0001145549-24-016947.txt : 20240325
0001145549-24-016947.hdr.sgml : 20240325
20240325094509
ACCESSION NUMBER: 0001145549-24-016947
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240131
FILED AS OF DATE: 20240325
DATE AS OF CHANGE: 20240325
PERIOD START: 20240731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Federated Hermes MDT Series
CENTRAL INDEX KEY: 0001363526
ORGANIZATION NAME:
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: 24777187
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
C000035055
C000035056
C000043498
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
2024-07-31
2024-01-31
N
210051881.690000000000
470571.140000000000
209581310.550000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
60% S&P 500, 40% BBG Barc US Aggregate Index
60% SPX, 40% LBUSTRUU
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO CORP
001084102
1710.00
NS
USD
209184.3000000000
0.0998105697
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
6772.00
NS
USD
409976.8800000000
0.1956170991
Long
EC
CORP
US
N
1
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
83798.00
NS
USD
204467.1200000000
0.0975598060
Long
EC
CORP
US
N
1
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
90000.00
PA
USD
82637.8800000000
0.0394299853
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.9500000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
784.00
NS
USD
386856.9600000000
0.1845856193
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
32171.00
NS
USD
5932332.4000000000
2.8305636530
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AL4
10000.00
PA
USD
8854.5100000000
0.0042248567
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.8500000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
700.00
NS
USD
125307.0000000000
0.0597892053
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
10000.00
PA
USD
9052.3200000000
0.0043192401
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
2792.00
NS
USD
182764.3200000000
0.0872044933
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAC4
300000.00
PA
USD
292467.4200000000
0.1395484260
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.9400000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
15991.00
NS
USD
802428.3800000000
0.3828721072
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
15000.00
PA
USD
14711.4100000000
0.0070194284
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.4500000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBP5
10000.00
PA
USD
9606.4300000000
0.0045836291
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.4000000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AQ0
30000.00
PA
USD
28460.8900000000
0.0135798798
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
3.8000000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AU8
300000.00
PA
USD
295550.6000000000
0.1410195400
Long
DBT
CORP
FR
Y
2
2028-09-21
Fixed
4.5000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
200000.00
PA
USD
194080.7300000000
0.0926040254
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.4000000000
N
N
N
N
N
N
Federated Core Trust - Federated Bank Loan Core Fund
549300FJK5JF0KIC2N83
FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
31409N804
1395.98
NS
USD
12159.0100000000
0.0058015717
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LB0
9277.38
PA
USD
8602.9000000000
0.0041048030
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
31417YRW9
14725.09
PA
USD
14976.6700000000
0.0071459950
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ASU3
20803.04
PA
USD
18874.9000000000
0.0090060034
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0000000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBA3
20000.00
PA
USD
18242.7700000000
0.0087043878
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.9000000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
22641.00
NS
USD
265352.5200000000
0.1266107743
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397E25
275000.00
PA
USD
276517.8000000000
0.1319381959
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
6.0500000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
707.00
NS
USD
45594.4300000000
0.0217550076
Long
EC
CORP
US
N
1
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
30000.00
PA
USD
29664.9600000000
0.0141543919
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.1300000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
423012AF0
270000.00
PA
USD
261486.7600000000
0.1247662586
Long
DBT
CORP
NL
Y
2
2028-01-29
Fixed
3.5000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
6164.00
NS
USD
1074755.0400000000
0.5128105351
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
20000.00
PA
USD
22142.6700000000
0.0105651930
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.9500000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
751.00
NS
USD
66726.3500000000
0.0318379295
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
21158.00
NS
USD
483460.3000000000
0.2306791091
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
15000.00
PA
USD
15320.9900000000
0.0073102845
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.4000000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
110000.00
PA
USD
106972.6000000000
0.0510410970
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.2500000000
N
N
N
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
22000.00
NS
USD
331760.0000000000
0.1582965576
Long
EC
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BT0
210000.00
PA
USD
213900.9500000000
0.1020610805
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.5500000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAB7
15000.00
PA
USD
14919.6000000000
0.0071187645
Long
DBT
CORP
IM
N
2
2040-04-15
Fixed
6.5000000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
914.00
NS
USD
50800.1200000000
0.0242388598
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
732.00
NS
USD
154481.2800000000
0.0737094732
Long
EC
CORP
US
N
1
N
N
N
Box Inc
549300KQUCPD8687YS68
Box Inc
10316T104
2290.00
NS
USD
59494.2000000000
0.0283871686
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
10000.00
PA
USD
9010.6500000000
0.0042993576
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.1300000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
6500.00
NS
USD
145860.0000000000
0.0695959003
Long
EC
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
165000.00
PA
USD
141396.0100000000
0.0674659442
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.0600000000
N
N
N
N
N
N
Community Health Systems Inc
N/A
Community Health Systems Inc
203668108
15524.00
NS
USD
56973.0800000000
0.0271842369
Long
EC
CORP
US
N
1
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
10000.00
PA
USD
10092.3400000000
0.0048154771
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.3200000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAAA7
19482.26
PA
USD
18785.4400000000
0.0089633183
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
3140QB4M7
9477.67
PA
USD
8348.1500000000
0.0039832512
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
31417EWV9
34844.47
PA
USD
32658.1600000000
0.0155825727
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.5000000000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
2095.00
NS
USD
896995.2000000000
0.4279938882
Long
EC
CORP
US
N
1
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
60000.00
PA
USD
54410.6300000000
0.0259615850
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.7000000000
N
N
N
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell Inc
68213N109
5672.00
NS
USD
182468.2400000000
0.0870632212
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
2489.00
NS
USD
220127.1600000000
0.1050318654
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
575.00
NS
USD
57724.2500000000
0.0275426515
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
70000.00
PA
USD
66591.7000000000
0.0317736824
Long
DBT
US
N
2
2026-09-01
Fixed
2.9500000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
72.00
NS
USD
36147.6000000000
0.0172475303
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
592.00
NS
USD
149941.7600000000
0.0715434786
Long
EC
CORP
US
N
1
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
40000.00
PA
USD
33888.8100000000
0.0161697672
Long
DBT
CORP
US
Y
2
2042-02-15
Variable
7.3800000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAC0
200000.00
PA
USD
200603.6800000000
0.0957163974
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.1500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CES6
500000.00
PA
USD
472578.1500000000
