0001145549-23-002480.txt : 20230124
0001145549-23-002480.hdr.sgml : 20230124
20230124145314
ACCESSION NUMBER: 0001145549-23-002480
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230124
DATE AS OF CHANGE: 20230124
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: 23547828
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
C000177003
C000026759
C000026760
C000188116
C000026758
C000062222
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
2022-11-30
N
877141614.520000000000
35095140.320000000000
842046474.200000000000
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
9499714.650000000000
USD
N
25% Bloomberg EM Seasoned ex Aggregate/Eurodollar, 40% Barclays US HY 2pc Issuer Capped, 35% Bloomberg U.S. Mortgage Backed Securities index
22F6 Blend BM
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
100000.0000000000
PA
USD
84186.4000000000
0.0099978330
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.7500000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
80000.0000000000
PA
USD
79498.4300000000
0.0094410977
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.8500000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
135000.0000000000
PA
USD
125392.9000000000
0.0148914465
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
015271AK5
110000.0000000000
PA
USD
103580.2000000000
0.0123010075
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
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
234272.7300000000
0.0278218290
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
40000.0000000000
PA
USD
29265.6700000000
0.0034755409
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.8500000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
100000.0000000000
PA
USD
90185.9600000000
0.0107103305
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.7000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
150000.0000000000
PA
USD
140527.3900000000
0.0166887926
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.9500000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
35000.0000000000
PA
USD
24126.5600000000
0.0028652290
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.9000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
50000.0000000000
PA
USD
41787.0700000000
0.0049625610
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.1000000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
65000.0000000000
PA
USD
57275.0300000000
0.0068018847
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.9500000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
90000.0000000000
PA
USD
74332.8100000000
0.0088276375
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.2500000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
210000.0000000000
PA
USD
195829.8500000000
0.0232564183
Long
DBT
US
N
2
2028-12-01
Fixed
4.5000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
24000.0000000000
PA
USD
22493.7000000000
0.0026713134
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.4000000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAM1
75000.0000000000
PA
USD
71913.6600000000
0.0085403433
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.2500000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBB2
175000.0000000000
PA
USD
144758.5000000000
0.0171912720
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.6500000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
195000.0000000000
PA
USD
181499.4900000000
0.0215545692
Long
DBT
US
N
2
2027-05-15
Fixed
3.3500000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
90000.0000000000
PA
USD
70586.7500000000
0.0083827618
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.3000000000
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
30898.2900000000
0.0036694281
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.8500000000
N
N
N
N
N
N
Cumulus Media Inc
N/A
Cumulus Media Inc
231082801
100913.0000000000
NS
USD
738683.1600000000
0.0877247495
Long
EC
CORP
US
N
1
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
1870000.0000000000
PA
USD
1568178.3200000000
0.1862341769
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.3800000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
200000.0000000000
PA
USD
168258.8200000000
0.0199821299
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.4500000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520AC5
90000.0000000000
PA
USD
89290.1600000000
0.0106039468
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
5.1500000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHMJ3
19785788.8000000000
PA
USD
18148123.0200000000
2.1552400700
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.5000000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
8750.0000000000
NS
USD
536637.5000000000
0.0637301522
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
195000.0000000000
PA
USD
182794.2600000000
0.0217083339
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.8500000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
40000.0000000000
PA
USD
32672.1900000000
0.0038800934
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
99327.2700000000
0.0117959368
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
50000.0000000000
PA
USD
43190.2500000000
0.0051292003
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.4000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
50000.0000000000
PA
USD
47424.2100000000
0.0056320181
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.8000000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
18045.0000000000
NS
USD
916866.4500000000
0.1088854924
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
65000.0000000000
PA
USD
53848.3200000000
0.0063949344
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.3800000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
525000.0000000000
PA
USD
426076.5400000000
0.0506001216
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
46647PCU8
100000.0000000000
PA
USD
82532.7400000000
0.0098014471
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
494550BH8
100000.0000000000
PA
USD
100366.6500000000
0.0119193718
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.3800000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
90000.0000000000
PA
USD
81619.2200000000
0.0096929591
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.3500000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAA0
75000.0000000000
PA
USD
60993.2600000000
0.0072434553
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.3000000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
45000.0000000000
PA
USD
39774.0700000000
0.0047235006
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6000000000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
10580.0000000000
NS
USD
581265.2000000000
0.0690300616
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
150000.0000000000
PA
USD
125049.4200000000
0.0148506554
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.9500000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAY1
80000.0000000000
PA
USD
61455.8600000000
0.0072983929
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.9500000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
200000.0000000000
PA
USD
185882.2100000000
0.0220750535
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.2500000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
150000.0000000000
PA
USD
125892.8400000000
0.0149508185
Long
DBT
CORP
US
Y
2
2077-04-01
Fixed
4.9000000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
150000.0000000000
PA
USD
145182.8500000000
0.0172416671
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.3000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63942KAA2
1730306.7900000000
PA
USD
1460284.8900000000
0.1734209375
Long
ABS-O
CORP
US
Y
2
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
62426.0000000000
NS
USD
1024410.6600000000
0.1216572590
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBK7
300000.0000000000
PA
USD
282715.5500000000
0.0335748155
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.4800000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWD67
8714425.0500000000
PA
USD
7720232.9000000000
0.9168416633
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.0000000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
