0001145549-22-043927.txt : 20220726
0001145549-22-043927.hdr.sgml : 20220726
20220726122122
ACCESSION NUMBER: 0001145549-22-043927
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220726
DATE AS OF CHANGE: 20220726
PERIOD START: 20221130
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: 221105834
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
C000026760
C000026759
C000026758
C000062222
C000188116
C000177003
C000026757
Federated Hermes Fixed Income Securities, Inc.
811-06447
0000879569
254900OYMR6KVQBBZ575
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes Strategic Income Fund
S000009739
UIG5TTFLY6PZ0FC9OB90
2022-11-30
2022-05-31
N
1147645619.560000000000
17720681.940000000000
1129924937.620000000000
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
7748400.120000000000
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
175000.0000000000
PA
USD
148067.7300000000
0.0131042094
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.5500000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
150000.0000000000
PA
USD
145983.3300000000
0.0129197370
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.9500000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
135000.0000000000
PA
USD
133662.6300000000
0.0118293371
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
015271AY5
1680000.0000000000
PA
USD
1470259.5600000000
0.1301201090
Long
DBT
US
N
2
2034-03-15
Fixed
2.9500000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
100000.0000000000
PA
USD
77831.8900000000
0.0068882354
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
140000.0000000000
PA
USD
133009.5600000000
0.0117715395
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.5500000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAU7
80000.0000000000
PA
USD
75785.7800000000
0.0067071517
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.6300000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
100000.0000000000
PA
USD
70233.5800000000
0.0062157740
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.7000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
250000.0000000000
PA
USD
247598.4400000000
0.0219128220
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.1500000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
200000.0000000000
PA
USD
199621.6100000000
0.0176668028
Long
DBT
CORP
GB
Y
2
2024-09-11
Fixed
3.6300000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DK3
50000.0000000000
PA
USD
49447.1600000000
0.0043761456
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.0000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AP8
3390000.0000000000
PA
USD
2732292.1000000000
0.2418118239
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
150000.0000000000
PA
USD
151033.1400000000
0.0133666525
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
195000.0000000000
PA
USD
190778.9500000000
0.0168842145
Long
DBT
US
N
2
2027-05-15
Fixed
3.3500000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
80000.0000000000
PA
USD
79281.7300000000
0.0070165484
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
3.8500000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
50000.0000000000
PA
USD
35999.0000000000
0.0031859638
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.9800000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
100000.0000000000
PA
USD
90415.0600000000
0.0080018643
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.8800000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734107
33610.0000000000
NS
USD
326689.2000000000
0.0289124692
Long
EC
CORP
CA
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAZ8
520000.0000000000
PA
USD
487779.4000000000
0.0431691862
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
1.9600000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
50000.0000000000
PA
USD
43053.5100000000
0.0038102982
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.5000000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
70000.0000000000
PA
USD
69326.3900000000
0.0061354863
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.8000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
215000.0000000000
PA
USD
193370.1300000000
0.0171135377
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.6300000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
100000.0000000000
PA
USD
91680.4300000000
0.0081138514
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.2000000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
210000.0000000000
PA
USD
211410.6200000000
0.0187101473
Long
DBT
US
N
2
2028-12-01
Fixed
4.5000000000
N
N
N
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696104
11555.0000000000
NS
USD
702890.6500000000
0.0622068446
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
72000.0000000000
PA
USD
68405.4200000000
0.0060539791
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.1500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
60000.0000000000
PA
USD
51738.0800000000
0.0045788953
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.4200000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
3000.0000000000
PA
USD
2409.0100000000
0.0002132009
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.1900000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AQ6
25000.0000000000
PA
USD
25168.4300000000
0.0022274427
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.0000000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
195000.0000000000
PA
USD
190992.9400000000
0.0169031529
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
971806.6000000000
0.0860062972
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.7200000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
90000.0000000000
PA
USD
82990.5700000000
0.0073447861
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.7500000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
95000.0000000000
PA
USD
96006.0200000000
0.0084966724
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.9000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBB2
175000.0000000000
PA
USD
152546.7000000000
0.0135006048
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.6500000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
65000.0000000000
PA
USD
59794.9400000000
0.0052919391
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.3800000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAA0
75000.0000000000
PA
USD
64359.3200000000
0.0056958934
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.3000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
275000.0000000000
PA
USD
235696.5900000000
0.0208594909
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.5600000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
150000.0000000000
PA
USD
122253.0000000000
0.0108195683
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.8500000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
200000.0000000000
PA
USD
204216.6500000000
0.0180734705
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.9500000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
30000.0000000000
PA
USD
25300.0600000000
0.0022390921
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.4500000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBD9
100000.0000000000
PA
USD
102136.3500000000
0.0090392155
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
140000.0000000000
PA
USD
141174.8000000000
0.0124941751
Long
DBT
US
N
2
2049-02-15
Fixed
5.2000000000
N
N
N
N
N
N
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
PURCHASED GBP / SOLD USD
000000000
1.0000000000
NC
-638835.6000000000
-0.0565378795
N/A
DFE
GB
N
2
Credit Agricole CIB
1VUV7VQFKUOQSJ21A208
19542039.0000000000
USD
15000000.0000000000
GBP
2022-06-27
-638835.6000000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CNY / SOLD USD
000000000
1.0000000000
NC
18.0900000000
0.0000016010
N/A
DFE
CN
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2534.9300000000
USD
17000.0000000000
CNY
2022-06-16
18.0900000000
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
102036.0000000000
NS
USD
1229533.8000000000
