0001752724-24-089275.txt : 20240424
0001752724-24-089275.hdr.sgml : 20240424
20240424141731
ACCESSION NUMBER: 0001752724-24-089275
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240424
DATE AS OF CHANGE: 20240424
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 24869700
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000056354
Fidelity Flex U.S. Bond Index Fund
C000177581
Fidelity Flex U.S. Bond Index Fund
FIBUX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000056354
C000177581
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Flex U.S. Bond Index Fund
S000056354
549300UAIY6D4KDOPE74
2024-08-31
2024-02-29
N
2008321909.22
41113947.35
1967207961.87
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
26161346.70000000
0.00000000
0.00000000
23.96000000
USD
N
Bloomberg US Aggregate Bond Index
19808143
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 3.803%/VAR 12/15/2032
06368BGS1
100000.00000000
PA
USD
92068.98000000
0.004680185409
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
0.03803000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 6.05% 03/15/2039
842400FL2
100000.00000000
PA
USD
103082.90000000
0.005240061142
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.06050000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 3.65% 09/01/2027
22822VAH4
464000.00000000
PA
USD
438124.99000000
0.022271411995
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.03650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6191
3133KM2Y0
1926263.75000000
PA
USD
1526548.42000000
0.077599747946
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 10/01/2051#RA6107
3133KMYC3
27235.41500000
PA
USD
22379.10000000
0.001137607229
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.95% 08/15/2049
444859BL5
100000.00000000
PA
USD
78154.09000000
0.003972843314
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.03950000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 2.25% 06/01/2027
337738BB3
100000.00000000
PA
USD
91476.04000000
0.004650044213
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.02250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 07/20/2052#MA8152
36179XBV7
368787.97700000
PA
USD
360937.00000000
0.018347678892
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2051#CB0447
3140QKP93
5272727.38500000
PA
USD
4362212.26000000
0.221746370721
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO 5.125% 06/15/2027
844741BK3
251000.00000000
PA
USD
249986.10000000
0.012707660036
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2045#BA2101
3140E6KP6
57808.28830000
PA
USD
52667.00000000
0.002677246179
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027
60687YBS7
200000.00000000
PA
USD
183470.88000000
0.009326460829
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
0.01554000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.95% 06/01/2045
46625HLL2
190000.00000000
PA
USD
178387.38000000
0.009068048902
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 08/01/2037#FS4059
3140XKQM5
90912.35300000
PA
USD
78524.14000000
0.003991654239
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.01500000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC 3.25% 04/09/2050
149123CJ8
130000.00000000
PA
USD
96333.09000000
0.004896944901
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
0.03250000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORP 4.75/VAR 06/01/2050
125896BU3
100000.00000000
PA
USD
91631.03000000
0.004657922892
Long
DBT
CORP
US
N
2
2050-06-01
Variable
0.04750000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 3.95% 03/14/2028
316773CV0
50000.00000000
PA
USD
47560.94000000
0.002417687449
Long
DBT
CORP
US
N
2
2028-03-14
Fixed
0.03950000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC CO 2.95% 03/15/2030
906548CR1
170000.00000000
PA
USD
150659.50000000
0.007658544643
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.02950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 12/01/2033#ZT1566
3132ADW38
24139.41500000
PA
USD
23051.12000000
0.001171768335
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.03500000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 5.3% 04/01/2050
911312BW5
192000.00000000
PA
USD
192570.71000000
0.009789036732
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.05300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2043#AU3735
3138X3EH1
199892.99300000
PA
USD
177795.78000000
0.009037975823
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03000000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 5.7% 09/15/2053
571748BV3
100000.00000000
PA
USD
103186.28000000
0.005245316306
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
0.05700000
N
N
N
N
N
N
AON CORP / AON GLOBAL HOLDINGS PLC
N/A
AON CORP / AON GLOBAL HOLDINGS PLC 3.9% 02/28/2052
03740LAE2
150000.00000000
PA
USD
113544.72000000
0.005771871718
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
0.03900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 04/01/2033#ZS8693
3132A9US4
22689.48100000
PA
USD
21411.54000000
0.001088422800
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.03000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 5.875% 03/01/2033
444859BV3
170000.00000000
PA
USD
174743.53000000
0.008882819375
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
0.05875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 08/20/2043#MA1223