100000.0000000000
PA
USD
95167.9400000000
0.0113019819
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.5500000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAA0
160000.0000000000
PA
USD
151802.8300000000
0.0180278446
Long
DBT
US
N
2
2027-03-15
Fixed
4.3000000000
N
N
N
N
N
N
Federated Core Trust - High Yield Bond Portfolio
549300FJ1PZWFDNRP685
FED HIGH YLD BOND PORT
000000000
55811775.4800000000
NS
USD
295244292.2900000000
35.0627075032
Long
EC
RF
US
N
1
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAD3
140000.0000000000
PA
USD
104442.2400000000
0.0124033819
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.6500000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
3000000.0000000000
PA
USD
2621422.3500000000
0.3113156376
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.1500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
100000.0000000000
PA
USD
80891.8100000000
0.0096065731
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.6200000000
N
N
N
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
45728.0000000000
NS
USD
1050829.4400000000
0.1247947082
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
120000.0000000000
PA
USD
109641.6100000000
0.0130208502
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.9500000000
N
N
N
N
N
N
Red Rock Resorts Inc
N/A
Red Rock Resorts, Inc. Class A
75700L108
14175.0000000000
NS
USD
638725.5000000000
0.0758539486
Long
EC
CORP
US
N
1
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
100000.0000000000
PA
USD
92954.5900000000
0.0110391282
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.0000000000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WestRock Co
96145D105
10418.0000000000
NS
USD
395050.5600000000
0.0469155293
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
25.0000000000
NC
USD
15568.7500000000
0.0018489181
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note Future
CBOT 10 Year US Treasury Note Future
2023-03-22
2821931.2500000000
USD
15568.7500000000
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
99565.0000000000
NS
USD
800502.6000000000
0.0950663205
Long
EC
CORP
US
N
1
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
100000.0000000000
NS
USD
8643000.0000000000
1.0264279069
Long
EC
RF
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
ISHARES JP MORGAN USD EMERGING
000000000
5000.0000000000
NC
USD
2412500.0000000000
0.2865043764
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
iShares JP Morgan USD Emerging Markets Bond ETF
iShares JP Morgan USD Emerging Markets Bond ETF
100.00
82.000000000000
USD
2023-01-20
XXXX
1767479.2500000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP000602 USD PUT BRL CALL
000000000
-12500000.0000000000
OU
Notional Amount
USD
-119937.5000000000
-0.0142435725
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
-119937.5
-0.000142435725
DFE
BR
-12500000.0000000000
USD
-63750000.0000000000
BRL
2022-11-10
1.00
5.100000000000
USD
2022-12-16
XXXX
158812.5000000000
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Kansas City Power & Light Co
485134BR0
140000.0000000000
PA
USD
114644.9400000000
0.0136150371
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.2000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
100000.0000000000
PA
USD
91358.9900000000
0.0108496375
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.3800000000
N
N
N
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
BYC000928 NZD CALL USD PUT
000000000
9000000.0000000000
OU
Notional Amount
USD
244224.0000000000
0.0290036248
N/A
DFE
US
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Purchased
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
244224
0.000290036248
DFE
NZ
5760000.0000000000
USD
9000000.0000000000
NZD
2022-11-17
1.00
0.640000000000
USD
2023-05-04
XXXX
154224.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC001034 USD CALL ZAR PUT
000000000
10000000.0000000000
OU
Notional Amount
USD
56360.0000000000
0.0066932173
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
56360
0.000066932173
DFE
US
190000000.0000000000
ZAR
10000000.0000000000
USD
2022-11-23
1.00
19.000000000000
USD
2023-02-07
XXXX
-66290.0000000000
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
35000.0000000000
PA
USD
29484.8600000000
0.0035015716
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
595112BP7
30000.0000000000
PA
USD
28701.3500000000
0.0034085233
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.1900000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC000042 USD CALL JPY PUT
000000000
25000000.0000000000
OU
Notional Amount
USD
120350.0000000000
0.0142925603
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Call
Purchased
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
FX Contract
N/A
1
NC
USD
120350
0.000142925603
DFE
US
3500000000.0000000000
JPY
25000000.0000000000
USD
2022-11-15
1.00
140.000000000000
USD
2022-12-13
XXXX
-163900.0000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC000059 USD CALL JPY PUT
000000000
-50000000.0000000000
OU
Notional Amount
USD
-16600.0000000000
-0.0019713876
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Call
Written
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
FX Contract
N/A
1
NC
USD
-16600
-0.000019713876
DFE
JP
-50000000.0000000000
USD
-7250000000.0000000000
JPY
2023-01-25
1.00
145.000000000000
USD
2022-12-13
XXXX
93400.0000000000
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
100000.0000000000
PA
USD
100271.1600000000
0.0119080316
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
75000.0000000000
PA
USD
52298.8300000000
0.0062109197
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.6000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCK9
150000.0000000000
PA
USD
166425.7500000000
0.0197644376
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.9000000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAS3
2145862.7900000000
PA
USD
2078690.3100000000
0.2468617082
Long
ABS-O
CORP
US
Y
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC001059 GBP CALL USD PUT
000000000
10000000.0000000000
OU
Notional Amount
USD
315300.0000000000
0.0374444891
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
315300
0.000374444891
DFE
GB
11900000.0000000000
USD
10000000.0000000000
GBP
2022-11-15
1.00
1.190000000000
USD
2023-02-17
XXXX
61990.0000000000
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
200000.0000000000
PA
USD
218276.0000000000
0.0259220847
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
180000.0000000000
PA
USD
149653.4300000000
0.0177725856
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.8000000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Total System Services Inc
891906AC3
80000.0000000000
PA
USD
78410.6200000000
0.0093119112
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.8000000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
45000.0000000000
PA
USD
39596.7000000000
0.0047024364
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.4000000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAE9
40000.0000000000
PA
USD
38508.8500000000
0.0045732452
Long
DBT
US
N
2
2026-10-01
Fixed
4.2500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR23
000000000
-130.0000000000
NC
USD
-149038.6200000000
-0.0176995718
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
CBOT Ultra 10-Year U.S. Treasury Notes Futures
2023-03-22
-15406273.8800000000
USD
-149038.6200000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US 10YR FUT OPTN JAN23C 118
000000000
400.0000000000
NC
USD
18750.0000000000
0.0022267180
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
400
NC
USD
18750
0.000022267180
DIR
US
Long
CBOT 10 Year US Treasury Note
CBOT 10 Year US Treasury Note
2023-03-22
400.00
N/A
1000.00
118.000000000000
USD
2022-12-23
XXXX
-50970.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
400.0000000000
NC
USD
1454000.0000000000
0.1726745547
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Russell 2000 Index
Russell 2000 Index
100.00
1900.000000000000
USD
2022-12-16
XXXX
-985619.6600000000
N
N
N
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
BYP001013 USD PUT CAD CALL
000000000
-25000000.0000000000
OU
Notional Amount
USD
-68525.0000000000
-0.0081379119
N/A
DFE
US
N
2
Barclays Capital Inc.