0.1088155292
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
50000.0000000000
PA
USD
52853.0300000000
0.0046775700
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBF7
30000.0000000000
PA
USD
26804.8600000000
0.0023722691
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.1000000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
200000.0000000000
PA
USD
200007.4200000000
0.0177009475
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.2500000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K25 Mortgage Trust
30261NAE0
1000000.0000000000
PA
USD
1000910.3000000000
0.0885820170
Long
ABS-MBS
USGSE
US
Y
2
2045-11-25
Variable
3.6000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCJK1
800000.0000000000
PA
USD
801506.8000000000
0.0709345173
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.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUH2
689706.0500000000
PA
USD
633206.3000000000
0.0560396783
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
1.5400000000
N
N
N
N
N
N
Federated Core Trust - Federated Bank Loan Core Fund
549300FJK5JF0KIC2N83
FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND
31409N804
1297103.3230000000
NS
USD
11777698.1700000000
1.0423434140
Long
EC
RF
US
N
1
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
35000.0000000000
PA
USD
29411.6300000000
0.0026029720
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.4000000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2022-A
34528LAH8
3000000.0000000000
PA
USD
2990928.6000000000
0.2647015302
Long
ABS-O
CORP
US
N
2
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
15255.0000000000
NS
USD
759851.5500000000
0.0672479671
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
350000.0000000000
PA
USD
340734.1700000000
0.0301554695
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.8100000000
N
N
N
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
45728.0000000000
NS
USD
1017905.2800000000
0.0900860974
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
170000.0000000000
PA
USD
173533.5800000000
0.0153579742
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.6000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
120000.0000000000
PA
USD
114339.7800000000
0.0101192368
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
59606.2600000000
0.0052752407
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.3800000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
525000.0000000000
PA
USD
458384.2300000000
0.0405676709
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.5800000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
55000.0000000000
PA
USD
52177.8700000000
0.0046178174
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.8200000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WAC5
7266069.5900000000
PA
USD
6640222.6700000000
0.5876693618
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Variable
3.0000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAC6
4878488.7100000000
PA
USD
4275156.7400000000
0.3783575880
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Kansas City Power & Light Co
485134BR0
140000.0000000000
PA
USD
134857.9100000000
0.0119351211
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.2000000000
N
N
N
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings Inc
50060P106
27490.0000000000
NS
USD
744979.0000000000
0.0659317248
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
100000.0000000000
PA
USD
87985.2200000000
0.0077868199
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.3800000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
75000.0000000000
PA
USD
70411.0200000000
0.0062314777
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.4500000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD RICI ESCROW
524ESC886
40000.0000000000
NS
USD
400.0000000000
0.0000354006
Long
EC
CORP
US
N
3
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
100000.0000000000
PA
USD
97279.9700000000
0.0086094188
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.3800000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
65000.0000000000
PA
USD
54011.9600000000
0.0047801370
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
90000.0000000000
PA
USD
82883.0000000000
0.0073352660
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.3500000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
1645000.0000000000
PA
USD
1489169.9900000000
0.1317937095
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.0500000000
N
N
N
N
N
N
Federated Hermes Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
48919825.0840000000
NS
USD
48905149.1400000000
4.3281768117
Long
EC
RF
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63942KAA2
1851737.8400000000
PA
USD
1760064.6900000000
0.1557682844
Long
ABS-O
CORP
US
Y
2
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
100000.0000000000
PA
USD
99581.0200000000
0.0088130651
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.5500000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AW4
75000.0000000000
PA
USD
73119.5800000000
0.0064711892
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.4000000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAA0
160000.0000000000
PA
USD
160688.2800000000
0.0142211464
Long
DBT
US
N
2
2027-03-15
Fixed
4.3000000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
40000.0000000000
PA
USD
32278.2200000000
0.0028566694
Long
DBT
US
N
2
2032-04-01
Fixed
2.7500000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
2256.0000000000
NS
USD
627032.6400000000
0.0554933004
Long
EC
CORP
US
N
1
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FH7
150000.0000000000
PA
USD
144354.5900000000
0.0127755911
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.0000000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
55000.0000000000
PA
USD
49021.0000000000
0.0043384298
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.3800000000
N
N
N
N
N
N
Red Rock Resorts Inc
N/A
Red Rock Resorts, Inc. Class A
75700L108
18680.0000000000
NS
USD
723476.4000000000
0.0640287134
Long
EC
CORP
US
N
1
N
N
N
REG DIVERSIFIED FUNDING
54930070N77H6NE83R38
Regional Diversified Funding 2005-1 Ltd
75902AAA6
60684.6900000000
PA
USD
25487.5700000000
0.0022556870
Long
DBT
CORP
KY
Y
3
2030-03-15
Fixed
9.2500000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AL0
100000.0000000000
PA
USD
81401.8600000000
0.0072041830
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.7500000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
50000.0000000000
PA
USD
45872.3500000000
0.0040597697
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.2000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CG5
75000.0000000000
PA
USD
69526.1700000000
0.0061531671
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.7500000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
25000.0000000000
PA
USD
22526.9400000000
0.0019936669
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.8000000000
N
N
N
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
115000.0000000000
PA
USD
115224.7700000000
0.0101975597
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.9000000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
200000.0000000000
PA
USD
202441.8400000000
0.0179163972
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.3000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
100000.0000000000
PA
USD
81748.1300000000
0.0072348284
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.3800000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
80000.0000000000
PA
USD
79552.4100000000
0.0070405040
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.2500000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AF8
90000.0000000000
PA
USD
86349.0800000000
0.0076420191
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
5.0000000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
34640.0000000000
NS
USD
913456.8000000000
0.0808422551
Long
EC
CORP
US
N
1
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
65000.0000000000
PA
USD
58086.6000000000
0.0051407486