0.2254867806
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.7500000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1309.00
NS
USD
669867.6600000000
0.3196218490
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
2200.00
NS
USD
102058.0000000000
0.0486961360
Long
EC
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
9445.00
NS
USD
2033980.7500000000
0.9704971997
Long
EC
CORP
LU
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
12680.00
NS
USD
96621.6000000000
0.0461022024
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
1200000.00
PA
USD
756750.0000000000
0.3610770436
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.0000000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAV2
15000.00
PA
USD
14830.3700000000
0.0070761892
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.3500000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
3347.00
NS
USD
914601.2200000000
0.4363944560
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3K7
200000.00
PA
USD
204053.2700000000
0.0973623409
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.5000000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
185000.00
PA
USD
174661.1600000000
0.0833381371
Long
DBT
US
N
2
2027-02-15
Fixed
2.7000000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
1978.00
NS
USD
575736.4600000000
0.2747079205
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
8
NC
USD
18257.1400000000
0.0087112443
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
CBOT 10 Year U.S. Treasury Notes
2024-03-19
880367.8600000000
USD
18257.1400000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
300000.00
PA
USD
223960.3700000000
0.1068608501
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
00206RLV2
11000.00
PA
USD
7770.2400000000
0.0037075062
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.6500000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
4600.00
NS
USD
161230.0000000000
0.0769295695
Long
EC
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
4561.00
NS
USD
1764331.6300000000
0.8418363381
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BD1
200000.00
PA
USD
200134.4400000000
0.0954925034
Long
DBT
CORP
GB
Y
2
2033-05-02
Fixed
5.5000000000
N
N
N
N
N
N
Apollo Global Management Inc
N/A
Apollo Global Management Inc
03769M106
4768.00
NS
USD
478707.2000000000
0.2284112065
Long
EC
CORP
US
N
1
N
N
N
AnaptysBio Inc
529900HH4WQT03IG1A12
AnaptysBio Inc
032724106
7913.00
NS
USD
186746.8000000000
0.0891047009
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
250000.00
PA
USD
244733.9300000000
0.1167727835
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
06051GFH7
15000.00
PA
USD
14879.7600000000
0.0070997552
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.2000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
300000.00
PA
USD
292622.8800000000
0.1396226024
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.5000000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCV9
20000.00
PA
USD
19869.1200000000
0.0094803873
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.4000000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
190000.00
PA
USD
178011.9100000000
0.0849369200
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.4900000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1842.00
NS
USD
454347.7200000000
0.2167882808
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
135000.00
PA
USD
130638.9800000000
0.0623333157
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.1200000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
1379.00
NS
USD
1627220.0000000000
0.7764146506
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAQ7
255000.00
PA
USD
252965.1000000000
0.1207002186
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
4.5500000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CW8
15000.00
PA
USD
14859.8700000000
0.0070902649
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.1000000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
125000.00
PA
USD
114349.1700000000
0.0545607667
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.9000000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BF1
75000.00
PA
USD
75547.1700000000
0.0360467113
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.8400000000
N
N
N
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
271.00
NS
USD
233436.6900000000
0.1113823983
Long
EC
CORP
US
N
1
N
N
N
Core & Main Inc
N/A
Core & Main Inc
21874C102
2086.00
NS
USD
86172.6600000000
0.0411165766
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AW5
20000.00
PA
USD
18542.9400000000
0.0088476114
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.7500000000
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
5491.00
NS
USD
1606117.5000000000
0.7663457661
Long
EC
CORP
US
N
1
N
N
N
DLLMT LLC
N/A
DLLMT 2023-1 LLC
232989AD5
200000.00
PA
USD
200687.3200000000
0.0957563055
Long
ABS-O
CORP
US
Y
2
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
14042.00
NS
USD
306115.6000000000
0.1460605429
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
1469.00
NS
USD
51047.7500000000
0.0243570144
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
20000.00
PA
USD
19131.3900000000
0.0091283855
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9000000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAE7
200000.00
PA
USD
138748.4600000000
0.0662026875
Long
DBT
CORP
GB
Y
2
2050-09-15
Fixed
3.0000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
220000.00
PA
USD
207574.3800000000
0.0990424096
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.1500000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAE2
15000.00
PA
USD
15605.9000000000
0.0074462269
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.6300000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
51357.00
NS
USD
757002.1800000000
0.3611973692
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
529.00
NS
USD
72779.8200000000
0.0347262930
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
15000.00
PA
USD
13634.7200000000
0.0065056946
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.2500000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3717.00
NS
USD
276433.2900000000
0.1318978726
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
300000.00
PA
USD
259160.1200000000
0.1236561215
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.2500000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
6026.00
NS
USD
2350983.6400000000
1.1217525236
Long
EC
CORP
US
N
1
N
N
N
Federated Core Trust - Federated Mortgage Core Portfolio
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
2409729.38
NS
USD
20241726.8200000000
9.6581736066
Long
EC
RF
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp. Class A
20030N101
2819.00
NS
USD
131196.2600000000
0.0625992173
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
240000.00
PA
USD
245260.1100000000
0.1170238460
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9ZL8
10306.97
PA
USD
9528.6500000000
0.0045465170
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
31418CDH4
19259.13
PA
USD
18191.8200000000
0.0086800774
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.5000000000
N
N
N
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DoorDash Inc
25809K105
3983.00
NS
USD
415028.6000000000
0.1980274858
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HBC51
200000.00
PA
USD
204800.5200000000
0.0977188851
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
4.9400000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UV84
26611.07
PA
USD
26423.2700000000
0.0126076461
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.5000000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
110000.00
PA
USD
103222.9600000000
0.0492519871
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BL86
203.96
PA
USD
200.1000000000
0.0000954761
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
3.7500000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36266G107
4291.00
NS
USD
314787.7600000000
0.1501983928
Long
EC
CORP
US
N
1
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAM5
105000.00
PA
USD
119902.2400000000
0.0572103685
Long
DBT
CORP
US
N
2
2052-11-22
Fixed
6.3800000000
N
N
N
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
50686.00
NS
USD
947321.3400000000
0.4520065923
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2023-REV2
34535CAB2
300000.00
PA
USD
309138.5400000000
0.1475029139
Long
ABS-O
CORP
US
Y
2
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
16697.00
NS
USD
1306707.2200000000
0.6234846116
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
