0001145549-20-036689.txt : 20200625
0001145549-20-036689.hdr.sgml : 20200625
20200625171738
ACCESSION NUMBER: 0001145549-20-036689
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200625
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN CENTURY MUTUAL FUNDS, INC.
CENTRAL INDEX KEY: 0000100334
IRS NUMBER: 446006315
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00816
FILM NUMBER: 20990143
BUSINESS ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
BUSINESS PHONE: 816-531-5575
MAIL ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
FORMER COMPANY:
FORMER CONFORMED NAME: AMERICAN CENTURY MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19970107
FORMER COMPANY:
FORMER CONFORMED NAME: TWENTIETH CENTURY INVESTORS INC
DATE OF NAME CHANGE: 19920703
0000100334
S000006192
BALANCED FUND
C000017045
INVESTOR CLASS
TWBIX
C000017047
I CLASS
ABINX
C000189734
R5 CLASS
ABGNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000100334
XXXXXXXX
S000006192
C000017045
C000017047
C000189734
American Century Mutual Funds, Inc.
811-00816
0000100334
549300DMFK0SMVLOE939
4500 Main St
Kansas City
64111
816-531-5575
Balanced Fund
S000006192
TEE5XU4ZMMYOHLLT7896
2020-10-31
2020-04-30
N
898194555.070000000000
4569415.550000000000
893625139.520000000000
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
688680.330000000000
USD
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.50
36179NTF5
375449.3000000000
PA
USD
412888.5600000000
0.0462037763
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
4.500000000000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179SGJ0
670397.0000000000
PA
USD
711397.9300000000
0.0796080928
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Variable
2.500000000000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
City of New York NY 6.27% 12/01/2037
64966JAR7
95000.0000000000
PA
USD
133840.7500000000
0.0149772812
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.271000000000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
New York City Water & Sewer System 5.00% 06/15/2048
64972GPT5
350000.0000000000
PA
USD
401492.0000000000
0.0449284585
Long
DBT
MUN
US
N
2
2048-06-15
Fixed
5.000000000000000
N
N
N
N
N
N
Total Capital Canada Ltd
5299005IX98ZZ9LSGK46
Total Capital Canada Ltd 2.75 07/15/2023
89153UAF8
120000.0000000000
PA
USD
124578.0800000000
0.0139407537
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
2.750000000000000
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-6
N/A
Towd Point Mortgage Trust 2017-6 2.75
89175JAA8
394889.4800000000
PA
USD
399245.3500000000
0.0446770500
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.750000000000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 7.00
36202CNT6
21483.6000000000
PA
USD
24323.9500000000
0.0027219411
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Fixed
7.000000000000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.50
36202FTL0
282910.6700000000
PA
USD
311847.4900000000
0.0348969021
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.500000000000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
New York City Water & Sewer System 5.00% 06/15/2049
64972GUH5
280000.0000000000
PA
USD
333407.2000000000
0.0373095144
Long
DBT
MUN
US
N
2
2049-06-15
Fixed
5.000000000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc 3.55 05/01/2027
65339KAT7
290000.0000000000
PA
USD
319354.8800000000
0.0357370071
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.550000000000000
N
N
N
N
N
N
Towd Point Mortgage Trust 2018-4
N/A
Towd Point Mortgage Trust 2018-4 3.00
89175TAA6
287332.0800000000
PA
USD
294923.9100000000
0.0330030901
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.000000000000000
N
N
N
N
N
N
Towd Point Mortgage Trust 2018-1
N/A
Towd Point Mortgage Trust 2018-1 3.00
89176EAA8
326438.3800000000
PA
USD
333383.7500000000
0.0373068902
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.000000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.11
31300MCT8
121417.2200000000
PA
USD
127225.3000000000
0.0142369876
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Variable
4.107000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 3.64
31326FJG4
19030.3900000000
PA
USD
19595.7700000000
0.0021928401
Long
ABS-MBS
USGA
US
N
2
2043-02-01
Variable
3.640000000000000
N
N
N
N
N
N
ABN Amro Mortgage Corp
N/A
ABN Amro Mortgage Corp 5.50
000780BZ8
11724.8300000000
PA
USD
12287.5500000000
0.0013750229
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Fixed
5.500000000000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC 3.75 12/01/2047
00115AAH2
100000.0000000000
PA
USD
118716.4400000000
0.0132848143
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.750000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 4.50
36204DT66
328482.1300000000
PA
USD
369347.6500000000
0.0413313854
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
4.500000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.50
36208RWX8
4322.2500000000
PA
USD
4339.6700000000
0.0004856253
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.500000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.50
31326FQ84
485.2800000000
PA
USD
488.0200000000
0.0000546113
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Variable
4.495000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.43
31326FTK4
10108.6400000000
PA
USD
10138.9300000000
0.0011345842
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Variable
4.425000000000000
N
N
N
N
N
N
Treman Park CLO
549300E4DX3Q8L455K94
Treman Park CLO Ltd 2.21
89473LAH7
750000.0000000000
PA
USD
715314.9800000000
0.0800464253
Long
ABS-CBDO
CORP
US
N
2
2028-10-20
Variable
2.205250000000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank 2.25 03/11/2030
89788KAA4
250000.0000000000
PA
USD
243224.3300000000
0.0272177135
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.250000000000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP 4.50 09/15/2027
65342QAB8
120000.0000000000
PA
USD
123846.0000000000
0.0138588312
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.500000000000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc 5.65 02/01/2045
65473QBD4
140000.0000000000
PA
USD
194329.3100000000
0.0217461776
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.650000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 3.88 08/15/2021
00206RAZ5
500000.0000000000
PA
USD
516579.0800000000
0.0578071338
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.875000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.10 02/15/2028
00206RGL0
150000.0000000000
PA
USD
165775.0200000000
0.0185508456
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.100000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.00
36209CPK6
4633.5400000000
PA
USD
4651.2400000000
0.0005204912
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.000000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.00
36209E3U4
6307.9000000000
PA
USD
6332.4900000000
0.0007086293
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7.000000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 2.57
31326JXE5
157691.5800000000
PA
USD
161173.2300000000
0.0180358881
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Variable
2.568000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 3.06
31326MFE8
639320.5700000000
PA
USD
662728.0700000000
0.0741617531
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Variable
3.062000000000000
N
N
N
N
N
N
US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95
N/A
US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95
90346WAA1
110901.1800000000
PA
USD
90533.5800000000
0.0101310467
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.9500000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG 4.13 09/24/2025
90351DAB3
200000.0000000000
PA
USD
220157.3000000000
0.0246364264
Long
DBT
CORP
CH
N
2
2025-09-24
Fixed
4.125000000000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp 1.95 05/01/2030
665859AV6
425000.0000000000
PA
USD
424045.0100000000
0.0474522248
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.950000000000000
N
N
N
N
N
N
Oaktree Specialty Lending Corp
549300J6MGCEU5928620
Oaktree Specialty Lending Corp 3.50 02/25/2025
67401PAB4
360000.0000000000
PA
USD
330352.8200000000
0.0369677178
Long
DBT
CORP
US
N
2
2025-02-25
Fixed
3.500000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.30 02/15/2030
00206RGQ9
500000.0000000000
PA
USD
564549.9900000000
0.0631752583
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.300000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 5.15 11/15/2046
00206RHA3
141000.0000000000
PA
USD
169435.2400000000
0.0189604379
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.150000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 5.50
36213TFR9
85529.1000000000
PA
USD
96299.7200000000
0.0107762993
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
5.500000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.50
36225AN55
13533.7000000000
PA
USD
15396.6400000000
0.0017229417
Long
ABS-MBS
USGA
US
N
2
2026-08-15
Fixed
7.500000000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG 3.49 05/23/2023
90352JAA1
300000.0000000000
PA
USD
308980.3500000000
0.0345760584
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.491000000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp 3.60 09/15/2037
907818EQ7
200000.0000000000
PA
USD
216726.2000000000
0.0242524735
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.600000000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp 3.55 08/15/2039
907818FD5
140000.0000000000
PA
USD
151717.6300000000
0.0169777710
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.550000000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp 3.84 03/20/2060
907818FF0
150000.0000000000
PA
USD
164857.6300000000
0.0184481862
Long
DBT
CORP
US
N
2
2060-03-20
Floating
3.839000000000000
N
N
N
N
N
N
Octagon Investment Partners Lt
N/A
Octagon Investment Partners 45 Ltd 2.55
67577MAA1
1225000.0000000000
PA
USD
1178203.2900000000
0.1318453609
Long
ABS-CBDO
CORP
US
N
2
2032-10-15
Variable
2.548880000000000
N
N
N
N
N
N
Ohio Turnpike & Infrastructure Commission
N/A
Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048
67760HNB3
330000.0000000000
PA
USD
332712.6000000000
0.0372317860
Long
DBT
MUN
US
N
2
2048-02-15
Fixed
3.216000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 3.80 02/15/2027
00206RHW5
150000.0000000000
PA
USD
162093.5300000000
0.0181388731
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.800000000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc 2.90 11/06/2022
00287YAL3
620000.0000000000
PA
USD
645691.7600000000
0.0722553262
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.900000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.00
36225BNC8
30848.3000000000
PA
USD
36891.7200000000
0.0041283216
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
7.000000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust 2004-7
N/A
GSR Mortgage Loan Trust 2004-7 4.04
36228F4R4
43354.5900000000
PA
USD
40467.5200000000
0.0045284671
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
4.043480000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc 4.40 11/06/2042
00287YAM1
240000.0000000000
PA
USD
278824.7100000000
0.0312015293
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.400000000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc 3.60 05/14/2025
00287YAQ2
120000.0000000000
PA
USD
130459.9300000000
0.0145989548
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.600000000000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool 3.50
31335BQ74
471979.1100000000
PA
USD
502368.0700000000
0.0562168685
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 2.35
31347AMD3
376590.2400000000
PA
USD
386866.2400000000
0.0432917812
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Variable
2.349000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust 2004-5
N/A
GSR Mortgage Loan Trust 2004-5 4.27
36228FW93
71788.3300000000
PA
USD
66297.1400000000
0.0074188983
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
4.273292000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 3.50
3622A2VT6
2839107.9300000000
PA
USD
3028137.3800000000
0.3388599141
Long
ABS-MBS
USGA
US
N
2
2046-03-15
Variable
3.500000000000000
N
N
N
N
N
N
Ohio Water Development Authority Water Pollution Control Loan Fund
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund 4.88% 12/01/2034
67766WQG0
110000.0000000000
PA
USD
122783.1000000000
0.0137398887
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.879000000000000
N
N
N
N
N
N
Ohio Water Development Authority Water Pollution Control Loan Fund
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund 5.00% 06/01/2030
67766WYN6
55000.0000000000
PA
USD
71923.5000000000
0.0080485090
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.000000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust 2005-AR6
N/A
GSR Mortgage Loan Trust 2005-AR6 4.09
362341RX9
100027.3700000000
PA
USD
96646.8100000000
0.0108151400
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.091034000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust 2005-AR6
N/A
GSR Mortgage Loan Trust 2005-AR6 4.51
362341SF7
130525.8000000000
PA
USD
125571.1600000000
0.0140518831
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.507084000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 6.63 11/15/2030
31359MGK3
600000.0000000000
PA
USD
929366.8300000000
0.1039996290
Long
DBT
USGA
US
N
2
2030-11-15
Fixed
6.625000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 2.13 04/24/2026
3135G0K36
270000.0000000000
PA
USD
292690.0900000000
0.0327531173
Long
DBT
USGA
US
N
2
2026-04-24
Fixed
2.125000000000000
N
N
N
N
N
N
Ohio Water Development Authority Water Pollution Control Loan Fund
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund 5.00% 12/01/2030
67766WYP1
50000.0000000000
PA
USD
65445.0000000000
0.0073235406
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.000000000000000
N
N
N
N
N
N
Ohio Water Development Authority Water Pollution Control Loan Fund
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund 5.00% 12/01/2050
67766WZD7
225000.0000000000
PA
USD
276468.7500000000
0.0309378886
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
5.000000000000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC 3.10 09/15/2049
68233JBR4
170000.0000000000
PA
USD
191864.4800000000
0.0214703539
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.100000000000000
N
N
N
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc 2.00 05/15/2030
68235PAH1
170000.0000000000
PA
USD
169747.4000000000
0.0189953698
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.000000000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp 2.40 02/05/2030
907818FH6
230000.0000000000
PA
USD
237325.4000000000
0.0265576011
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.400000000000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond 4.15 03/28/2027
91087BAC4
600000.0000000000
PA
USD
602250.0000000000
0.0673940306
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.150000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.50
31368HKV4
7718.8500000000
PA
USD
9132.7900000000
0.0010219934
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
7.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31371HDR6
13421.6800000000
PA
USD
15448.8900000000
0.0017287887
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31371NJ30
7773.6400000000
PA
USD
8371.7900000000
0.0009368347
Long
ABS-MBS
USGA
US
N
2
2047-08-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31374CNY8
514834.6200000000
PA
USD
589091.8400000000
0.0659215832
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
5.000000000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc 4.25 11/21/2049
00287YBS7
330000.0000000000
PA
USD
382894.8200000000
0.0428473644
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc 3.20 11/21/2029
00287YBW8
440000.0000000000
PA
USD
467300.6400000000
0.0522926918
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.200000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 2.50 10/15/2022
68389XAP0
260000.0000000000
PA
USD
270333.5000000000
0.0302513311
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.500000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 3.63 07/15/2023
68389XAS4
280000.0000000000
PA
USD
303289.8900000000
0.0339392746
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.625000000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp 3.60 09/11/2024
91159HHK9
330000.0000000000
PA
USD
358155.6200000000
0.0400789553
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.600000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 5.00 05/15/2037
912810PU6
200000.0000000000
PA
USD
330507.8100000000
0.0369850618
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.000000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust 2005-AR1
N/A
GSR Mortgage Loan Trust 2005-AR1 4.00
36242DUN1
107339.8800000000
PA
USD
99438.5800000000
0.0111275495
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
3.996859000000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2016-GS2
N/A
GS Mortgage Securities Trust 2016-GS2 3.76
36252TAW5
1000000.0000000000
PA
USD
965278.1000000000
