NPORT-P false 0001849998 XXXXXXXX S000083030 C000246534 Federated Hermes ETF Trust 811-23730 0001849998 2549000FKW49U2D1SG36 Federated Hermes Funds 4000 Ericsson Drive Warrendale 15086-7561 800-341-7400 Federated Hermes Total Return Bond ETF S000083030 254900MCLTYIW4TEYM48 2026-06-30 2026-03-31 N 471215238.670000000000 3716600.880000000000 467498637.790000000000 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 951703.340000000000 USD N Barclays US Universal LC07TRUU ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 902500.00 PA USD 876269.4300000000 0.1874378574 Long DBT CORP US N 2 2035-03-15 Fixed 4.5500000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAK8 123000.00 PA USD 113230.0200000000 0.0242203957 Long DBT CORP US N 2 2030-12-01 Fixed 3.1300000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 346000.00 PA USD 333054.2300000000 0.0712417541 Long DBT CORP IE N 2 2028-10-29 Fixed 3.0000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAE7 185500.00 PA USD 123775.2500000000 0.0264760665 Long DBT CORP US N 2 2040-08-15 Fixed 1.9000000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BF6 266000.00 PA USD 265586.5800000000 0.0568101292 Long DBT CORP US N 2 2026-11-30 Fixed 3.7500000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 205000.00 PA USD 188174.0700000000 0.0402512553 Long DBT CORP US N 2 2046-11-30 Fixed 4.9000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFU1 150000.00 PA USD 132297.8800000000 0.0282990942 Long DBT CORP US N 2 2050-02-15 Fixed 5.1500000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 1409000.00 PA USD 1288437.9600000000 0.2756025057 Long DBT CORP US N 2 2031-06-01 Fixed 2.7500000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 290000.00 PA USD 268228.5600000000 0.0573752602 Long DBT CORP US Y 2 2030-05-27 Fixed 2.6000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 270000.00 PA USD 266733.1500000000 0.0570553855 Long DBT CORP US N 2 2027-08-22 Fixed 3.1500000000 N N N N N N AUGUSTA SPINCO CORPORATI N/A 051473AD8 275000.00 PA USD 273739.8300000000 0.0585541449 Long DBT CORP US N 2 2031-03-23 Fixed 4.6600000000 N N N N N N Bank N/A 06541GAC1 947404.81 PA USD 943158.4500000000 0.2017457108 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 4.7800000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BC2 67000.00 PA USD 65306.9600000000 0.0139694439 Long DBT US N 2 2036-05-15 Fixed 5.2500000000 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748NAE4 339000.00 PA USD 334171.8500000000 0.0714808179 Long DBT CORP US N 2 2027-10-01 Fixed 3.5500000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBV1 180000.00 PA USD 180522.9600000000 0.0386146494 Long DBT CORP US N 2 2035-07-26 Fixed 6.1800000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEM9 130000.00 PA USD 131384.3100000000 0.0281036776 Long DBT CORP US N 2 2028-07-07 Fixed 5.1300000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AJ3 164500.00 PA USD 185899.2900000000 0.0397646699 Long DBT CORP US N 2 2031-08-15 Fixed 7.3000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CW7 85000.00 PA USD 84664.4800000000 0.0181101020 Long DBT CORP US N 2 2029-05-03 Fixed 4.0500000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WED9 125000.00 PA USD 125223.6100000000 0.0267858770 Long DBT CORP US N 2 2028-01-12 Fixed 4.7000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBW9 275000.00 PA USD 263454.8600000000 0.0563541450 Long DBT US N 2 2032-03-15 Fixed 4.0500000000 N N N N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 026874DS3 293500.00 PA USD 296328.8300000000 0.0633860307 Long DBT CORP US N 2 2033-03-27 Fixed 5.1300000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 480000.00 PA USD 494964.2900000000 0.1058750229 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.6300000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DB3 25000.00 PA USD 24638.8200000000 0.0052703512 Long DBT CORP US N 2 2027-09-12 Fixed 2.9000000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAD0 200000.00 PA USD 198344.1900000000 0.0424266883 Long DBT CORP US N 2 2034-12-01 Fixed 5.5000000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 487000.00 PA USD 491750.4700000000 0.1051875728 Long DBT CORP US Y 2 2033-05-30 Fixed 5.5500000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 205000.00 PA USD 203011.8900000000 0.0434251297 Long DBT CORP GB N 2 2027-06-12 Fixed 3.1300000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BD3 324000.00 PA USD 319048.9300000000 0.0682459593 Long DBT CORP US N 2 2033-02-01 Fixed 4.7500000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 315000.00 PA USD 329640.5700000000 0.0705115573 Long DBT CORP US N 2 2031-02-20 Fixed 5.8300000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 112000.00 PA USD 111191.9000000000 0.0237844329 Long DBT CORP US N 2 2026-11-21 Fixed 2.9500000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAE6 350500.00 PA USD 321887.0400000000 0.0688530434 Long DBT CORP US N 2 2030-04-15 Fixed 3.9000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AY9 430000.00 PA USD 438039.8900000000 0.0936986452 Long DBT CORP US N 2 2029-06-15 Fixed 5.1500000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAF3 93000.00 PA USD 92999.5200000000 0.0198930034 Long DBT CORP US Y 2 2028-01-15 Fixed 5.7500000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAU6 470000.00 PA USD 475255.6800000000 0.1016592652 Long DBT CORP US N 2 2028-02-01 Fixed 5.3000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBA4 1000000.00 PA USD 968201.4800000000 0.2071025243 Long DBT CORP US N 2 2055-11-15 Fixed 5.4500000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GR9 150000.00 PA USD 148004.6500000000 0.0316588409 Long DBT CORP US N 2 2037-02-06 Fixed 5.0500000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAR8 280000.00 PA USD 246746.2100000000 0.0527800918 Long DBT CORP US N 2 2031-01-28 Fixed 1.6500000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBJ3 400000.00 PA USD 372625.1700000000 0.0797061510 Long DBT CORP MX N 2 2030-05-07 Fixed 2.8800000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AX9 576500.00 PA USD 595710.9900000000 0.1274251820 Long DBT CORP US N 2 2033-03-01 Fixed 5.6300000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BU8 35000.00 PA USD 34456.4600000000 0.0073703873 Long DBT CORP US N 2 2027-03-01 Fixed 2.8000000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBG4 297000.00 PA USD 190904.6300000000 0.0408353340 Long DBT CORP US N 2 2050-02-24 Fixed 3.0000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 155000.00 PA USD 129527.1200000000 0.0277064166 Long DBT CORP US Y 2 2036-11-15 Fixed 3.1900000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 341000.00 PA USD 337022.8500000000 0.0720906593 Long DBT CORP US N 2 2026-12-01 Fixed 2.6700000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DB2 637000.00 PA USD 652121.8600000000 0.1394917134 Long DBT CORP US N 2 2027-11-05 Fixed 5.8500000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 650000.00 PA USD 544986.0500000000 0.1165748958 Long DBT CORP US N 2 2048-10-06 Fixed 4.4400000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 126500.00 PA USD 115548.7000000000 0.0247163715 Long DBT CORP US N 2 2030-05-01 Fixed 2.2500000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CR7 225000.00 PA USD 180690.5000000000 0.0386504870 Long DBT CORP US N 2 2049-10-26 Fixed 4.2500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 250000.00 PA USD 256457.0100000000 0.0548572743 Long DBT CORP US N 2 2031-11-15 Fixed 5.1500000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXV6 110000.00 PA USD 110345.8900000000 0.0236034677 Long DBT CORP US N 2 2027-07-15 Fixed 4.2000000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBT1 325000.00 PA USD 319880.8800000000 0.0684239170 Long DBT CORP US N 2 2032-08-15 Fixed 4.5000000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAP3 315000.00 PA USD 313410.9700000000 0.0670399750 Long DBT CORP IT Y 2 2054-05-15 Fixed 5.9500000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAR9 50000.00 PA USD 51338.3900000000 0.0109815058 Long DBT CORP US N 2 2035-02-15 Fixed 6.1000000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DK7 1000000.00 PA USD 983174.9800000000 0.2103054213 Long DBT CORP US N 2 2036-03-15 Fixed 5.1000000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBG2 750000.00 PA USD 736613.9200000000 0.1575649340 Long DBT CORP NL Y 2 2030-09-30 Fixed 4.3800000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375PAB6 41968.97 PA USD 42185.6700000000 0.0090236990 Long ABS-O CORP US Y 2 N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAQ7 324000.00 PA USD 324265.7800000000 0.0693618663 Long DBT CORP US N 2 2028-04-10 Fixed 4.5500000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 235000.00 PA USD 247936.5100000000 0.0530347021 Long DBT CORP US N 2 2034-03-15 Fixed 5.9000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 333000.00 PA USD 279438.0200000000 0.0597730127 Long DBT CORP US N 2 2031-03-01 Fixed 2.5000000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AL0 375000.00 PA USD 379216.0500000000 0.0811159690 Long DBT CORP US N 2 2029-08-15 Fixed 4.6500000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBQ4 217000.00 PA USD 218319.8500000000 0.0466995692 Long DBT CORP US N 2 2027-02-26 Fixed 4.8000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 50000.00 PA