP
US
N
1
N
N
N
Cassava Sciences Inc
529900XA0UG5JXABYF08
Cassava Sciences Inc
14817C107
501.0000000000
NS
USD
8181.3300000000
0.0041733663
Long
EC
CORP
US
N
1
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
300000.0000000000
PA
USD
256108.2300000000
0.1306429968
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.2500000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
714.0000000000
NS
USD
106800.1200000000
0.0544796539
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
4701.0000000000
NS
USD
401747.4600000000
0.2049348126
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JP7
250000.0000000000
PA
USD
249413.7500000000
0.1272280853
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
167444.2700000000
0.0854147531
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
300000.0000000000
PA
USD
283150.5400000000
0.1444375102
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.7900000000
N
N
N
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
271.0000000000
NS
USD
139023.0000000000
0.0709168204
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
2925.0000000000
NS
USD
149116.5000000000
0.0760656010
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AQ0
30000.0000000000
PA
USD
29871.2500000000
0.0152375799
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
3.8000000000
N
N
N
N
N
N
Community Health Systems Inc
N/A
Community Health Systems Inc
203668108
15524.0000000000
NS
USD
46261.5200000000
0.0235983967
Long
EC
CORP
US
N
1
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
2931.0000000000
NS
USD
164399.7900000000
0.0838617378
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAY2
5000.0000000000
PA
USD
4465.0000000000
0.0022776347
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
4.0300000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
2602.0000000000
NS
USD
1408462.6000000000
0.7184688087
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
14042.0000000000
NS
USD
443727.2000000000
0.2263490367
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
240000.0000000000
PA
USD
255155.3800000000
0.1301569399
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
30000.0000000000
PA
USD
28573.0500000000
0.0145753570
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.9000000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
25424.0000000000
NS
USD
2697486.4000000000
1.3760108649
Long
EC
CORP
US
N
1
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
2355.0000000000
NS
USD
150672.9000000000
0.0768595339
Long
EC
CORP
US
N
1
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
10000.0000000000
PA
USD
10248.8400000000
0.0052280209
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.3200000000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
1977.0000000000
NS
USD
44956.9800000000
0.0229329397
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AE4
70000.0000000000
PA
USD
69291.3700000000
0.0353461200
Long
DBT
CORP
FR
Y
2
2040-01-27
Fixed
5.6000000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
20000.0000000000
PA
USD
19494.7000000000
0.0099444131
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9000000000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
3000.0000000000
NS
USD
511620.0000000000
0.2609817342
Long
EC
US
N
1
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
140000.0000000000
PA
USD
129174.0000000000
0.0658927613
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.7500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
75000.0000000000
PA
USD
75624.8100000000
0.0385768619
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBJ7
10000.0000000000
PA
USD
9932.1300000000
0.0050664644
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.1300000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
22689.0000000000
NS
USD
1054811.6100000000
0.5380684165
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
200000.0000000000
PA
USD
198348.2300000000
0.1011791272
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.4000000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
270000.0000000000
PA
USD
269178.0500000000
0.1373100237
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.9900000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K25 Mortgage Trust
30261NAE0
200000.0000000000
PA
USD
199497.7200000000
0.1017654918
Long
ABS-MBS
USGSE
US
Y
2
2045-11-25
Variable
3.5900000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
5761.0000000000
NS
USD
916575.1000000000
0.4675527914
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAAA7
23147.5200000000
PA
USD
23808.0900000000
0.0121447102
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KMJ2
6105.3800000000
PA
USD
6602.7300000000
0.0033681090
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
35184.8300000000
PA
USD
34570.9100000000
0.0176349166
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
3137FQXJ7
350000.0000000000
PA
USD
343581.4200000000
0.1752638185
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
2.5300000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUS8
389780.1200000000
PA
USD
363622.0900000000
0.1854867356
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
1.7800000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392VGQ9
2039.0700000000
PA
USD
2175.3800000000
0.0011096799
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BL86