0.1080182346
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
3.759000000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes 4.74
3137G0AD1
707368.7200000000
PA
USD
612943.7000000000
0.0685906957
Long
ABS-MBS
CORP
US
N
2
2023-11-25
Variable
4.737250000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes 5.49
3137G0KQ1
959464.7000000000
PA
USD
963012.2200000000
0.1077646742
Long
ABS-MBS
CORP
US
N
2
2028-12-25
Variable
5.487250000000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc 3.15 03/15/2025
00440EAS6
280000.0000000000
PA
USD
303629.3100000000
0.0339772570
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.150000000000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS 3.85 06/15/2024
00507UAF8
440000.0000000000
PA
USD
471983.2400000000
0.0528166923
Long
DBT
CORP
LU
N
2
2024-06-15
Fixed
3.850000000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes 1.79
3137G0LH0
7199.8600000000
PA
USD
7114.0000000000
0.0007960832
Long
ABS-MBS
CORP
US
N
2
2029-03-25
Variable
1.787250000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes 0.94
3137G0TG4
17163.9300000000
PA
USD
17145.6200000000
0.0019186591
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Variable
0.937250000000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS 4.55 03/15/2035
00507UAT8
110000.0000000000
PA
USD
127103.6300000000
0.0142233722
Long
DBT
CORP
LU
N
2
2035-03-15
Fixed
4.550000000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust 2004-4
N/A
Adjustable Rate Mortgage Trust 2004-4 3.93
007036DP8
158049.9100000000
PA
USD
149674.4200000000
0.0167491282
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
3.929953000000000
N
N
N
N
N
N
Galton Funding Mortgage Trust 2020-H1
N/A
Galton Funding Mortgage Trust 2020-H1 2.31
36418HAA0
810526.6900000000
PA
USD
807372.8500000000
0.0903480458
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.310000000000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co 5.15 04/01/2038
37045VAP5
260000.0000000000
PA
USD
213141.9500000000
0.0238513825
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.150000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.50 02/15/2039
912810QA9
150000.0000000000
PA
USD
214898.4400000000
0.0240479403
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 02/15/2040
912810QE1
1300000.0000000000
PA
USD
2127937.5000000000
0.2381241760
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.625000000000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc 2.30 02/01/2030
00724PAD1
500000.0000000000
PA
USD
526434.9900000000
0.0589100470
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.300000000000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.00 10/01/2021
00772BAM3
300000.0000000000
PA
USD
288578.0400000000
0.0322929635
Long
DBT
CORP
IE
N
2
2021-10-01
Fixed
5.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.38 05/15/2041
912810QQ4
1400000.0000000000
PA
USD
2252195.3200000000
0.2520290914
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.13 11/15/2041
912810QT8
1000000.0000000000
PA
USD
1370859.3800000000
0.1534042989
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.125000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 2.65 07/15/2026
68389XBM6
100000.0000000000
PA
USD
106591.5200000000
0.0119279903
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.650000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 3.25 11/15/2027
68389XBN4
430000.0000000000
PA
USD
472279.3700000000
0.0528498303
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 05/15/2042
912810QW1
3300000.0000000000
PA
USD
4455000.0000000000
0.4985311853
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.75 11/15/2042
912810QY7
2000000.0000000000
PA
USD
2597265.6200000000
0.2906437504
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.750000000000000
N
N
N
N
N
N
General Motors Financial Co In
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 5.25 03/01/2026
37045XBG0
290000.0000000000
PA
USD
278803.7300000000
0.0311991816
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.250000000000000
N
N
N
N
N
N
General Motors Financial Co In
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 3.20 07/06/2021
37045XBM7
620000.0000000000
PA
USD
606452.0700000000
0.0678642580
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
3.200000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 05/15/2043
912810RB6
1300000.0000000000
PA
USD
1723769.5300000000
0.1928962664
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.13 08/15/2044
912810RH3
500000.0000000000
PA
USD
694843.7500000000
0.0777556180
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.125000000000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC 2.10 04/30/2027
37331NAL5
370000.0000000000
PA
USD
369962.2700000000
0.0414001636
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
2.100000000000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc 4.40 12/01/2021
375558AU7
310000.0000000000
PA
USD
324812.8300000000
0.0363477722
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
4.400000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.50
31383MGC1
18637.1100000000
PA
USD
19388.8100000000
0.0021696805
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
7.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31385JK80
13671.2000000000
PA
USD
15717.3700000000
0.0017588326
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
6.500000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 2.80 04/01/2027
68389XBU8
145000.0000000000
PA
USD
155834.9100000000
0.0174385101
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.800000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 2.95 04/01/2030
68389XBV6
205000.0000000000
PA
USD
224584.2300000000
0.0251318165
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.950000000000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc 2.75 11/15/2022
008117AP8
130000.0000000000
PA
USD
134057.9500000000
0.0150015867
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.750000000000000
N
N
N
N
N
N
Agate Bay Mortgage Trust 2016-3
N/A
Agate Bay Mortgage Trust 2016-3 3.50
00842VAC7
266930.9400000000
PA
USD
272653.8300000000
0.0305109847
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
3.500000000000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp 1.82 04/05/2023
68902VAC1
150000.0000000000
PA
USD
146049.8700000000
0.0163435275
Long
DBT
CORP
US
N
2
2023-04-05
Variable
1.823000000000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp 2.06 04/05/2025
68902VAD9
330000.0000000000
PA
USD
336134.0600000000
0.0376146602
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.056000000000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp 3.88 07/03/2023
00912XBC7
110000.0000000000
PA
USD
102602.1200000000
0.0114815615
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.875000000000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp 3.00 02/01/2030
00914AAG7
442000.0000000000
PA
USD
353999.6200000000
0.0396138833
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 11/15/2044
912810RJ9
600000.0000000000
PA
USD
819187.5000000000
0.0916701493
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.50 02/15/2045
912810RK6
6000000.0000000000
PA
USD
7560937.5000000000
0.8460972242
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.500000000000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS
009158AY2
160000.0000000000
PA
USD
162058.1300000000
0.0181349117
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.850000000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA 3.75 01/15/2030
00973RAF0
510000.0000000000
PA
USD
431388.1800000000
0.0482739530
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.750000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31385XJW8
66754.8700000000
PA
USD
75824.2300000000
0.0084850153
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31387XZB4
11219.0400000000
PA
USD
12515.0900000000
0.0014004854
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA 2.70 10/22/2029
69349LAS7
480000.0000000000
PA
USD
498620.6000000000
0.0557975126
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.700000000000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp 2.70 09/15/2030
695114CW6
99000.0000000000
PA
USD
107736.4400000000
0.0120561111
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.700000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 05/15/2045
912810RM2
600000.0000000000
PA
USD
822679.6900000000
0.0920609385
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 11/15/2045
912810RP5
200000.0000000000
PA
USD
275656.2500000000
0.0308469668
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.000000000000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc 3.65 03/01/2026
375558BF9
840000.0000000000
PA
USD
944324.0300000000
0.1056733957
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.650000000000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc 3.20 08/15/2029
37940XAB8
340000.0000000000
PA
USD
350833.1000000000
0.0392595379
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.200000000000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp 3.30 03/15/2051
695114CX4
310000.0000000000
PA
USD
348989.4400000000
0.0390532254
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.300000000000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd 5.50 02/15/2024
70014LAB6
370000.0000000000
PA
USD
326333.9300000000
0.0365179890
Long
DBT
CORP
IE
N
2
2024-02-15
Floating
5.500000000000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc 4.90 12/15/2030
015271AU3
100000.0000000000
PA
USD
119900.7600000000
0.0134173441
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.900000000000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp 3.50 01/15/2031
023608AJ1
370000.0000000000
PA
USD
409973.1600000000
0.0458775321
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 7.00
31388D3R7
3555.0800000000
PA
USD
3803.7900000000
0.0004256583
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
7.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31389EHE8
12845.3300000000
PA
USD
14737.7400000000
0.0016492083
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138A4R56
698663.5400000000
PA
USD
782918.5200000000
0.0876115146
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138A5EN8
902474.2300000000
PA
USD
975284.5000000000
0.1091379883
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
3.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.38 11/15/2048
912810SE9
1900000.0000000000
PA
USD
2854675.7900000000
0.3194489125
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.25 08/15/2049
912810SJ8
1000000.0000000000
PA
USD
1233789.0600000000
0.1380656167
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.38 11/15/2049
912810SK5
1900000.0000000000
PA
USD
2404539.0700000000
0.2690769276
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.00 02/15/2050
912810SL3
1700000.0000000000
PA
USD
1997898.4500000000
0.2235723193
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.000000000000000
N
N
N
N
N
N
U.S. TREASURY
N/A
United States Treasury Note/Bond 1.88 09/30/2022
9128282W9
300000.0000000000
PA
USD
311941.4100000000
0.0349074121
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.50 05/31/2020
9128284Q0
1200000.0000000000
PA
USD
1202369.3900000000
0.1345496380
Long
DBT
UST
US
N
2
2020-05-31
Fixed
2.500000000000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc 3.20 11/13/2027
025537AJ0
110000.0000000000
PA
USD
117168.9600000000
0.0131116455
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.200000000000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc 4.13 02/15/2024
026874CY1
925000.0000000000
PA
USD
1002184.5400000000
0.1121482035
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.125000000000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd 2.26
38137PAQ3
1000000.0000000000
PA
USD
964829.6000000000
0.1079680458
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Variable
2.255250000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 3.50 04/01/2025
38141GXJ8
490000.0000000000
PA
USD
522099.0900000000
0.0584248436
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.500000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 3.50 11/16/2026
38145GAH3
930000.0000000000
PA
USD
988490.6100000000
0.1106158014
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.500000000000000
N
N
N
N
N
N
Goldman Sachs BDC Inc
6D01AGSGBNZIJSN77043
Goldman Sachs BDC Inc 3.75 02/10/2025
38147UAC1
262000.0000000000
PA
USD
257407.8100000000
0.0288048980
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
3.750000000000000
N
N
N
N
N
N
Partners Healthcare System Inc
5493007Z86EDN0QFYU66
Partners Healthcare System Inc 3.19 07/01/2049
70213HAE8
215000.0000000000
PA
USD
221875.3900000000
0.0248286871
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.192000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 6.63 06/15/2035
706451BG5
50000.0000000000
PA
USD
35500.0000000000
0.0039725830
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 11/30/2023
9128285P1
6600000.0000000000
PA
USD
7205859.4100000000
0.8063626560
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.63 12/31/2025
9128285T3
2200000.0000000000
PA
USD
2468210.9300000000
0.2762020472
Long
DBT
UST
US
N
2
2025-12-31
Fixed
2.625000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3138AKFY0
273597.2100000000
PA
USD
304288.4000000000
0.0340510116
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3138AMHA6
1284325.3800000000
PA
USD
1428962.5700000000
0.1599062635
Long
ABS-MBS
USGA
US
N
2
2041-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
Goodgreen 2018-1
549300X0P2BXCQULUH20
Goodgreen 2018-1 3.93
38218GAA0
605733.1600000000
PA
USD
633023.2600000000
0.0708376737
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
3.930000000000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
Grand Parkway Transportation Corp 3.24% 10/01/2052
38611TDL8
225000.0000000000
PA
USD
226203.7500000000
0.0253130468
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.236000000000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc 4.50 07/16/2044
026874DA2
313000.0000000000
PA
USD
346083.0700000000
0.0387279917
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.500000000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp 3.38 10/15/2026
03027XAK6
110000.0000000000
PA
USD
118593.8500000000
0.0132710960
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.375000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3138AP5M6
296795.5000000000
PA
USD
330165.3800000000
0.0369467426
Long
ABS-MBS
USGA
US
N
2
2041-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138EHBD3
790384.8600000000
PA
USD
865824.2000000000
0.0968889707
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
4.000000000000000
N
N
N
N
N
N
Pepperdine University
549300G0RVHY0VSFWD76
Pepperdine University 3.30 12/01/2059
71338QAC0
355000.0000000000
PA
USD
380949.7900000000
0.0426297083
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.301000000000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc 1.63 05/01/2030
713448EZ7
110000.0000000000
PA
USD
109596.8100000000
0.0122642935
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.38 02/29/2024
9128286G0
1500000.0000000000
PA
USD
1617890.6300000000
0.1810480210
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.75 06/15/2022
9128286Y1
5000000.0000000000
PA
USD
5165332.0500000000
0.5780200021
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.750000000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp 2.90 01/15/2030
03027XBA7
449000.0000000000
PA
USD
472510.8100000000
0.0528757293
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.900000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 4.66 06/15/2051
031162CF5
289000.0000000000
PA
USD
378684.3200000000
0.0423761937
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.663000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138EHGL0
724271.5500000000
PA
USD
802283.3400000000
0.0897785105
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3138EHTN2
587865.7500000000
PA
USD
644045.1300000000
0.0720710622
Long
ABS-MBS
USGA
US
N
2
2042-01-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138EJMZ8
417050.9700000000
PA
USD
454566.3600000000
0.0508676782
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.72
3138EKYG4
93732.4300000000
PA
USD
96838.6800000000
0.0108366110
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Variable
3.720000000000000
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond 5.63 11/18/2050
715638BM3
170000.0000000000
PA
USD
255000.0000000000
0.0285354550
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.625000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 4.88 01/24/2022
71654QBB7
240000.0000000000
PA
USD
230400.0000000000
0.0257826229
Long
DBT
CORP
MX
N
2
2022-01-24
Fixed
4.875000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.05
3138ELNS8
88710.7100000000
PA
USD
92422.1700000000
0.0103423870
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Variable
4.050000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138LSL65
1247403.6400000000
PA
USD
1351766.5800000000
0.1512677431
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 2.65 05/11/2022
031162CP3
390000.0000000000