3615.00
NS
USD
478698.3000000000
0.2284069599
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
INVITATION HOMES INC
46187W107
3200.00
NS
USD
105376.0000000000
0.0502792924
Long
EC
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
15000.00
PA
USD
13702.8000000000
0.0065381784
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.5500000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
8000.00
PA
USD
7303.4100000000
0.0034847621
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.4500000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
184656.10
PA
USD
162202.3200000000
0.0773935040
Long
ABS-O
CORP
US
Y
2
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
1376.00
NS
USD
89453.7600000000
0.0426821265
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
2236.00
NS
USD
269862.8400000000
0.1287628364
Long
EC
CORP
US
N
1
N
N
N
Toyota Auto Loan Extended Note Trust
5493000KI9FC40RVHF71
Toyota Auto Loan Extended Note Trust 2023-1
89231WAA1
250000.00
PA
USD
251995.2500000000
0.1202374627
Long
ABS-O
CORP
US
Y
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
780000.00
PA
USD
522600.0000000000
0.2493542953
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.2500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR24
000000000
14
NC
USD
18998.3500000000
0.0090649066
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
Ultra 10-Year U.S. Treasury Notes Futures
2024-03-19
1617251.6500000000
USD
18998.3500000000
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
448.00
NS
USD
273728.0000000000
0.1306070657
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
141500.00
NS
USD
10613915.0000000000
5.0643423176
Long
EC
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEC6
110000.00
PA
USD
111831.3900000000
0.0533594287
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.3400000000
N
N
N
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
1342.00
NS
USD
99495.8800000000
0.0474736415
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
627.00
NS
USD
313431.0300000000
0.1495510402
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
10000.00
PA
USD
13587.9600000000
0.0064833834
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.7500000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
14982.00
NS
USD
5956543.5600000000
2.8421158091
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
5120311.16
NS
USD
5122359.2800000000
2.4440916352
Long
EC
RF
US
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
268.00
NS
USD
107339.3600000000
0.0512160935
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
15000.00
PA
USD
14812.8400000000
0.0070678249
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.0000000000
N
N
N
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp
64157F103
6280.00
NS
USD
103996.8000000000
0.0496212185
Long
EC
CORP
US
N
1
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix Inc
67059N108
34391.00
NS
USD
1932774.2000000000
0.9222073261
Long
EC
CORP
US
N
1
N
N
N
Nuveen LLC
N/A
Nuveen LLC
67080LAA3
70000.00
PA
USD
68655.6600000000
0.0327584840
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.0000000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEV3
225000.00
PA
USD
226523.7000000000
0.1080839219
Long
ABS-O
CORP
US
Y
2
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
2678.00
NS
USD
906529.7800000000
0.4325432347
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
9954.00
NS
USD
1211700.4200000000
0.5781528977
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
15914.00
NS
USD
976323.9000000000
0.4658449255
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
886.00
NS
USD
157929.5000000000
0.0753547631
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
3500.00
NS
USD
184065.0000000000
0.0878251021
Long
EC
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
4780.00
NS
USD
1343610.2000000000
0.6410925652
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2023-3
80285XAE5
250000.00
PA
USD
253438.6600000000
0.1209261739
Long
ABS-O
CORP
US
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
3000.00
NS
USD
415830.0000000000
0.1984098672
Long
EC
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
110000.00
PA
USD
110133.1800000000
0.0525491418
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
15000.00
PA
USD
12846.8300000000
0.0061297594
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.6000000000
N
N
N
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
1736.00
NS
USD
33730.4800000000
0.0160942213
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
724.00
NS
USD
175808.9200000000
0.0838857814
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
8587.00
NS
USD
1814948.3200000000
0.8659876757
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
275000.00
PA
USD
262990.2300000000
0.1254836270
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 Inflation Indexed Bonds
91282CHP9
1415498.00
PA
USD
1382432.8200000000
0.6596164593
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHQ7
820000.00
PA
USD
827687.5000000000
0.3949242887
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.1300000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
6890.00
NS
USD
1664141.7000000000
0.7940315363
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
907.00
NS
USD
393075.6600000000
0.1875528209
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
70000.00
PA
USD
68411.6100000000
0.0326420375
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.1500000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
300000.00
PA
USD
246124.7500000000
0.1174364018
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.8000000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
31056.00
NS
USD
390373.9200000000
0.1862637079
Long
EC
CORP
US
N
1
N
N
N
XPO Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
7809.00
NS
USD
667200.9600000000
0.3183494550
Long
EC
CORP
US
N
1
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
3905.00
NS
USD
920291.3500000000
0.4391094547
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
2168.00
NS
USD
546444.4000000000
0.2607314548
Long
EC
CORP
IE
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
7897.00
NS
USD
1006867.5000000000
0.4804185532
Long
EC
CORP
LR
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAK1
400000.00
PA
USD
301320.4000000000
0.1437725526
Long
DBT
CORP
HK
Y
2
2040-09-16
Fixed
3.2000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
500000.00
PA
USD
439531.3900000000
0.2097187907
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.2500000000
N
N
N
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
12500.00
NS
USD
213250.0000000000
0.1017504850
Long
EC
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
220000.00
PA
USD
224959.8500000000
0.1073377437
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.8500000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
70000.00
PA
USD
67540.0400000000
0.0322261750
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
11947.00
NS
USD
1854174.4000000000
0.8847040774
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
170000.00
PA
USD
163586.7900000000
0.0780540925
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
171.00
NS
USD
472324.2300000000
0.2253656248
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
15000.00
PA
USD
14867.8000000000
0.0070940486
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.4500000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
350000.00
PA
USD
352277.9000000000
0.1680865050
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.2900000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
125000.00
PA
USD
110567.0300000000
0.0527561497
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.6000000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
200000.00
PA
USD
196726.6300000000
0.0938664948
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WVWX5
7373.37
PA
USD
7138.9300000000
0.0034062818
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
3.0000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
275000.00
PA
USD
273495.7800000000
0.1304962639
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.8800000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBV1
170000.00
PA
USD
170915.0600000000
0.0815507163
Long
DBT
CORP
US
N
2
2033-09-11
Fixed
4.8900000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
70000.00
PA
USD
55057.5100000000
0.0262702384
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.7500000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
478.00
NS
USD
83042.9400000000
0.0396232564
Long
EC
CORP
US
N
1