G5GSEF7VJP5I7OUK5573
Put
Written
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-68525
-0.000081379119
DFE
CA
-25000000.0000000000
USD
-32500000.0000000000
CAD
2022-11-02
1.00
1.300000000000
USD
2023-01-30
XXXX
3725.0000000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
BYC000936 NZD CALL USD PUT
000000000
-12500000.0000000000
OU
Notional Amount
USD
-230850.0000000000
-0.0274153514
N/A
DFE
US
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Written
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-230850
-0.000274153514
DFE
US
-12500000.0000000000
NZD
-7750000.0000000000
USD
2022-11-17
1.00
0.620000000000
USD
2022-12-06
XXXX
-200100.0000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBP000048 USD PUT JPY CALL
000000000
-50000000.0000000000
OU
Notional Amount
USD
-1648950.0000000000
-0.1958264835
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Put
Written
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
FX Contract
N/A
1
NC
USD
-1648950
-0.001958264835
DFE
JP
-50000000.0000000000
USD
-7050000000.0000000000
JPY
2022-11-10
1.00
141.000000000000
USD
2023-01-05
XXXX
-1248750.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HYG 221216P72XOTC
000000000
-10000.0000000000
NC
USD
-109822.0000000000
-0.0130422730
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00
72.000000000000
USD
2022-12-16
XXXX
390178.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EMB 221216P81XOTC
000000000
-5000.0000000000
NC
USD
-54881.0000000000
-0.0065175738
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
iShares JP Morgan USD Emerging Markets Bond ETF
iShares JP Morgan USD Emerging Markets Bond ETF
100.00
81.000000000000
USD
2022-12-16
XXXX
205119.0000000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFS6
85000.0000000000
PA
USD
78139.4700000000
0.0092797099
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
00206RMM1
175000.0000000000
PA
USD
137644.6800000000
0.0163464469
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.5500000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
90000.0000000000
PA
USD
82256.1000000000
0.0097685938
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2000000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
160000.0000000000
PA
USD
141208.9000000000
0.0167697276
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.9000000000
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
194019.5500000000
0.0230414301
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
44934.0000000000
0.0053362850
Long
DBT
CORP
US
N
2
2030-06-04
Fixed
2.1000000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
37350.0000000000
NS
USD
170316.0000000000
0.0202264370
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
80000.0000000000
PA
USD
60759.5500000000
0.0072157003
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.4500000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
100000.0000000000
PA
USD
64963.8500000000
0.0077149958
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.7000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AP8
3390000.0000000000
PA
USD
2629101.3800000000
0.3122275861
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
60000.0000000000
PA
USD
49531.1300000000
0.0058822323
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.8500000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
80000.0000000000
PA
USD
77121.8500000000
0.0091588591
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
3.8500000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
100000.0000000000
PA
USD
85450.0200000000
0.0101478983
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.8800000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK12
06541KBA5
810000.0000000000
PA
USD
773229.5600000000
0.0918274209
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 2019-B11 Mortgage Trust
08162BBE1
675000.0000000000
PA
USD
616223.0300000000
0.0731815938
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 2021-B26 Mortgage Trust
08163EAZ8
520000.0000000000
PA
USD
472083.5100000000
0.0560638307
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
1.9600000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
30000.0000000000
PA
USD
20743.4600000000
0.0024634579
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.9500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
72000.0000000000
PA
USD
64738.7800000000
0.0076882669
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.1500000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
155000.0000000000
PA
USD
137668.6100000000
0.0163492888
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.6700000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
95000.0000000000
PA
USD
93671.6800000000
0.0111242886
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.9000000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
150000.0000000000
PA
USD
131100.0000000000
0.0155692119
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.7500000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
200000.0000000000
PA
USD
186362.1800000000
0.0221320540
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
22410.6900000000
0.0026614552
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.4500000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
Compass Bank
20453KAA3
200000.0000000000
PA
USD
194668.2000000000
0.0231184627
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.8800000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
50000.0000000000
PA
USD
49473.4900000000
0.0058753871
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.4000000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAM3
140000.0000000000
PA
USD
128661.6300000000
0.0152796353
Long
DBT
US
N
2
2049-02-15
Fixed
5.2000000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.0000000000
NC
445589.9800000000
0.0529175044
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
75000000.0000000000
USD
10314915000.0000000000
JPY
2023-02-15
445589.9800000000
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUU1
100000.0000000000
PA
USD
94120.4000000000
0.0111775778
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.4500000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
14230.0000000000
NS
USD
637361.7000000000
0.0756919861
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
300000.0000000000
PA
USD
258512.5100000000
0.0307005038
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.6500000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
110000.0000000000
PA
USD
98902.5700000000
0.0117455002
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.4500000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
85000.0000000000
PA
USD
81054.0800000000
0.0096258440
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.6000000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
55000.0000000000
PA
USD
54614.0700000000
0.0064858736
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.2000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEQ2
8478358.9900000000
PA
USD
7773957.4200000000
0.9232218955
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.5000000000
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
765403.2800000000
0.0908979853
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.3000000000
N
N
N
N
N
N
Federated Core Trust - Federated Mortgage Core Portfolio
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
14024260.0140000000
NS
USD
118504997.1200000000
14.0734509022
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQP95
10707332.6300000000
PA
USD
9489960.3100000000
1.1270114656
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0000000000
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
31562QAF4
200000.0000000000
PA
USD
199483.0000000000
0.0236902601
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.2500000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
50000.0000000000
PA
USD
47160.8700000000
0.0056007443
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
100000.0000000000
PA
USD
85016.3900000000
0.0100964012
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.2000000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2022-1 Trust
43730NAC0
2215699.0800000000
PA
USD
2058381.2300000000
0.2444498366
Long
ABS-O
CORP
US
Y
2
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
160000.0000000000
PA
USD
146733.2500000000
0.0174257900
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
