0001145549-24-044762.txt : 20240724
0001145549-24-044762.hdr.sgml : 20240724
20240724113930
ACCESSION NUMBER: 0001145549-24-044762
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240531
FILED AS OF DATE: 20240724
DATE AS OF CHANGE: 20240724
PERIOD START: 20241130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Federated Hermes Fixed Income Securities, Inc.
CENTRAL INDEX KEY: 0000879569
ORGANIZATION NAME:
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: 241136981
BUSINESS ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
BUSINESS PHONE: 8003417400
MAIL ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED FIXED INCOME SECURITIES INC
DATE OF NAME CHANGE: 20200616
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED HERMES FIXED INCOME SECURITIES INC
DATE OF NAME CHANGE: 20200615
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED FIXED INCOME SECURITIES INC
DATE OF NAME CHANGE: 20000810
0000879569
S000009739
Federated Hermes Strategic Income Fund
C000026757
Class A Shares
STIAX
C000026758
Class B Shares
SINBX
C000026759
Class C Shares
SINCX
C000026760
Class F Shares
STFSX
C000062222
Institutional Shares
STISX
C000177003
Class R6 Shares
STILX
C000188116
Class T Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000879569
XXXXXXXX
S000009739
C000026757
C000026758
C000026759
C000026760
C000177003
C000188116
C000062222
Federated Hermes Fixed Income Securities, Inc.
811-06447
0000879569
254900OYMR6KVQBBZ575
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes Strategic Income Fund
S000009739
UIG5TTFLY6PZ0FC9OB90
2024-11-30
2024-05-31
N
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3390466.740000000000
589531961.820000000000
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
1555110.150000000000
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
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
90000.00
PA
USD
82178.1300000000
0.0139395547
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
110000.00
PA
USD
105161.3600000000
0.0178381100
Long
DBT
US
N
2
2028-01-15
Fixed
3.9500000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAF4
35000.00
PA
USD
19900.0900000000
0.0033755744
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.0500000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
65000.00
PA
USD
43863.2500000000
0.0074403515
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.7000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
80000.00
PA
USD
79010.7700000000
0.0134022878
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.6500000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
60000.00
PA
USD
56681.3200000000
0.0096146305
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
37000.00
PA
USD
32565.7400000000
0.0055239991
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.6000000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
125000.00
PA
USD
120091.1400000000
0.0203705902
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.0000000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
55000.00
PA
USD
53605.0800000000
0.0090928200
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
100000.00
PA
USD
88389.3200000000
0.0149931345
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.8800000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBG1
200000.00
PA
USD
193269.3100000000
0.0327835168
Long
DBT
CORP
US
N
2
2028-06-13
Fixed
3.9900000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DL6
30000.00
PA
USD
30432.2600000000
0.0051621052
Long
DBT
CORP
US
Y
2
2034-05-01
Fixed
6.5300000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
55000.00
PA
USD
44966.7100000000
0.0076275271
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.2500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
27000.00
PA
USD
25292.6700000000
0.0042902966
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.1500000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
60000.00
PA
USD
50594.7600000000
0.0085821912
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.4700000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
3000.00
PA
USD
2355.9600000000
0.0003996323
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.1900000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
15765.00
NS
USD
560603.4000000000
0.0950929612
Long
EC
CORP
US
N
1
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
60000.00
PA
USD
55103.8300000000
0.0093470471
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.7500000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
170000.00
PA
USD
163912.6100000000
0.0278038547
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
170000.00
PA
USD
129507.4700000000
0.0219678454
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.6400000000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AW7
60000.00
PA
USD
59170.9800000000
0.0100369418
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.9800000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
Compass Bank
20453KAA3
200000.00
PA
USD
196911.1300000000
0.0334012645
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
21036PBD9
100000.00
PA
USD
93115.3400000000
0.0157947908
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.2500000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
30000.00
PA
USD
26566.0300000000
0.0045062917
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
75000.00
PA
USD
69684.2500000000
0.0118202667
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
55000.00
PA
USD
41317.7800000000
0.0070085734
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
26884TAZ5
100000.00
PA
USD
98411.8000000000
0.0166932086
Long
DBT
CORP
US
Y
2
2034-10-30
Fixed
5.2000000000
N
N
N
N
N
N
Ecovyst Inc
N/A
Ecovyst Inc
27923Q109
33330.00
NS
USD
309969.0000000000
0.0525788286
Long
EC
CORP
US
N
1
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520AC5
60000.00
PA
USD
59403.2500000000
0.0100763409
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
5.1500000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUH2
662071.89
PA
USD
594654.4300000000
0.1008689042
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
1.5400000000
N
N
N
N
N
N
PRUDENTIAL QMA STRAT VAL-
254900HYFNGKM5PJOV84
FEDERATED CORE TR MUTUAL FUND
31409N887
15807657.03
NS
USD
133258548.7300000000
22.6041262154
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
7360152.25
PA
USD
6681281.9800000000
1.1333197202
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.0000000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
1000000.00
PA
USD
979644.2000000000
0.1661732126
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
100000.00
PA
USD
88020.2800000000
0.0149305357
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.2000000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BD5
100000.00
PA
USD
98310.7100000000
0.0166760611
Long
DBT
CORP
US
N
2
2035-02-02
Fixed
5.7100000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
75000.00
PA
USD
71870.0400000000
0.0121910337
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
65000.00
PA
USD
53331.4100000000
0.0090463984
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
100000.00
PA
USD
85211.0700000000
0.0144540204
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.9500000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
65000.00
PA
USD
63130.3600000000
0.0107085560
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.5500000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AV5
30000.00
PA
USD
26579.7000000000
0.0045086105
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.2000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
75000.00
PA
USD
52212.9600000000
0.0088566801
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.6000000000
N
N
N
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
120000.00
PA
USD
91853.2100000000
0.0155807006
Long
DBT
CORP
US
Y
2
2067-10-24
Fixed
4.3000000000
N
N
N
N
N
N
DOC DR LLC
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAA0
110000.00
PA
USD
107224.7500000000
0.0181881148
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
40000.00
PA
USD
28839.1400000000
0.0048918705
Long
DBT
US
N
2
2032-04-01
Fixed
2.7500000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAS1
50000.00
PA
USD
41529.4500000000
0.0070444781
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.1300000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
80000.00
PA
USD
76765.9200000000
0.0130215026
Long
DBT
US
N
2
2028-03-15
Fixed
4.1300000000
N
N
N
N
N
N
REG DIVERSIFIED FUNDING
54930070N77H6NE83R38
Regional Diversified Funding 2005-1 Ltd
75902AAA6
52142.85
PA
USD
21900.0000000000
0.0037148113
Long
DBT
CORP
KY
Y
3
2030-03-15
Fixed
9.2500000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CJ8
100000.00
PA
USD
84571.4800000000
0.0143455292
Long
DBT
CORP
CA
N
2
2042-03-15
Fixed
4.5000000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AL0
65000.00
PA
USD
52042.9600000000
0.0088278437
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.7500000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAS3
635377.21
PA
USD
632255.6700000000
0.1072470555
Long
ABS-O
CORP
US
Y
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
120000.00
PA
USD
115873.3400000000
0.0196551413
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.0000000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SunTrust Bank/Atlanta GA
86787GAJ1
200000.00
PA
USD
191626.6700000000
0.0325048822
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.3000000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
30000.00
PA
USD
26936.2400000000
0.0045690890
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.2000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAC0
100000.00
PA
USD
97109.1300000000
0.0164722418
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.1500000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
40000.00
PA
USD
34793.8200000000
0.0059019395
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.4000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKK6
12000000.00
PA
USD
11996254.8000000000
2.0348777635
Long
DBT
UST
US
N
2
2026-04-30
Fixed
4.8800000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
110000.00
PA
USD
104199.6700000000
0.0176749823
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.0000000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
35000.00
PA
USD
32532.2000000000
0.0055183098
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.8000000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAL8
75000.00
PA
USD
64172.1600000000
0.0108852724
Long
DBT
US
N
2
2031-01-15
Fixed
2.7500000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAP9
4000000.00
PA
USD
3342902.0400000000
0.5670433931
Long
DBT
US
N
2
2032-01-15
Fixed
2.7500000000
N
N
N
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
2695.00
NS
USD
483725.5500000000
0.0820524724
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WestRock Co
96145D105
6648.00
NS
USD
356598.7200000000
0.0604884456
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP24
000000000
85
NC
USD
-519.7300000000
-0.0000881598
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
CBOT 5 Year U.S. Treasury Notes
2024-09-30
8993254.1100000000
USD
-519.7300000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US 5YR FUTR OPTN JUL24P 105.7
000000000
-300
NC
USD
-119531.4000000000
-0.0202756437
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 5 Year U.S. Treasury Notes Future
N/A
-300
NC
USD
-119531.4
0.000000000000
DIR
US
Short
CBOT 5 Year U.S. Treasury Notes
CBOT 5 Year U.S. Treasury Notes
2024-09-30
300.00
N/A
1000.00
105.750000000000
USD
2024-06-21
XXXX
-38225.4000000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
-200
NC
USD
-315000.0000000000
-0.0534322175
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Russell 2000 Index
Russell 2000 Index
100.00
2025.000000000000
USD
2024-06-21
XXXX
-38521.3700000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC002329 USD CALL BRL PUT
000000000
-10000000
OU
Notional Amount
USD
-79320.0000000000
-0.0134547412
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
-79320
0.000000000000
DFE
BR
-10000000.0000000000
USD
-52000000.0000000000
BRL
2024-05-31
1.00
5.200000000000
USD
2024-05-31
XXXX
-10320.0000000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BAP002289 NZD PUT USD CALL
000000000
-10000000
OU
Notional Amount
USD
-9600.0000000000
-0.0016284104
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
-9600
0.000000000000
DFE
US
-10000000.0000000000
NZD
-5850000.0000000000
USD
2024-07-12
1.00
0.585000000000
USD
2024-07-12
XXXX
110830.0000000000
N
N
N
TD Securities, Inc.
5493006RJSLS5DA4PD75
TDP002313 USD PUT MXN CALL
000000000
-6000000
OU
Notional Amount
USD
-17430.0000000000
-0.0029565827
N/A
DFE
US
N
2
TD Securities Inc.
5493006RJSLS5DA4PD75
Put
Written
TD Securities, Inc.
5493006RJSLS5DA4PD75
TD Securities, Inc.
5493006RJSLS5DA4PD75
FX Contract
N/A
1
NC
USD
-17430
0.000000000000
DFE
MX
-6000000.0000000000
USD
-98400000.0000000000
MXN
2024-08-20
1.00
16.400000000000
USD
2024-08-20
XXXX
24998.5700000000
N
N
N
Nabors Industries Ltd
5493008TXYN3II3PU369
Nabors Industries Ltd
000000000
3970.00
NS
USD
296797.2000000000
0.0503445477
Long
EC
CORP
BM
N
1
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696104
6395.00
NS
USD
660219.8000000000
0.1119905014
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
30000.00
PA
USD
21185.3300000000
0.0035935846
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.4500000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
130000.00
PA
USD
110942.4700000000
0.0188187371
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.4500000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
25000.00
PA
USD
23916.9400000000
0.0040569370
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
50000.00
PA
USD
46554.1700000000
0.0078968017
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.6300000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
25000.00
PA
USD
23676.3500000000
0.0040161266
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.2000000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC002330 USD CALL MXN PUT
000000000
-10000000
OU
Notional Amount
USD
-36960.0000000000
-0.0062693802
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
-36960
0.000000000000
DFE
MX
-10000000.0000000000
USD
-180000000.0000000000
MXN
2024-07-18
1.00
18.000000000000
USD
2024-07-18
XXXX
74840.0000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBP000238 USD PUT MXN CALL
000000000
-4000000
OU
Notional Amount
USD
-18768.0000000000
-0.0031835424
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
-18768
0.000000000000
DFE
MX
-4000000.0000000000
USD
-66800000.0000000000
MXN
2024-07-18
1.00
16.700000000000
USD
2024-07-18
XXXX
4792.0000000000
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
25000.00
PA
USD
24077.2600000000
0.0040841314
Long
DBT
US
N
2
2027-01-15
Fixed
3.9500000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
65000.00
PA
USD
60869.1700000000
0.0103249991
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.7000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
150000.00
PA
USD
142500.7900000000
0.0241718514
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.9500000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
60000.00
PA
USD
54719.5400000000
0.0092818615
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DK3
50000.00
PA
USD
47319.9200000000
0.0080266929
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.0000000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
25000.00
PA
USD
17712.9200000000
0.0030045733
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.8800000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
20000.00
PA
USD
18347.4700000000
0.0031122095
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBU3
55000.00
PA
USD
56453.9700000000
0.0095760660
Long
DBT
CORP
US
N
2
2030-01-03
Fixed
6.8500000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
40000.00
PA
USD
36589.4300000000
0.0062065218
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
30398.00
NS
USD
232240.7200000000
0.0393940846
Long
EC
CORP
US
N
1
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEQ0
75000.00
PA
USD
75460.1100000000
0.0128000032
Long
DBT
CORP
US
N
2
2025-10-03
Fixed
5.8000000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
150000.00
PA
USD
137824.3100000000
0.0233785984
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9000000000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America Inc
03740MAF7
100000.00
PA
USD
98419.5800000000
0.0166945283
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.7500000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AT7
50000.00
PA
USD
46075.8500000000
0.0078156662
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.4500000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AP8
3390000.00
PA
USD
2729524.0300000000
0.4629984813
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
120000.00
PA
USD
114199.4200000000
0.0193712008
Long
DBT
US
N
2
2027-05-15
Fixed
3.3500000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
345000.00
PA
USD
300804.1900000000
0.0510242378
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 2021-B26 Mortgage Trust
08163EAZ8
520000.00
PA
USD
484961.5200000000
0.0822621251
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
1.9600000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
45000.00
PA
USD
43847.0400000000
0.0074376018
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.8000000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
75000.00
PA
USD
70608.4600000000
0.0119770368
Long
DBT
US
N
2
2028-12-01
Fixed
4.5000000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
25000.00
PA
USD
20828.3900000000
0.0035330383
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.5000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCD5
100000.00
PA
USD
99601.2400000000
0.0168949686
Long
DBT
CORP
CA
N
2
2054-04-05
Fixed
5.9500000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAH8
1000000.00
PA
USD
965293.1000000000
0.1637388916
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
125000.00
PA
USD
107822.8600000000
0.0182895699
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.0500000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAM1
50000.00
PA
USD
48591.5900000000
0.0082424013
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.2500000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
50000.00
PA
USD
29464.3600000000
0.0049979241
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
150000.00
PA
USD
132137.4800000000
0.0224139637
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.7500000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AB9
1250000.00
PA
USD
1318420.8800000000
0.2236385752
Long
ABS-MBS
USGSE
US
Y
2
2043-06-25
Floating
8.4200000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
150000.00
PA
USD
132677.9900000000
0.0225056483
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.3800000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUU1
20000.00
PA
USD
18783.4200000000
0.0031861580
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
4345.00
NS
USD
606388.2000000000
0.1028592577
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAY6
50000.00
PA
USD
49195.6100000000
0.0083448588
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.5500000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
35000.00
PA
USD
28893.0700000000
0.0049010184
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.4000000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2022-PJ3
362924AE2
3466363.01
PA
USD
2718657.7600000000
0.4611552784
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
24643.00
NS
USD
697889.7600000000
0.1183803093
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
110000.00
PA
USD
103093.8000000000
0.0174873979
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.4800000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAG1
15000.00
PA
USD
15186.8800000000
0.0025760910
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.7000000000
N
N
N
N
N
N
Interface Inc
549300VXZWQOIDFPU355
Interface Inc
458665304
30185.00
NS
USD
486280.3500000000
0.0824858331
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
55000.00
PA
USD
55000.0000000000
0.0093294348
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.8200000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
50000.00
PA
USD
49618.2000000000
0.0084165411
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.3500000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UAC9
3419427.88
PA
USD
2681846.6900000000
0.4549111607
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
6449076.54
PA
USD
5275394.9100000000
0.8948445974
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Variable
3.0000000000
N
N
N
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
4235.00
NS
USD
397920.6000000000
0.0674977144
Long
EC
CORP
US
N
1
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
150000.00
PA
USD
123449.8500000000
0.0209403150
Long
DBT
CORP
US
Y
2
2077-04-01
Fixed
4.9000000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Group LLC
47233JDX3
45000.00
PA
USD
35697.3200000000
0.0060551967
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.7500000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEP4
100000.00
PA
USD
100722.9400000000
0.0170852382
Long
DBT
CORP
US
N
2
2035-03-06
Fixed
6.4000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
65000.00
PA
USD
66065.6500000000
0.0112064577
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
50077LAB2
65000.00
PA
USD
53319.9400000000
0.0090444528
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD RICI ESCROW
524ESC886
40000.00
NS
USD
400.0000000000
0.0000678504
Long
EC
CORP
US
N
3
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAS3
65000.00
PA
USD
68360.5700000000
0.0115957360
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.4100000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAT1
45000.00
PA
USD
44654.5900000000
0.0075745834
Long
DBT
CORP
US
N
2
2032-03-13
Fixed
6.0800000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BE3
50000.00
PA
USD
49578.0900000000
0.0084097374
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.0500000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
5765.00
NS
USD
466965.0000000000
0.0792094458
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
50000.00
PA
USD
49807.6700000000
0.0084486802
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63942KAA2
1383492.75
PA
USD
1209437.6700000000
0.2051521798
Long
ABS-O
CORP
US
Y
2
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
55000.00
PA
USD
51713.7000000000
0.0087719926
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.2500000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
115000.00
PA
USD
117427.0800000000
0.0199186961
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.7500000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
65000.00
PA
USD
68316.9900000000
0.0115883437
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.0000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
45000.00
PA
USD
36208.1400000000
0.0061418451
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.0000000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
120000.00
PA
USD
98569.6300000000
0.0167199807
Long
DBT
CORP
US
Y
2
2047-03-15
Fixed
4.8000000000
N
N
N
N
N
N
Stagwell Inc
549300KIYTU6J3NYJ009
Stagwell Inc
85256A109
116925.00
NS
USD
810290.2500000000
0.1374463647
Long
EC
CORP
US
N
1
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
80000.00
PA
USD
76518.9700000000
0.0129796135
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.9000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
65000.00
PA
USD
54065.2100000000
0.0091708700
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.7000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJV4
8000000.00
PA
USD
7908584.0000000000
1.3415021597
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.2500000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
30000.00
PA
USD
24915.1100000000
0.0042262526
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.7000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
30000.00
PA
USD
28347.6700000000
0.0048085043
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.0000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
130000.00
PA
USD
125089.2300000000
0.0212183966
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.6300000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
100000.00
PA
USD
81122.2300000000
0.0137604465
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.2400000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAH5
80000.00
PA
USD
74932.2200000000
0.0127104593
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.7500000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
45000.00
PA
USD
36148.0900000000
0.0061316591
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.2000000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBY5
65000.00
PA
USD
62751.8300000000
0.0106443474
Long
DBT
CORP
GB
N
2
2053-02-10
Fixed
5.6300000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
275000.00
PA
USD
242357.5200000000
0.0411101578
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.8800000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP24
000000000
40
NC
USD
124.6400000000
0.0000211422
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
CBOT 2 Year U.S. Treasury Notes Futures
2024-09-30
8148000.4000000000
USD
124.6400000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP24
000000000
10
NC
USD
-1818.2500000000
-0.0003084226
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
CBOT 10 Year U.S. Treasury Notes
2024-09-19
1089787.0000000000
USD
-1818.2500000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX
000000000
150
NC
USD
362250.0000000000
0.0614470501
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Russell 2000 Index
Russell 2000 Index
100.00
2100.000000000000
USD
2024-06-21
XXXX
-48516.0400000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US 5YR FUTR OPTN AUG24C 106
000000000
150
NC
USD
84375.0000000000
0.0143122011
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 5 Year U.S. Treasury Notes Future
N/A
150
NC
USD
84375
0.000000000000
DIR
US
Long
CBOT 5 Year U.S. Treasury Notes
CBOT 5 Year U.S. Treasury Notes
2024-09-30
150.00
N/A
1000.00
106.000000000000
USD
2024-07-26
XXXX
9012.0000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC002331 AUD CALL USD PUT
000000000
-10000000
OU
Notional Amount
USD
-166930.0000000000
-0.0283156827
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
-166930
0.000000000000
DFE
US
-10000000.0000000000
AUD
-6600000.0000000000
USD
2024-07-12
1.00
0.660000000000
USD
2024-07-12
XXXX
-88325.3500000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBP000235 USD PUT ZAR CALL
000000000
-10000000
OU
Notional Amount
USD
-96110.0000000000
-0.0163027632
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
-96110
0.000000000000
DFE
ZA
-10000000.0000000000
USD
-183000000.0000000000
ZAR
2024-07-29
1.00
18.300000000000
USD
2024-07-29
XXXX
35090.0000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBP002317 USD PUT BRL CALL
000000000
-10000000
OU
Notional Amount
USD
-5720.0000000000
-0.0009702612
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
-5720
0.000000000000
DFE
BR
-10000000.0000000000
USD
-49000000.0000000000
BRL
2024-08-02
1.00
4.900000000000
USD
2024-08-02
XXXX
35780.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSP002314 AUD PUT USD CALL
000000000
-10000000
OU
Notional Amount
USD
-15970.0000000000
-0.0027089286
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
-15970
0.000000000000
DFE
US
-10000000.0000000000
AUD
-6400000.0000000000
USD
2024-07-12
1.00
0.640000000000
USD
2024-07-12
XXXX
13480.2300000000
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
000000000
77295.00
NS
USD
305315.2500000000
0.0517894312
Long
EC
CORP
LU
N
1
N
N
N
Science Applications Internati
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
4450.00
NS
USD
599192.5000000000
0.1016386793
Long
EC
CORP
US
N
1
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
60000.00
PA
USD
50770.1500000000
0.0086119419
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.0000000000
N
N
N
N
N
N
Suburban Propane Partners LP
JJAX4X60DE65EYFOTY73
Suburban Propane Partners LP
864482104
32111.00
NS
USD
652816.6300000000
0.1107347306
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC002294 USD CALL NOK PUT
000000000
-10000000
OU
Notional Amount
USD
-5230.0000000000
-0.0008871444
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
-5230
0.000000000000
DFE
NO
-10000000.0000000000
USD
-113000000.0000000000
NOK
2024-07-23
1.00
11.300000000000
USD
2024-07-23
XXXX
75270.0000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBP000232 USD PUT BRL CALL
000000000
5000000
OU
Notional Amount
USD
22840.0000000000
0.0038742598
N/A
DFE
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Put
Purchased
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
FX Contract
N/A
1
NC
USD
22840
0.000000000000
DFE
US
25500000.0000000000
BRL
5000000.0000000000
USD
2024-08-02
1.00
5.100000000000
USD
2024-08-02
XXXX
-59160.0000000000
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
20000000.00
PA
2742596.5100000000
0.4652159149
Long
DBT
NUSS
BR
N
2
2027-07-01
None
0.0000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFS6
45000.00
PA
USD
39560.0100000000
0.0067104097
Long
DBT
CORP
US
N
2
2058-08-15
Fixed
5.3000000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAM3
30000.00
PA
USD
25142.0200000000
0.0042647425
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
50000.00
PA
USD
49554.4900000000
0.0084057342
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AX9
55000.00
PA
USD
54675.5300000000
0.0092743962
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.6300000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
80000.00
PA
USD
79424.0700000000
0.0134723942
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.2500000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
150000.00
PA
USD
148073.1100000000
0.0251170623
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GMA4
50000.00
PA
USD
49689.8600000000
0.0084286965
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.4700000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
60000.00
PA
USD
50532.8400000000
0.0085716879
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.2500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
30000.00
PA
USD
18855.7100000000
0.0031984203
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.9500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
135000.00
PA
USD
117461.2700000000
0.0199244956
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.6300000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DM4
50000.00
PA
USD
50743.3000000000
0.0086073874
Long
DBT
CORP
US
Y
2
2054-05-01
Fixed
6.8600000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
105000.00
PA
USD
97692.7900000000
0.0165712457
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.6700000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
120000.00
PA
USD
114951.5600000000
0.0194987833
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.8500000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CR3
75000.00
PA
USD
75179.9600000000
0.0127524825
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
6.5500000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PG0
100000.00
PA
USD
99019.1900000000
0.0167962378
Long
DBT
CORP
US
N
2
2035-02-13
Fixed
5.8300000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
70000.00
PA
USD
68761.6700000000
0.0116637730
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.9500000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
6068.00
NS
USD
297817.4400000000
0.0505176071
Long
EC
CORP
US
N
1
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AB6
45000.00
PA
USD
31997.3400000000
0.0054275836
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.9000000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
14460.00
NS
USD
413845.2000000000
0.0701989420
Long
EC
CORP
US
N
1
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
85000.00
PA
USD
83722.4600000000
0.0142015133
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.6000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWD67
8169253.18
PA
USD
6875241.8400000000
1.1662203723
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.0000000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCJK1
800000.00
PA
USD
757298.2400000000
0.1284575373
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.3000000000
N
N
N
N
N
N
FEDERATED MORTGAGE CORE PORTFOLIO
254900WC9GWJKY8X3D48
FEDERATED CORE TR MTG CORE PORTFOLIO
31409N200
13447345.89
NS
USD
108923501.7400000000
18.4762674111
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQP95
9516421.01
PA
USD
8009018.0200000000
1.3585383896
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CV0
65000.00
PA
USD
61744.3200000000
0.0104734474
Long
DBT
CORP
US
N
2
2028-03-14
Fixed
3.9500000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D67
200000.00
PA
USD
211047.6700000000
0.0357991905
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.1200000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2023-PJ5
36268ABB3
1099222.00
PA
USD
1099319.9400000000
0.1864733401
Long
ABS-MBS
CORP
US
Y
2
2054-02-25
Variable
6.5000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
120000.00
PA
USD
109350.9200000000
0.0185487687
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.9500000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBB1
35000.00
PA
USD
34321.2700000000
0.0058217827
Long
DBT
US
N
2
2034-07-01
Fixed
5.7000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAC6
4354351.88
PA
USD
3415104.6800000000
0.5792908445
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.5000000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
50000.00
PA
USD
47863.6900000000
0.0081189305
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.0000000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
1830.00
NS
USD
229390.5000000000
0.0389106130
Long
EC
CORP
US
N
1
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
60000.00
PA
USD
57053.0400000000
0.0096776839
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.3500000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
65000.00
PA
USD
53748.1200000000
0.0091170833
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.0500000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
60000.00
PA
USD
60001.6200000000
0.0101778400
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.4100000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AM8
50000.00
PA
USD
46236.8800000000
0.0078429810
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.2000000000
N
N
N
N
N
N
Federated Hermes Government Obligations Fund
254900VAJ9169N7JRF45
Federated Hermes Government Obligations Fund
608919718
4642274.82
NS
USD
4642274.8200000000
0.7874509137
Long
STIV
RF
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
65000.00
PA
USD
53073.5600000000
0.0090026603
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.3800000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AX2
75000.00
PA
USD
77850.5300000000
0.0132054808
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.1300000000
N
N
N
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
30501.00
NS
USD
387057.6900000000
0.0656550815
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAD4
70000.00
PA
USD
77850.1200000000
0.0132054112
Long
DBT
CORP
US
N
2
2053-07-15
Fixed
7.1000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BW4
65000.00
PA
USD
65026.3600000000
0.0110301670
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.6800000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AW4
50000.00
PA
USD
47613.3200000000
0.0080764612
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.4000000000
N
N
N
N
N
N
Red Rock Resorts Inc
N/A
Red Rock Resorts, Inc. Class A
75700L108
8255.00
NS
USD
423068.7500000000
0.0717634967
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-E
78450MAA0
1185306.85
PA
USD
1078593.3800000000
0.1829575748
Long
ABS-O
CORP
US
Y
2
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
105000.00
PA
USD
100799.7500000000
0.0170982672
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.3000000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BM4
100000.00
PA
USD
99449.9800000000
0.0168693110
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.7000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
65000.00
PA
USD
52014.3800000000
0.0088229958
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.3800000000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
10905.00
NS
USD
576111.1500000000
0.0977234802
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AF8
40000.00
PA
USD
35324.0100000000
0.0059918736
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
5.0000000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
120000.00
PA
USD
114871.5800000000
0.0194852167
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.5000000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
9515.00
NS
USD
942746.2000000000
0.1599143492
Long
EC
CORP
US
N
1
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
25000.00
PA
USD
20566.7600000000
0.0034886590
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.9500000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
150000.00
PA
USD
142288.1600000000
0.0241357838
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
95000U3K7
100000.00
PA
USD
99170.3600000000
0.0168218801
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.5000000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
40000.00
PA
USD
33305.4300000000
0.0056494698
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.2500000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBC002345 NZD CALL USD PUT
000000000
-10000000
OU
Notional Amount
USD
-111590.0000000000
-0.0189285751
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
-111590
0.000000000000
DFE
US
-10000000.0000000000
NZD
-6150000.0000000000
USD
2024-07-12
1.00
0.615000000000
USD
2024-07-12
XXXX
-75090.0000000000
N
N
N
TD Securities, Inc.