PA
USD
402082.6100000000
0.0449945500
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.650000000000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp 2.05 03/01/2025
032095AK7
500000.0000000000
PA
USD
498323.9600000000
0.0557643175
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.050000000000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 0.25 07/15/2029
9128287D6
2224816.0000000000
PA
USD
2369961.8400000000
0.2652076061
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.00 11/30/2022
912828M80
800000.0000000000
PA
USD
836375.0000000000
0.0935934950
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.000000000000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc 2.95 04/01/2025
032654AS4
90000.0000000000
PA
USD
93938.3800000000
0.0105120565
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.950000000000000
N
N
N
N
N
N
Anchorage Credit Opportunities
549300QYWD7GXVL7MN11
ANCHO 2019-1A A1
03330FAA9
700000.0000000000
PA
USD
699981.7300000000
0.0783305772
Long
ABS-CBDO
CORP
US
N
2
2032-01-20
Variable
3.691070000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 4.30 03/08/2026
404280AW9
400000.0000000000
PA
USD
443455.7000000000
0.0496243537
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
4.300000000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 2.95 05/25/2021
404280AY5
800000.0000000000
PA
USD
812031.7000000000
0.0908693885
Long
DBT
CORP
GB
N
2
2021-05-25
Fixed
2.950000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31401JNG9
45752.6100000000
PA
USD
51841.3900000000
0.0058012457
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31402BXT6
131607.2000000000
PA
USD
150490.8000000000
0.0168404842
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
5.500000000000000
N
N
N
N
N
N
U.S. TREASURY
N/A
United States Treasury Note/Bond 1.63 11/15/2022
912828TY6
3000000.0000000000
PA
USD
3105644.5200000000
0.3475332533
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 01/31/2022
912828V72
500000.0000000000
PA
USD
514648.4400000000
0.0575910879
Long
DBT
UST
US
N
2
2022-01-31
Fixed
1.875000000000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046
03522AAJ9
500000.0000000000
PA
USD
575309.5600000000
0.0643792945
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029
035240AQ3
630000.0000000000
PA
USD
727834.9100000000
0.0814474524
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.750000000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 2.63 11/07/2025
404280CE7
370000.0000000000
PA
USD
377556.5300000000
0.0422499898
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.633000000000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The 3.60 08/19/2049
416515BF0
467000.0000000000
PA
USD
499374.1500000000
0.0558818377
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.600000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31402CPL0
229209.7300000000
PA
USD
262105.5000000000
0.0293305871
Long
ABS-MBS
USGA
US
N
2
2033-11-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31402RAC3
305086.8000000000
PA
USD
348822.6500000000
0.0390345610
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
5.000000000000000
N
N
N
N
N
N
U.S. TREASURY
N/A
United States Treasury Note/Bond 1.88 03/31/2022
912828W89
900000.0000000000
PA
USD
928828.1300000000
0.1039393465
Long
DBT
UST
US
N
2
2022-03-31
Fixed
1.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 04/30/2022
912828X47
1800000.0000000000
PA
USD
1859976.5600000000
0.2081383432
Long
DBT
UST
US
N
2
2022-04-30
Fixed
1.875000000000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc 3.65 12/01/2027
036752AB9
140000.0000000000
PA
USD
152950.6900000000
0.0171157551
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.650000000000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp 3.25 07/15/2025
04010LAY9
823000.0000000000
PA
USD
733508.1900000000
0.0820823137
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.250000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31402TV69
89485.3100000000
PA
USD
102398.2600000000
0.0114587488
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31403C6L0
194678.5300000000
PA
USD
222682.6300000000
0.0249190203
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
5.000000000000000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc 2.40 03/15/2030
421946AL8
300000.0000000000
PA
USD
265641.5300000000
0.0297262821
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.400000000000000
N
N
N
N
N
N
Hilton Grand Vacations Trust 2017-A
N/A
Hilton Grand Vacations Trust 2017-A 2.66
43283AAA3
220162.8800000000
PA
USD
212055.6700000000
0.0237298237
Long
ABS-MBS
CORP
US
N
2
2028-12-26
Fixed
2.660000000000000
N
N
N
N
N
N
ARES CLO
549300X38KZ67Q2FQG11
Ares XLI Clo Ltd 2.42
04016DAJ4
375000.0000000000
PA
USD
364707.3800000000
0.0408121218
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Variable
2.418880000000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc 4.13 08/15/2025
045054AD5
400000.0000000000
PA
USD
397000.0000000000
0.0444257869
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.125000000000000
N
N
N
N
N
N
Hilton Grand Vacations Trust 2014-A
N/A
Hilton Grand Vacations Trust 2014-A 1.77
43284AAA2
154535.6400000000
PA
USD
152996.5400000000
0.0171208858
Long
ABS-MBS
CORP
US
N
2
2026-11-25
Fixed
1.770000000000000
N
N
N
N
N
N
Hilton Grand Vacations Trust 2018-A
N/A
Hilton Grand Vacations Trust 2018-A 3.70
43284BAB8
1200328.5000000000
PA
USD
1137850.0800000000
0.1273296855
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Fixed
3.700000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31403DDX4
70944.5800000000
PA
USD
81225.6200000000
0.0090894511
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31403DGZ6
137868.3200000000
PA
USD
157862.5000000000
0.0176654050
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
5.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.38 08/31/2026
912828YD6
1500000.0000000000
PA
USD
1582089.8400000000
0.1770417785
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.63 10/31/2026
912828YQ7
100000.0000000000
PA
USD
107152.3400000000
0.0119907482
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.625000000000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc 3.20 01/15/2028
05348EBC2
120000.0000000000
PA
USD
126426.0900000000
0.0141475530
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.200000000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 5.15 07/21/2024
05578QAB9
200000.0000000000
PA
USD
214297.1300000000
0.0239806515
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.150000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.47
31407GYH5
73603.6800000000
PA
USD
74931.8300000000
0.0083851524
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
3.468000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.47
31407GYJ1
86282.4600000000
PA
USD
87829.9800000000
0.0098285037
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
3.469000000000000
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer 2017-A LLC
N/A
BRE Grand Islander Timeshare Issuer 2017-A LLC 2.94
05584AAA8
511815.4700000000
PA
USD
494585.8200000000
0.0553460056
Long
ABS-MBS
CORP
US
N
2
2029-05-25
Fixed
2.940000000000000
N
N
N
N
N
N
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
N/A
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc 3.14 11/07/2029
05723KAG5
209000.0000000000
PA
USD
195521.0900000000
0.0218795423
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
3.138000000000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The 3.75 02/15/2024
437076BC5
150000.0000000000
PA
USD
165351.5800000000
0.0185034611
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.750000000000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The 3.90 06/15/2047
437076BS0
50000.0000000000
PA
USD
59073.8600000000
0.0066105862
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.900000000000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The 2.50 04/15/2027
437076CA8
280000.0000000000
PA
USD
295771.4100000000
0.0330979285
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.500000000000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The 3.35 04/15/2050
437076CD2
479000.0000000000
PA
USD
529641.1300000000
0.0592688261
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.350000000000000
N
N
N
N
N
N
Banc of America Mortgage 2004-E Trust
N/A
Banc of America Mortgage 2004-E Trust 4.78
05949AHA1
107411.8500000000
PA
USD
99375.4200000000
0.0111204817
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
4.779067000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 3.50 04/11/2022
05964HAC9
400000.0000000000
PA
USD
409206.2100000000
0.0457917075
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.50 11/30/2024
912828YV6
6100000.0000000000
PA
USD
6422394.5200000000
0.7186900005
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.75 12/31/2026
912828YX2
700000.0000000000
PA
USD
756574.2200000000
0.0846634888
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.750000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 4.20 08/26/2024
06051GFH7
140000.0000000000
PA
USD
151629.8000000000
0.0169679425
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.200000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 4.00 01/22/2025
06051GFM6
1475000.0000000000
PA
USD
1595313.8800000000
0.1785215981
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31407NFJ7
8287.1300000000
PA
USD
8705.3800000000
0.0009741646
Long
ABS-MBS
USGA
US
N
2
2020-09-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
31407NQM8
139896.9900000000
PA
USD
153793.1600000000
0.0172100306
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
City of Houston TX 3.96% 03/01/2047
4423313K8
120000.0000000000
PA
USD
137072.4000000000
0.0153389149
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.961000000000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC 4.13 08/12/2020
44328MAC8
300000.0000000000
PA
USD
302393.1500000000
0.0338389260
Long
DBT
CORP
GB
N
2
2020-08-12
Fixed
4.125000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 5.50 06/27/2044
71654QBE1
230000.0000000000
PA
USD
148925.0000000000
0.0166652653
Long
DBT
CORP
MX
N
2
2044-06-27
Fixed
5.500000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 3.50 01/30/2023
71654QBG6
60000.0000000000
PA
USD
53250.0000000000
0.0059588744
Long
DBT
CORP
MX
N
2
2023-01-30
Fixed
3.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.50 01/31/2027
912828Z78
2000000.0000000000
PA
USD
2129765.6200000000
0.2383287495
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.50 02/15/2030
912828Z94
3200000.0000000000
PA
USD
3460500.0000000000
0.3872429106
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.500000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 3.00 12/20/2023
06051GHC6
911000.0000000000
PA
USD
944125.6700000000
0.1056511985
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.004000000000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal 3.30 02/05/2024
06367WHH9
765000.0000000000
PA
USD
808274.3300000000
0.0904489248
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
3.300000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.25
3140FPBT5
355440.6000000000
PA
USD
368421.0200000000
0.0412276920
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Variable
3.254000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.17
3140FS6H1
490096.3800000000
PA
USD
509217.3300000000
0.0569833264
Long
ABS-MBS
USGA
US
N
2
2047-03-01
Variable
3.170000000000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC 5.14 10/14/2020
06739GBP3
200000.0000000000
PA
USD
202440.4600000000
0.0226538457
Long
DBT
CORP
GB
N
2
2020-10-14
Fixed
5.140000000000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc 3.95 04/01/2030
071813BW8
70000.0000000000
PA
USD
81245.8700000000
0.0090917171
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.950000000000000
N
N
N
N
N
N
Philippine Government International Bond
529900RAHBALMYIJ3T08
Philippine Government International Bond 6.38 10/23/2034
718286BG1
150000.0000000000
PA
USD
214716.2400000000
0.0240275514
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.375000000000000
N
N
N
N
N
N
Philippine Government International Bond
529900RAHBALMYIJ3T08
Philippine Government International Bond 4.00 01/15/2021
718286BK2
300000.0000000000
PA
USD
304875.0000000000
0.0341166543
Long
DBT
NUSS
PH
N
2
2021-01-15
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.16
3140FTAF8
295692.9300000000
PA
USD
307123.3900000000
0.0343682576
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Variable
3.158000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140HBVA3
2257632.7600000000
PA
USD
2387584.7400000000
0.2671796746
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140HJHS3
3643408.1000000000
PA
USD
3889448.0000000000
0.4352437983
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3140HMXF6
1261732.7200000000
PA
USD
1366103.0700000000
0.1528720500
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
4.500000000000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
Bay Area Toll Authority 6.92% 04/01/2040
072024NU2
295000.0000000000
PA
USD
448482.6000000000
0.0501868826
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
6.918000000000000
N
N
N
N
N
N
Bean Creek CLO
635400STD6UUTEW5KM07
Bean Creek CLO Ltd 2.16
07378WAQ1
750000.0000000000
PA
USD
693115.6500000000
0.0775622372
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Variable
2.155250000000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66 4.30 04/01/2022
718546AC8
250000.0000000000
PA
USD
260886.6900000000
0.0291941977
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.300000000000000
N
N
N
N
N
N
Republic of Poland Government International Bond
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond 3.00 03/17/2023
731011AT9
140000.0000000000
PA
USD
146852.0200000000
0.0164332910
Long
DBT
NUSS
PL
N
2
2023-03-17
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140JN4K3
329298.6300000000
PA
USD
349841.9800000000
0.0391486278
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140JNAC4
1168058.9600000000
PA
USD
1235664.8700000000
0.1382755269
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
3.500000000000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH 2.55 02/04/2030
446150AS3
590000.0000000000
PA
USD
572797.4000000000
0.0640981744
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.550000000000000
N
N
N
N
N
N
Invitation Homes 2018-SFR2 Trust
N/A
Invitation Homes 2018-SFR2 Trust 1.89
46185HAC6
1225000.0000000000
PA
USD
1161944.2300000000
0.1300259112
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Variable
1.894000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140JPM36
6601314.6300000000
PA
USD
7037407.9700000000
0.7875123090
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140Q8QM0
1557967.9000000000
PA
USD
1657465.0600000000
0.1854765479
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co 3.73 12/15/2024
075887BF5
290000.0000000000
PA
USD
313461.3500000000
0.0350774991
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.734000000000000
N
N
N
N
N
N
WR Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp 4.63 03/15/2022
084423AS1
130000.0000000000
PA
USD
135346.3800000000
0.0151457668
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey 4.93% 10/01/2051
73358WEK6
50000.0000000000
PA
USD
63977.0000000000
0.0071592659
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.926000000000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
Potomac Electric Power Co 3.60 03/15/2024
737679DG2
120000.0000000000
PA
USD
128743.4000000000
0.0144068686
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.600000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.13 02/28/2027
912828ZB9
1200000.0000000000
PA
USD
1248562.5000000000
0.1397188200
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.13 02/28/2025
912828ZC7
11500000.0000000000
PA
USD
11931250.0000000000
1.3351515610
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.125000000000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR 2018 SFR1 A 144A
N/A
INVITATION HOMES TRUST IHSFR 2018 SFR1 A 144A
46185JAA6
1421842.1200000000
PA
USD
1372679.5100000000
0.1536079783
Long
ABS-MBS
CORP
US
N
2
2037-03-17
Variable
1.4507500000
N
N
N
N
N
N
Invitation Homes 2018-SFR3 Trust
N/A
Invitation Homes 2018-SFR3 Trust 1.75
46187VAA7
1773312.6600000000
PA
USD
1734890.2900000000
0.1941407211
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
1.750750000000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co 3.50 02/01/2025
084659AD3
160000.0000000000
PA
USD
175219.1000000000
0.0196076735
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.500000000000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co 3.80 07/15/2048
084659AP6
150000.0000000000
PA
USD
178141.4800000000
0.0199346988
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
3.800000000000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc 3.15 04/01/2022
743263AS4
90000.0000000000
PA
USD
92700.5200000000
0.0103735354
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.150000000000000
N
N
N
N
N
N
Progress Residential 2018-SFR3 Trust
N/A
Progress Residential 2018-SFR3 Trust 3.88
74331MAA4
999371.7200000000
PA
USD
1043016.6800000000
0.1167174729
Long