44891ABE6
60000.0000000000
PA
USD
59637.9800000000
0.0070825046
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
2666018.5200000000
0.3166118025
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.0000000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Group LLC
47233JDX3
70000.0000000000
PA
USD
51955.9900000000
0.0061702046
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.7500000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
35000.0000000000
PA
USD
33760.9700000000
0.0040093951
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
90000.0000000000
PA
USD
79333.3200000000
0.0094214895
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.5900000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
85000.0000000000
PA
USD
78901.9400000000
0.0093702595
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.2500000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBN4
200000.0000000000
PA
USD
184587.1600000000
0.0219212556
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.2500000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
120000.0000000000
PA
USD
111912.8100000000
0.0132905740
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
48268.3900000000
0.0057322715
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.7500000000
N
N
N
N
N
N
Science Applications International Corp
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
9780.0000000000
NS
USD
1076875.8000000000
0.1278879293
Long
EC
CORP
US
N
1
N
N
N
Stagwell Inc
549300KIYTU6J3NYJ009
Stagwell Inc
85256A109
242435.0000000000
NS
USD
1808565.1000000000
0.2147821000
Long
EC
CORP
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SunTrust Bank/Atlanta GA
86787GAJ1
200000.0000000000
PA
USD
187628.1300000000
0.0222823960
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.3000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
65000.0000000000
PA
USD
56107.2800000000
0.0066632047
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
912828Z78
7000000.0000000000
PA
USD
6356828.8000000000
0.7549261228
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.5000000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAC1
40000.0000000000
PA
USD
29794.3500000000
0.0035383261
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.9500000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAH5
120000.0000000000
PA
USD
112366.1300000000
0.0133444095
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.7500000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
37850.0000000000
NS
USD
920890.5000000000
0.1093633817
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
10.0000000000
NC
USD
5447.2600000000
0.0006469073
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
CBOT 5 Year US Treasury Note Future
2023-03-31
1080255.8700000000
USD
5447.2600000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000986 AUD CALL USD PUT
000000000
-35000000.0000000000
OU
Notional Amount
USD
0.0000000000
0.0000000000
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
0
0.000000000000
DFE
US
-35000000.0000000000
AUD
-23450000.0000000000
USD
2023-08-23
1.00
0.670000000000
USD
2022-11-28
XXXX
184800.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000994 AUD CALL USD PUT
000000000
10000000.0000000000
OU
Notional Amount
USD
553680.0000000000
0.0657540904
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
553680
0.000657540904
DFE
AU
6600000.0000000000
USD
10000000.0000000000
AUD
2023-10-09
1.00
0.660000000000
USD
2023-04-26
XXXX
225370.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP000628 GBP PUT USD CALL
000000000
-6000000.0000000000
OU
Notional Amount
USD
-6.0000000000
-0.0000007125
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
-6
-0.000000007125
DFE
US
-6000000.0000000000
GBP
-6720000.0000000000
USD
2022-11-10
1.00
1.120000000000
USD
2022-12-01
XXXX
49794.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP001253 GBP PUT USD CALL
000000000
8000000.0000000000
OU
Notional Amount
USD
43232.0000000000
0.0051341584
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
43232
0.000051341584
DFE
GB
9280000.0000000000
USD
8000000.0000000000
GBP
2023-04-18
1.00
1.160000000000
USD
2023-01-13
XXXX
-106256.0000000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
BYP001021 EUR PUT USD CALL
000000000
-12500000.0000000000
OU
Notional Amount
USD
-69850.0000000000
-0.0082952666
N/A
DFE
US
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Put
Written
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-69850
-0.000082952666
DFE
US
-12500000.0000000000
EUR
-12625000.0000000000
USD
2023-04-26
1.00
1.010000000000
USD
2023-01-23
XXXX
50260.1200000000
N
N
N
American Axle & Manufacturing Holdings Inc
N/A
American Axle & Manufacturing Holdings Inc
024061103
54508.0000000000
NS
USD
567428.2800000000
0.0673868127
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329WAM4
45000.0000000000
PA
USD
43913.2300000000
0.0052150601
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.5000000000
N
N
N
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696104
13160.0000000000
NS
USD
786310.0000000000
0.0933808316
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
5225000.0000000000
PA
USD
4114138.8800000000
0.4885881013
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.6300000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
200000.0000000000
PA
USD
193843.4000000000
0.0230205109
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.7000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
275000.0000000000
PA
USD
220235.6600000000
0.0261548105
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.5600000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
200000.0000000000
PA
USD
196750.4500000000
0.0233657471
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.9500000000
N
N
N
N
N
N
Enviva Inc
549300WH5VXDEFM5KR81
Enviva Inc
29415B103
16170.0000000000
NS
USD
917647.5000000000
0.1089782486
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QHNG6
9460976.2600000000
PA
USD
8095949.4400000000
0.9614611174
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.5000000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
1000000.0000000000
PA
USD
925532.4000000000
0.1099146458
Long
ABS-MBS
CORP
US
Y
2
2036-12-10
Fixed
3.4500000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
549300WY6QQ9HGWLNX87
iShares iBoxx High Yield Corporate Bond ETF
464288513
100000.0000000000
NS
USD
7566000.0000000000
0.8985252277
Long
EC
RF
US
N
1
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
30000.0000000000
PA
USD
23815.5300000000
0.0028282916
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.9500000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEW8
30000.0000000000
PA
USD
26554.6600000000
0.0031535860
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.0000000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AL0
100000.0000000000
PA
USD
77681.0400000000
0.0092252675
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.7500000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
135000.0000000000
PA
USD
134242.0000000000
0.0159423505
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC000960 USD CALL BRL PUT
000000000
-12500000.0000000000
OU
Notional Amount
USD
-25250.0000000000
-0.0029986468
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
-25250
-0.000029986468
DFE
BR
-12500000.0000000000
USD
-70000000.0000000000
BRL
2023-10-09
1.00
5.600000000000
USD
2022-12-16
XXXX
253500.0000000000
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
BNC000393 GBP CALL USD PUT
000000000
-12000000.0000000000
OU
Notional Amount
USD
-261444.0000000000
-0.0310486426
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
Call
Written
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
FX Contract
N/A
1
NC
USD
-261444
-0.000310486426
DFE
US
-12000000.0000000000
GBP
-14160000.0000000000
USD
2022-11-08
1.00
1.180000000000
USD
2022-12-01
XXXX
-181404.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
EMB 221216C84XOTC
000000000
-5000.0000000000
NC
USD
-1175609.5000000000
-0.1396133748
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
iShares JP Morgan USD Emerging Markets Bond ETF
iShares JP Morgan USD Emerging Markets Bond ETF
100.00
84.000000000000
USD
2022-12-16
XXXX
-600609.5000000000
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
90000.0000000000
PA
USD
86287.0200000000
0.0102472990
Long
DBT
US
N
2
2027-01-15
Fixed
3.9500000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAH9
50000.0000000000
PA
USD
46147.5400000000
0.0054804030
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.5500000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
80000.0000000000
PA
USD
77151.2700000000
0.0091623530
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
20000.0000000000
PA
USD
17357.2600000000
0.0020613185
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
235000.0000000000
PA
USD
234751.1800000000
0.0278786489
Long
DBT
US
N
2
2024-02-15
Fixed
5.0000000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
20000.0000000000
PA
USD
18039.4600000000
0.0021423354
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAS1
25000.0000000000
PA
USD
18393.8300000000
0.0021844198
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.4000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
50000.0000000000
PA
USD
33872.9700000000
0.0040226960
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
06051GJT7
350000.0000000000
PA
USD
283929.4400000000
0.0337189750
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.6900000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
100000.0000000000
PA
USD
79703.8100000000
0.0094654882
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.5700000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
70000.0000000000
PA
USD
66127.9500000000
0.0078532423
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
189679.6500000000
0.0225260310
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.6300000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AQ6
25000.0000000000
PA
USD
23952.0700000000
0.0028445069
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.0000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAH8
1000000.0000000000
PA
USD
941602.4000000000
0.1118230916
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
125000.0000000000
PA
USD
116237.8400000000
0.0138042072
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.0500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
270000.0000000000
PA
USD
257460.8700000000
0.0305756129
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED NZD / SOLD USD
000000000
1.0000000000
NC
456004.2800000000
0.0541542889
N/A
DFE
NZ
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
12500000.0000000000
USD
20535567.6000000000
NZD
2023-02-22
456004.2800000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.0000000000
NC
-202201.0200000000
-0.0240130475
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
20000000.0000000000
EUR
20619540.0000000000
USD
2022-12-09
-202201.0200000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
50000.0000000000
PA
USD
51089.7700000000
0.0060673338
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAR3
80000.0000000000
PA
USD
74170.3900000000
0.0088083487
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
3.3000000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AB6
65000.0000000000
PA
USD
45442.8700000000
0.0053967176
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.9000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
1500000.0000000000
PA
USD
1321701.5000000000
0.1569630110
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.3500000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CB6
60000.0000000000
PA
USD
53189.8200000000
0.0063167321
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.7000000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD RICI ESCROW
524ESC886
40000.0000000000
NS
USD
400.0000000000
0.0000475033
Long
EC
CORP
US
N
3
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
65000.0000000000
PA
USD
50383.7500000000
0.0059834880
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
250000.0000000000
PA
USD
237706.1500000000
0.0282295761
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.6300000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
45000.0000000000
PA
USD
42511.4900000000
0.0050485919
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.4900000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMJ8
100000.0000000000
PA
USD
94954.6100000000
0.0112766472
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.9000000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
65000.0000000000
PA
USD
54594.6100000000
0.0064835626
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.3800000000
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
69076.5800000000
0.0082034166
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.4000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
250000.0000000000
PA
USD
237786.0500000000
0.0282390649
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
193822.9900000000
0.0230180870
Long
DBT
CORP
GB
Y
2
2024-09-11
Fixed
3.6300000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BZ3
150000.0000000000
PA
USD
126655.0100000000
0.0150413325
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
2051868.7000000000
0.2436764196
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.7500000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
60000.0000000000
PA
USD
57646.6000000000
0.0068460117
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.7000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DK3
50000.0000000000
PA
USD
47330.7300000000
0.0056209166
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.0000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
70000.0000000000
PA
USD
59201.7900000000
0.0070307034
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.0000000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
155000.0000000000
PA
USD
147082.1300000000
0.0174672224
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.3000000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
150000.0000000000
PA
USD
146203.4200000000
0.0173628683
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734107
18260.0000000000
NS
USD
128367.8000000000
0.0152447405
Long
EC
CORP
CA
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
100000.0000000000
PA
USD
78027.5000000000
0.0092664125
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.3800000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
45000.0000000000
PA
USD
36922.6100000000
0.0043848661
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.7000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
100000.0000000000
PA
USD
90945.8200000000
0.0108005701
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.2000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
3000.0000000000
PA
USD
2188.1200000000
0.0002598574
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.1900000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
50000.0000000000
PA
USD
46923.1700000000
0.0055725155
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.0000000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
185000.0000000000
PA
USD
176056.9300000000
0.0209082201
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.5000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
75000.0000000000
PA
USD
72482.1000000000
0.0086078503
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.6300000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
150000.0000000000
PA
USD
115885.5000000000
0.0137623639
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.8500000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
45000.0000000000
PA
USD
34382.1000000000
0.0040831594
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.2000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
225000.0000000000
PA
USD
210253.8400000000
0.0249693867
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.0000000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.0000000000
NC
724549.6100000000
0.0860462732
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
12500000.0000000000
USD
19429672.2800000000
AUD
2023-02-06
724549.6100000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.0000000000
NC
-112797.0800000000
-0.0133955884
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2749820000.0000000000
JPY
20000000.0000000000
USD
2023-02-15
-112797.0800000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
275000.0000000000
PA
USD
236809.4500000000
0.0281230855
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.8800000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAP9
5000000.0000000000
PA
USD
3975194.2000000000
0.4720872686
Long
DBT
US
N
2
2032-01-15
Fixed
2.7500000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