36179NLC0
3833.33100000
PA
USD
3459.46000000
0.000175856343
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2048#BM2006
3140J6GQ4
444469.35500000
PA
USD
415367.10000000
0.021114549557
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04000000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050
009158BA3
40000.00000000
PA
USD
26634.88000000
0.001353943279
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 02/01/2036#SB8508
3132D6NZ9
1162216.33100000
PA
USD
1032195.01000000
0.052470050447
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
0.02000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5.15% 05/22/2045
38148LAF3
330000.00000000
PA
USD
314938.34000000
0.016009407551
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
0.05150000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.5% 06/01/2041
00206RJZ6
630000.00000000
PA
USD
482739.47000000
0.024539320669
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
0.03500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 1.125% 05/11/2025
037833DT4
500000.00000000
PA
USD
477397.95000000
0.024267792691
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01125000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 3.375% 08/15/2031
015271AR0
340000.00000000
PA
USD
299324.60000000
0.015215707022
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 01/01/2036#FM6013
3140X9VF9
78894.40800000
PA
USD
69969.59000000
0.003556796808
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2052#BU9678
3140MBXG2
249612.79000000
PA
USD
214388.71000000
0.010898121304
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2042#G07155
3128M9H88
14784.76400000
PA
USD
14036.54000000
0.000713525985
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 4.8% 02/01/2033
49456BAV3
600000.00000000
PA
USD
566294.46000000
0.028786710453
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.04800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.25% 06/30/2027
91282CEW7
3320000.00000000
PA
USD
3204448.43000000
0.162893221871
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.03250000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC 4.25% 04/15/2028
95040QAD6
174000.00000000
PA
USD
168321.74000000
0.008556377529
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04250000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
FEDERAL REALTY OP LP 5.375% 05/01/2028
313747BC0
100000.00000000
PA
USD
99214.51000000
0.005043417468
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05375000
N
N
N
N
N
N
INDIANA MICHIGAN POWER CO
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER CO 3.75% 07/01/2047
454889AR7
120000.00000000
PA
USD
89392.87000000
0.004544149461
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 04/01/2053#QG1367
3133C1QU7
34196.43500000
PA
USD
33171.70000000
0.001686232500
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062
161175CG7
310000.00000000
PA
USD
182608.18000000
0.009282606798
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2052#SD4071
3132E0QY1
99408.81000000
PA
USD
78159.37000000
0.003973111715
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.1% 09/01/2028
00914AAQ5
190000.00000000
PA
USD
164838.19000000
0.008379296606
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.02100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 08/01/2035#SB8058
3132D55T5
295968.64600000
PA
USD
269657.60000000
0.013707630572
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 12/20/2052#MA8488
36179XND4
968201.81600000
PA
USD
901083.36000000
0.045805190781
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
0.04000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.1% 02/01/2043
00206RKD3
210000.00000000
PA
USD
151159.20000000
0.007683946127
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.03100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 04/01/2034#CA3431
3140QAY53
14137.15000000
PA
USD
13486.54000000
0.000685567579
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
0.03500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 5.25% 02/15/2028
91324PEP3
100000.00000000
PA
USD
101675.99000000
0.005168543030
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.05250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4235
3133GAV45
341516.32000000
PA
USD
302882.76000000
0.015396580629
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2041#ZL1693
3131XG3A4
156735.93000000
PA
USD
152741.22000000
0.007764365687
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 01/01/2051#BR2426
3140L0VU8
129024.21600000
PA
USD
102008.73000000
0.005185457357
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 04/01/2036#
3140XCNV6
308860.22300000
PA
USD
285553.45000000
0.014515671730
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
0.02500000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 2.2% 08/14/2030
66989HAR9
290000.00000000
PA
USD
249327.31000000
0.012674171456
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
0.02200000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL CORP 1.375% 09/14/2030
904764BK2
380000.00000000
PA
USD
307050.31000000
0.015608431642
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
0.01375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2049#SD8029
3132DV4N2
176740.88100000
PA
USD
147049.05000000
0.007475012954