ABS-MBS
CORP
US
N
2
2035-10-17
Fixed
3.880000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.50 03/15/2023
912828ZD5
18600000.0000000000
PA
USD
18735503.9800000000
2.0965730653
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.50 03/31/2027
912828ZE3
13000000.0000000000
PA
USD
13086835.9700000000
1.4644659591
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.500000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2005-A4
N/A
JP Morgan Mortgage Trust 2005-A4 4.06
466247RN5
30035.7400000000
PA
USD
29482.6300000000
0.0032992167
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.059307000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2005-A4
N/A
JP Morgan Mortgage Trust 2005-A4 4.04
466247RP0
17643.4300000000
PA
USD
16588.0500000000
0.0018562649
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.043632000000000
N
N
N
N
N
N
Progress Residential 2018-SFR3 Trust
N/A
Progress Residential 2018-SFR3 Trust 4.08
74331MAB2
2550000.0000000000
PA
USD
2589900.8700000000
0.2898196073
Long
ABS-MBS
CORP
US
N
2
2035-10-17
Fixed
4.079000000000001
N
N
N
N
N
N
Progress Residential 2019-SFR3 Trust
N/A
Progress Residential 2019-SFR3 Trust 2.27
74332WAA1
1150000.0000000000
PA
USD
1157283.8700000000
0.1295043994
Long
ABS-MBS
CORP
US
N
2
2036-09-17
Fixed
2.271000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31410FVY8
34921.4600000000
PA
USD
39931.1800000000
0.0044684486
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Fixed
5.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31412E5J1
21651.2000000000
PA
USD
25029.6300000000
0.0028009093
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
6.500000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2006-A3
N/A
JP Morgan Mortgage Trust 2006-A3 4.01
46628KAV2
85201.6000000000
PA
USD
82554.5000000000
0.0092381577
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
4.005434999999999
N
N
N
N
N
N
JP Morgan Mortgage Trust 2013-1
5493002WZI1ZSAEIE710
JP Morgan Mortgage Trust 2013-1 2.50
46639GAU0
44622.8600000000
PA
USD
45769.3700000000
0.0051217639
Long
ABS-MBS
CORP
US
N
2
2043-03-25
Variable
2.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.50 03/31/2025
912828ZF0
3500000.0000000000
PA
USD
3524335.9200000000
0.3943863891
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.13 03/31/2022
912828ZG8
1700000.0000000000
PA
USD
1706076.1700000000
0.1909163132
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.125000000000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc 3.63 09/15/2022
09062XAE3
520000.0000000000
PA
USD
549945.5900000000
0.0615409712
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.625000000000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc 2.25 05/01/2030
09062XAH6
337000.0000000000
PA
USD
335798.7800000000
0.0375771411
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.250000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 4.02 12/05/2024
46647PAY2
220000.0000000000
PA
USD
238037.7200000000
0.0266373124
Long
DBT
CORP
US
N
2
2024-12-05
Variable
4.023000000000001
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 3.70 05/06/2030
46647PBD7
905000.0000000000
PA
USD
998883.2200000000
0.1117787734
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.702000000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA 2.82 11/19/2025
09659W2J2
393000.0000000000
PA
USD
396466.7400000000
0.0443661131
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
2.819000000000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co 3.25 08/15/2022
110122BG2
190000.0000000000
PA
USD
199995.5000000000
0.0223802455
Long
DBT
CORP
US
N
2
2022-08-15
Floating
3.250000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31412RH59
571488.1200000000
PA
USD
654157.1500000000
0.0732026351
Long
ABS-MBS
USGA
US
N
2
2040-04-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
31412V4L9
260943.3000000000
PA
USD
300350.7600000000
0.0336103749
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
6.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.25 04/15/2023
912828ZH6
400000.0000000000
PA
USD
400093.7500000000
0.0447719891
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued 0.25 04/30/2025
912828ZL7
3000000.0000000000
PA
USD
3002519.5200000000
0.3359931796
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.250000000000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co 3.63 05/15/2024
110122BM9
300000.0000000000
PA
USD
330378.1800000000
0.0369705557
Long
DBT
CORP
US
N
2
2024-05-15
Floating
3.625000000000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co 3.40 07/26/2029
110122CB2
430000.0000000000
PA
USD
492017.3300000000
0.0550585820
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.400000000000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd 3.13 01/15/2025
11134LAP4
126000.0000000000
PA
USD
130287.2200000000
0.0145796279
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.125000000000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC 3.60 09/01/2020
12189LAB7
176000.0000000000
PA
USD
176200.9000000000
0.0197175406
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
3.600000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-1
N/A
JP Morgan Mortgage Trust 2017-1 3.50
46648CAB0
590292.7500000000
PA
USD
611050.1600000000
0.0683788015
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
3.500000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2018-6
N/A
JP Morgan Mortgage Trust 2018-6 3.50
46650JAD6
319550.7700000000
PA
USD
321171.6300000000
0.0359403083
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.500000000000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP 2.13 04/15/2027
74340XBN0
100000.0000000000
PA
USD
101037.5000000000
0.0113064747
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.125000000000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc 1.50 03/10/2026
74432QCH6
700000.0000000000
PA
USD
696640.3600000000
0.0779566654
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.500000000000000
N
N
N
N
N
N
KKR Group Finance Co VII LLC
N/A
KKR Group Finance Co VII LLC 3.63 02/25/2050
48252DAA3
800000.0000000000
PA
USD
704577.3500000000
0.0788448443
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
3.625000000000000
N
N
N
N
N
N
KKR CLO Trust
549300GKHET0CQ690V42
KKR CLO Ltd 22 2.29
48252WAA1
500000.0000000000
PA
USD
465343.5500000000
0.0520736861
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Variable
2.285250000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued 0.13 04/30/2022
912828ZM5
5500000.0000000000
PA
USD
5493232.4200000000
0.6147132816
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued 0.50 04/30/2027
912828ZN3
3600000.0000000000
PA
USD
3591703.1200000000
0.4019250311
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31413H3E6
15741.0600000000
PA
USD
16911.3300000000
0.0018924412
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31413HUZ9
756.3300000000
PA
USD
813.3300000000
0.0000910147
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP 3.80 01/15/2023
49427RAJ1
130000.0000000000
PA
USD
132575.9200000000
0.0148357420
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.800000000000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp 3.10 03/26/2030
494368CB7
68000.0000000000
PA
USD
75820.7200000000
0.0084846225
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.100000000000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp 6.05 06/01/2036
913017BK4
250000.0000000000
PA
USD
351294.5600000000
0.0393111770
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.050000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc 2.88 03/15/2022
91324PBV3
310000.0000000000
PA
USD
320496.9600000000
0.0358648102
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.875000000000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage 3.39 05/01/2029
74460DAD1
230000.0000000000
PA
USD
247090.4300000000
0.0276503445
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.385000000000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp 3.80 08/14/2023
7591EPAP5
250000.0000000000
PA
USD
264285.5600000000
0.0295745440
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.800000000000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp 2.80 10/01/2026
49446RAP4
240000.0000000000
PA
USD
228964.3800000000
0.0256219717
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.800000000000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP 6.50 09/01/2039
494550BD7
210000.0000000000
PA
USD
242302.7700000000
0.0271145875
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP 5.30 09/15/2020
494550BE5
170000.0000000000
PA
USD
171311.3600000000
0.0191703828
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
5.300000000000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The 3.88 10/15/2046
501044DF5
350000.0000000000
PA
USD
375224.6800000000
0.0419890470
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.875000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc 3.75 07/15/2025
91324PCP5
210000.0000000000
PA
USD
234998.4400000000
0.0262972056
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.750000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc 4.75 07/15/2045
91324PCR1
140000.0000000000
PA
USD
184677.6900000000
0.0206661252
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.750000000000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060
913366KC3
185000.0000000000
PA
USD
182289.7500000000
0.0203989058
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
3.256000000000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc 4.75 08/01/2022
913903AR1
130000.0000000000
PA
USD
130812.5000000000
0.0146384087
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
4.750000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
31413HZV3
8276.1800000000
PA
USD
8887.8400000000
0.0009945826
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.69
31417VQE6
9636.5900000000
PA
USD
9999.5400000000
0.0011189860
Long
ABS-MBS
USGA
US
N
2
2040-01-01
Variable
3.690000000000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc 3.55 06/01/2022
760759AP5
220000.0000000000
PA
USD
229741.4100000000
0.0257089242
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.550000000000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc 2.30 03/01/2030
760759AV2
840000.0000000000
PA
USD
853639.1100000000
0.0955254135
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.300000000000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp 4.75 04/01/2021
526057BX1
352000.0000000000
PA
USD
355572.8000000000
0.0397899280
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.750000000000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc 4.50 06/15/2049
53079EBH6
120000.0000000000
PA
USD
132476.8200000000
0.0148246523
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.500000000000000
N
N
N
N
N
N
University of Texas System/The
TEHUYFNKZR6XVWLGEU86
University of Texas System/The 5.00% 08/15/2040
91514AJX4
215000.0000000000
PA
USD
319238.4500000000
0.0357239782
Long
DBT
MUN
US
N
2
2040-08-15
Fixed
5.000000000000000
N
N
N
N
N
N
VSE 2018-A Voi Mortgage LLC
549300E4XED7XGXU7L27
VSE 2018-A Voi Mortgage LLC 3.72
918286AB1
543186.0500000000
PA
USD
525487.1500000000
0.0588039802
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Fixed
3.720000000000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC 2.91 11/07/2023
539439AP4
409000.0000000000
PA
USD
415957.5800000000
0.0465472111
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
2.907000000000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC 2.44 02/05/2026
539439AV1
340000.0000000000
PA
USD
340000.1700000000
0.0380472924
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.438000000000000
N
N
N
N
N
N
Uruguay Government International Bond
549300RDR012H2V82H43
Uruguay Government International Bond 4.13 11/20/2045
760942AY8
120000.0000000000
PA
USD
124051.2000000000
0.0138817939
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.125000000000000
N
N
N
N
N
N
Residential Mortgage Loan Trust 2019-2
N/A
Residential Mortgage Loan Trust 2019-2 2.91
76119DAA7
794049.9900000000
PA
USD
783376.7700000000
0.0876627945
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.913000000000000
N
N
N
N
N
N
VSE 2016-A VOI Mortgage LLC
N/A
VSE 2016-A VOI Mortgage LLC 2.54
918290AA5
272805.4400000000
PA
USD
265193.5100000000
0.0296761470
Long
ABS-MBS
CORP
US
N
2
2033-07-20
Fixed
2.540000000000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP 4.13 01/15/2026
92277GAG2
100000.0000000000
PA
USD
101445.8300000000
0.0113521683
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.125000000000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC 4.95 09/15/2041
12189LAG6
50000.0000000000
PA
USD
63533.2100000000
0.0071096041
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.950000000000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC 4.45 03/15/2043
12189LAN1
220000.0000000000
PA
USD
272630.0900000000
0.0305083282
Long
DBT
CORP
US
N
2
2043-03-15
Floating
4.450000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 4.75 11/01/2041
92343VBE3
260000.0000000000
PA
USD
340476.4900000000
0.0381005944
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
4.750000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 2.45 11/01/2022
92343VBJ2
280000.0000000000
PA
USD
290608.7200000000
0.0325202042
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.450000000000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp 3.80 03/01/2045
539830BD0
80000.0000000000
PA
USD
96500.9800000000
0.0107988211
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.800000000000000
N
N
N
N
N
N
Los Angeles Department of
549300S8NXV6YU61GG95
Los Angeles Department of Water & Power 5.00% 07/01/2049
544532AR5
465000.0000000000
PA
USD
558753.3000000000
0.0625265870
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
5.000000000000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada 2.15 10/26/2020
78013GKN4
850000.0000000000
PA
USD
855481.7100000000
0.0957316074
Long
DBT
CORP
CA
N
2
2020-10-26
Fixed
2.150000000000000
N
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
Rutgers The State University of New Jersey 5.67% 05/01/2040
783186NH8
300000.0000000000
PA
USD
396657.0000000000
0.0443874039
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.665000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 5.01 08/21/2054
92343VCM4
250000.0000000000
PA
USD
360376.2100000000
0.0403274476
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
5.012000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 4.40 11/01/2034
92343VCQ5
705000.0000000000
PA
USD
858890.3000000000
0.0961130414
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.400000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31417Y3R6
327771.0200000000
PA
USD
359522.8900000000
0.0402319579
Long
ABS-MBS
USGA
US
N
2
2031-07-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
31418CXN9
4805693.7000000000
PA
USD
5124631.7300000000
0.5734654838
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.000000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.88 06/01/2025
55336VAJ9
410000.0000000000
PA
USD
400448.4800000000
0.0448116847
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.50 04/15/2038
55336VAM2
120000.0000000000
PA
USD
107222.3300000000
0.0119985803
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.500000000000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC 4.15 04/01/2045
12189LAW1
310000.0000000000
PA
USD
371836.7400000000
0.0416099238
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.150000000000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc 5.15 03/15/2034
12527GAF0
230000.0000000000
PA
USD
240269.5000000000
0.0268870569
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.150000000000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc 4.50 12/01/2026
12527GAH6
300000.0000000000
PA
USD
323578.4000000000
0.0362096349
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.500000000000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp 2.40 03/15/2030
125523CL2
330000.0000000000
PA
USD
333226.8400000000
0.0372893314
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.400000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 2.95 03/15/2022
92343VDQ4
459000.0000000000
PA
USD
477826.2500000000
0.0534705470
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.946000000000000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc 3.13 06/15/2022
92553PAM4
190000.0000000000
PA
USD
191253.2900000000
0.0214019595
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.125000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.89
31418M7L0
17348.3300000000
PA
USD
18048.9900000000
0.0020197496
Long
ABS-MBS
USGA
US
N
2
2040-03-01
Variable
3.887000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
31418VWK4
446052.5000000000
PA
USD
509382.3800000000
0.0570017961
Long
ABS-MBS
USGA
US
N
2
2040-06-01
Fixed
5.000000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5.25 01/15/2025
55336VBC3
200000.0000000000
PA
USD
198316.8300000000
0.0221923960
Long
DBT
CORP
US
N
2
2025-01-15
Floating
5.250000000000000
N
N
N
N
N
N
MVW Owner Trust 2015-1
549300Y5CF8WQOLGBR17
MVW Owner Trust 2015-1 2.52
55388PAA8
117704.8200000000
PA
USD
114873.5100000000
0.0128547760