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.8000000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
135000.0000000000
PA
USD
137491.1500000000
0.0121681667
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAE9
40000.0000000000
PA
USD
40502.0400000000
0.0035844894
Long
DBT
US
N
2
2026-10-01
Fixed
4.2500000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAP9
5000000.0000000000
PA
USD
4320907.0000000000
0.3824065525
Long
DBT
US
N
2
2032-01-15
Fixed
2.7500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP22
000000000
-10.0000000000
NC
USD
7008.7500000000
0.0006202846
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
Ultra 10-Year US Treasury Note Futures
2022-09-21
-1291852.5000000000
USD
7008.7500000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP22
000000000
50.0000000000
NC
USD
-12492.2000000000
-0.0011055779
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
CBOT 2 Year US Treasury Note Future
2022-09-30
10567570.3000000000
USD
-12492.2000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US 10YR FUT OPTN JUL22P 118
000000000
800.0000000000
NC
USD
300000.0000000000
0.0265504362
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
800
NC
USD
300000
0.000000000000
DIR
US
Long
CBOT 10 Year US Treasury Note
CBOT 10 Year US Treasury Note
2022-09-21
800.00
N/A
1000.00
118.000000000000
USD
2022-06-24
XXXX
-364440.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US 10YR FUT OPTN JUL22C 120
000000000
-400.0000000000
NC
USD
-250000.0000000000
-0.0221253635
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
-400
NC
USD
-250000
0.000000000000
DIR
US
Short
CBOT 10 Year US Treasury Note
CBOT 10 Year US Treasury Note
2022-09-21
400.00
N/A
1000.00
120.000000000000
USD
2022-06-24
XXXX
23368.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
-400.0000000000
NC
USD
-534000.0000000000
-0.0472597765
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Russell 1000 Index
Russell 1000 Index
100.00
1950.000000000000
USD
2022-06-17
XXXX
104380.3400000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US BOND FUTR OPTN JUL22C 142
000000000
-250.0000000000
NC
USD
-214843.7500000000
-0.0190139843
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT US Long Bond Future
N/A
-250
NC
USD
-214843.75
0.000000000000
DIR
US
Short
CBOT US Long Bond
CBOT US Long Bond
2022-09-21
250.00
N/A
1000.00
142.000000000000
USD
2022-06-24
XXXX
216191.2500000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
300.0000000000
NC
USD
2433000.0000000000
0.2153240378
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Russell 2000 Index
Russell 2000 Index
100.00
1850.000000000000
USD
2022-07-15
XXXX
1354795.2400000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000747 AUD CALL USD PUT
000000000
20000000.0000000000
OU
Notional Amount
USD
28280.0000000000
0.0025028211
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1
NC
USD
28280
0.000000000000
DFE
AU
15200000.0000000000
USD
20000000.0000000000
AUD
2022-07-21
1.00
0.760000000000
USD
2022-07-21
XXXX
-146200.0000000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BYP000957 USD PUT MXN CALL
000000000
-15000000.0000000000
OU
Notional Amount
USD
-97260.0000000000
-0.0086076514
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Written
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-97260
0.000000000000
DFE
MX
-15000000.0000000000
USD
-292500000.0000000000
MXN
2022-07-05
1.00
19.500000000000
USD
2022-07-05
XXXX
27090.0000000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BYP000965 USD PUT ZAR CALL
000000000
-15000000.0000000000
OU
Notional Amount
USD
-885.0000000000
-0.0000783238
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Written
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-885
0.000000000000
DFE
ZA
-15000000.0000000000
USD
-210000000.0000000000
ZAR
2022-07-05
1.00
14.000000000000
USD
2022-07-05
XXXX
135465.0000000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BYC000878 USD CALL JPY PUT
000000000
40000000.0000000000
OU
Notional Amount
USD
40840.0000000000
0.0036143994
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
40840
0.000000000000
DFE
US
5400000000.0000000000
JPY
40000000.0000000000
USD
2022-07-08
1.00
135.000000000000
USD
2022-07-08
XXXX
-127160.0000000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAC000821 AUD CALL USD PUT
000000000
15000000.0000000000
OU
Notional Amount
USD
76110.0000000000
0.0067358457
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Call
Purchased
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1
NC
USD
76110
0.000000000000
DFE
AU
10950000.0000000000
USD
15000000.0000000000
AUD
2022-06-28
1.00
0.730000000000
USD
2022-06-28
XXXX
-50385.0000000000
N
N
N
Capital Securities Corp.
5493004ZN3KE1X17MG42
BNP000233 USD PUT JPY CALL
000000000
-30000000.0000000000
OU
Notional Amount
USD
-29580.0000000000
-0.0026178730
N/A
DFE
US
N
2
Capital Securities Corp.
5493004ZN3KE1X17MG42
Put
Written
Capital Securities Corp.
5493004ZN3KE1X17MG42
Capital Securities Corp.
5493004ZN3KE1X17MG42
FX Contract
N/A
1
NC
USD
-29580
0.000000000000
DFE
JP
-30000000.0000000000
USD
-3720000000.0000000000
JPY
2022-06-21
1.00
124.000000000000
USD
2022-06-21
XXXX
105784.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000846 GBP CALL USD PUT
000000000
-19125000.0000000000
OU
Notional Amount
USD
-75524.6300000000
-0.0066840396
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
-75524.63
0.000000000000
DFE
US
-19125000.0000000000
GBP
-24384375.0000000000
USD
2022-06-21
1.00
1.275000000000
USD
2022-06-21
XXXX
9285.3700000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HYG 220520C78XOTC
000000000
-15000.0000000000
NC
USD
-2258671.5000000000
-0.1998957121
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00
78.000000000000
USD
2022-06-17
XXXX
-1733671.5000000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAP000728 USD PUT CAD CALL
000000000
-25000000.0000000000
OU
Notional Amount
USD
-212550.0000000000
-0.0188109841
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1
NC
USD
-212550
0.000000000000
DFE
CA
-25000000.0000000000
USD
-31750000.0000000000
CAD
2022-06-17
1.00
1.270000000000
USD
2022-06-17
XXXX
-127325.0000000000
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
000000000
108875.0000000000
NS
USD
657605.0000000000
0.0581989987
Long
EC
CORP
LU
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
100000.0000000000
PA
USD
89629.2400000000
0.0079323181
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.7500000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
160000.0000000000
PA
USD
150187.6100000000
0.0132918219
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.9000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
110000.0000000000
PA
USD
109454.4500000000
0.0096868780
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
35000.0000000000
PA
USD
26108.3800000000
0.0023106296
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.9000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
80000.0000000000
PA
USD
64598.6900000000
0.0057170780
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.4500000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
65000.0000000000
PA
USD
59560.3000000000
0.0052711732
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.9500000000
N
N
N
N
N
N
American Axle & Manufacturing Holdings Inc
N/A
American Axle & Manufacturing Holdings Inc
024061103
47063.0000000000
NS
USD
381680.9300000000
0.0337793173
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
60000.0000000000
PA
USD
60828.5800000000
0.0053834178
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.7000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
50000.0000000000
PA
USD
47702.4900000000
0.0042217397
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.6000000000
N
N
N
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329WAM4
45000.0000000000
PA
USD
45740.2800000000
0.0040480813
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.5000000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAS1
25000.0000000000
PA
USD
20085.8300000000
0.0017776252