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 09/20/2049#MA6156
36179UZV7
58072.88600000
PA
USD
56109.55000000
0.002852242929
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
0.04500000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 6.2% 01/15/2038
911312AJ5
234000.00000000
PA
USD
256104.53000000
0.013018681042
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.06200000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 4.7% 05/15/2030
928563AF2
100000.00000000
PA
USD
96218.19000000
0.004891104136
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04700000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 4.5% 07/30/2029
015271AG4
100000.00000000
PA
USD
95749.39000000
0.004867273407
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
0.04500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054
110122EK0
193000.00000000
PA
USD
195288.02000000
0.009927167019
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
0.05550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2049#CA4142
3140QBS82
112321.98000000
PA
USD
97735.30000000
0.004968224097
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.25% 04/06/2050
822582CH3
240000.00000000
PA
USD
170766.84000000
0.008680670437
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
0.03250000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 7.625% 03/21/2036
760942AS1
130000.00000000
PA
USD
156081.25000000
0.007934150990
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
0.07625000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028
446150BB9
290000.00000000
PA
USD
278517.74000000
0.014158022201
Long
DBT
CORP
US
N
2
2028-08-04
Variable
0.04443000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/31/2025
9128284Z0
304000.00000000
PA
USD
294963.13000000
0.014993998383
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.02750000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC 3.65% 04/01/2050
00115AAM1
139000.00000000
PA
USD
104449.00000000
0.005309504740
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 01/01/2037#BT1873
3140LQCK4
619948.03000000
PA
USD
535470.50000000
0.027219821715
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.01500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.078/VAR 04/23/2040
06051GHU6
100000.00000000
PA
USD
85448.47000000
0.004343641935
Long
DBT
CORP
US
N
2
2040-04-23
Variable
0.04078000
N
N
N
N
N
N
GRUPO TELEVISA SAB DE CV
549300O4AF0C816ILN62
GRUPO TELEVISA SAB DE CV 6.625% 01/15/2040
40049JAZ0
110000.00000000
PA
USD
113065.70000000
0.005747521471
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
0.06625000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.15% 08/22/2027
023135BC9
290000.00000000
PA
USD
275317.94000000
0.013995365275
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
0.03150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2052#MA4783
31418EJ50
1780119.08000000
PA
USD
1638808.42000000
0.083306312894
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 3.4% 09/15/2026
91913YAU4
110000.00000000
PA
USD
105093.13000000
0.005342248101
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 03/01/2051#BR8852
3140L7ZS4
580817.27000000
PA
USD
480700.98000000
0.024435697156
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02500000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 6.45% 01/15/2038
202795HT0
240000.00000000
PA
USD
260423.70000000
0.013238239426
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.06450000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032
46647PCC8
300000.00000000
PA
USD
251011.73000000
0.012759796364
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02580000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 4% 06/15/2029
30225VAN7
80000.00000000
PA
USD
75079.39000000
0.003816545655
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
5829000.00000000
PA
USD
5365867.76000000
0.272765658944
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP 2.4% 05/15/2031
963320AY2
80000.00000000
PA
USD
65815.51000000
0.003345630521
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.02400000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
TRAVELERS COS INC 6.25% 06/15/2037
89417EAD1
256000.00000000
PA
USD
281408.67000000
0.014304978195
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
0.06250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/52#MA4805
31418EKT6
2055182.51400000
PA
USD
1947002.23000000
0.098972872606
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 12/20/2046#MA4127
36179SSQ1
59234.38030000
PA
USD
54418.13000000
0.002766262187
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 6.25% 07/15/2032
3134A4KX1
830000.00000000
PA
USD
940691.17000000
0.047818593063
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
0.06250000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC 4.875% 08/15/2034
902494AZ6
80000.00000000
PA
USD
75973.14000000
0.003861978065
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
0.04875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.875% 02/15/2043
912810TQ1
10190000.00000000
PA
USD
9329024.58000000
0.474226658331
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.03875000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 3.088%/VAR 01/10/2037
06368DH72
110000.00000000
PA
USD
89048.08000000
0.004526622590
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