356.6100000000
PA
USD
359.6300000000
0.0001834503
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
683.3000000000
PA
USD
731.7900000000
0.0003732923
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.5000000000
N
N
N
N
N
N
Federated Core Trust - High Yield Bond Portfolio
549300FJ1PZWFDNRP685
FED HIGH YLD BOND PORT
000000000
353208.8420000000
NS
USD
1949712.8100000000
0.9945651663
Long
EC
RF
US
N
1
N
N
N
Federated Core Trust - Federated Mortgage Core Portfolio
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
1659600.2000000000
NS
USD
15085765.8200000000
7.6953780651
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
19433.4060000000
NS
USD
173151.6500000000
0.0883261364
Long
EC
RF
US
N
1
N
N
N
FEDERATED CORE TR
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
257518.5020000000
NS
USD
2039546.5400000000
1.0403901197
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J82W2
16482.5200000000
PA
USD
16824.8900000000
0.0085825202
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
9065.3500000000
PA
USD
8836.5700000000
0.0045076099
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
11787.8200000000
PA
USD
11791.8900000000
0.0060151439
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q74T1
14554.3600000000
PA
USD
14563.9400000000
0.0074291903
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
8619.9900000000
PA
USD
8629.0300000000
0.0044017419
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LB0
10525.8800000000
PA
USD
10546.7800000000
0.0053800026
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
23350.6800000000
PA
USD
24011.0700000000
0.0122482520
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Federated Core Trust III - Federated Project and Trade Finance Core Fund
549300HEVNTSTCP23713
FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE
31415N103
414993.4460000000
NS
USD
3573093.5700000000
1.8226655651
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EWV9
39962.5200000000
PA
USD
40425.9000000000
0.0206215971
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
31417YW45
20326.1900000000
PA
USD
21339.9000000000
0.0108856654
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDH4
25765.1500000000
PA
USD
25507.2500000000
0.0130114662
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UV84
31031.8900000000
PA
USD
32547.7900000000
0.0166029058
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.5000000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
4250.0000000000
NS
USD
434180.0000000000
0.2214789284
Long
EC
CORP
US
N
1
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
140000.0000000000
PA
USD
136733.5200000000
0.0697489371
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
67493.0000000000
NS
USD
649282.6600000000
0.3312046335
Long
EC
CORP
US
N
1
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CP7
80000.0000000000
PA
USD
61624.2800000000
0.0314350719
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
3.0000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
10000.0000000000
PA
USD
9985.1000000000
0.0050934848
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.9500000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
11541.0000000000
NS
USD
689574.7500000000
0.3517579730
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
5000.0000000000
PA
USD
4452.4800000000
0.0022712481
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.2000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
275000.0000000000
PA
USD
275788.9700000000
0.1406823104
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
40011.0000000000
0.0204099530
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.2000000000
N
N
N
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AF7
15000.0000000000
PA
USD
15395.2100000000
0.0078532282
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.8800000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAE3
500000.0000000000
PA
USD
474883.7300000000
0.2422422489
Long
ABS-O
CORP
US
Y
2
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
Houlihan Lokey Inc
441593100
5940.0000000000
NS
USD
502286.4000000000
0.2562205851
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Husky Energy Inc
448055AP8
240000.0000000000
PA
USD
237820.0800000000
0.1213140552
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
4.4000000000
N
N
N
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
19760.0000000000
NS
USD
2106020.8000000000
1.0742992078
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
313.0000000000
NS
USD
36107.6800000000
0.0184188361
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
400000.0000000000
PA
USD
400821.0500000000
0.2044622430
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.3800000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
10000.0000000000
PA
USD
10012.2500000000
0.0051073343
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.1000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
25000.0000000000
PA
USD
23240.0700000000
0.0118549583
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.0000000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238T109
2507.0000000000
NS
USD
42869.7000000000
0.0218682003
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
14500.0000000000
NS
USD
320595.0000000000
0.1635382492
Long
EC
US
N
1
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