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.4000000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
500000.0000000000
PA
USD
507443.0500000000
0.0449094478
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Variable
4.4100000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
250000.0000000000
PA
USD
251348.3300000000
0.0222446927
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
06051GJT7
350000.0000000000
PA
USD
305404.6100000000
0.0270287521
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.6900000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK12
06541KBA5
810000.0000000000
PA
USD
815909.9200000000
0.0722092143
Long
ABS-MBS
CORP
US
N
2
2061-05-15
Variable
4.2600000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
345000.0000000000
PA
USD
323906.8700000000
0.0286662290
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.3900000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B11 Mortgage Trust
08162BBE1
675000.0000000000
PA
USD
651766.2300000000
0.0576822591
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.5400000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
90000.0000000000
PA
USD
76137.6500000000
0.0067382927
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.2500000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
25000.0000000000
PA
USD
20974.7300000000
0.0018562941
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.8800000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
8150.0000000000
NS
USD
478975.5000000000
0.0423900282
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
24000.0000000000
PA
USD
23703.9600000000
0.0020978349
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.4000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
125000.0000000000
PA
USD
127584.3400000000
0.0112913996
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.0500000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
75000.0000000000
PA
USD
74246.3600000000
0.0065709108
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.6300000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
35000.0000000000
PA
USD
30987.6000000000
0.0027424477
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.7200000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
5225000.0000000000
PA
USD
4492246.0000000000
0.3975703032
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.6300000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAM1
75000.0000000000
PA
USD
75308.4400000000
0.0066649064
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.2500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
270000.0000000000
PA
USD
266390.7600000000
0.0235759696
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
200000.0000000000
PA
USD
195630.7800000000
0.0173136085
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.1500000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
Compass Bank
20453KAA3
200000.0000000000
PA
USD
200915.0700000000
0.0177812758
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.8800000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CNY
000000000
1.0000000000
NC
523250.6800000000
0.0463084460
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
96397500.0000000000
CNY
15000000.0000000000
USD
2022-06-16
523250.6800000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CNY
000000000
1.0000000000
NC
86.8900000000
0.0000076899
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
17000.0000000000
CNY
2639.9100000000
USD
2022-06-16
86.8900000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.0000000000
NC
103106.8200000000
0.0091251035
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10000000.0000000000
USD
1300148300.0000000000
JPY
2022-06-13
103106.8200000000
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUU1
100000.0000000000
PA
USD
98380.3900000000
0.0087068076
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.4500000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
8608.0000000000
NS
USD
644739.2000000000
0.0570603567
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
300000.0000000000
PA
USD
271780.8900000000
0.0240530040
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.6500000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AA8
65000.0000000000
PA
USD
54215.5900000000
0.0047981585
Long
DBT
CORP
US
Y
2
2049-11-15
Fixed
3.9000000000
N
N
N
N
N
N
Enviva Inc
549300WH5VXDEFM5KR81
Enviva Inc
29415B103
16370.0000000000
NS
USD
1275059.3000000000
0.1128446021
Long
EC
CORP
US
N
1
N
N
N
Federated Core Trust - High Yield Bond Portfolio
549300FJ1PZWFDNRP685
FED HIGH YLD BOND PORT
000000000
71298332.6000000000
NS
USD
404974529.1700000000
35.8408347039
Long
EC
RF
US
N
1
N
N
N
Federated Core Trust - Federated Mortgage Core Portfolio
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
25938309.1640000000
NS
USD
233444782.4800000000
20.6602027009
Long
EC
RF
US
N
1
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
40000.0000000000
PA
USD
34120.0200000000
0.0030196714
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.5500000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
110000.0000000000
PA
USD
102974.5300000000
0.0091133956
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
1000000.0000000000
PA
USD
967991.8000000000
0.0856686819
Long
ABS-MBS
CORP
US
Y
2
2036-12-10
Fixed
3.4500000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
100000.0000000000
PA
USD
90952.6700000000
0.0080494435
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.2000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
75000.0000000000
PA
USD
68048.3100000000
0.0060223744
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.6300000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BH0
55000.0000000000
PA
USD
40258.1800000000
0.0035629075
Long
DBT
CORP
US
Y
2
2051-09-23
Fixed
3.3800000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
100000.0000000000
PA
USD
86277.2500000000
0.0076356621
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.6200000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
150000.0000000000
PA
USD
112379.6800000000
0.0099457651
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.5000000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2022-1 Trust
43730NAC0
2280000.0000000000
PA
USD
2263032.7000000000
0.2002816846
Long
ABS-O
CORP
US
Y
2
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
3000000.0000000000
PA
USD
2820424.1400000000
0.2496116376
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.0000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UAC9
3933223.1700000000
PA
USD
3446793.9900000000
0.3050462801
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
100000.0000000000
PA
USD
106229.0400000000
0.0094014245
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.3800000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
50000.0000000000
PA
USD
48387.2100000000
0.0042823384
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
125000.0000000000
PA
USD
125530.0200000000
0.0111095893
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
35000.0000000000
PA
USD
34822.5200000000
0.0030818437
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
35000.0000000000
PA
USD
30884.1200000000
0.0027332895
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.5000000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
150000.0000000000
PA
USD
151981.2000000000
0.0134505572
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.3000000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
20695.0000000000
NS
USD
952797.8000000000
0.0843239908
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
100000.0000000000
PA
USD
103345.7900000000
0.0091462527
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
110049.1100000000
0.0097395063
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.9500000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
65000.0000000000
PA
USD
58059.0700000000
0.0051383121
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.3800000000
N
N
N
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
56186.0000000000
NS
USD
924259.7000000000
0.0817983274