0.03088000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.2% 07/15/2036
20030NBT7
390000.00000000
PA
USD
314959.67000000
0.016010491829
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.03200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.8% 11/15/2037
68389XBP9
340000.00000000
PA
USD
279993.17000000
0.014233023423
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
0.03800000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP 4.7% 06/01/2027
23317HAF9
120000.00000000
PA
USD
118012.56000000
0.005998987513
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.04700000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.17% 06/08/2027
46817MAR8
110000.00000000
PA
USD
109286.62000000
0.005555417735
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.05170000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025
775109CF6
1350000.00000000
PA
USD
1314039.23000000
0.066797169159
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2050#CA5617
3140QDG32
1088577.46000000
PA
USD
942106.75000000
0.047890551902
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.05% 05/03/2047
548661DQ7
132000.00000000
PA
USD
104499.64000000
0.005312078947
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
0.04050000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 0.75% 05/15/2025
880591EW8
560000.00000000
PA
USD
532669.87000000
0.027077455984
Long
DBT
USGSE
US
N
2
2025-05-15
Fixed
0.00750000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.5% 03/15/2051
191216DC1
100000.00000000
PA
USD
62587.03000000
0.003181515691
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
0.02500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 3.85% 06/22/2040
92556VAE6
100000.00000000
PA
USD
73492.80000000
0.003735893785
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
0.03850000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 07/20/2048#MA5332
36179T4R3
35665.96300000
PA
USD
35263.34000000
0.001792557812
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
0.05000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 3.25% 05/15/2041
31428XCE4
310000.00000000
PA
USD
229517.71000000
0.011667180819
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
0.03250000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037
12189TAZ7
70000.00000000
PA
USD
76424.27000000
0.003884910567
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
0.06150000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 3.35% 12/01/2026
98389BAU4
316000.00000000
PA
USD
298571.01000000
0.015177399430
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03350000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2025
87264ABB0
830000.00000000
PA
USD
811405.27000000
0.041246542598
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 6.875% 11/15/2028
852060AD4
490000.00000000
PA
USD
521218.88000000
0.026495362468
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 02/01/2052#RA6608
3133KNKV4
646714.93700000
PA
USD
553432.84000000
0.028132909724
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 09/30/2029
91282CFL0
5080000.00000000
PA
USD
4978003.15000000
0.253049156290
Long
DBT
UST
US
N
2
2029-09-30
Fixed
0.03875000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
200000.00000000
PA
USD
175980.36000000
0.008945691732
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2052#QD8702
3133B6U32
296969.78800000
PA
USD
235531.76000000
0.011972895828
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
OGLETHORPE PWR CORP
3EERXCUSWMS9GV5D9M98
OGLETHORPE PWR CORP 5.95% 11/01/2039
677050AG1
110000.00000000
PA
USD
109707.36000000
0.005576805407
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
0.05950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 05/20/2052#MA8041
36179W5A2
549999.58500000
PA
USD
447536.92000000
0.022749853023
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
0.02000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 4.9% 03/27/2028
67077MBA5
380000.00000000
PA
USD
376883.02000000
0.019158270366
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
0.04900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 10/01/2051#MA4436
31418D4W9
3035437.85200000
PA
USD
2272707.60000000
0.115529605616
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.01500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027
46647PCB0
300000.00000000
PA
USD
277422.26000000
0.014102335156
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.01578000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 03/31/2029
91282CEE7
2590000.00000000
PA
USD
2366916.02000000
0.120318546176
Long
DBT
UST
US
N
2
2029-03-31
Fixed
0.02375000
N
N
N
N
N
N
ATRIUM HEALTH
N/A
ATRIUM HEALTH 3.204% 1/15/2051
160853VC8
150000.00000000
PA
USD
105074.64000000
0.005341308190
Long
DBT
MUN
US
N
2
2051-01-15
Fixed
0.03204000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 11/30/2028
91282CJN2
6830000.00000000
PA
USD
6858814.06000000
0.348657294650
Long
DBT
UST
US
N
2
2028-11-30
Fixed
0.04375000
N
N
N
N
N
N
PHARMACIA LLC
N/A
PHARMACIA LLC VAR 12/01/2028
71713UAW2
190000.00000000
PA
USD
203519.82000000
0.010345617949
Long
DBT
CORP
US
N
2
2028-12-01
Variable
0.06600000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 3.366% 11/01/2041
595112BT9
90000.00000000
PA
USD
65577.73000000
0.003333543340
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