9233.0000000000
NS
USD
632645.1600000000
0.0751318578
Long
EC
CORP
US
N
1
N
N
N
FEDERATED CORE TR
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
23884730.7440000000
NS
USD
188211678.2600000000
22.3516972075
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
7963407.8200000000
PA
USD
7539388.2100000000
0.8953648570
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.0000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CV0
100000.0000000000
PA
USD
94924.9600000000
0.0112731260
Long
DBT
CORP
US
N
2
2028-03-14
Fixed
3.9500000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
150000.0000000000
PA
USD
101618.2800000000
0.0120680132
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.5000000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
90000.0000000000
PA
USD
75271.7400000000
0.0089391432
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.8300000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
75000.0000000000
PA
USD
64279.1500000000
0.0076336820
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.4500000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
2225.0000000000
NS
USD
320934.0000000000
0.0381135733
Long
EC
CORP
US
N
1
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AQ3
90000.0000000000
PA
USD
84544.8300000000
0.0100403995
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.2000000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR23
000000000
-1.0000000000
NC
USD
-4002.3000000000
-0.0004753063
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
CBOT U.S. Long Bond Futures
2023-03-22
-122997.7000000000
USD
-4002.3000000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
100000.0000000000
PA
USD
76811.7600000000
0.0091220333
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.9300000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
22325.0000000000
NS
USD
947696.2500000000
0.1125467868
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US BOND FUTR OPTN JAN23P 121
000000000
150.0000000000
NC
USD
32812.5000000000
0.0038967564
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
150
NC
USD
32812.5
0.000038967564
DIR
US
Long
CBOT US Long Bond
CBOT US Long Bond
2023-03-22
150.00
N/A
1000.00
121.000000000000
USD
2022-12-23
XXXX
-159738.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP001261 GBP PUT USD CALL
000000000
-10000000.0000000000
OU
Notional Amount
USD
-24310.0000000000
-0.0028870140
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
-24310
-0.000028870140
DFE
US
-10000000.0000000000
GBP
-11300000.0000000000
USD
2022-11-23
1.00
1.130000000000
USD
2023-01-13
XXXX
74430.0000000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
150000.0000000000
PA
USD
145911.7500000000
0.0173282300
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.8800000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AX2
110000.0000000000
PA
USD
116027.0600000000
0.0137791753
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.1300000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
2531.0000000000
NS
USD
597290.6900000000
0.0709332214
Long
EC
CORP
US
N
1
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAS1
50000.0000000000
PA
USD
41223.4400000000
0.0048956253
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.1300000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC001067 AUD CALL USD PUT
000000000
-22500000.0000000000
OU
Notional Amount
USD
-273532.5000000000
-0.0324842522
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
-273532.5
-0.000324842522
DFE
US
-22500000.0000000000
AUD
-15412500.0000000000
USD
2022-11-07
1.00
0.685000000000
USD
2022-12-28
XXXX
-111510.0000000000
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AM4
55000.0000000000
PA
USD
47104.9600000000
0.0055941045
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.3800000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-E
78450MAA0
1855114.5800000000
PA
USD
1664053.4500000000
0.1976201434
Long
ABS-O
CORP
US
Y
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
185000.0000000000
PA
USD
163556.1400000000
0.0194236476
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.0000000000
N
N
N
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
115000.0000000000
PA
USD
109298.9300000000
0.0129801541
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.9000000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
720000.0000000000
PA
USD
630383.5300000000
0.0748632705
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
65000.0000000000
PA
USD
48194.8600000000
0.0057235392
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.5500000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
65000.0000000000
PA
USD
54925.0000000000
0.0065227991
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.8000000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
25000.0000000000
PA
USD
18077.5000000000
0.0021468530
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.9500000000
N
N
N
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE JAN23
000000000
500.0000000000
NC
USD
-1672392.5000000000
-0.1986104747
N/A
DE
US
N
1
CBOE Futures Exchange LLC
254900O9GJPIWCP8RH13
Long
CBOE Volatility Index Futures
CBOE Volatility Index Futures
2023-01-18
14005942.5000000000
USD
-1672392.5000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
ISHARES JP MORGAN USD EMERGING
000000000
2500.0000000000
NC
USD
280000.0000000000
0.0332523214
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
iShares JP Morgan USD Emerging Markets Bond ETF
iShares JP Morgan USD Emerging Markets Bond ETF
100.00
86.000000000000
USD
2022-12-16
XXXX
213676.9200000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
US BOND FUTR OPTN JAN23C 123
000000000
-300.0000000000
NC
USD
-1335937.5000000000
-0.1586536540
N/A
DIR
US
N
1
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Call
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT US Long Bond Future
N/A
-300
NC
USD
-1335937.5
-0.001586536540
DIR
US
Short
CBOT US Long Bond
CBOT US Long Bond
2023-03-22
300.00
N/A
1000.00
123.000000000000
USD
2022-12-23
XXXX
-230413.5000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP000610 USD PUT BRL CALL
000000000
12500000.0000000000
OU
Notional Amount
USD
161500.0000000000
0.0191794640
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
161500
0.000191794640
DFE
US
62500000.0000000000
BRL
12500000.0000000000
USD
2022-11-10
1.00
5.000000000000
USD
2023-01-30
XXXX
-5375.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC001026 USD CALL ZAR PUT
000000000
-30000000.0000000000
OU
Notional Amount
USD
-3780.0000000000
-0.0004489063
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
-3780
-0.000004489063
DFE
ZA
-30000000.0000000000
USD
-555000000.0000000000
ZAR
2022-12-16
1.00
18.500000000000
USD
2022-12-07
XXXX
174420.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC001018 USD CALL ZAR PUT
000000000
10000000.0000000000
OU
Notional Amount
USD
7300.0000000000
0.0008669355
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
7300
0.000008669355
DFE
US
180000000.0000000000
ZAR
10000000.0000000000
USD
2022-12-16
1.00
18.000000000000
USD
2022-12-07
XXXX
-121650.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC001042 USD CALL NOK PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-48375.0000000000
-0.0057449323
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
-48375
-0.000057449323
DFE
NO
-15000000.0000000000
USD
-159000000.0000000000
NOK
2022-11-08
1.00
10.600000000000
USD
2023-01-13
XXXX
172875.0000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HYG 221216C75XOTC
000000000
-10000.0000000000
NC
USD
-858712.0000000000
-0.1019791694
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
75.000000000000
USD
2022-12-16
XXXX
-458712.0000000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BAP000793 USD PUT NOK CALL
000000000
-15000000.0000000000
OU
Notional Amount
USD
-152760.0000000000
-0.0181415165
N/A
DFE
US
N
2
BofA Securities Inc.
549300HN4UKV1E2R3U73
Put
Written
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
549300HN4UKV1E2R3U73
FX Contract
N/A
1
NC
USD
-152760
-0.000181415165
DFE
NO
-15000000.0000000000
USD
-144000000.0000000000
NOK
2023-01-30
1.00
9.600000000000
USD
2023-01-13
XXXX
-59535.0000000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BAP000785 USD PUT NOK CALL
000000000
7500000.0000000000
OU
Notional Amount
USD
200415.0000000000
0.0238009428
N/A
DFE
US
N
2
BofA Securities Inc.