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBN4
200000.0000000000
PA
USD
187438.7500000000
0.0165886019
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.2500000000
N
N
N
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
180000.0000000000
PA
USD
156580.3900000000
0.0138575922
Long
DBT
CORP
US
Y
2
2067-10-24
Fixed
4.3000000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
170000.0000000000
PA
USD
155875.1600000000
0.0137951783
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3000000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
85000.0000000000
PA
USD
73310.5200000000
0.0064880876
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.9000000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
100000.0000000000
PA
USD
104944.2100000000
0.0092877152
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.0000000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BZ3
150000.0000000000
PA
USD
139459.4400000000
0.0123423632
Long
DBT
CORP
CA
Y
2
2042-03-15
Fixed
4.5000000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKS7
2310000.0000000000
PA
USD
2118076.7700000000
0.1874528740
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.7500000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFS6
85000.0000000000
PA
USD
86688.6000000000
0.0076720672
Long
DBT
CORP
US
N
2
2058-08-15
Fixed
5.3000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
40000.0000000000
PA
USD
32935.0100000000
0.0029147963
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.8500000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-E
78450MAA0
2114399.9600000000
PA
USD
2013387.2500000000
0.1781876993
Long
ABS-O
CORP
US
Y
2
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
90000.0000000000
PA
USD
77598.7700000000
0.0068676040
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.0000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
100000.0000000000
PA
USD
93229.5300000000
0.0082509490
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.7000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
90000.0000000000
PA
USD
90431.0800000000
0.0080032821
Long
DBT
US
N
2
2027-01-15
Fixed
3.9500000000
N
N
N
N
N
N
Suburban Propane Partners LP
JJAX4X60DE65EYFOTY73
Suburban Propane Partners LP
864482104
59996.0000000000
NS
USD
1022931.8000000000
0.0905309517
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
155000.0000000000
PA
USD
152930.8600000000
0.0135346035
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.3000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACP8
100000.0000000000
PA
USD
86541.5900000000
0.0076590566
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.7000000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
720000.0000000000
PA
USD
682521.1800000000
0.0604041169
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2000000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAH9
50000.0000000000
PA
USD
47651.8700000000
0.0042172598
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.5500000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
20000.0000000000
PA
USD
18098.4400000000
0.0016017383
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5000000000
N
N
N
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
18260.0000000000
NS
USD
758520.4000000000
0.0671301584
Long
EC
CORP
CA
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
100000.0000000000
PA
USD
95815.1400000000
0.0084797792
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.2200000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
50000.0000000000
PA
USD
44069.1200000000
0.0039001812
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.1000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
1435000.0000000000
PA
USD
1400338.7100000000
0.1239320121
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.0300000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Total System Services Inc
891906AC3
80000.0000000000
PA
USD
82003.5100000000
0.0072574299
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.8000000000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
14745.0000000000
NS
USD
488354.4000000000
0.0432200745
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
200000.0000000000
PA
USD
203671.6400000000
0.0180252363
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
235000.0000000000
PA
USD
241360.0600000000
0.0213607163
Long
DBT
US
N
2
2024-02-15
Fixed
5.0000000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
250000.0000000000
PA
USD
249787.5700000000
0.0221065632
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9000000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
60000.0000000000
PA
USD
53850.6900000000
0.0047658644
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.8500000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
20000.0000000000
PA
USD
19540.6700000000
0.0017293777
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
90000.0000000000
PA
USD
75727.1400000000
0.0067019620
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.3000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
11000000.0000000000
PA
USD
9461109.9000000000
0.8373219835
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
7000000.0000000000
PA
USD
6592489.4000000000
0.5834448980
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.5000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
30000.0000000000
PA
USD
21850.9200000000
0.0019338382
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.9500000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
55000.0000000000
PA
USD
54260.2200000000
0.0048021084
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDH1
20000000.0000000000
PA
USD
19095348.0000000000
1.6899660645
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.7500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDX6
20734400.0000000000
PA
USD
20608027.9800000000
1.8238404423
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.1300000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
155000.0000000000
PA
USD
142887.5300000000
0.0126457542
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.6700000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
50000.0000000000
PA
USD
35497.4300000000
0.0031415742
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.8500000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
150000.0000000000
PA
USD
138006.0000000000
0.0122137317
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.7500000000
N
N
N
N
N
N
Compass Minerals International Inc
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
7575.0000000000
NS
USD
340344.7500000000
0.0301210053
Long
EC
CORP
US
N
1
N
N
N
Urban One Inc
549300PLGIGPBRQUP240
Urban One Inc
91705J204
114913.0000000000
NS
USD
752680.1500000000
0.0666132877
Long
EC
CORP
US
N
1
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
45000.0000000000
PA
USD
37626.3000000000
0.0033299823
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.7000000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CNY / SOLD USD
000000000
1.0000000000
NC
-520998.0100000000
-0.0461090815
N/A
DFE
CN
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
15000000.0000000000
USD
96412500.0000000000
CNY
2022-06-16
-520998.0100000000
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
45000.0000000000
PA
USD
41221.6100000000
0.0036481724
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
65000.0000000000
PA
USD
55031.4900000000
0.0048703669
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.5500000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAC1
40000.0000000000
PA
USD
36133.9400000000
0.0031979062
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.9500000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
25000.0000000000
PA
USD
21123.3800000000
0.0018694498
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.9500000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
55000.0000000000
PA
USD
49138.4800000000
0.0043488269
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.2000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
225000.0000000000
PA
USD