N
N
N
Pitney Bowes Inc
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479100
17484.00
NS
USD
71859.2400000000
0.0342870458
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACY9
300000.00
PA
USD
300458.5700000000
0.1433613375
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.0500000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
60000.00
PA
USD
53689.1800000000
0.0256173510
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
19336.00
NS
USD
449368.6400000000
0.2144125537
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JP7
250000.00
PA
USD
245116.9500000000
0.1169555383
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.3000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
170000.00
PA
USD
164667.6900000000
0.0785698351
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
300000.00
PA
USD
270769.3200000000
0.1291953559
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.7900000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
370000.00
PA
USD
372987.4600000000
0.1779679013
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.6100000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
228.00
NS
USD
158432.6400000000
0.0755948322
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
150000.00
PA
USD
145376.9100000000
0.0693653979
Long
DBT
US
N
2
2026-06-15
Fixed
3.7000000000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
6500.00
NS
USD
280930.0000000000
0.1340434408
Long
EC
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
2715.00
NS
USD
114084.3000000000
0.0544343862
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
1750.00
NS
USD
310502.5000000000
0.1481537162
Long
EC
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBL6
170000.00
PA
USD
167211.4600000000
0.0797835740
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.9500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KMJ2
4914.85
PA
USD
5062.8800000000
0.0024157116
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
3137FQXJ7
350000.00
PA
USD
332983.6300000000
0.1588804026
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
234038.51
PA
USD
212108.9100000000
0.1012060233
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
1.7800000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
7815.80
PA
USD
6986.6700000000
0.0033336322
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
11878.83
PA
USD
11163.9800000000
0.0053268013
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.5000000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2023-PJ1
36267TAG3
378187.49
PA
USD
335020.9400000000
0.1598524883
Long
ABS-MBS
CORP
US
Y
2
2053-02-25
Variable
3.5000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEG7
175000.00
PA
USD
179771.8900000000
0.0857766800
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.8500000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
5000.00
PA
USD
4527.7000000000
0.0021603548
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.2000000000
N
N
N
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
9581.00
NS
USD
86324.8100000000
0.0411891737
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
300000.00
PA
USD
304750.6500000000
0.1454092682
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.5000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
15000.00
PA
USD
13216.5700000000
0.0063061778
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.8800000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
4076.00
NS
USD
493073.7200000000
0.2352660734
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
1087.00
NS
USD
226552.5400000000
0.1080976827
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
300000.00
PA
USD
250166.6900000000
0.1193649803
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
1814.00
NS
USD
1171136.5400000000
0.5587981757
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
10000.00
PA
USD
10902.1500000000
0.0052018713
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5000000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
10431.00
NS
USD
1259856.1800000000
0.6011300229
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
7000.00
PA
USD
5029.0700000000
0.0023995794
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.9200000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
100000.00
PA
USD
85380.6800000000
0.0407386898
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.9400000000
N
N
N
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
4355.00
NS
USD
133742.0500000000
0.0638139201
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA Inc
626755102
644.00
NS
USD
227022.8800000000
0.1083221015
Long
EC
CORP
US
N
1
N
N
N
Myriad Genetics Inc
52990044IHUOUMETT163
Myriad Genetics Inc
62855J104
6587.00
NS
USD
140895.9300000000
0.0672273351
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
480.00
NS
USD
491064.0000000000
0.2343071521
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
500000.00
PA
USD
539505.8900000000
0.2574208018
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.2500000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDX0
450000.00
PA
USD
450346.8200000000
0.2148792842
Long
ABS-O
CORP
US
Y
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
2162.00
NS
USD
1654794.8000000000
0.7895717398
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
11415.00
NS
USD
843226.0500000000
0.4023383802
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BF9
10000.00
PA
USD
9024.1900000000
0.0043058181
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
3.0300000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
1850.00
NS
USD
231897.5000000000
0.1106479864
Long
EC
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
894.00
NS
USD
34749.7800000000
0.0165805720
Long
EC
CORP
US
N
1
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2020-B Owner Trust
89239RAD8
177869.16
PA
USD
177072.4000000000
0.0844886405
Long
ABS-O
CORP
US
N
2
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
12099.00
NS
USD
789701.7300000000
0.3767996907
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
125000.00
PA
USD
123779.5800000000
0.0590604094
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.9000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
300000.00
PA
USD
309729.5900000000
0.1477849285
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.8400000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
50000.00
PA
USD
43242.1900000000
0.0206326556
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.2500000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
300000.00
PA
USD
284432.1600000000
0.1357144677
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.7500000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
383.00
NS
USD
53198.7000000000
0.0253833225
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
12645.00
NS
USD
212309.5500000000
0.1013017570
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
15000.00
PA
USD
14487.7700000000
0.0069127204
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
7238.00
NS
USD
157281.7400000000
0.0750456897
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
1180.00
NS
USD
194995.0000000000
0.0930402618
Long
EC
CORP
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142FE8
250000.00
PA
USD
237595.8400000000
0.1133669025
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
4.5000000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2021-A
98164EAF2
90000.00
PA
USD
85277.5400000000
0.0406894774
Long
ABS-O
CORP
US
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR24
000000000
15
NC
USD
-434.0700000000
-0.0002071129
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
CBOT 2 Year U.S. Treasury Notes Futures
2024-03-28
3085277.8200000000
USD
-434.0700000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR24
000000000
-14
NC
USD
-76563.0100000000
-0.0365314110
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
CME Ultra Long Term U.S. Treasury Bond Futures
2024-03-19
-1732499.4900000000
USD
-76563.0100000000
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
776.00
NS
USD
190120.0000000000
0.0907141956
Long
EC
CORP
CH
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
20284.00
NS
USD
3334689.6000000000
1.5911197383
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
377.00
NS
USD
100779.6400000000
0.0480861770
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
17774.00
NS
USD
2490137.4000000000
1.1881485966
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
2568.00
NS
USD
807019.6800000000
0.3850628083
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Mortgage Securities Inc.