549300HN4UKV1E2R3U73
Put
Purchased
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
549300HN4UKV1E2R3U73
FX Contract
N/A
1
NC
USD
200415
0.000238009428
DFE
US
74250000.0000000000
NOK
7500000.0000000000
USD
2023-01-30
1.00
9.900000000000
USD
2023-02-24
XXXX
11737.5000000000
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
000000000
117050.0000000000
NS
USD
523213.5000000000
0.0621359410
Long
EC
CORP
LU
N
1
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAE4
140000.0000000000
PA
USD
127105.5100000000
0.0150948331
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.5500000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
50000.0000000000
PA
USD
45506.1300000000
0.0054042302
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.6000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AT7
100000.0000000000
PA
USD
97389.5000000000
0.0115658106
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
194446.6900000000
0.0230921565
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.0000000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
500000.0000000000
PA
USD
480381.9500000000
0.0570493393
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Variable
4.4100000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBG1
200000.0000000000
PA
USD
192271.4500000000
0.0228338288
Long
DBT
CORP
US
N
2
2028-06-13
Fixed
3.9900000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
345000.0000000000
PA
USD
303633.3600000000
0.0360589788
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.5100000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
25000.0000000000
PA
USD
17971.9600000000
0.0021343193
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.8800000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
50000.0000000000
PA
USD
40419.6700000000
0.0048001709
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.5000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
55000.0000000000
PA
USD
48978.7000000000
0.0058166267
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.2500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
60000.0000000000
PA
USD
48804.4400000000
0.0057959319
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.4200000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
90000.0000000000
PA
USD
80474.7200000000
0.0095570402
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.7500000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
35000.0000000000
PA
USD
29892.7600000000
0.0035500131
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.7200000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
24225.0000000000
NS
USD
825830.2500000000
0.0980741889
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBF7
30000.0000000000
PA
USD
24540.0700000000
0.0029143368
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.1000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUH2
686806.2300000000
PA
USD
608861.9000000000
0.0723073985
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
434452.4040000000
NS
USD
3779735.9100000000
0.4488749761
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPK48
14394353.5500000000
PA
USD
13627911.8000000000
1.6184275117
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.0000000000
N
N
N
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
15880.0000000000
NS
USD
779708.0000000000
0.0925967894
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
25000.0000000000
PA
USD
24836.1400000000
0.0029494975
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.1500000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
75000.0000000000
PA
USD
66749.0700000000
0.0079270055
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
35989.3000000000
0.0042740278
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
38141GWV2
350000.0000000000
PA
USD
322297.9900000000
0.0382755584
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.8100000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
100000.0000000000
PA
USD
83128.0000000000
0.0098721392
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.1000000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375106
17405.0000000000
NS
USD
203638.5000000000
0.0241837602
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
170000.0000000000
PA
USD
164234.6100000000
0.0195042216
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.6000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
55000.0000000000
PA
USD
51172.8700000000
0.0060772026
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.8200000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UAC9
3799138.7800000000
PA
USD
3046137.7000000000
0.3617541066
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WAC5
7011458.9700000000
PA
USD
5872644.4800000000
0.6974252206
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Variable
3.0000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
75000.0000000000
PA
USD
74042.4500000000
0.0087931548
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.1500000000
N
N
N
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings Inc
50060P106
31450.0000000000
NS
USD
936895.5000000000
0.1112641082
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
100000.0000000000
PA
USD
84408.6700000000
0.0100242294
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.3800000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
50000.0000000000
PA
USD
47086.5000000000
0.0055919123
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
120636.0700000000
0.0143265335
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
100000.0000000000
PA
USD
85004.1000000000
0.0100949416
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.2800000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
1645000.0000000000
PA
USD
1318806.0200000000
0.1566191488
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.0500000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
60000.0000000000
PA
USD
57282.4700000000
0.0068027682
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.8900000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NL5
110000.0000000000
PA
USD
107507.2500000000
0.0127673773
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.9500000000
N
N
N
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
180000.0000000000
PA
USD
141433.2000000000
0.0167963651
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
148571.8500000000
0.0176441390
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
70861.9800000000
0.0084154476
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.9000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
175000.0000000000
PA
USD
180345.1100000000
0.0214174770
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.7500000000
N
N
N
N
N
N
REG DIVERSIFIED FUNDING
54930070N77H6NE83R38
Regional Diversified Funding 2005-1 Ltd
75902AAA6
60684.6900000000
PA
USD
25487.5700000000
0.0030268602
Long
DBT
CORP
KY
Y
3
2030-03-15
Fixed
9.2500000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CG5
75000.0000000000
PA
USD
66633.0100000000
0.0079132224
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
21839.8100000000
0.0025936585
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.8000000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
90000.0000000000
PA
USD
69374.0300000000
0.0082387412
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.0000000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
75000.0000000000
PA
USD
63338.9800000000
0.0075220290
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
41742.7000000000
0.0049572917
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.3000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
100000.0000000000
PA
USD
82160.6900000000
0.0097572631
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.7000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACW3
110000.0000000000
PA
USD
110496.5100000000
0.0131223767
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.6500000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
200000.0000000000
PA
USD
197736.7800000000
0.0234828820
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
883556CS9
100000.0000000000
PA
USD
93606.4200000000
0.0111165384
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.2200000000
N
N
N
N
N
N
Townsquare Media Inc
549300XBA8C68H0DR538
Townsquare Media Inc
892231101
64010.0000000000
NS
USD
475594.3000000000
0.0564807662
Long
EC
CORP
US
N
1
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAS9
165000.0000000000
PA
USD
129263.4100000000
0.0153511016
Long
DBT
US
N
2
2034-11-01
Fixed
3.1000000000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
19070.0000000000
NS
USD
697580.6000000000
0.0828434797
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
160000.0000000000
PA
USD
151975.0800000000
0.0180483007
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.0000000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
80000.0000000000
PA
USD
69951.1000000000
0.0083072731
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
78720.1200000000
0.0093486669
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
5.0000000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
55000.0000000000
PA
USD
46694.2400000000
0.0055453281
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
95000U3B7
150000.0000000000
PA
USD
144653.7000000000
0.0171788262
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.9000000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAL8
115000.0000000000
PA
USD
93392.1900000000
0.0110910969
Long
DBT
US
N
2
2031-01-15
Fixed
2.7500000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
65000.0000000000
PA
USD
53491.5200000000
0.0063525615
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.2500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
-250.0000000000
NC
USD
-134084.5000000000
-0.0159236460
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
CBOT 2 Year U.S. Treasury Notes Futures
2023-03-31
-51205759.5000000000
USD
-134084.5000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP001345 USD PUT NOK CALL
000000000
-20000000.0000000000
OU
Notional Amount
USD
0.0000000000
0.0000000000
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
0
0.000000000000
DFE
NO
-20000000.0000000000
USD
-196000000.0000000000
NOK
2023-07-21
1.00
9.800000000000
USD
2022-11-28
XXXX
73000.0000000000
N
N
N
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
BYP001039 USD PUT CAD CALL
000000000
12500000.0000000000
OU
Notional Amount
USD
233050.0000000000
0.0276766197
N/A
DFE
US
N
2
Barclays Capital Inc.