Long
ABS-MBS
CORP
US
N
2
2032-12-20
Fixed
2.520000000000000
N
N
N
N
N
N
MVW Owner Trust 2014-1
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1 2.25
553891AA0
114096.8600000000
PA
USD
111954.4100000000
0.0125281178
Long
ABS-MBS
CORP
US
N
2
2031-09-22
Fixed
2.250000000000000
N
N
N
N
N
N
MVW Owner Trust 2016-1
N/A
MVW Owner Trust 2016-1 2.25
553894AA4
179905.5500000000
PA
USD
175832.9900000000
0.0196763701
Long
ABS-MBS
CORP
US
N
2
2033-12-20
Fixed
2.250000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
31419AG35
712796.2300000000
PA
USD
793121.4300000000
0.0887532585
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31419AHK6
229469.3500000000
PA
USD
262783.6700000000
0.0294064769
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
5.500000000000000
N
N
N
N
N
N
MVW Owner Trust 2017-1
N/A
MVW Owner Trust 2017-1 2.42
553896AA9
418599.0700000000
PA
USD
403010.2700000000
0.0450983586
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Fixed
2.420000000000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXII Ltd 2.48
55819XAY8
1000000.0000000000
PA
USD
980000.0000000000
0.1096656704
Long
ABS-CBDO
CORP
US
N
2
2033-01-15
Variable
2.478880000000000
N
N
N
N
N
N
CIFC Funding Ltd
549300JZARV9CBLL1S14
CIFC Funding 2013-III-R Ltd 2.00
12552MAC2
450000.0000000000
PA
USD
433897.2000000000
0.0485547218
Long
ABS-CBDO
CORP
US
N
2
2031-04-24
Variable
2.000250000000000
N
N
N
N
N
N
COMM 2014-UBS5 Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust 4.19
12592KBE3
900000.0000000000
PA
USD
934565.4000000000
0.1045813685
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.193000000000001
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
31419AN52
1440831.6000000000
PA
USD
1603253.5300000000
0.1794100747
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.81
31419BAZ8
64291.6800000000
PA
USD
66743.0000000000
0.0074687917
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Variable
3.809000000000000
N
N
N
N
N
N
Sofi Mortgage Trust 2016-1
N/A
Sofi Mortgage Trust 2016-1 3.00
78471KAE1
237212.5300000000
PA
USD
237513.4100000000
0.0265786401
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Variable
3.000000000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC 5.63 03/01/2025
785592AM8
590000.0000000000
PA
USD
618055.9100000000
0.0691627711
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.625000000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300NJNSVWVLHGRY73
Magnetite VIII Ltd 2.20
55952YAP2
750000.0000000000
PA
USD
710680.8800000000
0.0795278522
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Variable
2.198880000000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp 4.90 07/01/2022
570535AK0
190000.0000000000
PA
USD
202363.8300000000
0.0226452705
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.900000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
101136.0000000000
NS
USD
3081613.9200000000
0.3448441392
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
71683.0000000000
NS
USD
6601287.4700000000
0.7387087916
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc 4.25 09/01/2023
92553PAT9
160000.0000000000
PA
USD
168997.0900000000
0.0189114073
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.250000000000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc 1.90 04/15/2027
92826CAL6
170000.0000000000
PA
USD
176182.9500000000
0.0197155320
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.900000000000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC 2.95 02/19/2023
92857WBC3
771000.0000000000
PA
USD
809031.9700000000
0.0905337075
Long
DBT
CORP
GB
N
2
2023-02-19
Floating
2.950000000000000
N
N
N
N
N
N
Voya CLO Ltd
5493007ASGBOUR3XJY69
Voya CLO 2013-2 Ltd 1.96
92916WAA7
900000.0000000000
PA
USD
869857.0200000000
0.0973402584
Long
ABS-CBDO
CORP
US
N
2
2031-04-25
Variable
1.961380000000000
N
N
N
N
N
N
CSMC 2019-AFC1 Trust
N/A
CSMC 2019-AFC1 Trust 2.57
12596XAA0
514213.4200000000
PA
USD
515098.0700000000
0.0576414032
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.573000000000000
N
N
N
N
N
N
CSMC 2020-AFC1 Trust
N/A
CSMC 2020-AFC1 Trust 2.24
12597MAA3
458947.4400000000
PA
USD
438433.6400000000
0.0490623664
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.240000000000000
N
N
N
N
N
N
Sacramento Municipal Utility District
E3GSVR6ZOU1MX2V7HF33
Sacramento Municipal Utility District 5.00% 08/15/2050
786005C97
565000.0000000000
PA
USD
690300.0500000000
0.0772471610
Long
DBT
MUN
US
N
2
2050-08-15
Fixed
5.000000000000000
N
N
N
N
N
N
Sacramento Municipal Utility District
E3GSVR6ZOU1MX2V7HF33
Sacramento Municipal Utility District 6.16% 05/15/2036
786005PN2
210000.0000000000
PA
USD
284753.7000000000
0.0318650055
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
6.156000000000001
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
69672.0000000000
NS
USD
5727038.4000000000
0.6408770464
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
65978.0000000000
NS
USD
4204777.9400000000
0.4705303996
Long
EC
CORP
US
N
1
N
N
N
Salt River Project Agricultural Improvement & Power District
SHB8HO6GKXJ83RX5OV39
Salt River Project Agricultural Improvement & Power District 5.00% 01/01/2047
79574CEB5
190000.0000000000
PA
USD
230722.7000000000
0.0258187343
Long
DBT
MUN
US
N
2
2047-01-01
Fixed
5.000000000000000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
City of San Francisco CA Public Utilities Commission Water Revenue 6.00% 11/01/2040
79765RSV2
105000.0000000000
PA
USD
144258.4500000000
0.0161430608
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp 4.30 01/16/2024
316773CP3
110000.0000000000
PA
USD
118210.0300000000
0.0132281451
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.300000000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp 2.38 01/28/2025
316773CY4
600000.0000000000
PA
USD
610138.4200000000
0.0682767743
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.375000000000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc 2.50 03/15/2030
573284AV8
542000.0000000000
PA
USD
508470.3900000000
0.0568997410
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.500000000000000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co 3.38 04/15/2050
575767AQ1
465000.0000000000
PA
USD
477783.0800000000
0.0534657161
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.375000000000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
27355.0000000000
NS
USD
9673822.2000000000
1.0825369355
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
71628.0000000000
NS
USD
5491002.4800000000
0.6144637429
Long
EC
CORP
US
N
1
N
N
N
Santa Clara Valley Transportation Authority
549300R6Q7T4MD3V9H68
Santa Clara Valley Transportation Authority 5.88% 04/01/2032
80168NEP0
120000.0000000000
PA
USD
150483.6000000000
0.0168396784
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.876000000000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy 2.88 10/01/2022
816851AT6
200000.0000000000
PA
USD
205302.0000000000
0.0229740627
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.875000000000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy 3.25 06/15/2027
816851BA6
180000.0000000000
PA
USD
188520.6200000000
0.0210961634
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.250000000000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy 4.00 02/01/2048
816851BJ7
100000.0000000000
PA
USD
112730.3100000000
0.0126149439
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.000000000000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
53704.0000000000
NS
USD
5247417.8400000000
0.5872057094
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
9049.0000000000
NS
USD
1944177.6500000000
0.2175607605
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust 2017-CH1
N/A
Sequoia Mortgage Trust 2017-CH1 4.00
81746HAA9
458401.9900000000
PA
USD
469537.3500000000
0.0525429880
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
4.000000000000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2017-CH2
N/A
Sequoia Mortgage Trust 2017-CH2 4.00
81746JAK3
322407.4400000000
PA
USD
327245.5200000000
0.0366199993
Long
ABS-MBS
CORP
US
N
2
2047-12-25
Variable
4.000000000000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp 3.25 06/01/2027
126408HH9
380000.0000000000
PA
USD
411028.4700000000
0.0459956252
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.250000000000000
N
N
N
N
N
N
CSMC 2017-HL2 Trust
N/A
CSMC 2017-HL2 Trust 3.50
12652CAC3
434219.5400000000
PA
USD
439416.3200000000
0.0491723320
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.500000000000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
Sequoia Mortgage Trust 2018-CH2 4.00
81747EAM9
645542.5300000000
PA
USD
657647.4200000000
0.0735932094
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.000000000000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV 3.25 05/11/2025
822582BD3
200000.0000000000
PA
USD
214094.6400000000
0.0239579921
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.250000000000000
N
N
N
N
N
N
Allison Transmission Holdings Inc
N/A
Allison Transmission Holdings Inc
01973R101
76123.0000000000
NS
USD
2766309.8200000000
0.3095604295
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
11998.0000000000
NS
USD
16157706.6000000000
1.8081078839
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc 4.05 06/29/2048
931142EC3
210000.0000000000
PA
USD
274320.6800000000
0.0306975115
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.050000000000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust 3.62
939336Z30
227084.5300000000
PA
USD
213084.4700000000
0.0238449503
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
3.622157000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 3.50 07/20/2022
126650CK4
420000.0000000000
PA
USD
438252.3900000000
0.0490420838
Long
DBT
CORP
US
N
2
2022-07-20
Fixed
3.500000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 4.30 03/25/2028
126650CX6
620000.0000000000
PA
USD
699755.1100000000
0.0783052176
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.300000000000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc 3.65 06/01/2049
57636QAL8
170000.0000000000
PA
USD
204263.4100000000
0.0228578406
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.650000000000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust 2004-13
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13 4.68
576433UM6
135089.1500000000
PA
USD
131325.9400000000
0.0146958645
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
4.682974000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 4.78 03/25/2038
126650CY4
160000.0000000000
PA
USD
189088.5300000000
0.0211597147
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.780000000000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust 2005-17
N/A
CHL Mortgage Pass-Through Trust 2005-17 5.50
12669G5X5
2775.9100000000
PA
USD
2626.1900000000
0.0002938805
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
8107.0000000000
NS
USD
20056718.0000000000
2.2444218625
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
16361.0000000000
NS
USD
1083752.6400000000
0.1212759794
Long
EC
CORP
US
N
1
N
N
N
State of California
N/A
State of California 7.55% 04/01/2039
13063A5G5
100000.0000000000
PA
USD
168114.0000000000
0.0188125862
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.550000000000000
N
N
N
N
N
N
State of California
N/A
State of California 7.30% 10/01/2039
13063A7D0
160000.0000000000
PA
USD
254248.0000000000
0.0284513034
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.300000000000000
N
N
N
N
N
N
Sierra Timeshare Conduit Recei
N/A
Sierra Timeshare Conduit Receivables Funding LLC 2.91
82652KAA2
103763.8100000000
PA
USD
100878.6600000000
0.0112886999
Long
ABS-MBS
CORP
US
N
2
2034-03-20
Fixed
2.910000000000000
N
N
N
N
N
N
Sierra Timeshare 2019-2 Receivables Funding LLC
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC 2.59
82652MAA8
661635.9900000000
PA
USD
641142.8700000000
0.0717462884
Long
ABS-MBS
CORP
US
N
2
2036-05-20
Fixed
2.590000000000000
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust 2004-AA4
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA4 3.57
32051GAA3
167053.8100000000
PA
USD
157765.8000000000
0.0176545839
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.571095000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Through Trust 2005-AR3
N/A
First Horizon Mortgage Pass-Through Trust 2005-AR3 5.01
32051GQP3
32730.7800000000
PA
USD
32170.4300000000
0.0035999916
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
5.009942000000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp 3.25 06/10/2024
58013MES9
100000.0000000000
PA
USD
107891.7400000000
0.0120734898
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.250000000000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp 3.38 05/26/2025
58013MEU4
80000.0000000000
PA
USD
86747.1800000000
0.0097073343
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.375000000000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc 3.50 03/15/2025
585055BS4
192000.0000000000
PA
USD
214524.0600000000
0.0240060458
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.500000000000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc 4.38 03/15/2035
585055BT2
144000.0000000000
PA
USD
183270.0100000000
0.0205086005
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.375000000000000
N
N
N
N
N
N
Sierra Timeshare 2018-2 Receivables Funding LLC
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC 3.50
82653DAA7
413782.9100000000
PA
USD
405162.5300000000
0.0453392046
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Fixed
3.500000000000000
N
N
N
N
N
N
Sound Point CLO Ltd
549300HOEGQTNS4MTZ12
Sounds Point CLO IV-R LTD 2.29
83609YAC0
885000.0000000000
PA
USD
818007.2700000000
0.0915380772
Long
ABS-CBDO
CORP
US
N
2
2031-04-18
Variable
2.285250000000000
N
N
N
N
N
N
State of California
N/A
State of California 7.60% 11/01/2040
13063BJC7
80000.0000000000
PA
USD
138233.6000000000
0.0154688576
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.600000000000001
N
N
N
N
N
N
State of California
N/A
State of California 4.60% 04/01/2038
13063DGE2
355000.0000000000
PA
USD
398767.9500000000
0.0446236271
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.600000000000001
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
State of Washington 5.14% 08/01/2040
93974CRE2
20000.0000000000
PA
USD
27259.8000000000
0.0030504737
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.140000000000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc 3.50 05/01/2029
941053AJ9
290000.0000000000
PA
USD
312823.7200000000
0.0350061459
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Republic of South Africa Government International Bond
549300KEVMSOSY8T8R35
Republic of South Africa Government International Bond 4.67 01/17/2024
836205AQ7
110000.0000000000
PA
USD
108762.5000000000
0.0121709311
Long
DBT
NUSS
ZA
N
2
2024-01-17
Fixed
4.665000000000000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp 3.95 10/01/2046
8426EPAB4
90000.0000000000
PA
USD
94949.6600000000
0.0106252226
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.950000000000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC 4.55 04/01/2049
33767BAC3
170000.0000000000
PA
USD
201587.6300000000
0.0225584108
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.550000000000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc 3.50 07/01/2029
337738AU2
172000.0000000000
PA
USD
188912.8100000000
0.0211400510
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.500000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
5306.0000000000
NS
USD
1269301.3200000000
0.1420395716
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
83549.0000000000
NS
USD
24546696.2000000000
2.7468672393
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA STATE UNIV
N/A
California State University 2.98% 11/01/2051
13077DKU5
500000.0000000000
PA
USD
498250.0000000000
0.0557560411
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.975000000000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co 2.38 04/24/2030
134429BJ7
60000.0000000000
PA
USD
60730.8500000000
0.0067960096
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.375000000000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
102492.0000000000
NS
USD
5091802.5600000000
0.5697917768
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
19559.0000000000
NS
USD
3660075.6700000000
0.4095761755
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 3.73
59020UL45
77535.7200000000
PA
USD
70555.1900000000
0.0078953900
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.725148000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2
N/A
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 3.73
59020USH9
124295.7500000000
PA
USD
113777.3800000000
0.0127321150
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.728393000000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp 4.85 07/15/2047
337932AJ6
90000.0000000000
PA
USD
116236.3600000000
0.0130072840
Long
DBT
CORP
US
N
2
2047-07-15
Floating
4.850000000000001
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co 4.13 02/01/2042
341081FF9
140000.0000000000
PA
USD
176142.3600000000
0.0197109898
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.125000000000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce 2.25 01/28/2025