N/A
Bear Stearns Mortgage Securities Inc
073914VW0
11.56
PA
USD
11.3700000000
0.0000054251
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Variable
7.5600000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
1918.00
NS
USD
93732.6600000000
0.0447237684
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBA1
85000.00
PA
USD
96284.5000000000
0.0459413579
Long
DBT
CORP
US
Y
2
2054-03-15
Fixed
6.2000000000
N
N
N
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
21112.00
NS
USD
367982.1600000000
0.1755796636
Long
EC
CORP
US
N
1
N
N
N
Coinbase Global Inc
5493004G3J2SC154DU06
Coinbase Global Inc
19260Q107
1229.00
NS
USD
157557.8000000000
0.0751774095
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
15000.00
PA
USD
13369.6100000000
0.0063791995
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.9000000000
N
N
N
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
Constellation Energy Corp
21037T109
9297.00
NS
USD
1134234.0000000000
0.5411904320
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial Inc
21871X109
2762.00
NS
USD
66757.5400000000
0.0318528116
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
30000.00
PA
USD
29349.9600000000
0.0140040922
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.9000000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
2000.00
NS
USD
280920.0000000000
0.1340386694
Long
EC
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AE4
70000.00
PA
USD
70619.8200000000
0.0336956668
Long
DBT
CORP
FR
Y
2
2040-01-27
Fixed
5.6000000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
2400.00
NS
USD
106248.0000000000
0.0506953601
Long
EC
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAW0
115000.00
PA
USD
115417.2700000000
0.0550704019
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.9500000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HB2X1
250000.00
PA
USD
256589.5000000000
0.1224295713
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
4.9000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MGBP9
12301.72
PA
USD
11171.1900000000
0.0053302415
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.0000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392VGQ9
1465.32
PA
USD
1510.7100000000
0.0007208229
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
6.0000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402GR62
530.16
PA
USD
543.4600000000
0.0002593075
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.5000000000
N
N
N
N
N
N
FEDERATED CORE TR
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
292590.04
NS
USD
2390460.6200000000
1.1405886401
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J82W2
13979.05
PA
USD
13410.4600000000
0.0063986908
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
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
522620.66
NS
USD
4599061.7700000000
2.1944045287
Long
EC
RF
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
2776.00
NS
USD
172833.7600000000
0.0824662082
Long
EC
CORP
US
N
1
N
N
N
First National Master Note Trust
N/A
First National Master Note Trust
32113CBV1
345000.00
PA
USD
346822.5500000000
0.1654835296
Long
ABS-O
CORP
US
N
2
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
3724.00
NS
USD
528323.8800000000
0.2520853976
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
13034.00
NS
USD
1390206.4400000000
0.6633255782
Long
EC
CORP
US
N
1
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
15297.00
NS
USD
213240.1800000000
0.1017457995
Long
EC
CORP
US
N
1
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAE3
500000.00
PA
USD
486401.4000000000
0.2320824308
Long
ABS-O
CORP
US
Y
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
5156.00
NS
USD
819288.4000000000
0.3909167272
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
10000.00
PA
USD
10018.1400000000
0.0047800732
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.1000000000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
14000.00
NS
USD
299600.0000000000
0.1429516779
Long
EC
US
N
1
N
N
N
Master Credit Card Trust
N/A
Master Credit Card Trust
576339CS2
400000.00
PA
USD
360680.6400000000
0.1720958033
Long
ABS-O
CORP
CA
Y
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
407.00
NS
USD
145071.0800000000
0.0692194736
Long
EC
CORP
US
Y
1
N
N
N
NEXTracker Inc
N/A
NEXTracker Inc
65290E101
3813.00
NS
USD
172614.5100000000
0.0823615949
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BR5
240000.00
PA
USD
245104.7100000000
0.1169496981
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.5800000000
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
11000.00
NS
USD
167420.0000000000
0.0798830772
Long
EC
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
15010.00
NS
USD
2529635.3000000000
1.2069946950
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
3800.00
NS
USD
481422.0000000000
0.2297065510
Long
EC
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
18887.00
NS
USD
1981812.9100000000
0.9456057436
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
2900.00
NS
USD
318710.0000000000
0.1520698574
Long
EC
US
N
1
N
N
N
SFS Auto Receivables Securitization Trust
N/A
SFS Auto Receivables Securitization Trust 2023-1
78398AAG8
225000.00
PA
USD
227091.4300000000
0.1083548096
Long
ABS-O
CORP
US
Y
2
N
N
N
SPX Technologies Inc
P761FCI0CPOG24I8JE10
SPX Technologies Inc
78473E103
6476.00
NS
USD
651744.6400000000
0.3109745990
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAE0
300000.00
PA
USD
297669.1400000000
0.1420303839
Long
ABS-O
CORP
US
N
2
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
453.00
NS
USD
137884.1400000000
0.0657902843
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
175000.00
PA
USD
168925.4400000000
0.0806013855
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2500000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
150000.00
PA
USD
144254.4200000000
0.0688298110
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.5200000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BW0
50000.00
PA
USD
49109.7000000000
0.0234322898
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
5000.00
PA
USD
5313.2500000000
0.0025351736
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.2000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
300000.00
PA
USD
307445.8800000000
0.1466952751
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.8700000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
200000.00
PA
USD
157294.2200000000
0.0750516444
Long
DBT
US
N
2
2032-08-01
Fixed
2.1000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
225000.00
PA
USD
197894.5400000000
0.0944237535
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TT5
1750000.00
PA
USD
1718007.9000000000
0.8197333510
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
500000.00
PA
USD
464648.4500000000
0.2217031895
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
91282CHR5
100000.00
PA
USD
100460.9400000000
0.0479341119
Long
DBT
UST
US
N
2
2030-07-31
Fixed
4.0000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
90000.00
PA
USD
82029.8500000000
0.0391398688
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.1500000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
12900.00
NS
USD
388548.0000000000