0.03366000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 4.953% 08/10/2026
883556CV2
430000.00000000
PA
USD
430360.98000000
0.021876740453
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
0.04953000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 8.113%/VAR 11/03/2033
404280DS5
290000.00000000
PA
USD
327474.67000000
0.016646672662
Long
DBT
CORP
GB
N
2
2033-11-03
Variable
0.08113000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.484/VAR 09/16/2036
61747YEF8
410000.00000000
PA
USD
321360.43000000
0.016335864648
Long
DBT
CORP
US
N
2
2036-09-16
Variable
0.02484000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.6% 01/15/2028
03027XAR1
70000.00000000
PA
USD
65978.29000000
0.003353905193
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03600000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/49#MA5876
36179UQ54
65397.44700000
PA
USD
61584.30000000
0.003130543450
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2049#CA3225
3140QASP6
161027.82800000
PA
USD
154526.78000000
0.007855131892
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 05/20/2050#MA6655
36179VMC1
545553.24700000
PA
USD
464196.20000000
0.023596701975
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
0.02500000
N
N
N
N
N
N
PROGRESSIVE CORP OHIO
529900TACNVLY9DCR586
PROGRESSIVE CORP OHIO 3% 03/15/2032
743315AZ6
160000.00000000
PA
USD
138535.99000000
0.007042264604
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2050#CA8108
3140QGAJ6
494022.06100000
PA
USD
391817.25000000
0.019917429046
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 02/01/2053#SD8301
3132DWGJ6
376013.40500000
PA
USD
378119.64000000
0.019221132047
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2048#MA3520
31418C4E1
80955.18500000
PA
USD
72971.04000000
0.003709370916
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.03500000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC CO 5.45% 03/15/2053
906548CW0
100000.00000000
PA
USD
98115.77000000
0.004987564706
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
0.05450000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.6% 09/01/2035
375558BG7
100000.00000000
PA
USD
94908.59000000
0.004824532628
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
0.04600000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 4.125% 06/15/2029
404119BX6
242000.00000000
PA
USD
227857.41000000
0.011582782014
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
BENCHMARK 2021-B24 MTG TR
N/A
BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054
08163CBC2
450000.00000000
PA
USD
369317.70000000
0.018773698925
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
0.02584300
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2048#MA3444
31418CZJ6
106899.27900000
PA
USD
102783.96000000
0.005224864985
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04500000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP 4.45% 07/15/2027
096630AF5
140000.00000000
PA
USD
136447.29000000
0.006936088743
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04450000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 4.45% 02/01/2047
501044DG3
130000.00000000
PA
USD
109941.26000000
0.005588695355
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
0.04450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2045#FM1191
3140X4KD7
192838.60100000
PA
USD
183360.04000000
0.009320826448
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 4.25% 01/15/2049
084664CR0
100000.00000000
PA
USD
88086.82000000
0.004477758412
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2052#CB3755
3140QPE52
484957.40800000
PA
USD
431635.18000000
0.021941512456
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.03500000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 0.45% 05/17/2024
14913R2L0
670000.00000000
PA
USD
663280.46000000
0.033716845033
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
0.00450000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.625% 08/16/2043
46625HJM3
247000.00000000
PA
USD
253497.17000000
0.012886139895
Long
DBT
CORP
US
N
2
2043-08-16
Fixed
0.05625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.375% 08/15/2050
912810SP4
2390000.00000000
PA
USD
1254563.29000000
0.063773800956
Long
DBT
UST
US
N
2
2050-08-15
Fixed
0.01375000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034
95000U3D3
580000.00000000
PA
USD
570452.79000000
0.028998092782
Long
DBT
CORP
US
N
2
2034-04-24
Variable
0.05389000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.5% 06/15/2047
404119BV0
610000.00000000
PA
USD
567951.94000000
0.028870965907
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2025
9128285N6
288000.00000000
PA
USD
279168.75000000
0.014191115296
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.02875000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 4.7% 03/01/2049
101137AU1
230000.00000000
PA
USD
211057.55000000
0.010728786894
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.04700000
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 4.7% 02/01/2036
03522AAH3
200000.00000000
PA
USD
191422.09000000
0.009730648396
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 08/01/2030#AZ4682
3138YWFY8
50371.46080000
PA
USD
48399.61000000
0.002460319952
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2050#SD7530
3132DVLK9
595645.16100000
PA
USD
497068.03000000
0.025267691044