20000.0000000000
PA
USD
22249.0600000000
0.0113494356
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.9500000000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
9000.0000000000
NS
USD
179010.0000000000
0.0913145308
Long
EC
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
16332.0000000000
NS
USD
758458.0800000000
0.3868959483
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
170000.0000000000
PA
USD
168293.6900000000
0.0858480495
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
LendingTree Inc
549300ISY5YHUJZTON08
LendingTree Inc
52603B107
1061.0000000000
NS
USD
48360.3800000000
0.0246690431
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
2523.0000000000
NS
USD
604334.1900000000
0.3082760349
Long
EC
CORP
US
N
1
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
60000.0000000000
PA
USD
53359.3800000000
0.0272190757
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.7000000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
3864.0000000000
NS
USD
1273922.1600000000
0.6498385805
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
6754.0000000000
NS
USD
73551.0600000000
0.0375190243
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
5000.0000000000
PA
USD
4556.6700000000
0.0023243963
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5000000000
N
N
N
N
N
N
MACOM Technology Solutions Holdings Inc
N/A
MACOM Technology Solutions Holdings Inc
55405Y100
3226.0000000000
NS
USD
186914.4400000000
0.0953466532
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
36199.0000000000
NS
USD
638912.3500000000
0.3259146498
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
1342.0000000000
NS
USD
105226.2200000000
0.0536767941
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
20998.0000000000
NS
USD
1924676.6800000000
0.9817940224
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
10000.0000000000
PA
USD
11148.6400000000
0.0056870165
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5000000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABE1
15000.0000000000
PA
USD
13135.9300000000
0.0067007502
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.5000000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
3972.0000000000
NS
USD
1075538.1600000000
0.5486412068
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
4039.0000000000
NS
USD
223679.8200000000
0.1141009877
Long
EC
CORP
US
N
1
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
50000.0000000000
PA
USD
50817.9000000000
0.0259226451
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
12907.0000000000
NS
USD
1153111.3800000000
0.5882119692
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
15000.0000000000
PA
USD
15648.0800000000
0.0079822193
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.4000000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
10000.0000000000
PA
USD
13843.0500000000
0.0070614581
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
252204.9100000000
0.1286518799
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.6000000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
10327.0000000000
NS
USD
2899201.9800000000
1.4789077061
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
28841528.496
NS
USD
28830628.73
11.1145713281
Long
EC
RF
US
N
1
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
7013.0000000000
NS
USD
369304.5800000000
0.1883854223
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
4928.0000000000
NS
USD
891475.2000000000
0.4547491179
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
445000.0000000000
PA
USD
455606.3900000000
0.2324087131
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432CT0
25000.0000000000
PA
USD
32085.4100000000
0.0163670418
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.0000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
251824.2000000000
PA
USD
229793.9000000000
0.1172198322
Long
ABS-O
CORP
US
Y
2
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp
64157F103
17237.0000000000
NS
USD
747223.9500000000
0.3811653225
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
2608.0000000000
NS
USD
44701.1200000000
0.0228024233
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
4619.0000000000
NS
USD
108592.6900000000
0.0553940592
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859104
11430.0000000000
NS
USD
1140485.4000000000
0.5817713489
Long
EC
CORP
US
N
1
N
N
N
Nuveen LLC
N/A
Nuveen LLC
67080LAA3
70000.0000000000
PA
USD
70087.2500000000
0.0357521052
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.0000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
10192.0000000000
NS
USD
793345.2800000000
0.4046922071
Long
EC
CORP
US
N
1
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDX0
450000.0000000000
PA
USD
428100.1200000000
0.2183775297
Long
ABS-O
CORP
US
Y
2
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
13526.0000000000
NS
USD
1735115.2800000000
0.8850971323
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
31875.0000000000
NS
USD
2758143.7500000000
1.4069526975
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
16200.0000000000
NS
USD
316872.0000000000
0.1616391151
Long
EC
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
4986.0000000000
NS
USD
872350.5600000000
0.4449934756
Long
EC
CORP
US
N
1
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
29133.0000000000