13607GLZ5
493000.0000000000
PA
USD
498151.5300000000
0.0557450219
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.250000000000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA 3.38 02/15/2023
140420NB2
250000.0000000000
PA
USD
254006.5200000000
0.0284242809
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.375000000000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc 2.60 02/01/2030
94106BAA9
580000.0000000000
PA
USD
592099.9400000000
0.0662582009
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.600000000000000
N
N
N
N
N
N
Allergan Finance LLC
2549006TBOV0H6GV7T12
Allergan Finance LLC 3.25 10/01/2022
942683AF0
400000.0000000000
PA
USD
410712.9000000000
0.0459603118
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.250000000000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co 3.95 03/01/2048
341081FQ5
130000.0000000000
PA
USD
165282.6900000000
0.0184957520
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.950000000000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co 3.15 10/01/2049
341081FX0
170000.0000000000
PA
USD
196164.5100000000
0.0219515434
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.150000000000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc 4.13 08/13/2042
59156RBD9
110000.0000000000
PA
USD
128432.2200000000
0.0143720464
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.125000000000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I 3.00 01/10/2023
59217GAX7
200000.0000000000
PA
USD
209243.2400000000
0.0234151022
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
3.000000000000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co 3.70 08/15/2047
845743BR3
100000.0000000000
PA
USD
115017.9600000000
0.0128709405
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.700000000000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc 4.00 03/15/2060
854502AM3
160000.0000000000
NS
USD
156411.1500000000
0.0175029935
Long
EP
CORP
US
N
2
2060-03-15
Variable
4.000000000000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA 2.28 01/28/2026
14042TCT2
198000.0000000000
PA
USD
191568.3200000000
0.0214372125
Long
DBT
CORP
US
N
2
2026-01-28
Variable
2.280000000000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc 2.75 03/01/2030
142339AJ9
815000.0000000000
PA
USD
746360.0200000000
0.0835204816
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.750000000000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp 2.83 03/30/2023
857477BH5
90000.0000000000
PA
USD
92596.4800000000
0.0103618929
Long
DBT
CORP
US
N
2
2023-03-30
Variable
2.825000000000000
N
N
N
N
N
N
Republic of Poland Government International Bond
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond 5.13 04/21/2021
857524AA0
140000.0000000000
PA
USD
145465.1800000000
0.0162780985
Long
DBT
NUSS
PL
N
2
2021-04-21
Fixed
5.125000000000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
1286.0000000000
NS
USD
1312131.5200000000
0.1468324314
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
114929.0000000000
NS
USD
2764042.4500000000
0.3093067023
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc 3.45 04/15/2030
858119BK5
155000.0000000000
PA
USD
147711.1000000000
0.0165294253
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.450000000000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust 3.78
86359BWE7
62016.4400000000
PA
USD
59000.2500000000
0.0066023489
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.781922000000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
Metropolitan Transportation Authority 6.69% 11/15/2040
59259YDC0
105000.0000000000
PA
USD
127240.0500000000
0.0142386381
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.687000000000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
Metropolitan Transportation Authority 6.81% 11/15/2040
59259YGF0
60000.0000000000
PA
USD
72937.2000000000
0.0081619459
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.814000000000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
40747.0000000000
NS
USD
3617518.6600000000
0.4048138867
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
34326.0000000000
NS
USD
6431319.3600000000
0.7196887236
Long
EC
CORP
US
N
1
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co 4.40 10/15/2044
595620AN5
250000.0000000000
PA
USD
323987.9800000000
0.0362554684
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.400000000000000
N
N
N
N
N
N
Missouri Highway & Transportation Commission
N/A
Missouri Highway & Transportation Commission 5.45% 05/01/2033
60636WNU5
130000.0000000000
PA
USD
165183.2000000000
0.0184846187
Long
DBT
MUN
US
N
2
2033-05-01
Fixed
5.445000000000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc 2.35 01/15/2025
86562MBV1
800000.0000000000
PA
USD
814071.3600000000
0.0910976341
Long
DBT
CORP
JP
N
2
2025-01-15
Fixed
2.348000000000000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP 4.00 10/01/2027
86765BAU3
200000.0000000000
PA
USD
187618.2200000000
0.0209951815
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.000000000000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC 6.35 09/15/2037
341099CH0
110000.0000000000
PA
USD
160777.2700000000
0.0179915787
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.350000000000001
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC 3.85 11/15/2042
341099CR8
220000.0000000000
PA
USD
256984.5700000000
0.0287575359
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.850000000000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp 2.72 02/15/2030
14448CAA2
331000.0000000000
PA
USD
311174.3000000000
0.0348215696
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.722000000000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc 2.75 04/13/2030
609207AT2
269000.0000000000
PA
USD
285415.2400000000
0.0319390343
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.750000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.19 04/28/2026
6174468Q5
435000.0000000000
PA
USD
440251.9600000000
0.0492658432
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.188000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.75 05/19/2022
61744YAH1
200000.0000000000
PA
USD
205178.5400000000
0.0229602471
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.750000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 3.70 10/23/2024
61761JVL0
760000.0000000000
PA
USD
821094.0400000000
0.0918834983
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.700000000000000
N
N
N
N
N
N
MVW Owner Trust 2018-1
N/A
MVW Owner Trust 2018-1 3.45
62848BAA9
577449.6900000000
PA
USD
562872.9500000000
0.0629875912
Long
ABS-MBS
CORP
US
N
2
2036-01-21
Fixed
3.450000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV / NXP Funding LLC 3.88 09/01/2022
62947QAW8
200000.0000000000
PA
USD
207424.7300000000
0.0232116042
Long
DBT
CORP
NL
N
2
2022-09-01
Fixed
3.875000000000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
15244.0000000000
NS
USD
1169672.1200000000
0.1308906910
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
13154.0000000000
NS
USD
3904501.8200000000
0.4369283772
Long
EC
CORP
US
N
1
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049
345105JE1
275000.0000000000
PA
USD
277233.0000000000
0.0310234110
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.094000000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 5.88 08/02/2021
345397VU4
440000.0000000000
PA
USD
437800.0000000000
0.0489914597
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.875000000000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank 3.30 05/15/2026
86787GAJ1
200000.0000000000
PA
USD
212498.4600000000
0.0237793735
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.300000000000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XXII Ltd 0.00
87167GAA8
500000.0000000000
PA
USD
466616.7000000000
0.0522161563
Long
ABS-CBDO
CORP
US
N
2
2033-04-18
Variable
0.000000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 3.00 10/23/2026
949746SH5
600000.0000000000
PA
USD
628462.4500000000
0.0703273019
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.000000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 4.13 08/15/2023
94974BFN5
200000.0000000000
PA
USD
213497.5300000000
0.0238911732
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.125000000000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
139290.0000000000
NS
USD
8470224.9000000000
0.9478498898
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
26635.0000000000
NS
USD
7234598.7000000000
0.8095786902
Long
EC
CORP
US
N
1
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc 3.15 05/01/2027
62954HAC2
120000.0000000000
PA
USD
121547.6800000000
0.0136016406
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.150000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc 3.40 05/01/2030
62954HAD0
120000.0000000000
PA
USD
121133.2400000000
0.0135552632
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.400000000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust
N/A
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust 4.37
94982PAA7
79748.6900000000
PA
USD
79670.4600000000
0.0089154229
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
4.365739000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2007-AR10 Trust
N/A
Wells Fargo Mortgage Backed Securities 2007-AR10 Trust 4.26
94986MAA0
41909.3400000000
PA
USD
35672.2800000000
0.0039918617
Long
ABS-MBS
CORP
US
N
2
2038-01-25
Variable
4.263668000000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc 3.75 04/15/2027
87264ABC8
980000.0000000000
PA
USD
1055489.4000000000
0.1181132170
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.750000000000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA 5.46 02/16/2021
87938WAP8
100000.0000000000
PA
USD
103016.7400000000
0.0115279590
Long
DBT
CORP
ES
N
2
2021-02-16
Fixed
5.462000000000001
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc 1.75 05/04/2030
882508BJ2
210000.0000000000
PA
USD
209840.0600000000
0.0234818886
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.750000000000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust 2004-3
N/A
Thornburg Mortgage Securities Trust 2004-3 1.23
885220FS7
428987.0500000000
PA
USD
381589.5100000000
0.0427012953
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
1.227250000000000
N
N
N
N
N
N
Brown & Brown Inc
N/A
Brown & Brown Inc
115236101
45578.0000000000
NS
USD
1636705.9800000000
0.1831535291
Long
EC
CORP
US
N
1
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508E101
50338.0000000000
NS
USD
1977276.6400000000
0.2212646615
Long
EC
CORP
US
N
1
N
N
N
Time Warner Entertainment Co LP
N/A
Time Warner Entertainment Co LP 8.38 03/15/2023
88731EAF7
146000.0000000000
PA
USD
169092.4100000000
0.0189220740
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.375000000000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
Toll Brothers Finance Corp 4.35 02/15/2028
88947EAT7
332000.0000000000
PA
USD
329377.2000000000
0.0368585423
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.350000000000001
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 2.98 08/03/2022
345397YQ0
400000.0000000000
PA
USD
366000.0000000000
0.0409567708
Long
DBT
CORP
US
N
2
2022-08-03
Fixed
2.979000000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 3.35 11/01/2022
345397ZU0
310000.0000000000
PA
USD
285200.0000000000
0.0319149482
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.350000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
75373.0000000000
NS
USD
4639208.1500000000
0.5191447672
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
49911.0000000000
NS
USD
4049279.4300000000
0.4531295340
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 3.07 04/30/2041
95000U2Q5
310000.0000000000
PA
USD
306368.1300000000
0.0342837412
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068000000000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The 2.85 01/10/2025
959802AY5
127000.0000000000
PA
USD
126485.4900000000
0.0141542001
Long
DBT
CORP
US
N
2
2025-01-10
Floating
2.850000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc 2.70 05/01/2025
62954HAE8
70000.0000000000
PA
USD
70932.3800000000
0.0079375990
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.700000000000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc 2.50 04/15/2030
637417AN6
114000.0000000000
PA
USD
100674.9400000000
0.0112659028
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac STACR Trust 2019-DNA3
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3 2.54
35564TAH3
582742.1800000000
PA
USD
505233.6800000000
0.0565375410
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.537250000000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179ME30
620349.3000000000
PA
USD
680227.8800000000
0.0761200474
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
3.500000000000000
N
N
N
N
N
N
NEVADA POWER COMPANY
MJZFGXRJ52U8U4MKJ519
Nevada Power Co 2.40 05/01/2030
641423CD8
231000.0000000000
PA
USD
242227.0200000000
0.0271061107
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.400000000000000
N
N
N
N
N
N
NEW JERSEY TURNPIKE
5493005YN67D71KSMI84
New Jersey Turnpike Authority 7.41% 01/01/2040
646139W35
200000.0000000000
PA
USD
314828.0000000000
0.0352304323
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.414000000000001
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
13408.0000000000
NS
USD
670131.8400000000
0.0749902627
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
11568.0000000000
NS
USD
749143.6800000000
0.0838319836
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
10234.0000000000
NS
USD
506378.3200000000
0.0566656305
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
28911.0000000000
NS
USD
3497074.5600000000
0.3913357408
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
79730.0000000000
NS
USD
5532464.7000000000
0.6191035206
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
19928.0000000000
NS
USD
1833376.0000000000
0.2051616409
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
35716.0000000000
NS
USD
1513644.0800000000
0.1693824416
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
14036.0000000000
NS
USD
681588.1600000000
0.0762722679
Long
EC
CORP
US
N
1
N
N
N
NEW JERSEY TURNPIKE
5493005YN67D71KSMI84
New Jersey Turnpike Authority 7.10% 01/01/2041
646139X83
95000.0000000000
PA
USD
145449.7500000000
0.0162763718
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.102000000000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2017-5
N/A
New Residential Mortgage Loan Trust 2017-5 1.99
64828NAA3
332084.5000000000
PA
USD
325586.3400000000
0.0364343309
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
1.987250000000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2017-1
N/A
New Residential Mortgage Loan Trust 2017-1 4.00
64829JAA1
960374.3300000000
PA
USD
1012257.2100000000
0.1132753730
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.000000000000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2017-2
N/A
New Residential Mortgage Loan Trust 2017-2 4.00
64829KBV1
599619.2800000000
PA
USD
636060.6600000000
0.0711775701
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.000000000000000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
New York Life Insurance Co 3.75 05/15/2050
64952GAT5
100000.0000000000
PA
USD
113380.6400000000
0.0126877183
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.750000000000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
33466.0000000000
NS
USD
2351655.8200000000
0.2631590939
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
41518.0000000000
NS
USD
6788193.0000000000
0.7596242205
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
6834.0000000000
NS
USD
1117085.6400000000
0.1250060669
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
49424.0000000000
NS
USD
2097554.5600000000
0.2347242112
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc
N/A
DexCom Inc
252131107
7884.0000000000
NS
USD
2642716.8000000000
0.2957299077
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
149317.0000000000
NS
USD
3347687.1400000000
0.3746187290
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
276243.0000000000
NS
USD
5638119.6300000000
0.6309267030
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
N/A
DISH Network Corp
25470M109
19254.0000000000
NS
USD
481638.8100000000
0.0538971867
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
7152.0000000000
NS
USD
551633.7600000000
0.0617298838
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
11312.0000000000
NS
USD
684489.1200000000
0.0765968961
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
88127.0000000000
NS
USD
3510098.4100000000
0.3927931584
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
14902.0000000000
NS
USD
3241185.0000000000
0.3627007407
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
53269.0000000000
NS
USD
6086515.9400000000
0.6811039295
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
82339.0000000000
NS
USD
4695793.1700000000
0.5254768428
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
56488.0000000000
NS
USD
2038087.0400000000
0.2280695730
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
133249.0000000000
NS
USD
23879553.2900000000
2.6722114491
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