USD 42318.7500000000 0.0090521654 Long DBT CORP US N 2 2048-07-23 Fixed 4.6500000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AJ5 280000.00 PA USD 280360.5300000000 0.0599703416 Long DBT CORP US N 2 2035-06-15 Fixed 5.3000000000 N N N N N N BMW Vehicle Lease Trust N/A 05611UAD5 40514.81 PA USD 40561.2600000000 0.0086762306 Long ABS-O CORP US N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 755000.00 PA USD 671737.8500000000 0.1436876593 Long DBT CORP US N 2 2032-10-20 Fixed 2.5700000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07337DAB6 140000.00 PA USD 141937.4200000000 0.0303610339 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 5.2900000000 N N N N N N Federated Core Trust - High Yield Bond Portfolio 549300FJ1PZWFDNRP685 000000000 1919700.12 NS USD 10769517.6500000000 2.3036468514 Long EC RF US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DM9 70000.00 PA USD 70233.4100000000 0.0150232331 Long DBT CORP US N 2 2030-09-06 Fixed 4.9000000000 N N N N N N First National Master Note Trust N/A 32113CCB4 175000.00 PA USD 177227.3300000000 0.0379096998 Long ABS-O CORP US N 2 N N N iShares MBS ETF 549300M0TH0IE2E6RP07 464288588 355220.00 NS USD 33728139.0000000000 7.2145962092 Long EC RF US N 1 N N N AUTOMATIC DATA PROCESSNG HGBOLILQXWER4SAL2I23 053015AH6 125000.00 PA USD 122560.3500000000 0.0262161940 Long DBT CORP US N 2 2034-09-09 Fixed 4.4500000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 400000.00 PA USD 409683.3600000000 0.0876330596 Long DBT CORP GB Y 2 2034-03-26 Fixed 5.3000000000 N N N N N N BEACON FUNDING TRUST N/A 073952AB9 200000.00 PA USD 197647.5200000000 0.0422776676 Long DBT CORP US Y 2 2054-08-15 Fixed 6.2700000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AQ2 75000.00 PA USD 71259.7200000000 0.0152427653 Long DBT CORP US N 2 2033-05-01 Fixed 4.3500000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AS4 25000.00 PA USD 23037.3300000000 0.0049277855 Long DBT CORP US N 2 2030-02-06 Fixed 2.5000000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AH1 510000.00 PA USD 478274.0700000000 0.1023049120 Long DBT CORP MX N 2 2030-01-22 Fixed 2.7500000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCU3 863000.00 PA USD 853720.9100000000 0.1826146305 Long DBT CORP US N 2 2030-10-15 Fixed 4.2500000000 N N N N N N FIFTH THIRD FINANCL CORP I9Q57JVPWHHZ3ZGBW498 200340AW7 302000.00 PA USD 311620.9500000000 0.0666570819 Long DBT CORP US N 2 2030-01-30 Fixed 5.9800000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AT3 23000.00 PA USD 23850.9300000000 0.0051018181 Long DBT CORP US N 2 2035-03-15 Fixed 5.8000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 201000.00 PA USD 260513.8900000000 0.0557250586 Long DBT CORP US N 2 2039-08-01 Fixed 10.7500000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FF5 245000.00 PA USD 201846.8500000000 0.0431759226 Long DBT CORP US N 2 2054-12-01 Fixed 4.6300000000 N N N N N N DLLAD LLC N/A 23346MAC0 1000000.00 PA USD 1015848.3000000000 0.2172943872 Long ABS-O CORP US Y 2 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 933000.00 PA USD 878022.5400000000 0.1878128553 Long DBT CORP US N 2 2030-02-01 Fixed 2.9500000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAE0 155500.00 PA USD 155540.9100000000 0.0332708798 Long DBT CORP US N 2 2028-11-06 Fixed 4.2300000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AG5 447000.00 PA USD 422346.1800000000 0.0903416921 Long DBT CORP US Y 2 2028-12-14 Fixed 2.3800000000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851AV4 150000.00 PA USD 89641.9400000000 0.0191748024 Long DBT CORP US N 2 2050-10-01 Fixed 2.6000000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EUU1 341000.00 PA USD 334411.4500000000 0.0715320694 Long DBT CORP US N 2 2029-03-07 Fixed 3.4500000000 N N N N N N Dell Equipment Finance Trust N/A 24703VAJ0 300000.00 PA USD 299914.8000000000 0.0641530853 Long ABS-O CORP US Y 2 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 170000.00 PA USD 181386.5300000000 0.0387993708 Long DBT CORP US N 2 2033-03-15 Fixed 6.2500000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687EV4 25000.00 PA USD 22208.7800000000 0.0047505550 Long DBT CORP US N 2 2044-09-15 Fixed 4.7500000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278058DX7 1000000.00 PA USD 985531.5500000000 0.2108095020 Long DBT CORP US N 2 2031-03-06 Fixed 4.2000000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAC7 275000.00 PA USD 294307.6500000000 0.0629536915 Long DBT CORP FR Y 2 2033-05-23 Fixed 6.2500000000 N N N N N N EMERA US FINANCE LP N/A 29103DAJ5 300000.00 PA USD 299310.4900000000 0.0640238208 Long DBT CORP US N 2 2026-06-15 Fixed 3.5500000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBF1 80000.00 PA USD 67965.8300000000 0.0145381878 Long DBT CORP CA N 2 2033-08-01 Fixed 2.5000000000 N N N N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634WAB8 200000.00 PA USD 202480.9600000000 0.0433115615 Long DBT CORP NL Y 2 2035-02-01 Fixed 6.0000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 627000.00 PA USD 568199.0300000000 0.1215402536 Long DBT CORP US N 2 2032-04-22 Fixed 2.6900000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 1552500.00 PA USD 1584789.9400000000 0.3389934883 Long DBT CORP US N 2 2035-01-23 Fixed 5.4700000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 127000.00 PA USD 122289.0700000000 0.0261581661 Long DBT CORP US N 2 2054-02-22 Fixed 5.5500000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 1067000.00 PA USD 1064404.1300000000 0.2276806912 Long DBT CORP US N 2 2037-04-20 Fixed 5.3000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 751000.00 PA USD 763410.1100000000 0.1632967560 Long DBT CORP US N 2 2035-01-18 Fixed 5.4700000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 206000.00 PA USD 183488.7700000000 0.0392490491 Long DBT CORP US N 2 2039-06-15 Fixed 4.1300000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBK6 136000.00 PA USD 125150.4300000000 0.0267702235 Long DBT CORP US N 2 2054-04-15 Fixed 5.2000000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 250000.00 PA USD 260000.6000000000 0.0556152637 Long DBT CORP US N 2 2033-02-15 Fixed 5.7500000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 340000.00 PA USD 347589.5400000000 0.0743509204 Long DBT CORP US N 2 2030-04-01 Fixed 5.2000000000 N N N N N N BX Trust N/A 12433LAA3 1080000.00 PA USD 1079663.8000000000 0.2309448013 Long ABS-MBS CORP US Y 2 2043-02-15 Floating 5.0700000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DU1 207000.00 PA USD 209365.2000000000 0.0447841305 Long DBT CORP US N 2 2033-02-21 Fixed 5.2500000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 418000.00 PA USD 427164.0200000000 0.0913722491 Long DBT CORP US N 2 2031-01-30 Fixed 5.2500000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBE3 180000.00 PA USD 177208.4300000000 0.0379056570 Long DBT CORP CA N 2 2026-12-02 Fixed 1.7500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 179000.00 PA USD 176206.1800000000 0.0376912713 Long DBT CORP US N 2 2030-11-15 Fixed 4.1500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCG4 500000.00 PA USD 511800.5900000000 0.1094763810 Long DBT CORP US N 2 2032-04-15 Fixed 5.2000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 412000.00 PA USD 384401.6200000000 0.0822251850 Long DBT CORP US N 2 2053-05-15 Fixed 5.6000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLP93 1693820.09 PA USD 1597571.6400000000 0.3417275497 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.0000000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBU9 60000.00 PA USD 43107.1400000000 0.0092208055 Long DBT CORP US N 2 2041-03-01 Fixed 3.1000000000 N N N N N N FIFTH THIRD BANK INC QFROUN1UWUYU0DVIWD51 31677QBR9 276000.00 PA USD 271372.0900000000 0.0580476750 Long DBT CORP US N 2 2027-02-01 Fixed 2.2500000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBX9 330000.00 PA USD 336341.8200000000 0.0719449840 Long DBT CORP US N 2 2030-02-24 Fixed 4.7500000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 263000.00 PA USD 248405.0200000000 0.0531349185 Long DBT CORP US N 2 2030-11-05 Fixed 2.9800000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BE7 43000.00 PA USD 43450.9500000000 0.0092943479 Long DBT CORP US N 2 2033-03-02 Fixed 5.6000000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BM9 250000.00 PA USD 247743.3400000000 0.0529933822 Long DBT CORP US N 2 2030-03-15 Fixed 4.7500000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J38 450000.00 PA USD 441607.1800000000 0.0944617041 Long DBT CORP US N 2 2033-04-06 Fixed 5.7500000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBJ3 491000.00 PA USD 498203.6900000000 0.1065679447 Long DBT CORP US N 2 2034-11-14 Fixed 5.4000000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAP0 246000.00 PA USD 222601.8100000000 0.0476154992 Long DBT CORP US N 2 2030-04-20 Fixed 1.6000000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 252000.00 PA USD 240606.9700000000 0.0514668815 Long DBT CORP US N 2 2030-04-01 Fixed 3.3800000000 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262GAF8 530000.00 PA USD 549440.3800000000 0.1175276965 Long DBT CORP US N 2 2029-05-06 Fixed 6.2500000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 305000.00 PA USD 302017.5400000000 0.0646028706 Long DBT CORP US N 2 2027-03-24 Fixed 3.3800000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BH0 