5493006RJSLS5DA4PD75
TDC001710 GBP CALL USD PUT
000000000
-10000000
OU
Notional Amount
USD
-135350.0000000000
-0.0229588909
N/A
DFE
US
N
2
TD Securities Inc.
5493006RJSLS5DA4PD75
Call
Written
TD Securities, Inc.
5493006RJSLS5DA4PD75
TD Securities, Inc.
5493006RJSLS5DA4PD75
FX Contract
N/A
1
NC
USD
-135350
0.000000000000
DFE
US
-10000000.0000000000
GBP
-12650000.0000000000
USD
2024-07-22
1.00
1.265000000000
USD
2024-07-22
XXXX
-56111.9000000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
UBP002293 USD PUT NOK CALL
000000000
-10000000
OU
Notional Amount
USD
-142970.0000000000
-0.0242514417
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
-142970
0.000000000000
DFE
NO
-10000000.0000000000
USD
-105000000.0000000000
NOK
2024-07-23
1.00
10.500000000000
USD
2024-07-23
XXXX
-79670.0000000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MSC002314 USD CALL ZAR PUT
000000000
-10000000
OU
Notional Amount
USD
-220640.0000000000
-0.0374262999
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
-220640
0.000000000000
DFE
ZA
-10000000.0000000000
USD
-192000000.0000000000
ZAR
2024-08-30
1.00
19.200000000000
USD
2024-08-30
XXXX
-45190.0000000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
175000.00
PA
USD
138106.0300000000
0.0234263855
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.5500000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBH7
150000.00
PA
USD
146158.6600000000
0.0247923216
Long
DBT
CORP
IE
N
2
2034-01-19
Fixed
5.3000000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
100000.00
PA
USD
74598.1300000000
0.0126537889
Long
DBT
CORP
CA
Y
2
2050-01-25
Fixed
3.8000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
150000.00
PA
USD
142213.4300000000
0.0241231077
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.1500000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
50000.00
PA
USD
41828.4400000000
0.0070951946
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.1000000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
500000.00
PA
USD
479522.8500000000
0.0813395848
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
06051GKA6
90000.00
PA
USD
73266.5200000000
0.0124279131
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.3000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B11 Mortgage Trust
08162BBE1
675000.00
PA
USD
605653.3400000000
0.1027346063
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.5400000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
5680.00
NS
USD
302857.6000000000
0.0513725497
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBB2
115000.00
PA
USD
96795.7500000000
0.0164190843
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
25000.00
PA
USD
20110.5100000000
0.0034112671
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.3800000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
175000.00
PA
USD
145550.1000000000
0.0246890940
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.5600000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAM3
90000.00
PA
USD
81929.1300000000
0.0138973178
Long
DBT
US
N
2
2049-02-15
Fixed
5.2000000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUY3
45000.00
PA
USD
40658.6400000000
0.0068967660
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
2.8000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XBA6
60000.00
PA
USD
57885.7900000000
0.0098189401
Long
DBT
CORP
US
N
2
2054-04-18
Fixed
5.7500000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBH3
30000.00
PA
USD
23102.9200000000
0.0039188579
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.1000000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
200000.00
PA
USD
192041.7100000000
0.0325752839
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.2500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEQ2
7898019.64
PA
USD
6928156.2500000000
1.1751960366
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.5000000000
N
N
N
N
N
N
Federated Core Trust - High Yield Bond Portfolio
549300FJ1PZWFDNRP685
FED HIGH YLD BOND PORT
000000000
37291092.36
NS
USD
205101007.9800000000
34.7904814773
Long
EC
RF
US
N
1
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
25000.00
PA
USD
20467.3200000000
0.0034717914
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.5500000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
75000.00
PA
USD
69252.6600000000
0.0117470577
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5000000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2022-A
34528LAH8
3000000.00
PA
USD
2952559.8000000000
0.5008311663
Long
ABS-O
CORP
US
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
165000.00
PA
USD
155870.3700000000
0.0264396810
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
38141GYB4
100000.00
PA
USD
83504.7000000000
0.0141645755
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.6200000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
100000.00
PA
USD
84908.9300000000
0.0144027696
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.1000000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
120000.00
PA
USD
119779.1000000000
0.0203176601
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.6000000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2022-1 Trust
43730NAC0
2189091.20
PA
USD
2081072.5700000000
0.3530041974
Long
ABS-O
CORP
US
Y
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
300000.00
PA
USD
251914.5200000000
0.0427312744
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
100000.00
PA
USD
84756.7400000000
0.0143769542
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.9600000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEC6
55000.00
PA
USD
54402.7400000000
0.0092281239
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.3400000000
N
N
N
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings Inc
50060P106
10750.00
NS
USD
476547.5000000000
0.0808348878
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
100000.00
PA
USD
94220.6100000000
0.0159822734
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.3800000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
50000.00
PA
USD
43780.3000000000
0.0074262810
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.2800000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAF4
150000.00
PA
USD
148831.6500000000
0.0252457305
Long
DBT
CORP
US
Y
2
2026-03-30
Fixed