217250.9200000000
0.0192270223
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
275000.0000000000
PA
USD
250470.3800000000
0.0221669928
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.8800000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAL8
115000.0000000000
PA
USD
100470.0800000000
0.0088917482
Long
DBT
US
N
2
2031-01-15
Fixed
2.7500000000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WestRock Co
96145D105
17148.0000000000
NS
USD
831506.5200000000
0.0735895361
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
80000.0000000000
PA
USD
69693.1800000000
0.0061679478
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
110000.0000000000
PA
USD
100852.5100000000
0.0089255938
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.4500000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAY1
80000.0000000000
PA
USD
68007.4500000000
0.0060187582
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.9500000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAR3
80000.0000000000
PA
USD
77519.1500000000
0.0068605575
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
3.3000000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
20970.0000000000
NS
USD
628890.3000000000
0.0556577060
Long
EC
CORP
US
N
1
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
55000.0000000000
PA
USD
54493.2000000000
0.0048227274
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.2000000000
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
31562QAF4
200000.0000000000
PA
USD
203119.0000000000
0.0179763269
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.2500000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CV0
100000.0000000000
PA
USD
98991.7700000000
0.0087609156
Long
DBT
CORP
US
N
2
2028-03-14
Fixed
3.9500000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
50000.0000000000
PA
USD
48734.2400000000
0.0043130511
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAC5
140000.0000000000
PA
USD
114158.8300000000
0.0101032225
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.6500000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-PJ3
362924AE2
3939219.8900000000
PA
USD
3452049.0800000000
0.3055113632
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
50000.0000000000
PA
USD
46385.9800000000
0.0041052267
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.4000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
1500000.0000000000
PA
USD
1362709.0200000000
0.1206017298
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.3500000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
3000000.0000000000
PA
USD
2729879.6400000000
0.2415983177
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.1500000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CB6
60000.0000000000
PA
USD
55669.0100000000
0.0049267883
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.7000000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
160000.0000000000
PA
USD
153451.6400000000
0.0135806933
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.4800000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
50000.0000000000
PA
USD
47838.6100000000
0.0042337865
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.8000000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
45915.0000000000
NS
USD
541797.0000000000
0.0479498223
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
65000.0000000000
PA
USD
56338.4500000000
0.0049860347
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.2500000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SPES02HF4 CDS USD R F 5.00000 SPES02HF4_FEE CCPCDX / Short: SPES02HF4 CDS USD P V 03MEVENT SPES02HF4_PRO CCPCDX
000000000
10000000.0000000000
OU
Notional Amount
USD
274418.0000000000
0.0242863920
N/A
DCR
US
N
2
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S37
CDX.NA.HY.S37
Y
sell protection
2026-12-20
0.000000000000
USD
645689.940000000000
USD
10000000.0000000000
USD
-371271.9400000000
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
90000.0000000000
PA
USD
79313.6000000000
0.0070193689
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.8300000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
100000.0000000000
PA
USD
89364.6900000000
0.0079089050
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.9600000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
75000.0000000000
PA
USD
75848.3400000000
0.0067126884
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.1500000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
1960.0000000000
NS
USD
276281.6000000000
0.0244513233
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
150000.0000000000
PA
USD
138462.2600000000
0.0122541113
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.9500000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AM8
50000.0000000000
PA
USD
49330.5300000000
0.0043658236
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.2000000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
150000.0000000000
PA
USD
143323.0800000000
0.0126843010
Long
DBT
CORP
US
Y
2
2077-04-01
Fixed
4.9000000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
30000.0000000000
PA
USD
30054.8100000000
0.0026598944
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.1900000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
100000.0000000000
PA
USD
82451.3500000000
0.0072970644
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.9300000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
250000.0000000000
PA
USD
247541.6600000000
0.0219077969
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.6300000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP22
000000000
15.0000000000
NC
USD
-9175.8700000000
-0.0008120778
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
CBOT 10 Year US Treasury Note
2022-09-21
1800972.7500000000
USD
-9175.8700000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
ISHARES IBOXX HIGH YIELD CORPO
000000000
7500.0000000000
NC
USD
1976250.0000000000
0.1749009987
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00
77.000000000000
USD
2022-07-15
XXXX
1360976.3700000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
200000.0000000000
PA
USD
169048.3700000000
0.0149610266
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.2400000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
90000.0000000000
PA
USD
82001.9100000000
0.0072572883
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.5900000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEW8
30000.0000000000
PA
USD
27115.8800000000
0.0023997948
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.0000000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
150000.0000000000
PA
USD
148910.1200000000
0.0131787621
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.8800000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
85000.0000000000
PA
USD
82498.9200000000
0.0073012744
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.2500000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AV5
50000.0000000000
PA
USD
47293.0500000000
0.0041855037
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.2000000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BYC000852 USD CALL ZAR PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-395610.0000000000
-0.0350120603
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Written
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-395610
0.000000000000
DFE
ZA
-15000000.0000000000
USD
-232500000.0000000000
ZAR
2022-07-05
1.00
15.500000000000
USD
2022-07-05
XXXX
-179760.0000000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAP000686 USD PUT JPY CALL
000000000
30000000.0000000000
OU
Notional Amount
USD
8970.0000000000
0.0007938580
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1
NC
USD
8970
0.000000000000
DFE
US
3570000000.0000000000
JPY
30000000.0000000000
USD
2022-07-08
1.00
119.000000000000
USD
2022-07-08
XXXX
-148560.0000000000
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
75000.0000000000
PA
USD
54350.0300000000
0.0048100567
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.6000000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAS1
50000.0000000000
PA
USD
42484.7300000000
0.0037599604
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.1300000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000820 USD CALL CAD PUT
000000000
-25000000.0000000000
OU
Notional Amount
USD
-30825.0000000000
-0.0027280573
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
-30825
0.000000000000
DFE
CA
-25000000.0000000000
USD
-32250000.0000000000
CAD
2022-06-17
1.00
1.290000000000
USD
2022-06-17
XXXX
115925.0000000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAP000694 USD PUT NOK CALL
000000000
10000000.0000000000
OU
Notional Amount
USD
78500.0000000000
0.0069473641
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1
NC
USD
78500
0.000000000000
DFE
US
92500000.0000000000
NOK
10000000.0000000000
USD
2022-06-28
1.00
9.250000000000
USD
2022-06-28
XXXX
-103040.0000000000
N
N
N
Science Applications International Corp
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
9150.0000000000
NS
USD
792024.0000000000
0.0700952757
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
200000.0000000000
PA
USD
238355.0000000000
0.0210947641
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.7500000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
75000.0000000000
PA
USD
69120.2000000000
0.0061172382
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.4500000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
60000.0000000000
PA
USD
46082.3000000000
0.0040783506
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.3000000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAP000702 USD PUT NOK CALL
000000000
-30000000.0000000000
OU
Notional Amount
USD
-9120.0000000000
-0.0008071333
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1
NC
USD
-9120
0.000000000000
DFE
NO
-30000000.0000000000
USD
-262500000.0000000000
NOK
2022-06-28
1.00
8.750000000000
USD
2022-06-28
XXXX
80970.0000000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
BYP000981 NZD PUT USD CALL
000000000
-15000000.0000000000
OU
Notional Amount
USD
-100380.0000000000
-0.0088837760
N/A
DFE
US
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Put
Written
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
FX Contract
N/A
1
NC
USD
-100380
0.000000000000
DFE
US
-15000000.0000000000
NZD
-9637500.0000000000
USD
2022-06-28
1.00
0.642500000000
USD
2022-06-28
XXXX
138720.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000853 GBP CALL USD PUT
000000000
-19350000.0000000000
OU
Notional Amount
USD
-87500.7000000000
-0.0077439392
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
-87500.7
0.000000000000
DFE
US
-19350000.0000000000
GBP
-24961500.0000000000
USD
2022-07-21
1.00
1.290000000000
USD
2022-07-21
XXXX
5499.3000000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BYC000894 AUD CALL USD PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-111000.0000000000
-0.0098236614
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Written
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-111000
0.000000000000
DFE
US
-15000000.0000000000
AUD
-10875000.0000000000
USD
2022-06-28
1.00
0.725000000000
USD
2022-06-28
XXXX
-11910.0000000000
N
N
N
Townsquare Media Inc
549300XBA8C68H0DR538
Townsquare Media Inc
892231101
76295.0000000000
NS
USD
751505.7500000000
0.0665093516
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
65000.0000000000
PA
USD
58714.8900000000
0.0051963531
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
91282CBX8
10000000.0000000000
PA
USD
9821688.0000000000
0.8692336697
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.1300000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds - When Issued
91282CCM1
7505680.0000000000
PA
USD
7479394.3600000000
0.6619372766
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.1300000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
160000.0000000000
PA
USD
155938.9000000000
0.0138008194
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.0000000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBE9
2185000.0000000000
PA
USD
1825342.2000000000
0.1615454389
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.0000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
50000.0000000000
PA
USD
48546.1200000000
0.0042964022
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.0000000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
100000.0000000000
PA
USD
93751.1500000000
0.0082971131
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.2000000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAH5
120000.0000000000
PA
USD
117040.3400000000
0.0103582403
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.7500000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
45000.0000000000
PA
USD
40383.6400000000
0.0035740109
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.4000000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
45000.0000000000
PA
USD
36592.4900000000
0.0032384886
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.2000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP22
000000000
-2.0000000000
NC
USD
386.1300000000
0.0000341731
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
CME Ultra Long Term US Treasury Bond Future
2022-09-21
-311886.1300000000
USD
386.1300000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US BOND FUTR OPTN JUL22P 139
000000000
250.0000000000
NC
USD
406250.0000000000
0.0359537157
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT US Long Bond Future
N/A
250
NC
USD
406250
0.000000000000
DIR
US
Long
CBOT US Long Bond
CBOT US Long Bond
2022-09-21
250.00
N/A
1000.00
139.000000000000
USD
2022-06-24
XXXX
-39307.5000000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BYC000860 USD CALL MXN PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-67830.0000000000
-0.0060030536
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Written
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-67830
0.000000000000
DFE
MX
-15000000.0000000000
USD
-307500000.0000000000
MXN
2022-07-05
1.00
20.500000000000
USD
2022-07-05
XXXX
176370.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000838 USD CALL CAD PUT
000000000
-25000000.0000000000
OU
Notional Amount
USD
-7875.0000000000
-0.0006969490
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
-7875
0.000000000000
DFE
CA
-25000000.0000000000
USD
-32750000.0000000000
CAD
2022-06-17
1.00
1.310000000000
USD
2022-06-17
XXXX
66375.0000000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAC00813 USD CALL NOK PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-50475.0000000000
-0.0044671109
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Call
Written
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1
NC
USD
-50475
0.000000000000
DFE
NO
-15000000.0000000000
USD
-146250000.0000000000
NOK
2022-06-28
1.00
9.750000000000
USD
2022-06-28
XXXX
77865.0000000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAP000710 AUD PUT USD CALL
000000000
-15000000.0000000000
OU
Notional Amount
USD
-35895.0000000000
-0.0031767597
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1
NC
USD
-35895
0.000000000000
DFE
US
-15000000.0000000000
AUD
-10350000.0000000000
USD
2022-06-28
1.00
0.690000000000
USD
2022-06-28
XXXX
114810.0000000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BYC000902 NZD CALL USD PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-132855.0000000000
-0.0117578607
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Written
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-132855
0.000000000000
DFE
US
-15000000.0000000000
NZD
-9825000.0000000000
USD
2022-06-28
1.00
0.655000000000
USD
2022-06-28
XXXX
-27015.0000000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMJ8
100000.0000000000
PA
USD
96420.6500000000
0.0085333677
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.9000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
90000.0000000000
PA
USD
84691.9200000000
0.0074953581
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2000000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAY1
250000.0000000000
PA