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02500000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
CENCORA INC 2.8% 05/15/2030
03073EAR6
140000.00000000
PA
USD
122882.68000000
0.006246552595
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 11/20/2052#MA8424
36179XLD6
244671.09900000
PA
USD
215007.22000000
0.010929562312
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
0.03000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028
404280CL1
630000.00000000
PA
USD
558154.52000000
0.028372929086
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
0.02013000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051
17327FAD8
250000.00000000
PA
USD
237810.93000000
0.012088753940
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
0.04009000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.95% 12/05/2044
023135AQ9
200000.00000000
PA
USD
197689.31000000
0.010049232914
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
0.04950000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 7.35% 07/21/2025
715638AS1
430000.00000000
PA
USD
441012.30000000
0.022418183971
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
0.07350000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 01/01/2054#QH7865
3133CLW28
95303.93000000
PA
USD
96987.66000000
0.004930218964
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
0.06500000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC 2.25% 05/01/2030
09062XAH6
100000.00000000
PA
USD
83700.28000000
0.004254775378
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02250000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP 4.95% 12/15/2024
096630AD0
102000.00000000
PA
USD
101239.20000000
0.005146339480
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.04950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 08/20/2053#MA9106
36179YDK7
591604.61000000
PA
USD
587973.46000000
0.029888729173
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2052#BX1068
3140N5FJ8
732689.14400000
PA
USD
711649.24000000
0.036175597791
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2028
91282CDL2
1062000.00000000
PA
USD
936260.86000000
0.047593385048
Long
DBT
UST
US
N
2
2028-11-30
Fixed
0.01500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.921% 03/17/2052
594918CE2
170000.00000000
PA
USD
117560.61000000
0.005976013328
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
0.02921000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/20/2048#MA5080
36179TUD5
10259.89100000
PA
USD
10227.43000000
0.000519895720
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.05000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 4.35% 11/03/2045
00440EAW7
74000.00000000
PA
USD
65339.07000000
0.003321411425
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
0.04350000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC 4.2% 04/15/2032
40434LAL9
140000.00000000
PA
USD
129219.85000000
0.006568692914
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 08/20/2046#MA3937
36179SLS4
34959.42190000
PA
USD
32149.70000000
0.001634280697
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/01/2052#QE7126
3133BG4K1
199998.69700000
PA
USD
177992.72000000
0.009047986966
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.03500000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC 4.35% 03/01/2029
902494BK8
450000.00000000
PA
USD
433023.54000000
0.022012087608
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04350000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030
3137F83Q4
70000.00000000
PA
USD
57380.32000000
0.002916840573
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
0.01547000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 11/49#785295
3622AAXY5
122814.35800000
PA
USD
121427.96000000
0.006172604135
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2051#QC9944
3133AVBM7
764018.71700000
PA
USD
627787.38000000
0.031912608741
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 1% 03/15/2028
191216DD9
230000.00000000
PA
USD
200560.06000000
0.010195163088
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.01000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 03/20/2051#MA7255
36179WBY3
263674.54600000
PA
USD
223529.41000000
0.011362774771
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
0.02500000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC 2.75% 01/15/2032
95040QAP9
110000.00000000
PA
USD
91506.06000000
0.004651570234
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.02750000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.95% 10/01/2042
655844BM9
305000.00000000
PA
USD
250164.46000000
0.012716726693
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
0.03950000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 4.875% 06/15/2028
74340XCG4
100000.00000000
PA
USD
99877.36000000
0.005077112432
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2052#RA7011
3133KNYG2
909029.84000000
PA
USD
723807.65000000
0.036793651918
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 5.88% 04/01/2036
880591CS9
110000.00000000
PA
USD
121546.37000000
0.006178623325
Long
DBT
USGSE
US
N
2
2036-04-01
Fixed
0.05880000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.016% 12/03/2029
92343VEU4
430000.00000000
PA
USD
407455.71000000
0.020712386178
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
0.04016000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 4.75% 03/15/2042