NS
USD
567510.8400000000
0.2894921293
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
6744.0000000000
NS
USD
832681.6800000000
0.4247580409
Long
EC
CORP
US
N
1
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAH5
10000.0000000000
PA
USD
9980.4900000000
0.0050911332
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.1300000000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
1477.0000000000
NS
USD
27206.3400000000
0.0138781865
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBQ7
50000.0000000000
PA
USD
55549.8900000000
0.0283364736
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
6.2000000000
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
30666.0000000000
NS
USD
869381.1000000000
0.4434787287
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
8981.0000000000
NS
USD
934652.6700000000
0.4767743143
Long
EC
CORP
US
N
1
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
100000.0000000000
PA
USD
100511.7600000000
0.0512719077
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.5000000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
175000.0000000000
PA
USD
146709.9700000000
0.0748380095
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
761818.6400000000
0.3886101986
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKH1
200000.0000000000
PA
USD
199872.2000000000
0.1019565173
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.7500000000
N
N
N
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
2900.0000000000
NS
USD
256766.0000000000
0.1309785309
Long
EC
US
N
1
N
N
N
SPX Corp
P761FCI0CPOG24I8JE10
SPX CORP
784635104
7730.0000000000
NS
USD
457074.9000000000
0.2331578126
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
175000.0000000000
PA
USD
172229.6200000000
0.0878558010
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2500000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
110000.0000000000
PA
USD
113428.1500000000
0.0578606687
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BF9
10000.0000000000
PA
USD
8976.0800000000
0.0045787751
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
3.0300000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
2962.0000000000
NS
USD
230680.5600000000
0.1176721250
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
617.0000000000
NS
USD
88268.0200000000
0.0450262713
Long
EC
CORP
US
N
1
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AC4
20000.0000000000
PA
USD
19955.5400000000
0.0101794915
Long
DBT
CORP
US
Y
2
2022-10-15
Fixed
2.8000000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
N/A
Texas Transportation Commission State Highway Fund
88283LHU3
30000.0000000000
PA
USD
32668.6100000000
0.0166645371
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
30700.0000000000
0.0156603324
Long
DBT
CORP
US
Y
2
2042-02-15
Variable
3.1500000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BW0
50000.0000000000
PA
USD
49946.4000000000
0.0254780855
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.0000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAD1
5000.0000000000
PA
USD
5698.3100000000
0.0029067566
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.2000000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
9980.0000000000
NS
USD
1583826.0000000000
0.8079231777
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor Inc
896945201
4947.0000000000
NS
USD
94042.4700000000
0.0479718676
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
6800.0000000000
NS
USD
329120.0000000000
0.1678869246
Long
EC
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
70000.0000000000
PA
USD
66842.2000000000
0.0340967774
Long
DBT
US
N
2
2026-09-01
Fixed
2.9500000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
200000.0000000000
PA
USD
160762.3800000000
0.0820062639
Long
DBT
US
N
2
2032-08-01
Fixed
2.1000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
1638.0000000000
NS
USD
372317.4000000000
0.1899222875
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
125000.0000000000
PA
USD
127154.8500000000
0.0648627756
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.9000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
250000.0000000000
PA
USD
207727.9300000000
0.1059637923
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 Note/Bond
912810TD0
1180000.0000000000
PA
USD
994887.5000000000
0.5075006159
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
800000.0000000000
PA
USD
751250.0000000000
0.3832190450
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
2090000.0000000000
PA
USD
1952190.6300000000
0.9958291234
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
600000.0000000000
PA
USD
578809.6200000000
0.2952557336
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
91282CEE7
1025000.0000000000
PA
USD
1003859.3800000000
0.5120772485
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
800000.0000000000
PA
USD
792937.5200000000
0.4044842053
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.5000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEM9
850000.0000000000
PA
USD
859059.6400000000
0.4382136637
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
725000.0000000000
PA
USD
726580.2800000000
0.3706348101
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
91282CEP2
3950000.0000000000
PA
USD
4022830.1000000000
2.0520800124
