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