828807CL9
110000.00000000
PA
USD
98217.81000000
0.004992751752
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.04750000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051
06051GJA8
100000.00000000
PA
USD
80719.91000000
0.004103272839
Long
DBT
CORP
US
N
2
2051-03-20
Variable
0.04083000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY OP LLC 1.9% 03/01/2028
49446RAX7
610000.00000000
PA
USD
534332.59000000
0.027161977805
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.01900000
N
N
N
N
N
N
BBCMS MTG TR 2021-C11
N/A
BBCMS MTG TR 2021-C11 2.322% 09/15/2054
05493MAF1
450000.00000000
PA
USD
372318.66000000
0.018926248125
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
0.02322000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.8% 02/14/2039
02209SBE2
330000.00000000
PA
USD
329076.58000000
0.016728103300
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
0.05800000
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP
4NYF266XZC35SCTGX023
NATIONAL RURAL UTL COOP FIN 5.05% 09/15/2028
63743HFJ6
300000.00000000
PA
USD
300906.49000000
0.015296119974
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.05050000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 2.85% 04/15/2025 144A
07274NAX1
177000.00000000
PA
USD
170330.13000000
0.008658470954
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02850000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2% 06/30/2030
776743AJ5
400000.00000000
PA
USD
332999.18000000
0.016927502656
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 07/01/2045#G08653
3128MJWP1
28761.88600000
PA
USD
25357.05000000
0.001288986751
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 6.95% 11/15/2029
281020AW7
70000.00000000
PA
USD
74608.76000000
0.003792621900
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.06950000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027
36264FAK7
250000.00000000
PA
USD
237463.44000000
0.012071089818
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
0.03375000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.875% 03/01/2053
031162DK3
130000.00000000
PA
USD
116644.23000000
0.005929430556
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
0.04875000
N
N
N
N
N
N
PIEDMONT HEALTHCARE INC
254900D1I6W7J0DSAY11
PIEDMONT HEALTHCARE INC 2.719% 01/01/2042
72014TAD1
150000.00000000
PA
USD
105847.86000000
0.005380613643
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
0.02719000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.55% 01/15/2029
20030NED9
330000.00000000
PA
USD
324672.55000000
0.016504231189
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04550000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.5% 04/01/2025
38141GXJ8
2620000.00000000
PA
USD
2565838.52000000
0.130430466413
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2050#FM8356
3140XCJA7
90261.80400000
PA
USD
88882.74000000
0.004518217784
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 03/01/2029#488342
31382PP35
5707.75500000
PA
USD
5824.57000000
0.000296083083
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
0.06500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062
110122DX3
120000.00000000
PA
USD
89575.81000000
0.004553448935
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
0.03900000
N
N
N
N
N
N
COCA COLA FEMSA SAB DE CV
5493008KEVFYPMGTXO33
COCA COLA FEMSA SAB DE CV 2.75% 01/22/2030
191241AH1
150000.00000000
PA
USD
132477.00000000
0.006734265139
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
0.02750000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC 5.1% 09/28/2048
902494BH5
100000.00000000
PA
USD
88228.56000000
0.004484963547
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
0.05100000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 3.1% 12/02/2051
13645RBH6
200000.00000000
PA
USD
135913.26000000
0.006908942147
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
0.03100000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2% 05/15/2030
91324PDX7
170000.00000000
PA
USD
143023.65000000
0.007270387918
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2046#FM8611
3140XCR91
357377.35400000
PA
USD
317738.95000000
0.016151772266
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 5.669%/VAR 09/13/2033
60687YCM9
200000.00000000
PA
USD
202880.21000000
0.010313104355
Long
DBT
CORP
JP
N
2
2033-09-13
Variable
0.05669000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC 4.493% 11/15/2025
26078JAC4
320000.00000000
PA
USD
316228.51000000
0.016074991364
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04493000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2050#CA9066
3140QHCC7
2735765.74000000
PA
USD
2271037.38000000
0.115444702543
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.02500000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040
91086QAV0
120000.00000000
PA
USD
117702.00000000
0.005983200672
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
0.06050000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.979%/VAR 09/08/2031
60687YBL2
280000.00000000
PA
USD
226771.87000000
0.011527600253
Long
DBT
CORP
JP
N
2
2031-09-08
Variable
0.01979000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 09/20/2052#MA8268
36179XFH4
349258.07100000
PA
USD
333848.56000000
0.016970679586
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/46#MA3873