173000.00 PA USD 113501.3000000000 0.0242784237 Long DBT CORP US Y 2 2051-09-23 Fixed 3.3800000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAP7 161000.00 PA USD 161298.1700000000 0.0345023829 Long DBT CORP US N 2 2027-08-15 Fixed 4.9500000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC77 120000.00 PA USD 120586.2800000000 0.0257939318 Long DBT CORP US N 2 2028-04-23 Fixed 4.9400000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 245000.00 PA USD 243817.3500000000 0.0521535958 Long DBT CORP US N 2 2026-11-16 Fixed 3.5000000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 401000.00 PA USD 406258.0300000000 0.0869003666 Long DBT CORP US N 2 2028-04-15 Fixed 4.8800000000 N N N N N N ORL TRUST N/A 67120DAC9 850000.00 PA USD 850532.0200000000 0.1819325130 Long ABS-MBS CORP US Y 2 2039-12-15 Floating 5.5600000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AS3 490000.00 PA USD 492836.1000000000 0.1054197938 Long DBT CORP US N 2 2029-09-15 Fixed 4.5000000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BB1 130000.00 PA USD 131322.7200000000 0.0280905032 Long DBT CORP US N 2 2035-03-15 Fixed 5.4000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 114000.00 PA USD 109651.6600000000 0.0234549689 Long DBT CORP US N 2 2054-09-15 Fixed 5.9500000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAH7 255000.00 PA USD 221420.5500000000 0.0473628225 Long DBT US N 2 2031-03-15 Fixed 2.0000000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AB5 390000.00 PA USD 396785.6500000000 0.0848741831 Long DBT CORP US N 2 2033-08-01 Fixed 5.3500000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAH8 1000000.00 PA USD 985470.0800000000 0.2107963533 Long DBT CORP US Y 2 2046-03-16 Fixed 5.6200000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAN1 180500.00 PA USD 157246.8800000000 0.0336357943 Long DBT CORP US N 2 2043-03-15 Fixed 4.4500000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131BB7 633000.00 PA USD 629256.6900000000 0.1346007537 Long DBT US N 2 2034-01-15 Fixed 4.9000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDK9 5000.00 PA USD 5176.8500000000 0.0011073508 Long DBT CORP US N 2 2033-09-14 Fixed 5.7200000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 1316000.00 PA USD 1336197.9700000000 0.2858185804 Long DBT CORP US N 2 2035-01-23 Fixed 5.3400000000 N N N N N N CAMPBELLS COMPANY/THE 5493007JDSMX8Z5Z1902 134429BN8 225000.00 PA USD 227151.4900000000 0.0485886956 Long DBT CORP US N 2 2029-03-21 Fixed 5.2000000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DF8 100000.00 PA USD 100282.0100000000 0.0214507598 Long ABS-O CORP US Y 2 N N N CHEVRON CORP N/A 166764CA6 255000.00 PA USD 171767.0400000000 0.0367417199 Long DBT CORP US N 2 2050-05-11 Fixed 3.0800000000 N N N N N N COLUMBIA PIPELINE GROUP 549300SRP1TQM9JJBG80 198280AH2 479000.00 PA USD 467068.9300000000 0.0999080836 Long DBT CORP US N 2 2045-06-01 Fixed 5.8000000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBU8 565000.00 PA USD 483459.9300000000 0.1034141901 Long DBT CORP US N 2 2052-08-15 Fixed 5.0000000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.0 NC 2697.5900000000 0.0005770263 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 12651053.2500000000 ZAR 750000.0000000000 USD 2026-04-08 2697.5900000000 N N N JW Commercial Mortgage Trust 2024-MRCO N/A 46676AAA1 500000.00 PA USD 500000.8000000000 0.1069523544 Long ABS-MBS CORP US Y 2 2039-11-15 Floating 5.2700000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 306500.00 PA USD 312572.3500000000 0.0668605905 Long DBT CORP US N 2 2034-04-14 Fixed 6.2000000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DE8 200000.00 PA USD 202063.1100000000 0.0432221816 Long DBT CORP CA N 2 2029-02-15 Fixed 5.0000000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAR5 1000000.00 PA USD 1002070.9100000000 0.2143473433 Long DBT CORP US N 2 2029-03-15 Fixed 4.6500000000 N N N N N N John Deere Owner Trust N/A 47786WAD2 996329.75 PA USD 1006172.1900000000 0.2152246250 Long ABS-O CORP US N 2 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CM4 64000.00 PA USD 48325.7800000000 0.0103370954 Long DBT CORP US N 2 2048-01-15 Fixed 3.5000000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AV1 100000.00 PA USD 95715.6300000000 0.0204739912 Long DBT CORP US N 2 2054-08-15 Fixed 5.5000000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAT1 424000.00 PA USD 444472.1100000000 0.0950745252 Long DBT CORP US N 2 2032-03-13 Fixed 6.0800000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 55000.00 PA USD 53628.9900000000 0.0114714751 Long DBT CORP US Y 2 2055-05-01 Fixed 5.7000000000 N N N N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 575767AQ1 513000.00 PA USD 345757.9600000000 0.0739591374 Long DBT CORP US Y 2 2050-04-15 Fixed 3.3800000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.0 NC -9557.3600000000 -0.0020443610 N/A DFE US N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 335868780.0000000000 HUF 1000000.0000000000 USD 2026-04-08 -9557.3600000000 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCJ2 700000.00 PA USD 707327.0900000000 0.1513003532 Long DBT CORP CA N 2 2030-06-20 Fixed 4.9000000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAG1 157000.00 PA USD 156344.5400000000 0.0334427798 Long DBT CORP US Y 2 2027-12-15 Fixed 5.0000000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620BA2 600000.00 PA USD 575484.8100000000 0.1230987138 Long DBT CORP US N 2 2056-11-15 Fixed 5.5000000000 N N N N N N Federated Hermes Government Obligations Fund 254900VAJ9169N7JRF45 608919718 4677339.70 NS USD 4677339.7000000000 1.0005033859 Long STIV RF US N 1 N N N NBCUNIVERSAL MEDIA LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 22000.00 PA USD 22031.3700000000 0.0047126062 Long DBT CORP US N 2 2041-04-01 Fixed 5.9500000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 149000.00 PA USD 150380.7800000000 0.0321671055 Long DBT CORP US N 2 2027-06-01 Fixed 5.5000000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBH3 262500.00 PA USD 198139.1000000000 0.0423828187 Long DBT CORP US N 2 2052-03-15 Fixed 4.1000000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851AP4 175000.00 PA USD 178609.3600000000 0.0382053220 Long DBT CORP US N 2 2039-10-15 Fixed 6.0000000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 200000.00 PA USD 182824.8800000000 0.0391070402 Long DBT CORP US Y 2 2030-10-15 Fixed 3.0000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 530000.00 PA USD 347492.1200000000 0.0743300818 Long DBT CORP US N 2 2050-02-01 Fixed 3.4500000000 N N N N N N DLLMT LLC N/A 23347JAC6 1250000.00 PA USD 1247873.7500000000 0.2669256441 Long ABS-O CORP US Y 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 908000.00 PA USD 827426.0500000000 0.1769900451 Long DBT CORP US N 2 2030-06-01 Fixed 2.2500000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 250000.00 PA USD 266581.3100000000 0.0570229063 Long DBT CORP US N 2 2032-11-02 Fixed 6.1300000000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AB4 275000.00 PA USD 269583.5500000000 0.0576650985 Long DBT CORP US Y 2 2035-10-08 Fixed 5.3000000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 370000.00 PA USD 389786.8900000000 0.0833771178 Long DBT CORP US N 2 2032-11-15 Fixed 6.1000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 296000.00 PA USD 280515.9500000000 0.0600035866 Long DBT CORP US N 2 2033-02-06 Fixed 4.9000000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BR5 792000.00 PA USD 811583.3800000000 0.1736012288 Long DBT CORP US N 2 2029-06-12 Fixed 5.5800000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 500000.00 PA USD 502182.5900000000 0.1074190488 Long DBT CORP US N 2 2036-07-21 Fixed 5.3700000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 693627AY7 83000.00 PA USD 87985.8100000000 0.0188205490 Long DBT CORP US N 2 2035-10-15 Fixed 6.1200000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 000000000 1.0 NC -79139.6200000000 -0.0169283103 N/A DFE AU N 2 Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 4000000.0000000000 USD 5683352.0400000000 AUD 2026-04-09 -79139.6200000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 4099061.93 PA USD 3313946.4600000000 0.7088676185 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 190000.00 PA USD 188452.7600000000 0.0403108683 Long DBT CORP US N 2 2027-07-15 Fixed 3.9000000000 N N N N N N FLOWERS FOODS INC 7YNCQQNDK8FBM9BBTK25 343498AB7 220000.00 PA USD 218744.4600000000 0.0467903952 Long DBT CORP US N 2 2026-10-01 Fixed 3.5000000000 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAE5 150000.00 PA USD 163041.4500000000 0.0348752781 Long DBT CORP US N 2 2040-04-16 Fixed 6.7500000000 N N N N N N TC PIPELINES LP 6HL0C5LCIE4TN8UZHL06 87233QAC2 225000.00 PA USD 223344.6800000000 0.0477744023 Long DBT CORP US N 2 2027-05-25 Fixed 3.9000000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XER3 381000.00 PA USD 393123.9500000000 0.0840909295 Long DBT CORP US N 2 2031-02-08 Fixed 5.7500000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 1669000.00 PA USD 1499184.4400000000 0.3206820980 Long DBT CORP US N 2 2032-04-22 Fixed 2.6200000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AF6 234000.00 PA USD 232053.7000000000 0.0496372997 Long DBT CORP US N 2 2028-06-01 Fixed 4.4500000000 N N N N N N Toyota Lease Owner Trust 254900R64DFTI1MWY364 891943AD4 824076.07 PA USD 