0.1853924851
Long
EC
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
170000.00
PA
USD
172415.5900000000
0.0822666819
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.1500000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
3591.00
NS
USD
232014.5100000000
0.1107038168
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
878.00
NS
USD
262021.5400000000
0.1250214245
Long
EC
CORP
IE
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
5000.00
PA
USD
4726.2800000000
0.0022551057
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.5000000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
4648.00
NS
USD
669962.7200000000
0.3196672061
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
15000.00
PA
USD
13235.5400000000
0.0063152291
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
30000.00
PA
USD
29664.7000000000
0.0141542678
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.7000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AQ6
205000.00
PA
USD
203473.0500000000
0.0970854937
Long
DBT
CORP
US
Y
2
2033-05-30
Fixed
5.5500000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
200000.00
PA
USD
196850.7500000000
0.0939257177
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.9500000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
23433.00
NS
USD
1299594.1800000000
0.6200906830
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2023-BNK46
06541DBH6
150000.00
PA
USD
159445.8000000000
0.0760782532
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Fixed
5.7500000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
1825.00
NS
USD
70609.2500000000
0.0336906234
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
5262.00
NS
USD
740731.7400000000
0.3534340624
Long
EC
CORP
US
N
1
N
N
N
Braze Inc
9845007B9EDBFD37C277
Braze Inc
10576N102
1931.00
NS
USD
104370.5500000000
0.0497995502
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
1512.00
NS
USD
277981.2000000000
0.1326364451
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Corp
125523100
242.00
NS
USD
72829.9000000000
0.0347501883
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
3897.00
NS
USD
1124128.6200000000
0.5363687330
Long
EC
CORP
US
N
1
N
N
N
Cerence Inc
5493002WL2W5WMS89568
Cerence Inc
156727109
3677.00
NS
USD
73613.5400000000
0.0351240957
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
16297.00
NS
USD
1372207.4000000000
0.6547374842
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBD7
5000.00
PA
USD
3999.4300000000
0.0019082952
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.0300000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBC4
350000.00
PA
USD
346026.1600000000
0.1651035386
Long
DBT
US
N
2
2033-05-01
Fixed
5.1000000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-2
24703GAE4
200000.00
PA
USD
201315.9200000000
0.0960562368
Long
ABS-O
CORP
US
Y
2
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
11993.00
NS
USD
993979.8400000000
0.4742693122
Long
EC
CORP
US
N
1
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
140000.00
PA
USD
115897.6700000000
0.0552996208
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.7500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBD0
115000.00
PA
USD
113486.1600000000
0.0541489886
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.0500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBJ7
10000.00
PA
USD
10215.6200000000
0.0048742991
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.1300000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
20000.00
PA
USD
20296.3400000000
0.0096842318
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.5000000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
450.00
NS
USD
373396.5000000000
0.1781630714
Long
EC
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAB4
170000.00
PA
USD
164239.4200000000
0.0783654895
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.3500000000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
7687.00
NS
USD
1140212.7100000000
0.5440431244
Long
EC
CORP
US
N
1
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520AC5
250000.00
PA
USD
247870.9100000000
0.1182695677
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
5.1500000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVZ9
13709.16
PA
USD
13481.7900000000
0.0064327253
Long
ABS-MBS
USGSE
US
N
2
2025-04-25
Fixed
2.2600000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPLH5
14874.03
PA
USD
13511.5200000000
0.0064469107
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.0000000000
N
N
N
N
N
N
Federated Core Trust - High Yield Bond Portfolio
549300FJ1PZWFDNRP685
FED HIGH YLD BOND PORT
000000000
343464.30
NS
USD
1906226.8800000000
0.9095404905
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3AJ7
6501.03
PA
USD
6010.1100000000
0.0028676746
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
3140X4DE3
20418.69
PA
USD
18329.1700000000
0.0087456128
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
31417YW45
17112.61
PA
USD
16987.0900000000
0.0081052504
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
10000.00
PA
USD
9955.8400000000
0.0047503472
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.9500000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
175000.00
PA
USD
148778.2300000000
0.0709883098
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.1000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
150000.00
PA
USD
167183.0500000000
0.0797700184
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.2500000000
N
N
N
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AB6
15000.00
PA
USD
15179.0700000000
0.0072425685
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.8800000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1797.00
NS
USD
679373.8200000000
0.3241576352
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
110000.00
PA
USD
108047.4300000000
0.0515539433
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.8400000000
N
N
N
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
11363.00
NS
USD
667803.5100000000
0.3186369568
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BP4
265000.00
PA
USD
260730.8200000000
0.1244055681
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
3.4000000000
N
N
N
N
N
N
Jackson Financial Inc
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M107
16137.00
NS
USD
807979.5900000000
0.3855208214
Long
EC
CORP
US
N
1
N
N
N
Knife River Corp
N/A
Knife River Corp
498894104
4793.00
NS
USD
313893.5700000000
0.1497717374
Long
EC
CORP
US
N
1
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2023-A
55317WAD3
300000.00
PA
USD
302995.8600000000
0.1445719846
Long
ABS-O
CORP
US
Y
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
40000.00
PA
USD
39200.5600000000
0.0187042251
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.1300000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
5000.00
PA
USD
4504.0400000000
0.0021490657
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5000000000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
367.00
NS
USD
219693.5400000000
0.1048249672
Long
EC
CORP
US
N
1
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co/The
554382101
18500.00
NS
USD
292115.0000000000
0.1393802717
Long
EC
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
12936.00
NS
USD
2142201.6000000000
1.0221338889
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABE1
15000.00
PA
USD
12726.8300000000
0.0060725023
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.5000000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
501.00
NS
USD
33712.2900000000
0.0160855421
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MasterCard, Inc. Class A
57636Q104
516.00
NS
USD
231802.6800000000
0.1106027438
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2555.00
NS
USD
747899.6000000000
0.3568541479
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
180000.00
PA
USD
180167.1700000000
0.0859652846
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.2500000000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274AD4
125000.00
PA
USD
128735.0300000000
0.0614248616
Long
DBT
CORP
GB
N
2
2028-06-12
Fixed
5.6000000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AN7
55000.00
PA
USD
44654.7800000000
0.0213066613
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.3500000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBU2
100000.00
PA
USD
100111.4900000000
0.0477673747
Long
ABS-O
CORP
US
Y
2
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
34498.00
NS
USD
1190525.9800000000
0.5680496877
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
8618.00
NS
USD
686337.5200000000
0.3274803074
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
4280.00
NS
USD
2633355.6000000000
1.2564839838
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BG7
190000.00
PA
USD
200067.3400000000
0.0954604871
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.1000000000
N
N
N
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
12033.00
NS
USD
1447088.5800000000
0.6904664238
Long
EC
CORP
US
N
1
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
18478.00
NS
USD
900617.7200000000
0.4297223439
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
450000.00
PA
USD
471259.5600000000
0.2248576263
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.7500000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
587.00
NS
USD
87175.3700000000
0.0415950114
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
175000.00
PA
USD
148700.8100000000
0.0709513695
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.0000000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-B
80290CAZ7
165157.55
PA
USD
163605.1000000000
0.0780628290
Long
ABS-O
CORP
US
Y
2
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
70000.00
PA
USD
64119.9300000000
0.0305942977
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2000000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
50000.00
PA
USD
49939.9300000000
0.0238284272
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.3000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFJ5
550000.00
PA
USD
528687.5000000000
0.2522588959
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
600000.00
PA
USD
603609.3600000000
0.2880072457
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CJH5
1353429.00
PA
USD
1399741.7200000000
0.6678752587
Long
DBT
UST
US
N
2
2028-10-15
Fixed
2.3800000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
38165.00
NS
USD
1565909.9500000000
0.7471610641
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
10000.00
PA
USD
9813.8100000000
0.0046825788
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.1000000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
10000.00
PA
USD
9695.6300000000
0.0046261902
Long
DBT
CORP
AU
N
2
2031-11-23
Fixed
4.3200000000
N
N
N
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
9197.00
NS
USD
169776.6200000000
0.0810075190
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR24
000000000
2
NC
USD
13381.0800000000
0.0063846724
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
CBOT U.S. Long Bond Futures
2024-03-19
231306.4200000000
USD
13381.0800000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
87
NC
USD
127171.7800000000
0.0606789697
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
CBOT 5 Year U.S. Treasury Notes
2024-03-28
9302812.6000000000
USD
127171.7800000000
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion PLC
000000000
1571.00
NS
USD
194631.1900000000
0.0928666728
Long
EC
CORP
IE
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
1251.00
NS
USD
105509.3400000000
0.0503429145
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
12000.00
PA
USD
8577.0800000000
0.0040924832
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.5000000000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
27106.00
NS
USD
1812036.1000000000
0.8645981339
Long
EC
CORP
US
N
1
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FW3
200000.00
PA
USD
138039.8700000000
0.0658645896
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
11638.00
NS
USD
246958.3600000000
0.1178341520
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
125000.00
PA
USD
123834.6500000000
0.0590866856
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.8000000000
N
N
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
2550.00
NS
USD
659634.0000000000
0.3147389423
Long
EC
CORP
US
N
1
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-5C1 Mortgage Trust
055986AC7
200000.00
PA
USD
212773.4400000000
0.1015230983
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
6.5300000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C4 Mortgage Trust
05610CAE4
200000.00
PA
USD
202075.3000000000
0.0964185688
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
5.1200000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAB3
225000.00
PA
USD
216334.2900000000
0.1032221286
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
3.1300000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
2601.00
NS
USD
781106.3100000000
0.3726984567
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
12949.00
NS
USD
975189.1900000000
0.4653035080
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
4701.00
NS
USD
362917.2000000000
0.1731629595
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
145000.00
PA
USD
95030.7600000000
0.0453431462
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.8000000000
N
N
N
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
2931.00
NS
USD
268714.0800000000
0.1282147150
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBP2
300000.00
PA
USD
298169.9600000000
0.1422693461
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.9000000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Daimler Finance North America LLC
233835AQ0
10000.00
PA
USD
12424.7700000000
0.0059283769
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.5000000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
300000.00
PA
USD
287326.8000000000
0.1370956214
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.9500000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
4559.00
NS
USD
187238.1300000000
0.0893391350
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
75000.00
PA
USD
75000.0000000000
0.0357856337
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
2000.00
NS
USD
288880.0000000000
0.1378367180
Long
EC
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
270000.00