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.8800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CES6
500000.0000000000
PA
USD
501415.4000000000
0.2557762805
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
570000.0000000000
PA
USD
568442.6500000000
0.2899674536
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEV9
1100000.0000000000
PA
USD
1138448.0800000000
0.5807320946
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEX5
700000.0000000000
PA
USD
701204.9800000000
0.3576906527
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFA4
2075000.0000000000
PA
USD
2079701.9500000000
1.0608737375
Long
DBT
UST
US
N
2
2024-07-31
Fixed
3.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFC0
600000.0000000000
PA
USD
597562.8000000000
0.3048218909
Long
DBT
UST
US
N
2
2029-07-31
Fixed
2.6300000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
5688.0000000000
NS
USD
134521.2000000000
0.0686204137
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
256.0000000000
NS
USD
59153.9200000000
0.0301749201
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1940.0000000000
NS
USD
1052139.6000000000
0.5367054014
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
300000.0000000000
PA
USD
318521.4900000000
0.1624805341
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.7500000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AA4
10000.0000000000
PA
USD
10725.7900000000
0.0054713171
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.2500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
90000.0000000000
PA
USD
85041.0900000000
0.0433801868
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.1500000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1589.0000000000
NS
USD
445571.4900000000
0.2272898248
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
9500.0000000000
NS
USD
324805.0000000000
0.1656858062
Long
EC
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
3134.0000000000
NS
USD
325340.5400000000
0.1659589898
Long
EC
CORP
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
300000.0000000000
PA
USD
252541.0900000000
0.1288233682
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.8000000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
3914.0000000000
NS
USD
644087.8400000000
0.3285547114
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
4870.0000000000
NS
USD
262541.7000000000
0.1339247648
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
10000.0000000000
PA
USD
10036.7100000000
0.0051198115
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.1000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Gas Partners LP
958254AK0
10000.0000000000
PA
USD
9786.9500000000
0.0049924068
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.7500000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
31056.0000000000
NS
USD
528573.1200000000
0.2696296656
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
10000.0000000000
PA
USD
9725.9000000000
0.0049612647
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
84179.7500000000
0.0429408099
Long
ABS-O
CORP
US
N
2
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
11921.0000000000
NS
USD
712160.5400000000
0.3632791775
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
2198.0000000000
NS
USD
202281.9400000000
0.1031857463
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
9197.0000000000
NS
USD
157544.6100000000
0.0803648519
Long
EC
CORP
US
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M101
12320.0000000000
NS
USD
431200.0000000000
0.2199588050
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
3398.0000000000
NS
USD
352916.2800000000
0.1800256104
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP22
000000000
-4.0000000000
NC
USD
-16064.0900000000
-0.0081944296
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
CME Ultra Long Term US Treasury Bond Future
2022-09-21
-617185.9100000000
USD
-16064.0900000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP22
000000000
-15.0000000000
NC
USD
-44952.3200000000
-0.0229305626
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year US Treasury Note Future
CBOT Ultra 10-Year US Treasury Note Future
2022-09-21
-1923797.6800000000
USD
-44952.3200000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP22
000000000
2.0000000000
NC
USD
8558.0000000000
0.0043655089
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
CBOT US Long Bond Future
2022-09-21
279442.0000000000
USD
8558.0000000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP22
000000000
-7.0000000000
NC
USD
-10407.0800000000
-0.0053087404
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
CBOT 10 Year US Treasury Note
2022-09-21
-837577.3000000000
USD
-10407.0800000000
N
N
N
Cushman & Wakefield PLC
N/A
Cushman & Wakefield PLC
000000000
4309.0000000000
NS
USD
72391.2000000000
0.0369273698
Long
EC
CORP
GB
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
1216.0000000000
NS
USD
372412.1600000000
0.1899706254
Long
EC
CORP
IE
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion PLC
000000000
7800.0000000000
NS
USD
824460.0000000000
0.4205640917
Long
EC
CORP
IE
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
5129.0000000000
NS
USD
304303.5700000000
0.1552278516
Long
EC
CORP
IL
N
1
N
N
N
2022-09-26
Federated Hermes MDT Series
Stephen Van Meter
Federated Hermes MDT Series
Chief Compliance Officer