13069.0000000000
NS
USD
1146412.6800000000
0.1282878725
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
63127.0000000000
NS
USD
2588838.2700000000
0.2897006984
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
N/A
Evergy Inc
30034W106
42245.0000000000
NS
USD
2468375.3500000000
0.2762204465
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
59549.0000000000
NS
USD
2767242.0300000000
0.3096647473
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
N/A
Monster Beverage Corp
61174X109
46643.0000000000
NS
USD
2883003.8300000000
0.3226189263
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
11537.0000000000
NS
USD
2813874.3000000000
0.3148830730
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
21072.0000000000
NS
USD
3030364.3200000000
0.3391091170
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1453.0000000000
NS
USD
610042.0500000000
0.0682659902
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
78514.0000000000
NS
USD
16072600.9400000000
1.7985842418
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
8600.0000000000
NS
USD
2365000.0000000000
0.2646523576
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
109547.0000000000
NS
USD
2330064.6900000000
0.2607429656
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
2270.0000000000
NS
USD
663475.6000000000
0.0742454046
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
N/A
Fidelity National Financial Inc
31620R303
28232.0000000000
NS
USD
763675.6000000000
0.0854581598
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
24275.0000000000
NS
USD
2615388.5000000000
0.2926717685
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
43056.0000000000
NS
USD
1357125.1200000000
0.1518673838
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
4672.0000000000
NS
USD
1804980.4800000000
0.2019840759
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
32135.0000000000
NS
USD
1702190.9500000000
0.1904815425
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
76145.0000000000
NS
USD
1935605.9000000000
0.2166015496
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
37456.0000000000
NS
USD
1805379.2000000000
0.2020286942
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
N/A
Fox Corp
35137L204
49119.0000000000
NS
USD
1255481.6400000000
0.1404930977
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
24448.0000000000
NS
USD
2362899.2000000000
0.2644172702
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
46362.0000000000
NS
USD
1778446.3200000000
0.1990148040
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
46447.0000000000
NS
USD
5474707.8900000000
0.6126403173
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
48747.0000000000
NS
USD
1378077.6900000000
0.1542120548
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
80753.0000000000
NS
USD
4836297.1700000000
0.5411997667
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
28792.0000000000
NS
USD
2418528.0000000000
0.2706423413
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
13710.0000000000
NS
USD
3778201.8000000000
0.4227949319
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
130695.0000000000
NS
USD
2027079.4500000000
0.2268377825
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
27080.0000000000
NS
USD
1028769.2000000000
0.1151231265
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
41752.0000000000
NS
USD
5529217.3600000000
0.6187401311
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
102951.0000000000
NS
USD
1035687.0600000000
0.1158972610
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106108
28108.0000000000
NS
USD
928688.3200000000
0.1039237012
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
39510.0000000000
NS
USD
1979451.0000000000
0.2215079805
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
3033.0000000000
NS
USD
666744.3900000000
0.0746111944
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
10769.0000000000
NS
USD
1055685.0700000000
0.1181351132
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
35913.0000000000
NS
USD
2649661.1400000000
0.2965070053
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
5670.0000000000
NS
USD
804573.0000000000
0.0900347321
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
49753.0000000000
NS
USD
2330928.0500000000
0.2608395788
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
6786.0000000000
NS
USD
3568621.6800000000
0.3993421315
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
35617.0000000000
NS
USD
3190570.8600000000
0.3570368289
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
N/A
Robert Half International Inc
770323103
33424.0000000000
NS
USD
1579952.4800000000
0.1768025999
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
25595.0000000000
NS
USD
1304321.2000000000
0.1459584273
Long
EC
CORP
US
N
1
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health 2.95 11/01/2022
14916RAC8
110000.0000000000
PA
USD
111005.8000000000
0.0124219648
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.950000000000000
N
N
N
N
N
N
CBAM Ltd
254900Q3N8LV0KJICN72
CBAM 2019-9 Ltd 2.50
14987VAA7
650000.0000000000
PA
USD
619755.5000000000
0.0693529616
Long
ABS-CBDO
CORP
US
N
2
2030-02-12
Variable
2.498880000000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc 4.25 11/01/2028
15189TAV9
270000.0000000000
PA
USD
295141.8600000000
0.0330274795
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.250000000000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
35402.0000000000
NS
USD
5733353.9000000000
0.6415837745
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
8380.0000000000
NS
USD
457212.8000000000
0.0511638247
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
11112.0000000000
NS
USD
3906312.4800000000
0.4371309968
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
32842.0000000000
NS
USD
4278984.1800000000
0.4788343558
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
44529.0000000000
NS
USD
3416710.1700000000
0.3823426646
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
63428.0000000000
NS
USD
1539397.5600000000
0.1722643525
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
21845.0000000000
NS
USD
2644337.2500000000
0.2959112421
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
31049.0000000000
NS
USD
3407317.2600000000
0.3812915628
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
32213.0000000000
NS
USD
3738962.9100000000
0.4184039531
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
27465.0000000000
NS
USD
951112.9500000000
0.1064331013
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
9310.0000000000
NS
USD
1158443.3000000000
0.1296341440
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
N/A
Humana Inc
444859102
12307.0000000000
NS
USD
4699058.7400000000
0.5258422724
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital 4.20 03/15/2028
161175BK9
70000.0000000000
PA
USD
77900.5800000000
0.0087173667
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.200000000000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049
161175BS2
112000.0000000000
PA
USD
133413.4300000000
0.0149294625
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.125000000000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
4412.0000000000
NS
USD
844500.9200000000
0.0945028159
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
15251.0000000000
NS
USD
1489412.6600000000
0.1666708549
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital 4.80 03/01/2050
161175BT0
180000.0000000000
PA
USD
204101.1900000000
0.0228396876
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.800000000000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital 2.80 04/01/2031
161175BU7
60000.0000000000
PA
USD
60478.8100000000
0.0067678053
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.800000000000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
N/A
Metropolitan Water Reclamation District of Greater Chicago 5.72% 12/01/2038
167560PL9
650000.0000000000
PA
USD
876265.0000000000
0.0980573354
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.720000000000000
N
N
N
N
N
N
Chile Government International Bond
549300FLZTJM5YJF8D34
Chile Government International Bond 3.25 09/14/2021
168863AW8
100000.0000000000
PA
USD
103441.0000000000
0.0115754353
Long
DBT
NUSS
CL
N
2
2021-09-14
Fixed
3.250000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
12066.0000000000
NS
USD
3528943.0200000000
0.3949019409
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
90723.0000000000
NS
USD
5212036.3500000000
0.5832463882
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
3658.0000000000
NS
USD
918889.6000000000
0.1028271878
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
16914.0000000000
NS
USD
3022870.0800000000
0.3382704835
Long
EC
CORP
US
N
1
N
N
N
Chile Government International Bond
549300FLZTJM5YJF8D34
Chile Government International Bond 3.63 10/30/2042
168863BP2
100000.0000000000
PA
USD
105000.0000000000
0.0117498933
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
3.625000000000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc 5.90 02/15/2039
17275RAD4
130000.0000000000
PA
USD
193399.0000000000
0.0216420724
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.900000000000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
5201.0000000000
NS
USD
684035.5200000000
0.0765461366
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
8788.0000000000
NS
USD
1068181.4000000000
0.1195334993
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
41775.0000000000
NS
USD
2505664.5000000000
0.2803932420
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
39712.0000000000
NS
USD
4986238.7200000000
0.5579787877
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
25767.0000000000
NS
USD
1115453.4300000000
0.1248234165
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
55264.0000000000
NS
USD
1605419.2000000000
0.1796524212
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
114707.0000000000
NS
USD
2187462.4900000000
0.2447852453
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
549300JEB576INN13W07
Westrock Co
96145D105
27097.0000000000
NS
USD
872252.4300000000
0.0976083138
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
N/A
Xerox Holdings Corp
98421M106
45382.0000000000
NS
USD
830036.7800000000
0.0928842244
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
7386.0000000000
NS
USD
1696268.7600000000
0.1898188273
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 4.05 07/30/2022
172967GK1
70000.0000000000
PA
USD
73534.5700000000
0.0082287938
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
4.050000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 2.90 12/08/2021
172967LC3
1287000.0000000000
PA
USD
1311417.0300000000
0.1467524773
Long
DBT
CORP
US
N
2
2021-12-08
Fixed
2.900000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 2.75 04/25/2022
172967LG4
355000.0000000000
PA
USD
363717.4400000000
0.0407013438
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.750000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 3.52 10/27/2028
172967LS8
390000.0000000000
PA
USD
414464.6000000000
0.0463801410
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.520000000000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
53350.0000000000
NS
USD
1827237.5000000000
0.2044747198
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
34369.0000000000
NS
USD
583585.6200000000
0.0653054166
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 3.11 04/08/2026
172967MQ1
767000.0000000000
PA
USD
804572.1900000000
0.0900346414
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.106000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc 3.67
17307GLB2
136427.3300000000
PA
USD
124323.7400000000
0.0139122921
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.672970000000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
6332.0000000000
NS
USD
757940.4000000000
0.0848163695
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
YYQWUR1Z2BCX32HQS333
Zions Bancorp NA
989701107
33590.0000000000
NS
USD
1061779.9000000000
0.1188171475
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
15735.0000000000
NS
USD
4245460.3500000000
0.4750829137
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
64887.0000000000
NS
USD
6213579.1200000000
0.6953227752
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
N/A
Zoom Video Communications Inc
98980L101
10293.0000000000
NS
USD
1391304.8100000000
0.1556922191
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
N/A
Zynga Inc
98986T108
312670.0000000000
NS
USD
2357531.8000000000
0.2638166381
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
G02602103
35797.0000000000
NS
USD
2306758.6800000000
0.2581349358
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
G0403H108
3910.0000000000
NS
USD
675139.7000000000
0.0755506610
Long
EC
CORP
GB
N
1
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc 3.77
17307GLC0
283643.7300000000
PA
USD
263274.4800000000
0.0294614004
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.767244000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc 4.62
17307GWE4
37001.8600000000
PA
USD
35306.9000000000
0.0039509743
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.621210000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc 2.29
17307GXQ6
70982.8800000000
PA
USD
67458.0100000000
0.0075488040
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
2.290000000000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond 4.38 07/12/2021
195325BN4
310000.0000000000
PA
USD
315614.1000000000
0.0353183999
Long
DBT
NUSS
CO
N
2
2021-07-12
Fixed
4.375000000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp 6.40 05/15/2038
20030NAX9
310000.0000000000
PA
USD
452032.4800000000
0.0505841275
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.400000000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp 3.20 07/15/2036
20030NBT7
785000.0000000000
PA
USD
851044.5500000000
0.0952350726
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.200000000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp 3.97 11/01/2047
20030NCC3
102000.0000000000
PA
USD
120478.9500000000
0.0134820457
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.969000000000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co 3.20 11/15/2049
202795JQ4
215000.0000000000
PA
USD
235056.4400000000
0.0263036960
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.200000000000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
G1151C101
7303.0000000000
NS
USD
1352442.5700000000
0.1513433889
Long
EC
CORP
IE
N
1
N
N
N
Jazz Pharmaceuticals PLC
N/A
Jazz Pharmaceuticals PLC
G50871105
15036.0000000000
NS
USD
1657719.0000000000
0.1855049647
Long
EC
CORP
IE
N
1
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc 3.95 03/01/2043
209111FC2
150000.0000000000
PA
USD
172824.3600000000
0.0193396932
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
3.950000000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp 5.15 12/01/2020
210371AL4
220000.0000000000
PA
USD
222581.5800000000
0.0249077124
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
5.150000000000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA 3.95 11/09/2022
21685WDF1
450000.0000000000
PA
USD
464978.5800000000
0.0520328446
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.950000000000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp 1.60 04/20/2030
22160KAP0
430000.0000000000
PA
USD
425848.6400000000
0.0476540577
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.600000000000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
47781.0000000000
NS
USD
7169061.2400000000
0.8022448030
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
13504.0000000000
NS
USD
2215871.3600000000
0.2479643043
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
12281.0000000000
NS
USD
1198994.0300000000
0.1341719225
Long
EC
CORP
IE
N
1
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
G6518L108
40621.0000000000
NS
USD
598347.3300000000
0.0669573072
Long
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
N59465109
159142.0000000000
NS
USD
2668811.3400000000
0.2986499844
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
16347.0000000000
NS
USD
2134100.8500000000
0.2388138779
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
40899.0000000000
NS
USD
2678884.5000000000
0.2997772088
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG 2.59 09/11/2025
225401AM0
280000.0000000000
PA
USD
279636.3100000000
0.0312923504
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.593000000000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd 3.45 04/16/2021
225433AM3
280000.0000000000
PA
USD
284349.7600000000
0.0318198031
Long
DBT
CORP
GG
N
2
2021-04-16
Fixed
3.450000000000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY 2.80 04/08/2022
22550L2B6
270000.0000000000
PA
USD
276633.6900000000
0.0309563460
Long
DBT
CORP
US
N
2
2022-04-08
Fixed
2.800000000000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp 5.25 01/15/2023
228227BD5
180000.0000000000
PA
USD
197066.9300000000
0.0220525275
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
5.250000000000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp 3.30 07/01/2030
22822VAR2
474000.0000000000
PA
USD
509401.6300000000
0.0570039503