824462.2300000000 0.1763560711 Long ABS-O CORP US Y 2 N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AA0 192000.00 PA USD 209147.2700000000 0.0447375143 Long DBT CORP US Y 2 2033-09-15 Fixed 6.6000000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 382000.00 PA USD 357680.3100000000 0.0765093802 Long DBT CORP US N 2 2030-04-01 Fixed 2.6300000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DQ9 200000.00 PA USD 198927.4000000000 0.0425514395 Long DBT CORP US N 2 2034-11-01 Fixed 4.9000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCF6 105000.00 PA USD 97844.0000000000 0.0209292588 Long DBT US N 2 2053-06-15 Fixed 5.2500000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBC6 155000.00 PA USD 154483.1300000000 0.0330446161 Long DBT US N 2 2035-01-15 Fixed 5.1000000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKV0 385000.00 PA USD 393196.3400000000 0.0841064141 Long DBT CORP US N 2 2028-03-01 Fixed 5.6500000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLD9 190000.00 PA USD 192093.7900000000 0.0410897005 Long DBT CORP US N 2 2029-12-01 Fixed 4.9000000000 N N N N N N SBNA Auto Lease Trust N/A 78398DAC1 673874.52 PA USD 674929.2000000000 0.1443703030 Long ABS-O CORP US Y 2 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 300000.00 PA USD 291106.2600000000 0.0622689002 Long DBT CORP US N 2 2035-09-15 Fixed 4.8000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJG6 212000.00 PA USD 209684.7600000000 0.0448524858 Long DBT CORP US N 2 2033-07-22 Fixed 4.9700000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288FAC5 600000.00 PA USD 596219.2800000000 0.1275339074 Long ABS-O CORP US N 2 N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 806854AJ4 500.00 PA USD 464.2600000000 0.0000993072 Long DBT CORP LU N 2 2030-06-26 Fixed 2.6500000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBP3 45000.00 PA USD 45680.3700000000 0.0097712306 Long DBT CORP US N 2 2028-07-01 Fixed 5.2500000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBV0 510000.00 PA USD 493673.2500000000 0.1055988638 Long DBT CORP US N 2 2034-10-15 Fixed 5.0000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 633000.00 PA USD 648256.3800000000 0.1386648704 Long DBT CORP US N 2 2030-01-23 Fixed 5.3800000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCW9 300.00 PA USD 296.2800000000 0.0000633756 Long DBT UST US N 2 2026-08-31 Fixed 0.7500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKV2 550000.00 PA USD 555156.2500000000 0.1187503460 Long DBT UST US N 2 2027-06-15 Fixed 4.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 200000.00 PA USD 200667.4000000000 0.0429236331 Long DBT UST US N 2 2027-02-28 Fixed 4.1300000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BY7 127500.00 PA USD 122667.8900000000 0.0262391973 Long DBT CORP US N 2 2029-06-15 Fixed 2.9500000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CB6 516000.00 PA USD 485434.2800000000 0.1038365122 Long DBT CORP US N 2 2030-04-15 Fixed 2.7000000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BQ4 250000.00 PA USD 196895.6700000000 0.0421168436 Long DBT CORP NL N 2 2046-05-10 Fixed 4.0000000000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 83272GAD3 200000.00 PA USD 203670.8500000000 0.0435660842 Long DBT CORP IE N 2 2030-01-15 Fixed 5.2000000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CZ7 18000.00 PA USD 18040.6300000000 0.0038589695 Long DBT CORP US N 2 2032-02-01 Fixed 4.7500000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AL0 265000.00 PA USD 260807.2900000000 0.0557878182 Long DBT CORP US N 2 2027-12-01 Fixed 3.4800000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AX8 215000.00 PA USD 212224.8600000000 0.0453958243 Long DBT CORP US N 2 2030-10-01 Fixed 4.2500000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAK7 125000.00 PA USD 126111.7200000000 0.0269758476 Long DBT CORP US N 2 2035-02-15 Fixed 5.5000000000 N N N N N N FNB CORP PCYSKIGYNYFDTBLVZU83 302520AD3 340000.00 PA USD 342111.5000000000 0.0731791437 Long DBT CORP US N 2 2030-12-11 Fixed 5.7200000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 500000.00 PA USD 452878.3500000000 0.0968726566 Long DBT CORP US N 2 2054-08-15 Fixed 5.4000000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DL1 307000.00 PA USD 316459.8000000000 0.0676921331 Long DBT CORP US N 2 2032-01-29 Fixed 5.6300000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAA5 245000.00 PA USD 247226.2000000000 0.0528827637 Long DBT CORP US N 2 2029-08-14 Fixed 4.8000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 500000.00 PA USD 505336.6700000000 0.1080937203 Long DBT CORP US Y 2 2030-03-27 Fixed 5.1500000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 245000.00 PA USD 246971.6100000000 0.0528283058 Long DBT CORP US N 2 2033-03-22 Fixed 4.9000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMW8 200000.00 PA USD 199734.3800000000 0.0427240560 Long DBT UST US N 2 2028-04-15 Fixed 3.7500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQC8 1525000.00 PA USD 1490336.6000000000 0.3187895064 Long DBT UST US N 2 2033-02-28 Fixed 3.7500000000 N N N N N N GE VERNOVA INC 254900DP080RU6OK2553 36828AAB7 200000.00 PA USD 198222.3800000000 0.0424006326 Long DBT CORP US N 2 2036-02-04 Fixed 4.8800000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 134000.00 PA USD 127251.9200000000 0.0272197413 Long DBT CORP US N 2 2030-09-01 Fixed 3.5000000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAB2 672000.00 PA USD 679889.9400000000 0.1454314270 Long DBT CORP US N 2 2029-03-15 Fixed 4.9000000000 N N N N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239AE0 160000.00 PA USD 167408.2400000000 0.0358093535 Long DBT CORP US N 2 2033-03-15 Fixed 6.1000000000 N N N N N N Honda Auto Receivables Owner Trust N/A 437921AE9 600000.00 PA USD 602630.0400000000 0.1289051970 Long ABS-O CORP US N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 500000.00 PA USD 470905.7100000000 0.1007287876 Long DBT CORP US N 2 2030-10-15 Fixed 2.7400000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CA5 410000.00 PA USD 411101.6600000000 0.0879364402 Long DBT CORP US N 2 2034-02-15 Fixed 4.7500000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830CK3 1000000.00 PA USD 1000730.9500000000 0.2140607200 Long DBT CORP US N 2 2028-08-15 Fixed 4.1500000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AL4 235000.00 PA USD 236042.6600000000 0.0504905557 Long DBT CORP US N 2 2032-07-15 Fixed 4.6500000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAF9 131000.00 PA USD 132999.2200000000 0.0284491139 Long DBT CORP US N 2 2028-03-22 Fixed 5.0500000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 360000.00 PA USD 375093.9200000000 0.0802342274 Long DBT CORP US N 2 2034-06-08 Fixed 5.8700000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 911312BZ8 548000.00 PA USD 558589.1000000000 0.1194846476 Long DBT CORP US N 2 2033-03-03 Fixed 4.8800000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UQ9 5000000.00 PA USD 4819531.0000000000 1.0309187258 Long DBT UST US N 2 2045-11-15 Fixed 4.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCZ2 400.00 PA USD 394.3400000000 0.0000843510 Long DBT UST US N 2 2026-09-30 Fixed 0.8800000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 100000.00 PA USD 101507.2100000000 0.0217128355 Long DBT CORP US N 2 2029-02-01 Fixed 5.0000000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807AU2 249000.00 PA USD 247518.5600000000 0.0529453008 Long DBT CORP US N 2 2029-03-15 Fixed 4.0000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 621500.00 PA USD 618682.6300000000 0.1323389161 Long DBT CORP US N 2 2032-09-01 Fixed 4.9500000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 198000.00 PA USD 168340.6000000000 0.0360087894 Long DBT CORP US N 2 2044-09-15 Fixed 4.7500000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NK7 231000.00 PA USD 231015.9400000000 0.0494153183 Long DBT CORP US N 2 2046-04-20 Fixed 5.2500000000 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BD7 142000.00 PA USD 127153.1600000000 0.0271986162 Long DBT CORP US N 2 2031-08-01 Fixed 2.6000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 463000.00 PA USD 306410.6700000000 0.0655425803 Long DBT CORP US N 2 2047-11-15 Fixed 4.0000000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAD4 90000.00 PA USD 97293.5400000000 0.0208115130 Long DBT CORP US N 2 2053-07-15 Fixed 7.1000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFA5 792000.00 PA USD 803832.6900000000 0.1719433224 Long DBT CORP US N 2 2031-04-15 Fixed 4.9000000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 233000.00 PA USD 178902.0700000000 0.0382679340 Long DBT CORP US N 2 2041-03-22 Fixed 3.4000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 1770000.00 PA USD 1776628.1200000000 0.3800285127 Long DBT UST US N 2 2030-02-28 Fixed 4.