4.8000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
100000.00
PA
USD
79921.4200000000
0.0135567578
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.9300000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
60000.00
PA
USD
57511.5000000000
0.0097554507
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.8900000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFL4
20000.00
PA
USD
19864.0500000000
0.0033694611
Long
DBT
CORP
US
N
2
2035-01-18
Fixed
5.4700000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
90000.00
PA
USD
83519.2400000000
0.0141670419
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.5900000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
30000.00
PA
USD
25043.7400000000
0.0042480716
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.9500000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCP3
65000.00
PA
USD
63290.9900000000
0.0107358030
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.0500000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCK9
75000.00
PA
USD
83956.8400000000
0.0142412703
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.9000000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446104
3660.00
NS
USD
390046.2000000000
0.0661620108
Long
EC
CORP
US
N
1
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECR0
75000.00
PA
USD
73812.4200000000
0.0125205120
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.1500000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
135000.00
PA
USD
147422.5700000000
0.0250067137
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.7500000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
50000.00
PA
USD
41492.8300000000
0.0070382664
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
60000.00
PA
USD
40428.7500000000
0.0068577707
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.3
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACW3
55000.00
PA
USD
54153.0900000000
0.0091857768
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.6500000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Total System Services Inc
891906AC3
55000.00
PA
USD
54192.0400000000
0.0091923837
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.8000000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAS9
110000.00
PA
USD
88240.1700000000
0.0149678348
Long
DBT
US
N
2
2034-11-01
Fixed
3.1000000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
10275000.00
PA
USD
9631207.5500000000
1.6337040523
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.2500000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHM6
10000000.00
PA
USD
9930783.0000000000
1.6845198637
Long
DBT
UST
US
N
2
2026-07-15
Fixed
4.5000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
45000.00
PA
USD
32224.8700000000
0.0054661786
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.5500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP24
000000000
-10
NC
USD
4259.0300000000
0.0007224426
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
Ultra 10-Year U.S. Treasury Notes Futures
2024-09-19
-1124571.5300000000
USD
4259.0300000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
US BOND FUTR OPTN JUL24P 114
000000000
-125
NC
USD
-54687.5000000000
-0.0092764266
N/A
DIR
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT US Long Bond Future
N/A
-125
NC
USD
-54687.5
0.000000000000
DIR
US
Short
CBOT US Long Bond
CBOT US Long Bond
2024-09-19
125.00
N/A
1000.00
114.000000000000
USD
2024-06-21
XXXX
50478.7500000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
40000.00
PA
USD
27967.8300000000
0.0047440736
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.8500000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
200000.00
PA
USD
198625.6300000000
0.0336920884
Long
DBT
CORP
GB
Y
2
2024-09-11
Fixed
3.6300000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
30000.00
PA
USD
21298.2700000000
0.0036127422
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
140000.00
PA
USD
117710.1800000000
0.0199667173
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
100000.00
PA
USD
82522.1500000000
0.0139979094
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.5700000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
200000.00
PA
USD
187220.8900000000
0.0317575470
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.1500000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AC4
65000.00
PA
USD
66067.3900000000
0.0112067529
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.8000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BH0
55000.00
PA
USD
36320.3800000000
0.0061608839
Long
DBT
CORP
US
Y
2
2051-09-23
Fixed
3.3800000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
100000.00
PA
USD
66786.8400000000
0.0113287903
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.5
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAF3
15000.00
PA
USD
15039.4100000000
0.0025510763
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.4500000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Kansas City Power & Light Co
485134BR0
90000.00
PA
USD
72045.2700000000
0.0122207573
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.2000000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
50000.00
PA
USD
41441.8000000000
0.0070296104
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.4500000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
80000.00
PA
USD
69985.2500000000
0.0118713241
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.2500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP24
000000000
-30
NC
USD
-12303.9200000000
-0.0020870658
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
CME Ultra Long Term U.S. Treasury Bond Futures
2024-09-19
-3660821.0800000000
USD
-12303.9200000000
N
N
N
TD Securities, Inc.
5493006RJSLS5DA4PD75
TDC002312 USD CALL MXN PUT
000000000
6000000
OU
Notional Amount
USD
143634.0000000000
0.0243640734
N/A
DFE
US
N
2
TD Securities Inc.
5493006RJSLS5DA4PD75
Call
Purchased
TD Securities, Inc.
5493006RJSLS5DA4PD75
TD Securities, Inc.
5493006RJSLS5DA4PD75
FX Contract
N/A
1
NC
USD
143634
0.000000000000
DFE
US
102000000.0000000000
MXN
6000000.0000000000
USD
2024-08-20
1.00
17.000000000000
USD
2024-08-20
XXXX
49348.2900000000
N
N
N
2024-07-24
Federated Hermes Fixed Income Securities, Inc.
Stephen Van Meter
Federated Hermes Fixed Income Securities, Inc.
Chief Compliance Officer