G5GSEF7VJP5I7OUK5573
Put
Purchased
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
233050
0.000276766197
DFE
US
16937500.0000000000
CAD
12500000.0000000000
USD
2022-11-02
1.00
1.355000000000
USD
2023-01-30
XXXX
27425.0000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC000034 USD CALL JPY PUT
000000000
-15000000.0000000000
OU
Notional Amount
USD
-10920.0000000000
-0.0012968405
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Call
Written
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
FX Contract
N/A
1
NC
USD
-10920
-0.000012968405
DFE
JP
-15000000.0000000000
USD
-2220000000.0000000000
JPY
2022-10-27
1.00
148.000000000000
USD
2023-01-05
XXXX
124380.0000000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
BYC000951 EUR CALL USD PUT
000000000
-12500000.0000000000
OU
Notional Amount
USD
-121287.5000000000
-0.0144038962
N/A
DFE
US
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Written
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
-121287.5
-0.000144038962
DFE
US
-12500000.0000000000
EUR
-13250000.0000000000
USD
2022-11-28
1.00
1.060000000000
USD
2023-01-23
XXXX
-34791.9400000000
N
N
N
Barclays Capital, Inc.
AC28XWWI3WIBK2824319
BYC000944 EUR CALL USD PUT
000000000
6000000.0000000000
OU
Notional Amount
USD
54654.0000000000
0.0064906156
N/A
DFE
US
N
2
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Call
Purchased
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
Barclays Capital, Inc.
G5GSEF7VJP5I7OUK5573
FX Contract
N/A
1
NC
USD
54654
0.000064906156
DFE
XX
6600000.0000000000
USD
6000000.0000000000
EUR
2023-01-30
1.00
1.100000000000
USD
2023-05-23
XXXX
9052.4400000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC001075 AUD CALL USD PUT
000000000
-22500000.0000000000
OU
Notional Amount
USD
-225405.0000000000
-0.0267687125
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
-225405
-0.000267687125
DFE
US
-22500000.0000000000
AUD
-15750000.0000000000
USD
2022-11-07
1.00
0.700000000000
USD
2023-01-27
XXXX
-84262.5000000000
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AY5
1680000.0000000000
PA
USD
1365108.4300000000
0.1621179438
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
71860.8900000000
0.0085340765
Long
DBT
CORP
CA
Y
2
2050-01-25
Fixed
3.8000000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAU7
80000.0000000000
PA
USD
73531.8800000000
0.0087325204
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.6300000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
250000.0000000000
PA
USD
245218.3400000000
0.0291217109
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.0000000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
270000.0000000000
PA
USD
202112.5800000000
0.0240025445
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.6400000000
N
N
N
N
N
N
Compass Minerals International Inc
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
7575.0000000000
NS
USD
335951.2500000000
0.0398969962
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBD9
100000.0000000000
PA
USD
95217.5700000000
0.0113078759
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.2500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
250000.0000000000
PA
USD
248563.0100000000
0.0295189182
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
35000.0000000000
PA
USD
28249.8500000000
0.0033549039
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
2897526.6000000000
0.3441053064
Long
ABS-O
CORP
US
N
2
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-PJ3
362924AE2
3812098.1100000000
PA
USD
3058911.0100000000
0.3632710431
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAC6
4741717.7800000000
PA
USD
3801894.6200000000
0.4515065066
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AM8
50000.0000000000
PA
USD
44279.9900000000
0.0052586159
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.2000000000
N
N
N
N
N
N
Federated Hermes Institutional Prime Value Obligations Fund
254900OXLDDVEP8MMK94
Federated Institutional Prime Value Obligations Fund
60934N583
28418447.8510000000
NS
USD
28407080.4700000000
3.3735763215
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
200000.0000000000
PA
USD
156126.1000000000
0.0185412688
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.2400000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AV5
50000.0000000000
PA
USD
42573.8000000000
0.0050559917
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.2000000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
40000.0000000000
PA
USD
28605.6100000000
0.0033971533
Long
DBT
US
N
2
2032-04-01
Fixed
2.7500000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FH7
150000.0000000000
PA
USD
137919.3300000000
0.0163790639
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.0000000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
50000.0000000000
PA
USD
44854.4500000000
0.0053268378
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.2000000000
N
N
N
N
N
N
Suburban Propane Partners LP
JJAX4X60DE65EYFOTY73
Suburban Propane Partners LP
864482104
54286.0000000000
NS
USD
893547.5600000000
0.1061161809
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
19245.0000000000
NS
USD
713797.0500000000
0.0847693176
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
HYG 221216P71XOTC
000000000
10000.0000000000
NC
USD
55448.0000000000
0.0065849097
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00
71.000000000000
USD
2022-12-16
XXXX
-794552.0000000000
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
BKP000163 AUD PUT USD CALL
000000000
-12500000.0000000000
OU
Notional Amount
USD
-98462.5000000000
-0.0116932382
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
Put
Written
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
FX Contract
N/A
1
NC
USD
-98462.5
-0.000116932382
DFE
US
-12500000.0000000000
AUD
-8000000.0000000000
USD
2022-11-28
1.00
0.640000000000
USD
2023-02-17
XXXX
54787.5000000000
N
N
N
FEDERATED HERMES INC
254900VAJ9169N7JRF45
Federated Government Obligations Fund
60934N104
7548750
PA
USD
7548750
0.8964766472
Long
EC
RF
US
N
1
N
N
2023-01-24
Federated Hermes Fixed Income Securities, Inc.
Stephen Van Meter
Federated Hermes Fixed Income Securities, Inc.
Chief Compliance Officer