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKW0 400.00 PA USD 405.0300000000 0.0000866377 Long DBT UST US N 2 2031-06-30 Fixed 4.2500000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 465000.00 PA USD 469427.1500000000 0.1004125172 Long DBT CORP US Y 2 2035-03-01 Fixed 5.2000000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CA8 455000.00 PA USD 458244.9000000000 0.0980205851 Long DBT CORP US N 2 2030-03-15 Fixed 4.6500000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 945000.00 PA USD 940167.3500000000 0.2011059015 Long DBT CORP US N 2 2033-07-25 Fixed 4.9000000000 N N N N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 000000000 -300 NC USD 0.0000000000 0.0000000000 N/A DIR US N 1 Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -300 NC USD 0 0.000000000000 DIR US Short CBOT 2 Year U.S. Treasury Notes CBOT 2 Year U.S. Treasury Notes 2026-06-30 300.00 N/A 2000.00 104.375000000000 USD 2026-03-27 XXXX 32088.0000000000 N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -4000000 OU Notional Amount USD -268.0000000000 -0.0000573264 N/A DFE US N 2 BofA Securities Inc. 549300HN4UKV1E2R3U73 Put Written BofA Securities, Inc. 549300HN4UKV1E2R3U73 BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 1 NC USD -268 0.000000000000 DFE CH -4000000.0000000000 USD -2960000.0000000000 CHF 2026-04-27 1.00 0.740000000000 USD 2026-04-27 XXXX 35516.0000000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -4000000 OU Notional Amount USD -612.0000000000 -0.0001309095 N/A DFE US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Put Written UBS Securities LLC T6FIZBDPKLYJKFCRVK44 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 N/A 1 NC USD -612 0.000000000000 DFE NO -4000000.0000000000 USD -37400000.0000000000 NOK 2026-04-08 1.00 9.350000000000 USD 2026-04-08 XXXX 18188.0000000000 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AU3 543000.00 PA USD 435753.2300000000 0.0932095187 Long DBT CORP US N 2 2042-08-21 Fixed 3.8800000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CP2 156000.00 PA USD 141972.0200000000 0.0303684350 Long DBT CORP US N 2 2030-05-01 Fixed 2.1000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAP3 388000.00 PA USD 396162.7400000000 0.0847409400 Long DBT CORP US N 2 2036-12-15 Fixed 6.4000000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BE3 290000.00 PA USD 294210.6400000000 0.0629329406 Long DBT CORP US N 2 2029-03-15 Fixed 5.0500000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 231000.00 PA USD 234386.2900000000 0.0501362509 Long DBT CORP US N 2 2034-07-21 Fixed 5.4200000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AU7 100000.00 PA USD 100124.6700000000 0.0214171041 Long DBT CORP US N 2 2028-07-15 Fixed 4.5500000000 N N N N N N PHILLIPS EDISON GROCERY 549300WUPIVS6ZE0ZI51 71845JAD0 50000.00 PA USD 50206.3100000000 0.0107393489 Long DBT US N 2 2032-08-15 Fixed 5.2500000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAS1 1008500.00 PA USD 910491.3400000000 0.1947580734 Long DBT CORP US N 2 2030-06-15 Fixed 2.1300000000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AF6 525000.00 PA USD 515669.5200000000 0.1103039620 Long DBT CORP FR Y 2 2036-01-13 Fixed 5.0000000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BT0 563500.00 PA USD 572849.8100000000 0.1225350758 Long DBT CORP US Y 2 2028-05-01 Fixed 5.5500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLL3 1250000.00 PA USD 1242079.8800000000 0.2656863100 Long DBT UST US N 2 2027-09-15 Fixed 3.3800000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 8150000.00 PA USD 8147453.1300000000 1.7427758011 Long DBT UST US N 2 2034-11-15 Fixed 4.2500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMU2 4850000.00 PA USD 4867808.7200000000 1.0412455410 Long DBT UST US N 2 2030-03-31 Fixed 4.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNJ6 425000.00 PA USD 423132.4700000000 0.0905098830 Long DBT UST US N 2 2032-06-30 Fixed 4.0000000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AC6 137000.00 PA USD 137813.1100000000 0.0294788260 Long DBT CORP SG N 2 2028-05-19 Fixed 4.4500000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 577000.00 PA USD 574801.6500000000 0.1229525829 Long DBT CORP SG N 2 2033-05-19 Fixed 4.7500000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BW2 1000000.00 PA USD 998479.4500000000 0.2135791143 Long DBT CORP US N 2 2035-05-20 Fixed 5.0000000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 118000.00 PA USD 114280.5400000000 0.0244451065 Long DBT CORP US N 2 2045-08-15 Fixed 5.8500000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QAV8 4000.00 PA USD 4009.3900000000 0.0008576260 Long DBT CORP US N 2 2040-03-01 Fixed 5.5000000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAX1 120000.00 PA USD 119664.8000000000 0.0255968232 Long DBT US N 2 2028-03-15 Fixed 4.1300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPC9 6750000.00 PA USD 6698181.6000000000 1.4327702925 Long DBT UST US N 2 2028-10-15 Fixed 3.5000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 15000.00 PA USD 15167.2300000000 0.0032443367 Long DBT CORP US N 2 2032-01-15 Fixed 4.9500000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 365000.00 PA USD 343600.3400000000 0.0734976131 Long DBT CORP US N 2 2034-11-01 Fixed 3.0300000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BR7 170000.00 PA USD 104746.9100000000 0.0224058214 Long DBT CORP US N 2 2051-12-14 Fixed 3.1500000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 250000.00 PA USD 219752.9200000000 0.0470061092 Long DBT CORP US N 2 2040-04-15 Fixed 4.3800000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 333000.00 PA USD 315263.8200000000 0.0674363077 Long DBT CORP US N 2 2033-02-01 Fixed 4.2000000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BA7 355000.00 PA USD 306403.9600000000 0.0655411450 Long DBT CORP US N 2 2033-03-15 Fixed 2.3800000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 471000.00 PA USD 420343.5400000000 0.0899133187 Long DBT CORP US N 2 2030-06-30 Fixed 2.0000000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AR2 138000.00 PA USD 128136.1100000000 0.0274088734 Long DBT CORP US Y 2 2030-06-26 Fixed 2.6500000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BA2 200500.00 PA USD 195053.0700000000 0.0417227034 Long DBT CORP US N 2 2029-05-22 Fixed 3.2500000000 N N N N N N Vanguard Mortgage-Backed Securities ETF 157FPOCFDEEVUKWE4M41 92206C771 565320.00 NS USD 26541774.0000000000 5.6774013557 Long EC RF US N 1 N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAE2 297000.00 PA USD 282950.7200000000 0.0605243945 Long DBT CORP US N 2 2035-12-14 Fixed 4.1500000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746NL1 120000.00 PA USD 123682.2900000000 0.0264561819 Long DBT CORP US N 2 2036-12-15 Fixed 5.9500000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 33000.00 PA USD 27668.7300000000 0.0059184622 Long DBT CORP US N 2 2044-11-04 Fixed 4.6500000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 100000.00 PA USD 99557.7300000000 0.0212958332 Long DBT CORP US N 2 2035-12-03 Fixed 5.2100000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAL8 636000.00 PA USD 584867.2000000000 0.1251056480 Long DBT US N 2 2031-01-15 Fixed 2.7500000000 N N N N N N World Omni Auto Receivables Trust N/A 98164RAD8 137574.42 PA USD 138177.0000000000 0.0295566637 Long ABS-O CORP US N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30000000.00 OU Notional Amount USD 530832.0000000000 0.1135472827 N/A DCR GB N 2 Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 CDX.NA.IG.S45 Y sell protection 2030-12-20 0.000000000000 USD 560908.210000000000 USD 30000000.0000000000 USD -30076.2100000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 45 NC USD -100754.4100000000 -0.0215518083 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures Ultra 10 Year U.S. Treasury Notes Futures 2026-06-18 5208957.5400000000 USD -100754.4100000000 N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 000000000 -3000000 OU Notional Amount USD -8367.0000000000 -0.0017897378 N/A DFE US N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 Put Written Barclays Capital, Inc. AC28XWWI3WIBK2824319 Barclays Capital, Inc. AC28XWWI3WIBK2824319 N/A 1 NC USD -8367 0.000000000000 DFE US -3000000.0000000000 AUD -2040000.0000000000 USD 2026-04-09 1.00 0.680000000000 USD 2026-04-09 XXXX 14802.2300000000 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BG3 125000.00 PA USD 122657.0300000000 0.0262368743 Long DBT CORP US N 2 2028-02-01 Fixed 3.4000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 961000.00 PA USD 935889.9700000000 0.2001909512 Long DBT CORP US N 2 2030-04-15 Fixed 3.8800000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AS8 179000.00 PA USD 183290.5000000000 0.0392066383 Long DBT CORP US N 2 2027-03-15 Fixed 7.0000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 297000.00 PA USD 306368.3500000000 0.0655335279 Long DBT CORP US N 2 2035-01-24 Fixed 5.7100000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CC3 175000.00 PA USD 157581.0000000000 0.0337072640 Long DBT CORP US N 2 2031-03-15 Fixed 2.4500000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DJ8 1100000.00 PA USD 1092189.4200000000 0.2336240861 Long DBT CORP US N 2 2036-02-12 Fixed 4.9000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGP0 666000.00 PA USD 668211.3200000000 0.1429333192 Long DBT UST US N 2 2028-02-29 Fixed 4.