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.300000000000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH Europe Finance II Sarl 3.40 11/15/2049
23291KAK1
210000.0000000000
PA
USD
234471.2800000000
0.0262382144
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.400000000000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc 5.75 08/15/2023
23331ABH1
110000.0000000000
PA
USD
122033.5900000000
0.0136560158
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.750000000000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc 2.50 10/15/2024
23331ABM0
310000.0000000000
PA
USD
309742.4000000000
0.0346613346
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.500000000000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
26344.0000000000
NS
USD
3648117.1200000000
0.4082379690
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
58603.0000000000
NS
USD
892523.6900000000
0.0998767437
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
50839.0000000000
NS
USD
1329439.8500000000
0.1487692984
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
11832.0000000000
NS
USD
3020472.9600000000
0.3380022368
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
N/A
Las Vegas Sands Corp
517834107
26913.0000000000
NS
USD
1292362.2600000000
0.1446201772
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
21895.0000000000
NS
USD
3862278.0000000000
0.4322033736
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
10453.0000000000
NS
USD
4066844.1800000000
0.4550950953
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
N/A
M&T Bank Corp
55261F104
18363.0000000000
NS
USD
2058125.0400000000
0.2303119003
Long
EC
CORP
US
N
1
N
N
N
THE DETROIT EDISON CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co 2.25 03/01/2030
23338VAK2
330000.0000000000
PA
USD
342893.0300000000
0.0383710143
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.250000000000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG 3.63 01/21/2050
251566AA3
500000.0000000000
PA
USD
550295.6600000000
0.0615801454
Long
DBT
CORP
DE
N
2
2050-01-21
Fixed
3.625000000000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV 3.60 01/19/2027
25156PBA0
140000.0000000000
PA
USD
152388.4300000000
0.0170528361
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.600000000000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp 5.45 06/15/2023
25272KAG8
500000.0000000000
PA
USD
529078.8800000000
0.0592059082
Long
DBT
CORP
US
N
2
2023-06-15
Floating
5.450000000000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc 3.50 12/01/2029
25278XAN9
400000.0000000000
PA
USD
347318.5000000000
0.0388662410
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.500000000000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank 3.45 07/27/2026
25466AAJ0
239000.0000000000
PA
USD
238043.2100000000
0.0266379267
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.450000000000000
N
N
N
N
N
N
MDU Resources Group Inc
0T6SBMK3JTBI1JR36794
MDU Resources Group Inc
552690109
29346.0000000000
NS
USD
659111.1600000000
0.0737570074
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
25128.0000000000
NS
USD
2445708.2400000000
0.2736839119
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
114442.0000000000
NS
USD
4696699.6800000000
0.5255782847
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
7367.0000000000
NS
USD
2025703.9900000000
0.2266838633
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
30282.0000000000
NS
USD
1664904.3600000000
0.1863090334
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
3969.0000000000
NS
USD
744425.6400000000
0.0833040172
Long
EC
CORP
US
N
1
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank 3.35 02/06/2023
25466AAK7
250000.0000000000
PA
USD
253833.1500000000
0.0284048802
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.350000000000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc 4.90 08/01/2041
25746UBM0
200000.0000000000
PA
USD
238496.1100000000
0.0266886079
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.900000000000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
23409.0000000000
NS
USD
3306521.2500000000
0.3700121118
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
110316.0000000000
NS
USD
8752471.4400000000
0.9794343347
Long
EC
CORP
US
N
1
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd 2.11
26251LAC8
550000.0000000000
PA
USD
511381.5900000000
0.0572255152
Long
ABS-CBDO
CORP
US
N
2
2031-04-18
Variable
2.105250000000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp 3.55 09/15/2021
26441CAF2
90000.0000000000
PA
USD
92306.8600000000
0.0103294834
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.550000000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
31807735.3300000000
NS
USD
31807735.3300000000
3.5594047127
Long
STIV
RF
US
N
1
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
13783427.4700000000
NS
USD
13783427.4700000000
1.5424171569
Long
STIV
RF
US
N
1
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP 2.88 11/15/2029
26441YBC0
484000.0000000000
PA
USD
503110.1900000000
0.0562999146
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.875000000000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP 3.05 03/01/2050
26441YBD8
200000.0000000000
PA
USD
190203.8800000000
0.0212845265
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.050000000000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The 5.10 09/15/2045
96949LAC9
200000.0000000000
PA
USD
208358.7700000000
0.0233161267
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.100000000000001
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The 4.13 11/15/2020
96950FAG9
300000.0000000000
PA
USD
301001.2900000000
0.0336831717
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.125000000000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc 3.35 12/01/2026
98389BAU4
100000.0000000000
PA
USD
109075.6700000000
0.0122059760
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.350000000000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc 3.40 06/01/2030
98389BAY6
330000.0000000000
PA
USD
367660.8100000000
0.0411426216
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.400000000000000
N
N
N
N
N
N
S&P 500 EMINI FUTURES
N/A
S&P500 EMINI FUT Jun20
N/A
135.0000000000
NC
USD
1993537.4700000000
0.2230843093
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
S&P500 EMINI FUT
S&P500 EMINI FUT Jun20
2020-06-19
17597662.5300000000
USD
1993537.4700000000
N
N
N
CBOT US Long Bond Future
N/A
US LONG BOND(CBT) Jun20
N/A
6.0000000000
NC
USD
549.0000000000
0.0000614352
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US LONG BOND(CBT)
US LONG BOND(CBT) Jun20
2020-06-19
1085638.5000000000
USD
549.0000000000
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC 4.15 12/01/2044
26442RAD3
130000.0000000000
PA
USD
158867.8000000000
0.0177779018
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.150000000000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC 3.70 10/15/2046
26442UAC8
270000.0000000000
PA
USD
316722.3700000000
0.0354424194
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.700000000000000
N
N
N
N
N
N
CME Ultra Long Term US Treasury
N/A
US ULTRA BOND CBT Jun20
N/A
4.0000000000
NC
USD
-4009.0000000000
-0.0004486221
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US ULTRA BOND CBT
US ULTRA BOND CBT Jun20
2020-06-19
903134.0000000000
USD
-4009.0000000000
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Jun20
N/A
6.0000000000
NC
USD
549.0000000000
0.0000614352
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Jun20
2020-06-19
833826.0000000000
USD
549.0000000000
N
N
N
CBOT 5 Year US Treasury Note
N/A
US 5YR NOTE (CBT) Jun20
N/A
11.0000000000
NC
USD
233.0700000000
0.0000260814
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 5YR NOTE (CBT)
US 5YR NOTE (CBT) Jun20
2020-06-30
1380095.0600000000
USD
233.0700000000
N
N
N
CBOT 2 Year US Treasury Note
N/A
US 2YR NOTE (CBT) Jun20
N/A
53.0000000000
NC
USD
104234.8900000000
0.0116642746
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 2YR NOTE (CBT)
US 2YR NOTE (CBT) Jun20
2020-06-30
11578538.5700000000
USD
104234.8900000000
N
N
N
Duke University Health System Inc
SYIJ9BNVFR17R33OPQ57
Duke University Health System Inc 3.92 06/01/2047
26443CAA1
160000.0000000000
PA
USD
188044.3700000000
0.0210428693
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.920000000000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc 4.10 02/01/2021
26875PAG6
130000.0000000000
PA
USD
132362.4500000000
0.0148118539
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
4.100000000000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc 2.15 06/05/2020
278642AR4
170000.0000000000
PA
USD
170076.1800000000
0.0190321615
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
2.150000000000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA 5.88 05/28/2045
279158AJ8
90000.0000000000
PA
USD
79389.0000000000
0.0088839264
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.875000000000000
N
N
N
N
N
N
Elmwood CLO
N/A
Elmwood CLO IV Ltd 2.42
29002GAB7
1150000.0000000000
PA
USD
1095917.1100000000
0.1226372291
Long
ABS-CBDO
CORP
US
N
2
2033-04-15
Variable
2.421800000000000
N
N
N
N
N
N
Ovintiv Inc
CZ72ZHBVKZXQRV3XFE26
Ovintiv Inc 6.50 02/01/2038
292505AG9
90000.0000000000
PA
USD
55444.6200000000
0.0062044606
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.500000000000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc 4.00 10/01/2023
29250NAF2
140000.0000000000
PA
USD
144405.0600000000
0.0161594671
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.000000000000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP 3.60 02/01/2023
29273RAS8
160000.0000000000
PA
USD
155870.2000000000
0.0174424592
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.600000000000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP 4.90 03/15/2035
29273RBE8
70000.0000000000
PA
USD
63202.9400000000
0.0070726457
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.900000000000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP 4.25 03/15/2023
29278NAL7
370000.0000000000
PA
USD
367268.8000000000
0.0410987542
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.250000000000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP 3.75 05/15/2030
29278NAQ6
350000.0000000000
PA
USD
318830.3400000000
0.0356783092
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.750000000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC 4.85 03/15/2044
29379VBA0
460000.0000000000
PA
USD
492898.7800000000
0.0551572195
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.850000000000001
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA 3.25 11/18/2049
29446MAC6
230000.0000000000
PA
USD
241217.3200000000
0.0269931215
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.250000000000000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc 2.70 04/15/2030
29670GAD4
470000.0000000000
PA
USD
482580.5200000000
0.0540025676
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.704000000000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP 3.63 08/15/2022
29717PAD9
150000.0000000000
PA
USD
155648.5600000000
0.0174176568
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.625000000000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP 3.25 05/01/2023
29717PAE7
50000.0000000000
PA
USD
51049.2300000000
0.0057126000
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.250000000000000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC 4.25 06/15/2022
30161MAL7
120000.0000000000
PA
USD
125602.5200000000
0.0140553924
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.250000000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp 4.45 04/15/2046
30161NAV3
150000.0000000000
PA
USD
179332.6500000000
0.0200679952
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.450000000000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp 1.57 04/15/2023
30231GBL5
390000.0000000000
PA
USD
395806.0900000000
0.0442921839
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.571000000000000
N
N
N
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA 2.20 02/24/2023
30260NAA9
460000.0000000000
PA
USD
456436.3400000000
0.0510769359
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.200000000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 3.09
30711XAF1
109163.9000000000
PA
USD
83502.1200000000
0.0093442000
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Variable
3.087250000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 3.09
30711XAH7
413508.7200000000
PA
USD
332029.5100000000
0.0371553457
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Variable
3.087250000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 5.49
30711XBB9
1276903.0500000000
PA
USD
964195.2400000000
0.1078970585
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Variable
5.487250000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 6.19
30711XBF0
421639.3300000000
PA
USD
430963.0400000000
0.0482263783
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Variable
6.187250000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 4.74
30711XDA9
723260.1500000000
PA
USD
717695.8900000000
0.0803128581
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Variable
4.737250000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 4.74
30711XDS0
350000.0000000000
PA
USD
345551.0100000000
0.0386684522
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Variable
4.737250000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities 1.09
30711XYS7
329168.4300000000
PA
USD
328425.2700000000
0.0367520178
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Variable
1.087250000000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool 5.00
3128LXBH2
623382.5400000000
PA
USD
712763.6700000000
0.0797609242
Long
ABS-MBS
USGA
US
N
2
2035-07-01
Fixed
5.000000000000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool 5.50
3128M6LL0
58515.2000000000
PA
USD
66727.0200000000
0.0074670035
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
5.500000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.19
3128NGEX9
116259.2600000000
PA
USD
121416.7800000000
0.0135869924
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Variable
4.190000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.14
3128QLQ61
124818.2400000000
PA
USD
130851.9800000000
0.0146428266
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Variable
4.143000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 3.87
3128S5RU0
30394.7600000000
PA
USD
31779.2100000000
0.0035562126
Long
ABS-MBS
USGA
US
N
2
2038-06-01
Variable
3.867000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.09
3128S5TJ3
40379.3200000000
PA
USD
42294.4900000000
0.0047329118
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Variable
4.094000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.68
3128UGP92
15897.1500000000
PA
USD
16575.3600000000
0.0018548449
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Variable
4.684000000000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool 6.00
3129262E7
33050.1400000000
PA
USD
37930.6300000000
0.0042445796
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
6.000000000000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool 6.50
31292GUB0
8330.7100000000
PA
USD
9299.1100000000
0.0010406052
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
6.500000000000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool 5.50
31296R3L0
70961.2800000000
PA
USD
80395.1500000000
0.0089965184
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
5.500000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.00
31300L3K9
126757.1900000000
PA
USD
132580.1500000000
0.0148362153
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Variable
3.996000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 3.90
31300LS97
39211.5900000000
PA
USD
40714.6200000000
0.0045561185
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Variable
3.902000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 4.31
31300LWG6
30253.8300000000
PA
USD
31598.1300000000
0.0035359491
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Variable
4.309000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool 2.83
31300M5W9
193011.8100000000
PA
USD
199103.1800000000
0.0222803915
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Variable
2.833000000000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT CDX.NA.HY.33 12/24
SP9U31ZZ0
11595000.0000000000
OU
Swap Contract Amount
USD
677422.689999999
0.0758061362
N/A
DCR
CORP
US
N
2
2024-12-20
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
Markit CDX North America High Yield Index
Markit CDX North America High Yield Index Series 33
Y
2024-12-20
315035.350000000000
USD
0.000000000000
USD
11595000.0000000000
USD
362387.34
N
N
N
LCH.Clearnet Group Ltd
WAM6YERMS7OXFZUOY219
ZC 1.78 08/05/24
SL0W0ESZ7
3500000.0000000000
OU
Swap Contract Amount
USD
-163557.24
-0.0183026677
N/A
DCO
CORP
US
N
2
2024-08-05
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
U.S. CPI Urban Consumers NSA Index
U.S. CPI Urban Consumers NSA Index
Y
2024-08-05
0.000000000000
USD
450.270000000019
USD
3500000.0000000000
USD
-163106.97
N
N
N
2020-06-25
American Century Mutual Funds, Inc.
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer