0001145549-20-041236.txt : 20200727
0001145549-20-041236.hdr.sgml : 20200727
20200727134921
ACCESSION NUMBER: 0001145549-20-041236
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200531
FILED AS OF DATE: 20200727
PERIOD START: 20201130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Federated Hermes Fixed Income Securities, Inc.
CENTRAL INDEX KEY: 0000879569
IRS NUMBER: 251668690
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06447
FILM NUMBER: 201050029
BUSINESS ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
BUSINESS PHONE: 8003417400
MAIL ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED FIXED INCOME SECURITIES INC
DATE OF NAME CHANGE: 20200616
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED HERMES FIXED INCOME SECURITIES INC
DATE OF NAME CHANGE: 20200615
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED FIXED INCOME SECURITIES INC
DATE OF NAME CHANGE: 20000810
0000879569
S000009739
Federated Hermes Strategic Income Fund
C000026757
Class A Shares
STIAX
C000026758
Class B Shares
SINBX
C000026759
Class C Shares
SINCX
C000026760
Class F Shares
STFSX
C000062222
Institutional Shares
STISX
C000177003
Class R6 Shares
STILX
C000188116
Class T Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000879569
XXXXXXXX
S000009739
C000026757
C000026758
C000026759
C000026760
C000177003
C000188116
C000062222
Federated Hermes Fixed Income Securities, Inc. f/k/a Federated Fixed Income Securities Inc
811-06447
0000879569
254900OYMR6KVQBBZ575
Federated Hermes Funds
4000 Ericsson Drive
WARRENDALE
15086-7561
8003417400
Federated Hermes Strategic Income Fund f/k/a Federated Strategic Income Fund
S000009739
UIG5TTFLY6PZ0FC9OB90
2020-11-30
2020-05-31
N
678360703.290000000000
21089408.420000000000
657271294.870000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
99518.000000000000
0.000000000000
0.000000000000
2596723.390000000000
USD
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDQ2
150000.0000000000
PA
USD
168760.5500000000
0.0256759349
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.2500000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
100000.0000000000
PA
USD
95476.1300000000
0.0145261372
Long
DBT
CORP
CA
Y
2
2050-01-25
Fixed
3.8000000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAE4
90000.0000000000
PA
USD
90227.8500000000
0.0137276420
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.5500000000
N
N
N
N
N
N
Altra Industrial Motion Corp
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp
02208R106
14460.0000000000
NS
USD
448260.0000000000
0.0682001486
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
200000.0000000000
PA
USD
232624.4100000000
0.0353924493
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9000000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
200000.0000000000
PA
USD
236568.7300000000
0.0359925546
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.0000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
200000.0000000000
PA
USD
206017.2200000000
0.0313443203
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.5900000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
200000.0000000000
PA
USD
224233.4700000000
0.0341158167
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.2500000000
N
N
N
N
N
N
BELL CANADA
549300O5ZKB2MUUSKB97
Bell Canada Inc
0778FPAA7
140000.0000000000
PA
USD
179450.0700000000
0.0273022832
Long
DBT
CORP
CA
N
2
2048-04-01
Fixed
4.4600000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
2210000.0000000000
PA
USD
2251072.8500000000
0.3424876254
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.7500000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
200000.0000000000
PA
USD
223182.5600000000
0.0339559268
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.3000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
200000.0000000000
PA
USD
229390.7400000000
0.0349004653
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.9500000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.0000000000
NC
616602.0800000000
0.0938124158
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
14822200.0000000000
USD
12500000.0000000000
GBP
2020-06-22
616602.0800000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.0000000000
NC
-153802.0800000000
-0.0234000908
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
12500000.0000000000
GBP
15285000.0000000000
USD
2020-06-22
-153802.0800000000
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
85000.0000000000
PA
USD
88331.4600000000
0.0134391173
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.6000000000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAL7
300000.0000000000
PA
USD
316241.3900000000
0.0481142859
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.2500000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
200000.0000000000
PA
USD
223517.9500000000
0.0340069545
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.2500000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
55000.0000000000
PA
USD
55013.5600000000
0.0083699928
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.2000000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBJ4
35000.0000000000
PA
USD
40511.7400000000
0.0061636253
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
3.7500000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BJ7
200000.0000000000
PA
USD
206745.7600000000
0.0314551634
Long
DBT
CORP
GB
N
2
2023-03-13
Fixed
3.2600000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
160000.0000000000
PA
USD
169026.0400000000
0.0257163277
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.4800000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAF4
100000.0000000000
PA
USD
114921.5000000000
0.0174846370
Long
DBT
CORP
BM
N
2
2028-08-01
Fixed
4.7500000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAE5
100000.0000000000
PA
USD
110618.0000000000
0.0168298845
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.3800000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
45000.0000000000
PA
USD
48185.2400000000
0.0073311037
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.2500000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BE8
200000.0000000000
PA
USD
218868.9600000000
0.0332996377
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.9000000000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
7355.0000000000
NS
USD
539268.6000000000
0.0820465771
Long
EC
CORP
US
N
1
N
N
N
Federated Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
3893285.3010000000
NS
USD
3896399.9300000000
0.5928145593
Long
EC
RF
US
N
1
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
180000.0000000000
PA
USD
177639.4200000000
0.0270268033
Long
DBT
CORP
US
Y
2
2067-10-24
Fixed
4.3000000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AZ7
200000.0000000000
PA
USD
213221.5300000000
0.0324404141
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.9500000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CT3
125000.0000000000
PA
USD
136063.2200000000
0.0207012266
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
2.7500000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAA0
100000.0000000000
PA
USD
98946.4600000000
0.0150541277
Long
DBT
US
N
2
2027-03-15
Fixed
4.3000000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
80000.0000000000
PA
USD
83867.3900000000
0.0127599350
Long
DBT
US
N
2
2028-03-15
Fixed
4.1300000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
70000.0000000000
PA
USD
81540.4300000000
0.0124059016
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.0000000000
N
N
N
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001A102
20695.0000000000
NS
USD
475571.1000000000
0.0723553735
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
1400000.0000000000
PA
USD
1436508.7800000000
0.2185564456
Long
ABS-O
CORP
US
Y
2
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
115000.0000000000
PA
USD
117884.5400000000
0.0179354463
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.9000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
50000.0000000000
PA
USD
54454.0000000000
0.0082848590
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.8800000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Total System Services Inc
891906AC3
80000.0000000000
PA
USD
92373.7200000000
0.0140541236
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.8000000000
N
N
N
N
N
N
Trillium Credit Card Trust II
549300P7QN1SDIOQVL28
Trillium Credit Card Trust II
89621AAT6
675000.0000000000
PA
USD
654986.9900000000
0.0996524563
Long
ABS-O
CORP
CA
Y
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AT0
300000.0000000000
PA
USD
318688.8400000000
0.0484866512
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.5000000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAS9
125000.0000000000
PA
USD
126762.4800000000
0.0192861732
Long
DBT
US
N
2
2034-11-01
Fixed
3.1000000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
105000.0000000000
PA
USD
115908.1500000000
0.0176347500
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.0000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
30.0000000000
NC
USD
2745.0400000000
0.0004176419
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
2 Year US Treasury Note
2020-09-30
6622567.4600000000
USD
2745.0400000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
US BOND FUTR OPTN Jul20P 176
000000000
300.0000000000
NC
USD
276562.5000000000
0.0420773739
N/A
DIR
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US Treasury Long Bond Future
N/A
300000
NC
USD
276562.5
0.000000000000
DIR
US
Long
US Treasury Long Bond
US Treasury Long Bond
2020-09-21
300000.0000000000
N/A
1000.0000000000
176.000000000000
USD
2020-06-26
XXXX
-24112.5000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP000222 USD PUT MXN CALL JUN20 19.5 PUT
000000000
20000000.0000000000
OU
Notional Amount
USD
20.0000000000
0.0000030429
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1
NC
USD
20
0.000000000000
DFE
XX
390000000.0000000000
MXN
20000000.0000000000
USD
2020-06-05
1.0000000000
19.500000000000
USD
2020-06-05
XXXX
-243180.0000000000
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAP000538 USD PUT CAD CALL JUL20 1.35 CALL
000000000
30000000.0000000000
OU
Notional Amount
USD
106350.0000000000
0.0161805332
N/A
DFE
US
N
2
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Put
Purchased
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
FX Contract
N/A
1
NC
USD
106350
0.000000000000
DFE
XX
40500000.0000000000
CAD
30000000.0000000000
USD
2020-07-31
1.0000000000
1.350000000000
USD
2020-07-31
XXXX
7800.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP000297 NZD PUT USD CALL MAY20 0.575 PUT
000000000
-10000000.0000000000
OU
Notional Amount
USD
-10.0000000000
-0.0000015214
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1
NC
USD
-10
0.000000000000
DFE
XX
-10000000.0000000000
NZD
-5975000.0000000000
USD
2020-05-27
1.0000000000
0.597500000000
USD
2020-05-27
XXXX
39390.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPC000473 AUD CALL USD PUT JUN20 0.665 CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-66420.0000000000
-0.0101054162
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-66420
0.000000000000
DFE
XX
-10000000.0000000000
AUD
-6650000.0000000000
USD
2020-06-03
1.0000000000
0.665000000000
USD
2020-06-03
XXXX
-26620.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPC000499 AUD CALL USD PUT AUG20 0.685 CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-94130.0000000000
-0.0143213313
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-94130
0.000000000000
DFE
XX
-10000000.0000000000
AUD
-6850000.0000000000
USD
2020-08-28
1.0000000000
0.685000000000
USD
2020-08-28
XXXX
-5930.0000000000
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
200000.0000000000
PA
USD
220130.5300000000
0.0334915782
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.6000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFS6
200000.0000000000
PA
USD
250334.1100000000
0.0380868771
Long
DBT
CORP
US
N
2
2058-08-15
Fixed
5.3000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
95000.0000000000
PA
USD
109793.5900000000
0.0167044554
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
4.2500000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBW8
90000.0000000000
PA
USD
96818.3100000000
0.0147303421
Long
DBT
CORP
US
Y
2
2029-11-21
Fixed
3.2000000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAD8
100000.0000000000
PA
USD
102338.7700000000
0.0155702479
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.9000000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
135000.0000000000
PA
USD
139812.9900000000
0.0212717322
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.4500000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
90000.0000000000
PA
USD
99284.1800000000
0.0151055098
Long
DBT
US
N
2
2027-01-15
Fixed
3.9500000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
50000.0000000000
PA
USD
54907.8600000000
0.0083539112
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAM8
2830000.0000000000
PA
USD
2852937.7400000000
0.4340578635
Long
DBT
CORP
CA
Y
2
2030-01-25
Fixed
2.9500000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
50000.0000000000
PA
USD
50632.7600000000
0.0077034796
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
ALLEGION PLC
N/A
Allegion PLC
01748TAB7
20000.0000000000
PA
USD
20226.5000000000
0.0030773442
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5000000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA, Inc. Class A
02156K103
23760.0000000000
NS
USD
611107.2000000000
0.0929764018
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
250000.0000000000
PA
USD
284444.6500000000
0.0432765971
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.1500000000
N
N
N
N
N
N
American Axle & Manufacturing Holdings Inc
N/A
American Axle & Manufacturing Holdings Inc
024061103
65343.0000000000
NS
USD
464588.7300000000
0.0706844698
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
200000.0000000000
PA
USD
219583.9100000000
0.0334084132
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.1300000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
250000.0000000000
PA
USD
284935.4100000000
0.0433512634
Long
DBT
US
N
2
2024-02-15
Fixed
5.0000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CU2
150000.0000000000
PA
USD
157225.7900000000
0.0239209884
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.4500000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BF1
150000.0000000000
PA
USD
132379.2400000000
0.0201407305
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.2500000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AT7
100000.0000000000
PA
USD
131656.1400000000
0.0200307150
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.4500000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
150000.0000000000
PA
USD
155290.1200000000
0.0236264875
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
45000.0000000000
PA
USD
46941.5000000000
0.0071418759
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
195000.0000000000
PA
USD
210400.4300000000
0.0320112002
Long
DBT
US
N
2
2027-05-15
Fixed
3.3500000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
500000.0000000000
PA
USD
588527.2000000000
0.0895409863
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Fixed
4.4100000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
250000.0000000000
PA
USD
273204.7900000000
0.0415665178
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.0000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
100000.0000000000
PA
USD
105216.5700000000
0.0160080884
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.8800000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAC1
200000.0000000000
PA
USD
207267.4500000000
0.0315345355
Long
DBT
CORP
US
N
2
2023-05-16
Fixed
2.6600000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK12
06541KBA5
810000.0000000000
PA
USD
937897.9500000000
0.1426957114
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
4.2600000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK MORTGAGE TRUST BMARK 2018 B4 A5
08161HAF7
1500000.0000000000
PA
USD
1726947.0000000000
0.2627449294
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
4.1200000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark 2019-B11 Mortgage Trust
08162BBE1
675000.0000000000
PA
USD
755555.7800000000
0.1149534121
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.5400000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAA1
1076545.3500000000
PA
USD
1096657.0500000000
0.1668499840
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
2.2600000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
145000.0000000000
PA
USD
141761.7100000000
0.0215682186
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.8000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
105000.0000000000
PA
USD
100175.6600000000
0.0152411433
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.9500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
30000.0000000000
PA
USD
27598.0900000000
0.0041988887
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.9500000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
65000.0000000000
PA
USD
74570.2100000000
0.0113454232
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.6300000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
175000.0000000000
PA
USD
201590.6100000000
0.0306708374
Long
DBT
US
N
2
2028-12-01
Fixed
4.5000000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
19540.0000000000
NS
USD
417765.2000000000
0.0635605424
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CB2
75000.0000000000
PA
USD
85895.9400000000
0.0130685671
Long
DBT
CORP
US
Y
2
2029-07-26
Fixed
3.4000000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CD8
55000.0000000000
PA
USD
72513.5100000000
0.0110325083
Long
DBT
CORP
US
Y
2
2049-10-26
Fixed
4.2500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAF8
50000.0000000000
PA
USD
54901.7200000000
0.0083529770
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.7000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAP6
75000.0000000000
PA
USD
78251.5900000000
0.0119055237
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.1500000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
120000.0000000000
PA
USD
119283.6600000000
0.0181483142
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.8500000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAH8
1000000.0000000000
PA
USD
1031756.2000000000
0.1569756976
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.7200000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
175000.0000000000
PA
USD
225408.0400000000
0.0342945207
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.0500000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
30000.0000000000
PA
USD
31300.4100000000
0.0047621751
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
65000.0000000000
PA
USD
69101.1600000000
0.0105133391
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.9000000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
190000.0000000000
PA
USD
225582.4300000000
0.0343210531
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.3800000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AE1
175000.0000000000
PA
USD
173279.9200000000
0.0263635308
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.3800000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
200000.0000000000
PA
USD
224319.5400000000
0.0341289117
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.7000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
270000.0000000000
PA
USD
292902.5100000000
0.0445634112
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
165000.0000000000
PA
USD
171752.3400000000
0.0261311184
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.9800000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-GC11
17320DAQ1
1600000.0000000000
PA
USD
1613855.0400000000
0.2455386463
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.7300000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AK1
270000.0000000000
PA
USD
295213.9200000000
0.0449150788
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.3000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
200000.0000000000
PA
USD
219420.9700000000
0.0333836228
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.1500000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
30000.0000000000
PA
USD
33398.2000000000
0.0050813416
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.4500000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
100000.0000000000
PA
USD
113212.3100000000
0.0172245937
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.4000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC6 Mortgage Trust
20048EBA8
2100000.0000000000
PA
USD
2133314.6100000000
0.3245713949
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
3.2800000000
N
N
N
N
N
N
Compass Minerals International Inc
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
11005.0000000000
NS
USD
530220.9000000000
0.0806700223
Long
EC
CORP
US
N
1
N
N
N
BBVA USA
C90VT034M03BN29IRA40
Compass Bank
20453KAA3
200000.0000000000
PA
USD
204812.3100000000
0.0311610003
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.8800000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.0000000000
NC
545056.6300000000
0.0829271922
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
15000000.0000000000
USD
25047460.7600000000
NZD
2020-07-14
545056.6300000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.0000000000
NC
-452372.7100000000
-0.0688258735
N/A
DFE
US
N
2
JPMorgan Chase Bank National Association
7H6GLXDRUGQFU57RNE97
16841713.8300000000
NZD
10000000.0000000000
USD
2020-07-14
-452372.7100000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.0000000000
NC
269989.6500000000
0.0410773530
N/A
DFE
XX
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
10831800.0000000000
USD
10000000.0000000000
EUR
2020-06-08
269989.6500000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.0000000000
NC
-244679.6500000000
-0.0372265839
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10000000.0000000000
EUR
10857110.0000000000
USD
2020-06-08
-244679.6500000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.0000000000
NC
196712.3900000000
0.0299286446
N/A
DFE
NZ
N
2
JPMorgan Chase Bank National Association
7H6GLXDRUGQFU57RNE97
6400000.0000000000
USD
10627431.9600000000
NZD
2020-06-15
196712.3900000000
N
N
N
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
PURCHASED GBP / SOLD USD
000000000
1.0000000000
NC
127850.0000000000
0.0194516330
N/A
DFE
GB
N
2
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
14693400.0000000000
USD
12000000.0000000000
GBP
2020-06-22
127850.0000000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.0000000000
NC
-108755.6000000000
-0.0165465312
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10485731.8700000000
NZD
6400000.0000000000
USD
2020-06-15
-108755.6000000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.0000000000
NC
-49471.3000000000
-0.0075267702
N/A
DFE
US
N
2
JPMorgan Chase Bank National Association
7H6GLXDRUGQFU57RNE97
8136119.2300000000
NZD
5000000.0000000000
USD
2020-07-14
-49471.3000000000
N
N
N
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
PURCHASED USD / SOLD GBP
000000000
1.0000000000
NC
-770.0000000000
-0.0001171510
N/A
DFE
US
N
2
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
12000000.0000000000
GBP
14820480.0000000000
USD
2020-06-22
-770.0000000000
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBD9
100000.0000000000
PA
USD
125656.3700000000
0.0191178850
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.2500000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAM3
100000.0000000000
PA
USD
131061.8100000000
0.0199402912
Long
DBT
US
N
2
2049-02-15
Fixed
5.2000000000
N
N
N
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
5570.0000000000
NS
USD
364445.1000000000
0.0554481997
Long
EC
CORP
US
N
1
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
45000.0000000000
PA
USD
47362.7500000000
0.0072059666
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6000000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 16-C3 Mortgage Trust
23312VAF3
625000.0000000000
PA
USD
659491.4400000000
0.1003377822
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.8900000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
13690.0000000000
NS
USD
679571.6000000000
0.1033928616
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
40000.0000000000
PA
USD
41030.9000000000
0.0062426125
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CM6
300000.0000000000
PA
USD
316116.3600000000
0.0480952633
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.0000000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
100000.0000000000
PA
USD
106741.5900000000
0.0162401113
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.6500000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AF5
100000.0000000000
PA
USD
106751.1800000000
0.0162415704
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.7000000000
N
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AP0
1410000.0000000000
PA
USD
1450174.7500000000
0.2206356434
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.0000000000
N
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AQ8
65000.0000000000
PA
USD
66604.7700000000
0.0101335279
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.9000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDA4
1550000.0000000000
PA
USD
1576715.6600000000
0.2398881059
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.7200000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2020-1
26208QAF4
1875000.0000000000
PA
USD
1854307.8800000000
0.2821221457
Long
ABS-O
CORP
US
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAP6
200000.0000000000
PA
USD
227763.1200000000
0.0346528324
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.1500000000
N
N
N
N
N
N
Emerald Holding Inc
N/A
Emerald Holding Inc
29103W104
118715.0000000000
NS
USD
263547.3000000000
0.0400971870
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Partners LP
29273RAY5
300000.0000000000
PA
USD
319958.7800000000
0.0486798651
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAK4
200000.0000000000
PA
USD
236672.3800000000
0.0360083244
Long
DBT
CORP
NL
Y
2
2029-06-14
Fixed
4.8800000000
N
N
N
N
N
N
Entercom Communications Corp
N/A
Entercom Communications Corp
293639100
209300.0000000000
NS
USD
349531.0000000000
0.0531791062
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
100000.0000000000
PA
USD
101513.5000000000
0.0154446879
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.7000000000
N
N
N
N
N
N
Enviva Partners LP
549300WH5VXDEFM5KR81
Enviva Partners LP
29414J107
18150.0000000000
NS
USD
634887.0000000000
0.0965943599
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBK7
225000.0000000000
PA
USD
255625.0400000000
0.0388918612
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.4800000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K25 Mortgage Trust
30261NAE0
1000000.0000000000
PA
USD
1034505.6000000000
0.1573940028
Long
ABS-MBS
USGSE
US
Y
2
2045-11-25
Variable
3.6200000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCJK1
800000.0000000000
PA
USD
913507.3600000000
0.1389848252
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.3000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUH2
699312.0000000000
PA
USD
721436.1300000000
0.1097623060
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
1.5400000000
N
N
N
N
N
N
Federated Core Trust - High Yield Bond Portfolio
549300FJ1PZWFDNRP685
FED HIGH YLD BOND PORT
000000000
37687472.3000000000
NS
USD
223109836.0200000000
33.9448623059
Long
EC
RF
US
N
1
N
N
N
Federated Core Trust - Federated Mortgage Core Portfolio
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
7876571.7940000000
NS
USD
79868437.9900000000
12.1515177391
Long
EC
RF
US
N
1
N
N
N
FEDERATED CORE TR MUTUAL FUND
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
15759183.4900000000
NS
USD
149712243.1600000000
22.7778459714
Long
EC
RF
US
N
1
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
1697511.9460000000
NS
USD
14819279.2900000000
2.2546670463
Long
EC
RF
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
100000.0000000000
PA
USD
97597.3800000000
0.0148488730
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.0500000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CV0
100000.0000000000
PA
USD
111554.2100000000
0.0169723234
Long
DBT
CORP
US
N
2
2028-03-14
Fixed
3.9500000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
40000.0000000000
PA
USD
47812.8000000000
0.0072744391
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.5500000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
75000.0000000000
PA
USD
82927.7400000000
0.0126169727
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
5000000.0000000000
PA
USD
4721820.0000000000
0.7183974162
Long
ABS-MBS
CORP
US
Y
2
2036-12-10
Fixed
3.4500000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX CORP SR UNSECURED 01/29 4.709
35137LAH8
65000.0000000000
PA
USD
76088.9500000000
0.0115764907
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.7100000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX CORP SR UNSECURED 01/49 5.576
35137LAK1
100000.0000000000
PA
USD
132756.7200000000
0.0201981619
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.5800000000
N
N
N
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
20215.0000000000
NS
USD
698226.1000000000
0.1062310351
Long
EC
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
85000.0000000000
PA
USD
84236.0400000000
0.0128160230
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.6300000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
100000.0000000000
PA
USD
95650.4500000000
0.0145526590
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.2000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
500000.0000000000
PA
USD
553512.9500000000
0.0842137720
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.8100000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
54406.0000000000
NS
USD
414029.6600000000
0.0629922017
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
41018.0000000000
NS
USD
593530.4600000000
0.0903022032
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
25755.0000000000
NS
USD
253944.3000000000
0.0386361464
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
120000.0000000000
PA
USD
133466.4400000000
0.0203061416
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.9500000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
60000.0000000000
PA
USD
59308.7700000000
0.0090234840
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.3800000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
3000000.0000000000
PA
USD
2802208.7700000000
0.4263397461
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.0000000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2019-B
44891JAF5
1100000.0000000000
PA
USD
1120112.7300000000
0.1704186291
Long
ABS-O
CORP
US
N
2
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
36505.0000000000
NS
USD
317593.5000000000
0.0483200016
Long
EC
CORP
US
N
1
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc
457153AG9
350000.0000000000
PA
USD
338863.1300000000
0.0515560519
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.4500000000
N
N
N
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
200000.0000000000
NS
USD
21280000.0000000000
3.2376280793
Long
EC
RF
US
N
1
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
549300WY6QQ9HGWLNX87
iShares iBoxx High Yield Corporate Bond ETF
464288513
500000.0000000000
NS
USD
41210000.0000000000
6.2698615201
Long
EC
RF
US
N
1
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAH4
1500000.0000000000
PA
USD
1550246.2500000000
0.2358609393
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.5300000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Kansas City Power & Light Co
485134BR0
140000.0000000000
PA
USD
171983.9500000000
0.0261663565
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.2000000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAD2
100000.0000000000
PA
USD
130764.8500000000
0.0198951104
Long
DBT
CORP
US
N
2
2048-05-25
Fixed
5.0900000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
40000.0000000000
PA
USD
42278.9000000000
0.0064324884
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.0000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
200000.0000000000
PA
USD
250245.0600000000
0.0380733286
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.3800000000
N
N
N
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings Inc
50060P106
27765.0000000000
NS
USD
460066.0500000000
0.0699963704
Long
EC
CORP
US
N
1
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
150000.0000000000
PA
USD
181046.6200000000
0.0275451889
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.4500000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
125000.0000000000
PA
USD
145883.7800000000
0.0221953676
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
5385.0000000000
NS
USD
571079.2500000000
0.0868863823
Long
EC
CORP
US
N
1
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD RICI ESCROW
524ESC886
40000.0000000000
NS
USD
400.0000000000
0.0000608577
Long
EC
CORP
US
N
3
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAC9
35000.0000000000
PA
USD
37727.5500000000
0.0057400270
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BV9
90000.0000000000
PA
USD
103684.4500000000
0.0157749853
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.3800000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAL4
200000.0000000000
PA
USD
207189.0900000000
0.0315226135
Long
DBT
CORP
US
N
2
2022-05-18
Fixed
2.5000000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
28040.0000000000
NS
USD
481727.2000000000
0.0732919882
Long
EC
CORP
US
N
1
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
150000.0000000000
PA
USD
180315.4100000000
0.0274339396
Long
DBT
CORP
US