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKA8 1252000.00 PA USD 1255813.8400000000 0.2686240640 Long DBT UST US N 2 2027-02-15 Fixed 4.1300000000 N N N N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AB2 84500.00 PA USD 85794.9100000000 0.0183519059 Long DBT CORP US N 2 2033-05-15 Fixed 5.2500000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BM4 193000.00 PA USD 199795.8500000000 0.0427372047 Long DBT CORP US N 2 2034-03-15 Fixed 5.7000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 776000.00 PA USD 796352.8800000000 0.1703433584 Long DBT CORP US N 2 2033-03-02 Fixed 5.2500000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JJ0 230000.00 PA USD 171386.0000000000 0.0366602138 Long DBT CORP US N 2 2046-06-15 Fixed 3.6500000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAU5 457000.00 PA USD 292533.4200000000 0.0625741759 Long DBT US N 2 2051-01-15 Fixed 3.2500000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAM8 575000.00 PA USD 581918.1600000000 0.1244748354 Long DBT CORP US N 2 2030-04-01 Fixed 5.0000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEP4 2452014.47 PA USD 2160567.7800000000 0.4621548825 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.0000000000 N N N N N N Federated Core Trust - Federated Mortgage Core Portfolio 254900WC9GWJKY8X3D48 31409N200 5435053.63 NS USD 45708801.0500000000 9.7773121364 Long EC RF US N 1 N N N FEDERATED CORE TR 254900HYFNGKM5PJOV84 31409N887 1219012.22 NS USD 10739497.6500000000 2.2972254424 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNR71 1443096.38 PA USD 1455952.4900000000 0.3114345952 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N Federated Core Trust III - Federated Project and Trade Finance Core Fund 549300K79QCJYF3J1472 31415N103 3498720.34 NS USD 31173598.2700000000 6.6681687924 Long EC RF US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CP2 474000.00 PA USD 481131.3300000000 0.1029160924 Long DBT CORP US N 2 2028-06-01 Fixed 5.2000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CV9 82000.00 PA USD 79146.6900000000 0.0169298226 Long DBT CORP US N 2 2054-04-01 Fixed 6.0000000000 N N N N N N iShares iBoxx USD High Yield Corporate Bond ETF 549300FCCXHK7O37PQ68 464288513 38200.00 NS USD 3039192.0000000000 0.6500964397 Long EC RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 12600000.00 PA USD 12263343.1200000000 2.6231826424 Long DBT UST US N 2 2055-05-15 Fixed 4.7500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UP1 7750000.00 PA USD 7400039.4500000000 1.5829007513 Long DBT UST US N 2 2055-11-15 Fixed 4.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLN9 1048000.00 PA USD 1035594.2000000000 0.2215181214 Long DBT UST US N 2 2029-09-30 Fixed 3.5000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLR0 1450000.00 PA USD 1462001.0700000000 0.3127284128 Long DBT UST US N 2 2029-10-31 Fixed 4.1300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMD0 2925000.00 PA USD 2974561.4900000000 0.6362716914 Long DBT UST US N 2 2029-12-31 Fixed 4.3800000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMN8 350000.00 PA USD 352693.3600000000 0.0754426498 Long DBT UST US N 2 2028-02-15 Fixed 4.2500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDQ1 95500.00 PA USD 93741.1500000000 0.0200516413 Long DBT UST US N 2 2026-12-31 Fixed 1.2500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGH8 2675000.00 PA USD 2659953.1300000000 0.5689755894 Long DBT UST US N 2 2028-01-31 Fixed 3.5000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMT5 2800000.00 PA USD 2809803.6400000000 0.6010292679 Long DBT UST US N 2 2032-03-31 Fixed 4.1300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNA5 5900000.00 PA USD 5878703.3600000000 1.2574803186 Long DBT UST US N 2 2032-04-30 Fixed 4.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLX7 1400000.00 PA USD 1405906.3200000000 0.3007295009 Long DBT UST US N 2 2027-11-15 Fixed 4.1300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 300000.00 PA USD 307781.2500000000 0.0658357533 Long DBT UST US N 2 2035-02-15 Fixed 4.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPF2 8500000.00 PA USD 8322614.3500000000 1.7802435509 Long DBT UST US N 2 2032-10-31 Fixed 3.7500000000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 328000.00 PA USD 293665.2000000000 0.0628162686 Long DBT CORP US N 2 2031-06-15 Fixed 2.7000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHV5 340000.00 PA USD 346454.9500000000 0.0741082266 Long DBT CORP US N 2 2040-10-15 Fixed 5.5000000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAS3 174000.00 PA USD 185946.2100000000 0.0397747063 Long DBT CORP US N 2 2029-10-30 Fixed 7.4100000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BN0 403000.00 PA USD 399570.6500000000 0.0854699068 Long DBT CORP US N 2 2027-09-15 Fixed 3.9500000000 N N N N N N Navistar Financial Dealer Note Master Trust N/A 63938PBW8 750000.00 PA USD 750744.8300000000 0.1605875973 Long ABS-O CORP US Y 2 N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 451000.00 PA USD 459952.9300000000 0.0983859402 Long DBT CORP US N 2 2033-02-27 Fixed 5.1500000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAF4 415000.00 PA USD 251190.5400000000 0.0537307534 Long DBT CORP US N 2 2050-09-15 Fixed 2.8000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UG1 300000.00 PA USD 285984.3600000000 0.0611733034 Long DBT UST US N 2 2055-02-15 Fixed 4.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKJ9 1950000.00 PA USD 1964893.7100000000 0.4202993445 Long DBT UST US N 2 2027-04-15 Fixed 4.5000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKP5 150000.00 PA USD 153390.0200000000 0.0328107951 Long DBT UST US N 2 2029-04-30 Fixed 4.6300000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPT2 10000000.00 PA USD 9915819.0000000000 2.1210369825 Long DBT UST US N 2 2029-01-15 Fixed 3.5000000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAG1 292000.00 PA USD 275750.8100000000 0.0589843024 Long DBT CORP US N 2 2028-12-15 Fixed 2.2000000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -4000000 OU Notional Amount USD -100076.0000000000 -0.0214066934 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1 NC USD -100076 0.000000000000 DFE ZA -4000000.0000000000 USD -66800000.0000000000 ZAR 2026-04-29 1.00 16.700000000000 USD 2026-04-29 XXXX -49476.0000000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CND9 13990000.00 PA USD 13970327.2600000000 2.9883140037 Long DBT UST US N 2 2028-05-15 Fixed 3.7500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPJ4 10750000.00 PA USD 10486289.6000000000 2.2430631348 Long DBT UST US N 2 2035-11-15 Fixed 4.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPZ8 3280000.00 PA USD 3228750.0000000000 0.6906437236 Long DBT UST US N 2 2036-02-15 Fixed 4.1300000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 203000.00 PA USD 194919.3100000000 0.0416940915 Long DBT CORP US N 2 2028-03-22 Fixed 2.1000000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 744000.00 PA USD 708611.6400000000 0.1515751240 Long DBT CORP US N 2 2030-03-22 Fixed 3.1500000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GG3 348000.00 PA USD 306822.9800000000 0.0656307752 Long DBT CORP US N 2 2032-03-30 Fixed 2.4000000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 460000.00 PA USD 353290.3800000000 0.0755703550 Long DBT CORP GB N 2 2050-09-17 Fixed 4.2500000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAE9 240000.00 PA USD 239889.0100000000 0.0513133067 Long DBT US N 2 2026-10-01 Fixed 4.2500000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAM1 220000.00 PA USD 220002.5800000000 0.0470595125 Long DBT US N 2 2034-06-30 Fixed 5.3800000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 95 NC USD -157547.9100000000 -0.0337001859 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 2026-06-30 10434618.2700000000 USD -157547.9100000000 N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAJ0 350000.00 PA USD 357107.7200000000 0.0763869007 Long DBT CORP CA N 2 2035-09-01 Fixed 5.2500000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 95000.00 PA USD 87872.9700000000 0.0187964120 Long DBT CORP US N 2 2031-02-11 Fixed 2.5700000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 500 NC USD -701886.2000000000 -0.1501365230 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 2026-06-30 104424542.2000000000 USD -701886.2000000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -4000000 OU Notional Amount USD -2088.0000000000 -0.0004466323 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1 NC USD -2088 0.000000000000 DFE US -4000000.0000000000 EUR -4720000.0000000000 USD 2026-04-10 1.00 1.180000000000 USD 2026-04-10 XXXX 36289.5300000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 -5000000 OU Notional Amount USD -30130.0000000000 -0.0064449386 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Call Written BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1 NC USD -30130 0.000000000000 DFE JP -5000000.0000000000 USD -795000000.0000000000 JPY 2026-04-16 1.00 159.000000000000 USD 2026-04-16 XXXX -12608.2400000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 1414000.00 PA USD 1380143.2300000000 0.2952186634 Long DBT CORP US N 2 2028-06-02 Fixed 2.3900000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AR1 117000.00 PA USD 120341.1000000000 0.0257414868 Long DBT CORP US N 2 2034-03-11 Fixed 5.6100000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAT0 225000.00 PA USD 144859.2900000000 0.0309860347 Long DBT CORP US N 2 2050-05-15 Fixed 3.0000000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 300 NC USD -136612.5000000000 -0.0292220103 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 2026-06-18 33450675.0000000000 USD -136612.5000000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 400000000.00 PA 1155396.7900000000 0.2471444185 Long DBT NUSS HU N 2 2029-11-28 Fixed 6.0000000000 N