PA
USD
264840.6500000000
0.1263665397
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.9900000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
250000.00
PA
USD
238213.8300000000
0.1136617714
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.6300000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q74T1
12575.68
PA
USD
11629.9700000000
0.0055491446
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
31412RMM6
20048.90
PA
USD
19359.9600000000
0.0092374458
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
7590.13
PA
USD
7362.7400000000
0.0035130709
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.0000000000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
1120.00
NS
USD
157057.6000000000
0.0749387431
Long
EC
CORP
US
N
1
N
N
N
Hain Celestial Group Inc/The
5493000S8QXWHLIXDP75
Hain Celestial Group Inc/The
405217100
20502.00
NS
USD
219576.4200000000
0.1047690843
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
14151.00
NS
USD
216368.7900000000
0.1032385900
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
8000.00
NS
USD
153760.0000000000
0.0733653204
Long
EC
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
15952.00
NS
USD
203068.9600000000
0.0968926855
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group Inc
45841N107
9784.00
NS
USD
868330.0000000000
0.4143165236
Long
EC
CORP
US
N
1
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
80000.00
PA
USD
78094.5400000000
0.0372621680
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.7500000000
N
N
N
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
40700.00
NS
USD
1971915.0000000000
0.9408830371
Long
EC
RF
US
N
1
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAJ2
200000.00
PA
USD
185538.7200000000
0.0885282755
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
48128BAF8
25000.00
PA
USD
24783.5100000000
0.0118252481
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.0000000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
15000.00
PA
USD
14554.1600000000
0.0069443978
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.2000000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2023-2
500945AD2
300000.00
PA
USD
301720.5900000000
0.1439635000
Long
ABS-O
CORP
US
Y
2
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
32814.00
NS
USD
1514037.9600000000
0.7224107703
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
170000.00
PA
USD
166536.8400000000
0.0794616846
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
1091.00
NS
USD
211479.4400000000
0.1009056769
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
250000.00
PA
USD
249080.4600000000
0.1188466946
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.6000000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
445000.00
PA
USD
447352.1000000000
0.2134503782
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
25000.00
PA
USD
29836.8600000000
0.0142364126
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.0000000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
255.00
NS
USD
143848.0500000000
0.0686359149
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAD4
125000.00
PA
USD
139279.0600000000
0.0664558589
Long
DBT
CORP
US
N
2
2053-07-15
Fixed
7.1000000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
250000.00
PA
USD
240589.2300000000
0.1147951739
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.1000000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AC7
15000.00
PA
USD
17245.7600000000
0.0082286727
Long
DBT
CORP
US
Y
2
2040-06-15
Fixed
7.6300000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
5517.00
NS
USD
866941.3800000000
0.4136539550
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBQ7
50000.00
PA
USD
53528.6100000000
0.0255407364
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
6.2000000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
984.00
NS
USD
111752.8800000000
0.0533219683
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CC5
300000.00
PA
USD
302320.1100000000
0.1442495560
Long
DBT
CORP
US
N
2
2034-05-18
Fixed
5.1600000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
523.00
NS
USD
278942.0500000000
0.1330949068
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADG7
180000.00
PA
USD
182263.0200000000
0.0869653022
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
5.5000000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2023-A
88167PAE8
250000.00
PA
USD
252276.1900000000
0.1203715109
Long
ABS-O
CORP
US
Y
2
N
N
N
TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
N/A
Texas Transportation Commission State Highway Fund
88283LHU3
30000.00
PA
USD
30833.9600000000
0.0147121706
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.1800000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
4048.00
NS
USD
381928.8000000000
0.1822341882
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
250000.00
PA
USD
201663.1700000000
0.0962219243
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
912810TJ7
125000.00
PA
USD
98964.8500000000
0.0472202649
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.0000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
65000.00
PA
USD
58317.1900000000
0.0278255680
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
250000.00
PA
USD
231289.0800000000
0.1103576838
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
91282CJM4
350000.00
PA
USD
359406.2500000000
0.1714877386
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.3800000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORNIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AA4
10000.00
PA
USD
10177.2200000000
0.0048559769
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.2500000000
N
N
N
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
6300.00
NS
USD
108801.0000000000
0.0519135030
Long
EC
US
N
1
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GL2
250000.00
PA
USD
254800.0200000000
0.1215757356
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.4500000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
75000.00
PA
USD
74779.0700000000
0.0356802187
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
Welltower Inc
254900F33BIAR82QTA19
Welltower Inc
95040Q104
5400.00
NS
USD
467154.0000000000
0.2228986921
Long
EC
US
N
1
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Gas Partners LP
958254AK0
10000.00
PA
USD
9806.1600000000
0.0046789287
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.7500000000
N
N
N
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
3419.00
NS
USD
961115.0900000000
0.4585881668
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies Inc
2549008GSAHW4UWFEM58
ZoomInfo Technologies Inc
98980F104
22156.00
NS
USD
355382.2400000000
0.1695677153
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
443.00
NS
USD
36516.4900000000
0.0174235431
Long
EC
CORP
BM
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
3051.00
NS
USD
98913.4200000000
0.0471957255
Long
EC
CORP
BM
N
1
N
N
N
Weatherford International PLC
529900LPBDSCQDJKHQ39
Weatherford International PLC
000000000
7194.00
NS
USD
644222.7000000000
0.3073855671
Long
EC
CORP
IE
N
1
N
N
N
2024-03-25
Federated Hermes MDT Series
Stephen Van Meter
Federated Hermes MDT Series
Chief Compliance Officer