Y
2
2077-04-01
Fixed
4.9000000000
N
N
N
N
N
N
Master Credit Card Trust
549300G7G68IV2D8IM76
Master Credit Card Trust II
576339CG8
750000.0000000000
PA
USD
745761.0800000000
0.1134632055
Long
ABS-O
CORP
CA
Y
2
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
35000.0000000000
PA
USD
36401.1100000000
0.0055382169
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.5000000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
25000.0000000000
PA
USD
25633.2100000000
0.0038999436
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.5000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
250000.0000000000
PA
USD
277635.0200000000
0.0422405515
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.6300000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
5493005SNWQW3UUOQX45
Morgan Stanley Capital I Trust 2012-C4
61760VAQ6
1000000.0000000000
PA
USD
965143.7000000000
0.1468409936
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
3.7700000000
N
N
N
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886E108
14485.0000000000
NS
USD
261454.2500000000
0.0397787416
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
17685.0000000000
NS
USD
637544.2500000000
0.0969986450
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
100000.0000000000
PA
USD
102129.2900000000
0.0155383767
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
637432NL5
110000.0000000000
PA
USD
118877.4500000000
0.0180865118
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.9500000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBG4
105000.0000000000
PA
USD
112795.8900000000
0.0171612378
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.1500000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
65000.0000000000
PA
USD
77540.8600000000
0.0117973903
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.3800000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
185000.0000000000
PA
USD
205300.3200000000
0.0312352482
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.2500000000
N
N
N
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
57481.0000000000
NS
USD
440304.4600000000
0.0669897595
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
2010000.0000000000
PA
USD
1608000.0000000000
0.2446478361
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.9000000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BC9
100000.0000000000
PA
USD
107962.5500000000
0.0164258733
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.2000000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
100000.0000000000
PA
USD
100320.4200000000
0.0152631677
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.5500000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAF4
35000.0000000000
PA
USD
35431.6600000000
0.0053907207
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
2.5700000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
1935000.0000000000
PA
USD
2034287.4000000000
0.3095049816
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.7000000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAD5
300000.0000000000
PA
USD
317979.0300000000
0.0483786577
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.2000000000
N
N
N
N
N
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy Inc
701877102
45034.0000000000
NS
USD
411610.7600000000
0.0626241802
Long
EC
CORP
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BG8
2500000.0000000000
PA
USD
2535170.7000000000
0.3857114588
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.7000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EU8
75000.0000000000
PA
USD
90121.6600000000
0.0137114858
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.6300000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
100000.0000000000
PA
USD
103805.3600000000
0.0157933810
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3000000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FH7
100000.0000000000
PA
USD
114736.1000000000
0.0174564295
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.0000000000
N
N
N
N
N
N
Red Rock Resorts Inc
N/A
Red Rock Resorts, Inc. Class A
75700L108
29870.0000000000
NS
USD
412206.0000000000
0.0627147425
Long
EC
CORP
US
N
1
N
N
N
REG DIVERSIFIED FUNDING
N/A
Regional Diversified Funding 2005-1 Ltd
75902AAA6
145875.5000000000
PA
USD
93360.3200000000
0.0142042290
Long
DBT
CORP
KY
Y
3
2030-03-15
Fixed
9.2500000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
100000.0000000000
PA
USD
119985.3200000000
0.0182550677
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.0000000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKD0
140000.0000000000
PA
USD
142782.3700000000
0.0217235061
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.8000000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2020-A
80286KAG7
3295000.0000000000
PA
USD
3236882.1300000000
0.4924727666
Long
ABS-O
CORP
US
Y
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
250000.0000000000
PA
USD
275762.2000000000
0.0419556129
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2500000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
200000.0000000000
PA
USD
257524.2900000000
0.0391808211
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.7500000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
120000.0000000000
PA
USD
130722.7000000000
0.0198886976
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.8000000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
45000.0000000000
PA
USD
45631.2900000000
0.0069425350
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
Suburban Propane Partners LP
JJAX4X60DE65EYFOTY73
Suburban Propane Partners LP
864482104
36176.0000000000
NS
USD
527807.8400000000
0.0803028893
Long
EC
CORP
US
N
1
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765K109
25185.0000000000
NS
USD
649773.0000000000
0.0988591781
Long
EC
CORP
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SunTrust Bank/Atlanta GA
86787GAJ1
200000.0000000000
PA
USD
214513.1600000000
0.0326369281
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.3000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
25000.0000000000
PA
USD
28233.2500000000
0.0042955246
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.5000000000
N
N
N
N
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies Inc
87305R109
52275.0000000000
NS
USD
604821.7500000000
0.0920201072
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
58205.0000000000
NS
USD
552365.4500000000
0.0840391866
Long
EC
CORP
CA
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
200000.0000000000
PA
USD
212319.5500000000
0.0323031831
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.3000000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CF7
35000.0000000000
PA
USD
39811.9500000000
0.0060571564
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.1300000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TEL5
120000.0000000000
PA
USD
124993.6800000000
0.0190170605
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
2.7000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
65000.0000000000
PA
USD
68169.6000000000
0.0103716077
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.4000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287A2
20000000.0000000000
PA
USD
20306872.0000000000
3.0895723210
Long
DBT
UST
US
N
2
2021-06-30
Fixed
1.6300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
15137250.0000000000
PA
USD
16248147.5000000000
2.4720610236
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
5000000.0000000000
PA
USD
5332126.0000000000
0.8112519201
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.7500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCZ5
227000.0000000000
PA
USD
313119.6100000000
0.0476393253
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.6700000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
100000.0000000000
PA
USD
110880.5000000000
0.0168698224
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.9500000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
140000.0000000000
PA
USD
157976.1800000000
0.0240351558
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.5000000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAH5
80000.0000000000
PA
USD
88901.4600000000
0.0135258394
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.7500000000
N
N
N
N
N
N
Vistra Energy Corp
549300KP43CPCUJOOG15
Vistra Energy Corp
92840M102
24025.0000000000
NS
USD
491071.0000000000
0.0747135930
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
135000.0000000000
PA
USD
143032.3700000000
0.0217615422
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
350000.0000000000
PA
USD
375193.7300000000
0.0570835411
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.0000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
150000.0000000000
PA
USD
155463.5100000000
0.0236528677
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.8800000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
2485000.0000000000
PA
USD
2391165.3600000000
0.3638018850
Long
DBT
US
N
2
2027-02-15
Fixed
2.7000000000
N
N
N
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
19943.0000000000
NS
USD
559600.5800000000
0.0851399695
Long
EC
CORP
US
N
1
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212B103
72470.0000000000
NS
USD
410904.9000000000
0.0625167877
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SP1O2ZKE1 CDS USD R F 5.00000 SP1O2ZKE1_FEE CCPCDX / Short: SP1O2ZKE1 CDS USD P V 03MEVENT SP1O2ZKE1_PRO CCPCDX
000000000
28500000.0000000000
OU
Notional Amount
USD
-525813.6000000000
-0.0799994772
N/A
DCR
US
N
2
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V4
Markit CDX.NA.HY.S33.V4
Y
sell protection
2024-12-20
0.000000000000
USD
1058662.370000000000
USD
28500000.0000000000
USD
-1584475.9700000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
-3.0000000000
NC
USD
-7694.2500000000
-0.0011706353
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
US Treasury Ultra Long Bond
2020-09-21
-646399.5000000000
USD
-7694.2500000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-16.0000000000
NC
USD
-13786.0000000000
-0.0020974596
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
US 10 Year Ultra Bond
2020-09-21
-2503464.0000000000
USD
-13786.0000000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-45.0000000000
NC
USD
-18165.2900000000
-0.0027637431
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
10 Year US Treasury Note
2020-09-21
-6239647.2100000000
USD
-18165.2900000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
iShares iBoxx High Yield Corporate Bond ETF
000000000
3000.0000000000
NC
USD
270000.0000000000
0.0410789277
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.0000000000
82.000000000000
USD
2020-06-19
XXXX
-74851.3000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
iShares iBoxx High Yield Corporate Bond ETF
000000000
5000.0000000000
NC
USD
57500.0000000000
0.0087482902
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.0000000000
75.000000000000
USD
2020-06-19
XXXX
-997907.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX JUN20 1350 CALL
000000000
300.0000000000
NC
USD
2481000.0000000000
0.3774697023
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Russell 2000 Index
Russell 2000 Index
100.0000000000
1350.000000000000
USD
2020-06-19
XXXX
1538091.8700000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
US BOND FUTR OPTN Jul20C 183
000000000
300.0000000000
NC
USD
168750.0000000000
0.0256743298
N/A
DIR
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US Treasury Long Bond Future
N/A
300000
NC
USD
168750
0.000000000000
DIR
US
Long
US Treasury Long Bond
US Treasury Long Bond
2020-09-21
300000.0000000000
N/A
1000.0000000000
183.000000000000
USD
2020-06-26
XXXX
-66300.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX JUN20 1225 CALL
000000000
-500.0000000000
NC
USD
-9232500.0000000000
-1.4046711110
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Russell 2000 Index
Russell 2000 Index
100.0000000000
1225.000000000000
USD
2020-06-19
XXXX
-5934619.8300000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ISHARES IBOXX HIGH YIELD CORPO JUN20 81 CALL
000000000
-5000.0000000000
NC
USD
-797500.0000000000
-0.1213349809
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.0000000000
81.000000000000
USD
2020-06-19
XXXX
-407668.8500000000
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
US BOND FUTR OPTN Jul20P 174
000000000
-200.0000000000
NC
USD
-96875.0000000000
-0.0147389671
N/A
DIR
US
N
1
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Put
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US Treasury Long Bond Future
N/A
-200000
NC
USD
-96875
0.000000000000
DIR
US
Short
US Treasury Long Bond
US Treasury Long Bond
2020-09-21
-200000.0000000000
N/A
1000.0000000000
174.000000000000
USD
2020-06-26
XXXX
105801.0000000000
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CAC000093 USD CALL MXN PUT JUN20 20 CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-983040.0000000000
-0.1495638114
N/A
DFE
US
N
2
Credit Agricole SA
969500TJ5KRTCJQWXH05
Call
Written
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
FX Contract
N/A
1
NC
USD
-983040
0.000000000000
DFE
XX
-10000000.0000000000
USD
-200000000.0000000000
MXN
2020-06-01
1.0000000000
20.000000000000
USD
2020-06-01
XXXX
-728040.0000000000
N
N
N
Aegis Capital Corp.
254900S6STN2SDK6LR76
HSC000099 GBP CALL USD PUT JUN20 1.32 CALL
000000000
33000000.0000000000
OU
Notional Amount
USD
33.0000000000
0.0000050208
N/A
DFE
US
N
2
Aegis Capital Corp.
254900S6STN2SDK6LR76
Call
Purchased
Aegis Capital Corp.
254900S6STN2SDK6LR76
Aegis Capital Corp.
254900S6STN2SDK6LR76
FX Contract
N/A
1
NC
USD
33
0.000000000000
DFE
XX
43560000.0000000000
GBP
33000000.0000000000
USD
2020-06-04
1.0000000000
1.320000000000
USD
2020-06-04
XXXX
-149967.0200000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BAP000270 USD PUT ZAR CALL JUN20 15.5 PUT
000000000
25000000.0000000000
OU
Notional Amount
USD
25.0000000000
0.0000038036
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
25
0.000000000000
DFE
XX
387500000.0000000000
ZAR
25000000.0000000000
USD
2020-06-10
1.0000000000
15.500000000000
USD
2020-06-10
XXXX
-376975.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPP000636 AUD PUT/USD CALL MAY20 0.635 PUT
000000000
-10000000.0000000000
OU
Notional Amount
USD
-10.0000000000
-0.0000015214
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-10
0.000000000000
DFE
XX
-10000000.0000000000
USD
-6350000.0000000000
AUD
2020-05-27
1.0000000000
0.635000000000
USD
2020-05-27
XXXX
70490.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000234 AUD CALL USD PUT MAY20 0.66 CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-19700.0000000000
-0.0029972403
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1
NC
USD
-19700
0.000000000000
DFE
XX
-10000000.0000000000
USD
-6600000.0000000000
AUD
2020-05-27
1.0000000000
0.660000000000
USD
2020-05-27
XXXX
65400.0000000000
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAP000603 USD PUT CAD CALL MAY20 1.375 PUT
000000000
-10000000.0000000000
OU
Notional Amount
USD
-10.0000000000
-0.0000015214
N/A
DFE
US
N
2
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Put
Written
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
FX Contract
N/A
1
NC
USD
-10
0.000000000000
DFE
XX
-10000000.0000000000
USD
-13750000.0000000000
CAD
2020-05-29
1.0000000000
1.375000000000
USD
2020-05-29
XXXX
28440.0000000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BNP000183 EUR PUT USD CALL JUL20 1.07 PUT
000000000
21400000.0000000000
OU
Notional Amount
USD
10058.0000000000
0.0015302661
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
10058
0.000000000000
DFE
XX
22898000.0000000000
USD
21400000.0000000000
EUR
2020-07-06
1.0000000000
1.070000000000
USD
2020-07-06
XXXX
-155742.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000259 NZD CALL USD PUT MAY20 0.615 CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-49590.0000000000
-0.0075448297
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1
NC
USD
-49590
0.000000000000
DFE
XX
-10000000.0000000000
NZD
-6150000.0000000000
USD
2020-05-27
1.0000000000
0.615000000000
USD
2020-05-27
XXXX
-10190.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPC000457 EUR CALL USD PUT JUL20 1.095 CALL
000000000
-10950000.0000000000
OU
Notional Amount
USD
-189818.2500000000
-0.0288797414
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-189818.25
0.000000000000
DFE
XX
-10950000.0000000000
EUR
-11990250.0000000000
USD
2020-07-06
1.0000000000
1.095000000000
USD
2020-07-06
XXXX
-105284.2500000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPC000465 NZD CALL USD PUT JUN20 0.62 CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-51950.0000000000
-0.0079038900
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-51950
0.000000000000
DFE
XX
-10000000.0000000000
NZD
-6200000.0000000000
USD
2020-06-03
1.0000000000
0.620000000000
USD
2020-06-03
XXXX
-21850.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPP000701 NZD PUT USD CALL JUN20 0.6025 PUT
000000000
-10000000.0000000000
OU
Notional Amount
USD
-1340.0000000000
-0.0002038732
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-1340
0.000000000000
DFE
XX
-10000000.0000000000
NZD
-6025000.0000000000
USD
2020-06-03
1.0000000000
0.602500000000
USD
2020-06-03
XXXX
37860.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPP000719 AUD PUT USD CALL JUN20 0.6475 PUT
000000000
-10000000.0000000000
OU
Notional Amount
USD
-2650.0000000000
-0.0004031821
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-2650
0.000000000000
DFE
XX
-10000000.0000000000
AUD
-6475000.0000000000
USD
2020-06-03
1.0000000000
0.647500000000
USD
2020-06-03
XXXX
36450.0000000000
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAP000629 USD PUT ZAR CALL JUN20 18 PUT
000000000
-12500000.0000000000
OU
Notional Amount
USD
-376225.0000000000
-0.0572404429
N/A
DFE
US
N
2
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Put
Written
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
FX Contract
N/A
1
NC
USD
-376225
0.000000000000
DFE
XX
-12500000.0000000000
USD
-225000000.0000000000
ZAR
2020-06-18
1.0000000000
18.000000000000
USD
2020-06-18
XXXX
-174850.0000000000
N
N
N
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
CAP000073 USD PUT MXN CALL JUN20 22.775 PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-498810.0000000000
-0.0758910368
N/A
DFE
US
N
2
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
Put
Written
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
FX Contract
N/A
1
NC
USD
-498810
0.000000000000
DFE
XX
-15000000.0000000000
USD
-341625000.0000000000
MXN
2020-06-18
1.0000000000
22.775000000000
USD
2020-06-18
XXXX
-372060.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPC000481 USD CALL ZAR PUT JUN20 18.2 CALL
000000000
-12500000.0000000000
OU
Notional Amount
USD
-61300.0000000000
-0.0093264380
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-61300
0.000000000000
DFE
XX
-12500000.0000000000
USD
-227500000.0000000000
ZAR
2020-06-18
1.0000000000
18.200000000000
USD
2020-06-18
XXXX
39700.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPP000727 USD PUT ZAR CALL AUG20 17.5 PUT
000000000
17500000.0000000000
OU
Notional Amount
USD
435785.0000000000
0.0663021500
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
435785
0.000000000000
DFE
XX
306250000.0000000000
ZAR
17500000.0000000000
USD
2020-08-24
1.0000000000
17.500000000000
USD
2020-08-24
XXXX
-48015.0000000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPC000507 NZD CALL USD PUT AUG20 0.65 CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-50270.0000000000
-0.0076482878
N/A
DFE
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1
NC
USD
-50270
0.000000000000
DFE
XX
-10000000.0000000000
NZD
-6500000.0000000000
USD
2020-08-31
1.0000000000
0.650000000000
USD
2020-08-31
XXXX
-570.0000000000
N
N
N
Mallinckrodt PLC
549300LMDE3RUP8Z3L60
Mallinckrodt PLC
000000000
6202.0000000000
NS
USD
17489.6400000000
0.0026609469
Long
EC
CORP
IE
N
1
N
N
N
2020-07-27
Federated Hermes Fixed Income Securities, Inc. f/k/a Federated Fixed Income Securities Inc
Stephen Van Meter
Federated Hermes Fixed Income Securities, Inc. f/k/a Federated Fixed Income Securities Inc
Chief Compliance Officer