N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 750000.00 PA 484671.0300000000 0.1036732497 Long DBT NUSS AU N 2 2029-11-21 Fixed 2.7500000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 20000000.00 PA 948319.3500000000 0.2028496499 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.2500000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 190000.00 PA USD 176445.7300000000 0.0377425121 Long DBT CORP US N 2 2030-02-21 Fixed 2.4500000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 45000.00 PA USD 44401.3200000000 0.0094976362 Long DBT CORP US N 2 2027-06-01 Fixed 3.3000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EQ9 875000.00 PA USD 679069.5700000000 0.1452559462 Long DBT CORP US N 2 2052-08-08 Fixed 3.9500000000 N N N N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 05348EBA6 333500.00 PA USD 330260.9500000000 0.0706442593 Long DBT US N 2 2027-05-15 Fixed 3.3500000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 648000.00 PA USD 658033.3600000000 0.1407562091 Long DBT CORP US N 2 2035-10-23 Fixed 6.3800000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 655000.00 PA USD 647512.8500000000 0.1385058260 Long DBT CORP US N 2 2031-03-31 Fixed 4.4100000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AC4 440500.00 PA USD 461352.0100000000 0.0986852095 Long DBT CORP US N 2 2033-03-01 Fixed 5.8000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 258000.00 PA USD 264625.2300000000 0.0566044922 Long DBT CORP US N 2 2034-01-15 Fixed 5.7500000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 111000.00 PA USD 105212.8200000000 0.0225054816 Long DBT CORP US N 2 2035-05-15 Fixed 4.5000000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FZ4 294000.00 PA USD 212806.4300000000 0.0455202246 Long DBT CORP US N 2 2051-01-13 Fixed 3.6000000000 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 26835PAH3 250000.00 PA USD 237256.6700000000 0.0507502377 Long DBT CORP NL Y 2 2028-01-24 Fixed 1.7100000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.0 NC 3221.5800000000 0.0006891100 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 13386750.0000000000 MXN 750000.0000000000 USD 2026-04-08 3221.5800000000 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BN7 110000.00 PA USD 109466.4100000000 0.0234153431 Long DBT CORP US N 2 2026-06-01 Fixed 1.1500000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BG7 395000.00 PA USD 385994.0400000000 0.0825658106 Long DBT CORP US N 2 2035-09-01 Fixed 4.6000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 378000.00 PA USD 372883.2000000000 0.0797613447 Long DBT CORP US N 2 2029-04-23 Fixed 3.8100000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AJ8 355000.00 PA USD 353640.5700000000 0.0756452621 Long DBT US N 2 2027-01-15 Fixed 3.9500000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JKH2 500000.00 PA USD 506748.1000000000 0.1083956314 Long ABS-O CORP US N 2 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 378000.00 PA USD 342977.9100000000 0.0733644726 Long DBT US N 2 2031-04-15 Fixed 2.7000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 200000.00 PA USD 131964.0700000000 0.0282276908 Long DBT CORP GB Y 2 2050-09-15 Fixed 3.0000000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAH6 300000.00 PA USD 308187.9800000000 0.0659227547 Long DBT CORP US N 2 2030-07-30 Fixed 5.3500000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 416000.00 PA USD 409275.3900000000 0.0875457931 Long DBT CORP US N 2 2030-05-15 Fixed 4.3800000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBG1 379000.00 PA USD 377324.6600000000 0.0807113924 Long DBT CORP US N 2 2028-06-13 Fixed 3.9900000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AG3 570000.00 PA USD 572009.0000000000 0.1223552228 Long DBT CORP US N 2 2029-05-03 Fixed 4.8000000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBF4 500000.00 PA USD 499761.4800000000 0.1069011628 Long DBT CORP US Y 2 2030-06-06 Fixed 4.8500000000 N N N N N N AIRBUS SE MINO79WLOO247M1IL051 009279AA8 225000.00 PA USD 222353.4700000000 0.0475623782 Long DBT CORP NL Y 2 2027-04-10 Fixed 3.1500000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BS4 505000.00 PA USD 451091.3900000000 0.0964904181 Long DBT CORP US N 2 2030-06-03 Fixed 1.5000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BK8 100000.00 PA USD 97964.1500000000 0.0209549595 Long DBT CORP US N 2 2036-01-15 Fixed 5.0000000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 118000.00 PA USD 113696.3300000000 0.0243201415 Long DBT CORP US N 2 2054-03-01 Fixed 5.7500000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 617000.00 PA USD 559594.2600000000 0.1196996557 Long DBT CORP US N 2 2030-05-11 Fixed 1.6500000000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAT8 140000.00 PA USD 140733.0400000000 0.0301034118 Long DBT CORP US N 2 2033-05-25 Fixed 4.7500000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 100000.00 PA USD 73068.7100000000 0.0156297161 Long DBT CORP US N 2 2049-05-01 Fixed 3.9000000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AX8 479000.00 PA USD 485724.8900000000 0.1038986749 Long DBT CORP US N 2 2033-06-15 Fixed 5.5000000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCJ2 37000.00 PA USD 32451.9800000000 0.0069416202 Long DBT CORP US N 2 2032-11-02 Fixed 2.6200000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBC1 363000.00 PA USD 364574.8200000000 0.0779841459 Long DBT CORP US N 2 2028-11-15 Fixed 4.6500000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 210371AF7 227000.00 PA USD 257301.9800000000 0.0550380171 Long DBT CORP US N 2 2032-04-01 Fixed 7.6000000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.0 NC -10569.8100000000 -0.0022609285 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3943875.0000000000 BRL 750000.0000000000 USD 2026-04-08 -10569.8100000000 N N N Enterprise Fleet Financing LLC N/A 29375TAD4 325000.00 PA USD 327712.1900000000 0.0700990684 Long ABS-O CORP US Y 2 N N N FS Trust N/A 30343YAA6 1100000.00 PA USD 1097937.5000000000 0.2348536255 Long ABS-MBS CORP US Y 2 2041-02-15 Floating 5.0200000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 2435786.81 PA USD 2146268.9500000000 0.4590963003 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.0000000000 N N N N N N FORTINET INC 549300O0QJWDBAS0QX03 34959EAB5 272000.00 PA USD 241774.0500000000 0.0517165250 Long DBT CORP US N 2 2031-03-15 Fixed 2.2000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 150000.00 PA USD 132416.0500000000 0.0283243713 Long DBT CORP US N 2 2032-07-21 Fixed 2.3800000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CA8 100000.00 PA USD 98426.9200000000 0.0210539480 Long DBT CORP US N 2 2027-04-15 Fixed 2.5000000000 N N N N N N iShares J.P. Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 464288281 36400.00 NS USD 3419052.0000000000 0.7313501524 Long EC RF US N 1 N N N John Deere Owner Trust N/A 477911AD3 1000000.00 PA USD 1002113.8000000000 0.2143565176 Long ABS-O CORP US N 2 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 260000.00 PA USD 275662.8800000000 0.0589654937 Long DBT CORP US N 2 2035-03-06 Fixed 6.4000000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 360000.00 PA USD 355450.6500000000 0.0760324461 Long DBT CORP US N 2 2034-09-15 Fixed 5.0000000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAW7 300000.00 PA USD 308400.3200000000 0.0659681751 Long DBT US N 2 2032-02-15 Fixed 5.3000000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 787000.00 PA USD 683967.7300000000 0.1463036841 Long DBT CORP US N 2 2031-02-15 Fixed 1.7000000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AC4 418000.00 PA USD 283205.4500000000 0.0605788824 Long DBT CORP US Y 2 2059-09-30 Fixed 3.6300000000 N N N N N N NUVEEN LLC N/A 67080LAA3 12000.00 PA USD 11906.2600000000 0.0025468010 Long DBT CORP US Y 2 2028-11-01 Fixed 4.0000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 106000.00 PA USD 96760.7100000000 0.0206975384 Long DBT CORP US N 2 2030-04-01 Fixed 2.9500000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2Z1 180000.00 PA USD 181938.2700000000 0.0389173904 Long DBT CORP US Y 2 2029-01-11 Fixed 4.9000000000 N N N N N N DOC DR LLC 549300P6Q1UMT0X60U20 71951QAA0 422500.00 PA USD 422092.0200000000 0.0902873262 Long DBT US N 2 2027-03-15 Fixed 4.3000000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BA6 55000.00 PA USD 59515.3900000000 0.0127306018 Long DBT CORP US N 2 2040-06-15 Fixed 7.0000000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAC1 305000.00 PA USD 309576.1600000000 0.0662196924 Long DBT CORP US Y 2 2027-11-29 Fixed 5.2500000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBA9 271000.00 PA USD 243166.6800000000 0.0520144147 Long DBT CORP US N 2 2042-06-01 Fixed 5.1500000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAU4 435000.00 PA USD 446111.3400000000 0.0954251636 Long DBT CORP US N 2 2030-06-06 Fixed 5.7200000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DB5 355000.00 PA USD 356433.0900000000 0.0762425943 Long DBT CORP US N 2 2034-09-01 Fixed 5.0500000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 230000.00 PA USD 204519.0500000000 0.0437475178 Long DBT CORP US Y 2 2044-09-15 Fixed 4.9000000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AK3 175000.00 PA USD 224066.0200000000 0.0479287001 Long DBT CORP US Y 2 2039-08-15 Fixed 9.3800000000 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BS4 