USD
206289.6500000000
0.0182569340
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.4000000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAM3
55000.0000000000
PA
USD
46374.7200000000
0.0041042302
Long
DBT
CORP
US
N
2
2030-06-04
Fixed
2.1000000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
80000.0000000000
PA
USD
78674.8900000000
0.0069628422
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
40795.0000000000
NS
USD
464247.1000000000
0.0410865434
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AT7
100000.0000000000
PA
USD
104225.9300000000
0.0092241464
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.4500000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
200000.0000000000
PA
USD
202860.7500000000
0.0179534714
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
06051GKD0
100000.0000000000
PA
USD
85850.6600000000
0.0075979082
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.5700000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
200000.0000000000
PA
USD
201432.4800000000
0.0178270674
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.7000000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
270000.0000000000
PA
USD
222114.2100000000
0.0196574306
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.6400000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
50000.0000000000
PA
USD
50943.4200000000
0.0045085667
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.4000000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD JPY
000000000
1.0000000000
NC
-18216.9900000000
-0.0016122301
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
1289224000.0000000000
JPY
10000000.0000000000
USD
2022-06-13
-18216.9900000000
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
1870000.0000000000
PA
USD
1660953.4500000000
0.1469967955
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.3800000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
12065.0000000000
NS
USD
602526.1000000000
0.0533244360
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
200000.0000000000
PA
USD
173735.8500000000
0.0153758754
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.4500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
250000.0000000000
PA
USD
253743.5500000000
0.0224566731
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
85000.0000000000
PA
USD
83156.8000000000
0.0073594977
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.6000000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBK7
300000.0000000000
PA
USD
295608.0800000000
0.0261617449
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.4800000000
N
N
N
N
N
N
FEDERATED CORE TR
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
27451542.6790000000
NS
USD
234161659.0500000000
20.7236473197
Long
EC
RF
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
25000.0000000000
PA
USD
25206.5000000000
0.0022308119
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.1500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
100000.0000000000
PA
USD
88938.3800000000
0.0078711760
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.1000000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
47233JDX3
70000.0000000000
PA
USD
56703.2100000000
0.0050183165
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.7500000000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
9260.0000000000
NS
USD
797100.8000000000
0.0705445799
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
100000.0000000000
PA
USD
93559.3800000000
0.0082801412
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.2800000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
30000.0000000000
PA
USD
25269.8500000000
0.0022364185
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.9500000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
45000.0000000000
PA
USD
44023.5100000000
0.0038961446
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.4900000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
120000.0000000000
PA
USD
118733.1300000000
0.0105080547
Long
DBT
US
N
2
2028-03-15
Fixed
4.1300000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
50000.0000000000
PA
USD
48558.3200000000
0.0042974819
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.7500000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAS3
2890000.0000000000
PA
USD
2891853.0700000000
0.2559332017
Long
ABS-O
CORP
US
Y
2
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
70000.0000000000
PA
USD
65895.8800000000
0.0058318812
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.0000000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
185000.0000000000
PA
USD
170862.3000000000
0.0151215620
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.0000000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
180000.0000000000
PA
USD
166645.6700000000
0.0147483841
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.8000000000
N
N
N
N
N
N
Stagwell Inc
549300KIYTU6J3NYJ009
Stagwell Inc
85256A109
202265.0000000000
NS
USD
1599916.1500000000
0.1415949057
Long
EC
CORP
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SunTrust Bank/Atlanta GA
86787GAJ1
200000.0000000000
PA
USD
196799.9200000000
0.0174170791
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.3000000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAS9
165000.0000000000
PA
USD
140844.6700000000
0.0124649581
Long
DBT
US
N
2
2034-11-01
Fixed
3.1000000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBD1
2500000.0000000000
PA
USD
1973970.4800000000
0.1746992578
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.6500000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
185000.0000000000
PA
USD
183832.8300000000
0.0162694728
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.5000000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AQ3
90000.0000000000
PA
USD
87038.4800000000
0.0077030320
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.2000000000
N
N
N
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
-500.0000000000
NC
USD
-1265000.0000000000
-0.1119543394
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Russell 2000 Index
Russell 2000 Index
100.00
1800.000000000000
USD
2022-06-17
XXXX
1205738.4200000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP22
000000000
10.0000000000
NC
USD
-4006.8700000000
-0.0003546138
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
CBOT 5 Year US Treasury Note
2022-09-30
1133538.1200000000
USD
-4006.8700000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
300.0000000000
NC
USD
102000.0000000000
0.0090271483
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Russell 2000 Index
Russell 2000 Index
100.00
2020.000000000000
USD
2022-06-17
XXXX
-1347409.7600000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
500.0000000000
NC
USD
717500.0000000000
0.0634997933
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
Russell 2000 Index
Russell 2000 Index
100.00
1750.000000000000
USD
2022-06-17
XXXX
-1607516.5800000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
BYC000886 NZD CALL USD PUT
000000000
15000000.0000000000
OU
Notional Amount
USD
57210.0000000000
0.0050631682
N/A
DFE
US
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Purchased
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
FX Contract
N/A
1
NC
USD
57210
0.000000000000
DFE
NZ
9975000.0000000000
USD
15000000.0000000000
NZD
2022-06-28
1.00
0.665000000000
USD
2022-06-28
XXXX
-65940.0000000000
N
N
N
Capital Securities Corp.
5493004ZN3KE1X17MG42
BNC000385 USD CALL JPY PUT
000000000
-30000000.0000000000
OU
Notional Amount
USD
-93090.0000000000
-0.0082386004
N/A
DFE
US
N
2
Capital Securities Corp.
5493004ZN3KE1X17MG42
Call
Written
Capital Securities Corp.
5493004ZN3KE1X17MG42
Capital Securities Corp.
5493004ZN3KE1X17MG42
FX Contract
N/A
1
NC
USD
-93090
0.000000000000
DFE
JP
-30000000.0000000000
USD
-3930000000.0000000000
JPY
2022-06-21
1.00
131.000000000000
USD
2022-06-21
XXXX
48746.0000000000
N
N
N
2022-07-26
Federated Hermes Fixed Income Securities, Inc.
Stephen Van Meter
Federated Hermes Fixed Income Securities, Inc.
Chief Compliance Officer