90000.00 PA USD 89998.8100000000 0.0192511384 Long DBT CORP US N 2 2033-06-15 Fixed 5.3800000000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAU3 500000.00 PA USD 496466.4600000000 0.1061963437 Long DBT CORP US N 2 2055-07-24 Fixed 5.7000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UR7 3500000.00 PA USD 3411953.3000000000 0.7298317095 Long DBT UST US N 2 2056-02-15 Fixed 4.7500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKX8 752000.00 PA USD 761365.6300000000 0.1628594328 Long DBT UST US N 2 2029-06-30 Fixed 4.2500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPY1 2800000.00 PA USD 2779028.5600000000 0.5944463439 Long DBT UST US N 2 2033-01-31 Fixed 4.0000000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAE0 10000.00 PA USD 11317.4100000000 0.0024208434 Long DBT CORP US N 2 2032-04-15 Fixed 7.5000000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAF3 321000.00 PA USD 319230.8800000000 0.0682848792 Long DBT CORP US N 2 2029-03-15 Fixed 4.1300000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EE9 25000.00 PA USD 24869.3100000000 0.0053196540 Long DBT CORP US N 2 2028-06-26 Fixed 3.7000000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BM1 105000.00 PA USD 124700.1300000000 0.0266739023 Long DBT CORP US N 2 2032-03-15 Fixed 8.7500000000 N N N N N N Wells Fargo Securities LLC 7H6GLXDRUGQFU57RNE97 000000000 -300 NC USD 0.0000000000 0.0000000000 N/A DIR US N 1 Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -300 NC USD 0 0.000000000000 DIR US Short CBOT 2 Year U.S. Treasury Notes CBOT 2 Year U.S. Treasury Notes 2026-03-31 300.00 N/A 2000.00 104.625000000000 USD 2026-03-27 XXXX 69588.0000000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 -6000000 OU Notional Amount USD -42072.0000000000 -0.0089993845 N/A DFE US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Call Written UBS Securities LLC T6FIZBDPKLYJKFCRVK44 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 N/A 1 NC USD -42072 0.000000000000 DFE US -6000000.0000000000 AUD -4140000.0000000000 USD 2026-04-09 1.00 0.690000000000 USD 2026-04-09 XXXX -9432.0000000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 6000000.00 PA 1039816.2100000000 0.2224212278 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.0000000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 20000000.00 PA 1058820.6300000000 0.2264863562 Long DBT NUSS MX N 2 2032-04-15 Fixed 8.0000000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBV1 24000.00 PA USD 24122.3400000000 0.0051598739 Long DBT CORP US N 2 2033-09-11 Fixed 4.8900000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCY9 319500.00 PA USD 326902.4600000000 0.0699258636 Long DBT CORP US N 2 2034-02-01 Fixed 5.8200000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 381500.00 PA USD 381510.7900000000 0.0816068239 Long DBT CORP US N 2 2027-09-29 Fixed 4.4500000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 427000.00 PA USD 432609.8200000000 0.0925371295 Long DBT CORP US N 2 2035-02-13 Fixed 5.8300000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216CM0 365000.00 PA USD 342716.4600000000 0.0733085473 Long DBT CORP US N 2 2029-09-06 Fixed 2.1300000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 14000.00 PA USD 13792.7700000000 0.0029503337 Long DBT CORP US N 2 2038-11-15 Fixed 5.3200000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 450500.00 PA USD 452680.2400000000 0.0968302800 Long DBT CORP US Y 2 2028-05-01 Fixed 4.6000000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCD5 141000.00 PA USD 140018.5100000000 0.0299505707 Long DBT CORP CA N 2 2054-04-05 Fixed 5.9500000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAT0 338000.00 PA USD 352643.6400000000 0.0754320144 Long DBT CORP US N 2 2041-02-01 Fixed 5.9500000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8W5 407000.00 PA USD 365794.3800000000 0.0782450152 Long DBT CORP US N 2 2064-08-15 Fixed 5.5500000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAH6 276000.00 PA USD 288017.4100000000 0.0616081817 Long DBT CORP US N 2 2030-03-15 Fixed 5.8600000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 225000.00 PA USD 230281.2800000000 0.0492581713 Long DBT CORP US Y 2 2034-04-04 Fixed 5.6300000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 444000.00 PA USD 389050.1800000000 0.0832195323 Long DBT CORP US N 2 2031-11-15 Fixed 2.9000000000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BK6 103000.00 PA USD 91358.5600000000 0.0195419949 Long DBT CORP US N 2 2045-11-15 Fixed 5.0000000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBC9 165000.00 PA USD 163702.6100000000 0.0350167031 Long DBT US N 2 2035-04-15 Fixed 5.5000000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BK9 1100000.00 PA USD 1083945.9400000000 0.2318607697 Long DBT CORP US N 2 2032-01-28 Fixed 4.6200000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFC5 1045000.00 PA USD 1058278.0800000000 0.2263703024 Long DBT CORP US N 2 2036-07-23 Fixed 5.5800000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 350000.00 PA USD 328175.0400000000 0.0701980741 Long DBT CORP US N 2 2030-05-01 Fixed 3.2000000000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAP4 420000.00 PA USD 416912.6900000000 0.0891794449 Long DBT US N 2 2026-10-01 Fixed 2.8000000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 13000.00 PA USD 10163.9500000000 0.0021741133 Long DBT CORP US N 2 2046-06-01 Fixed 4.3800000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BS2 300000.00 PA USD 270422.3100000000 0.0578445129 Long DBT CORP US N 2 2036-08-08 Fixed 3.4500000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BR1 100000.00 PA USD 90906.8000000000 0.0194453615 Long DBT CORP US N 2 2031-03-01 Fixed 2.9500000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NZ4 40000.00 PA USD 38708.6100000000 0.0082799407 Long DBT CORP US N 2 2032-12-15 Fixed 4.1500000000 N N N N N N NORTHROP GRUMMAN SYSTEMS 549300KYOZYCZII5OX23 666807AW2 377000.00 PA USD 427849.1300000000 0.0915187972 Long DBT CORP US N 2 2031-02-15 Fixed 7.7500000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 200000.00 PA USD 123626.8600000000 0.0264443252 Long DBT CORP US N 2 2050-06-15 Fixed 2.8000000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AU0 477500.00 PA USD 423208.6300000000 0.0905261739 Long DBT CORP US N 2 2031-11-15 Fixed 2.4500000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAD0 435000.00 PA USD 381565.4400000000 0.0816185138 Long DBT CORP US N 2 2031-01-15 Fixed 1.7500000000 N N N N N N PINNACLE BANK TN DX0JX77PRMOELF7VG772 87164DVJ6 250000.00 PA USD 252802.5500000000 0.0540755693 Long DBT CORP US N 2 2028-02-15 Fixed 5.6300000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAM2 190000.00 PA USD 187963.8900000000 0.0402062968 Long DBT US N 2 2027-07-01 Fixed 3.5000000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAS9 269000.00 PA USD 230152.0300000000 0.0492305242 Long DBT US N 2 2034-11-01 Fixed 3.1000000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FH6 717000.00 PA USD 666881.2600000000 0.1426488135 Long DBT CORP US N 2 2030-02-05 Fixed 2.4000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMG3 683000.00 PA USD 691583.1200000000 0.1479326492 Long DBT UST US N 2 2030-01-31 Fixed 4.2500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNK3 2800000.00 PA USD 2795843.6800000000 0.5980431715 Long DBT UST US N 2 2030-06-30 Fixed 3.8800000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQA2 5000000.00 PA USD 4956892.5000000000 1.0603009505 Long DBT UST US N 2 2029-02-15 Fixed 3.5000000000 N N N N N N VALMONT INDUSTRIES INC 5493009ZGZJJ8F77JN08 920253AF8 268000.00 PA USD 235610.9100000000 0.0503982025 Long DBT CORP US N 2 2044-10-01 Fixed 5.0000000000 N N N N N N Wells Fargo Securities LLC 7H6GLXDRUGQFU57RNE97 000000000 -300 NC USD 0.0000000000 0.0000000000 N/A DIR US N 1 Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A -300 NC USD 0 0.000000000000 DIR US Short CBOT 10 Year US Treasury Note CBOT 10 Year US Treasury Note 2026-03-20 300.00 N/A 1000.00 113.500000000000 USD 2026-03-27 XXXX 111774.0000000000 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EL8 396000.00 PA USD 376503.1600000000 0.0805356700 Long DBT CORP US N 2 2029-07-29 Fixed 2.6300000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCA1 339000.00 PA USD 292658.9900000000 0.0626010359 Long DBT CORP US N 2 2044-05-15 Fixed 4.6000000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 911312BU9 100000.00 PA USD 94539.4200000000 0.0202223948 Long DBT CORP US N 2 2029-09-01 Fixed 2.5000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMF5 1000000.00 PA USD 1007070.3000000000 0.2154167346 Long DBT UST US N 2 2028-01-15 Fixed 4.2500000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNG2 5000000.00 PA USD 5017578.0000000000 1.0732818439 Long DBT UST US N 2 2030-05-31 Fixed 4.0000000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPQ8 6000000.00 PA USD 5913144.0000000000 1.2648473219 Long DBT UST US N 2 2032-12-31 Fixed 3.8800000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPW5 200000.00 PA USD 198312.5000000000 0.0424199097 Long DBT UST US N 2 2031-01-31 Fixed 3.7500000000 N N N N N N Volvo Financial Equipment LLC N/A 92887QAC1 650000.00 PA USD 650860.9900000000 0.1392220078 Long ABS-O CORP US Y 2 N N N 2026-05-22 Federated Hermes ETF Trust Stephen Van Meter Federated Hermes ETF Trust Chief Compliance Officer XXXX