36179SJS7
1041586.06600000
PA
USD
930195.83000000
0.047285078549
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
0.03000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC 4.45% 06/01/2028
891906AF6
170000.00000000
PA
USD
163965.60000000
0.008334939832
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04450000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 4% 04/15/2047
907818EN4
90000.00000000
PA
USD
73643.63000000
0.003743560997
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 04/01/2053#QG1506
3133C1U73
32827.99100000
PA
USD
31853.50000000
0.001619223824
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 10/01/2030#AZ4794
3138YWKG1
19015.77040000
PA
USD
18097.93000000
0.000919980518
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 12/01/2035#SB8079
3132D56Q0
605316.99400000
PA
USD
536841.36000000
0.027289507281
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.02000000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 5.6% 06/15/2042
30161MAN3
130000.00000000
PA
USD
126641.71000000
0.006437637120
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
0.05600000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.476% 01/25/2039
35137LAJ4
164000.00000000
PA
USD
153205.17000000
0.007787949874
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
0.05476000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/01/2049#SD8012
3132DV3V5
84402.34200000
PA
USD
78638.60000000
0.003997472637
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2031#AS8292
3138WJGA0
143271.26740000
PA
USD
133997.71000000
0.006811568100
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 12/01/2034#MA3866
31418DJL7
23995.29100000
PA
USD
22868.50000000
0.001162485128
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 07/01/2053#MA5073
31418ET75
1909566.82400000
PA
USD
1919069.78000000
0.097552969345
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 10/31/2025
9128285J5
535000.00000000
PA
USD
520120.31000000
0.026439518346
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 02/01/2052#QD7090
3133B42X2
289287.58500000
PA
USD
216415.98000000
0.011001174466
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 05/01/2037#
3140MKG22
468990.51000000
PA
USD
425392.87000000
0.021624194200
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 11/20/2051#MA7706
36179WR34
426896.34900000
PA
USD
374739.31000000
0.019049298155
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
0.03000000
N
N
N
N
N
N
CONTINENTAL RESOURCES INC OKLA
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OKLA 4.375% 01/15/2028
212015AS0
100000.00000000
PA
USD
96136.58000000
0.004886955617
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.375% 03/15/2029
571748BG6
120000.00000000
PA
USD
117235.18000000
0.005959470593
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04375000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC 2.742% 12/31/2039
16412XAL9
160000.00000000
PA
USD
125058.44000000
0.006357154018
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
0.02742000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 05/20/2049#MA5932
36179USV5
56373.71300000
PA
USD
54432.59000000
0.002766997239
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048
026874DM6
190000.00000000
PA
USD
186657.06000000
0.009488425403
Long
DBT
CORP
US
N
2
2048-04-01
Variable
0.05750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2025
9128284M9
81000.00000000
PA
USD
79111.05000000
0.004021488908
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/01/2032#CA0946
3140Q8BQ7
36252.59800000
PA
USD
33754.86000000
0.001715876544
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2052#BX2841
3140N7EP1
232665.87000000
PA
USD
214123.52000000
0.010884640777
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP 1.45% 12/15/2030
020002BJ9
500000.00000000
PA
USD
394803.97000000
0.020069254377
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
0.01450000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030
459058JC8
1054000.00000000
PA
USD
852388.93000000
0.043329884105
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
0.00875000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031
674599EF8
60000.00000000
PA
USD
61544.40000000
0.003128515194
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
0.06125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2051#BR6052
3140L4WN5
908062.92300000
PA
USD
719632.51000000
0.036581415079
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032
62954HAJ7
300000.00000000
PA
USD
246069.00000000
0.012508540264
Long
DBT
CORP
NL
N
2
2032-02-15
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 03/01/2052#MA4561
31418EB74
510913.55700000
PA
USD
382214.33000000
0.019429279334
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 09/01/2035#QN3582
3133G96T1
1154514.65200000
PA
USD
1026798.08000000
0.052195705787
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.02000000
N
N
N
N
N
N
CHUBB CORP
N/A
CHUBB CORP 6.5% 05/15/2038
171232AS0
58000.00000000
PA
USD
65359.61000000
0.003322455544
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
0.06500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040
494550BF2
100000.00000000
PA
USD
103387.79000000
0.005255559757
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
0.06550000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 4.375% 01/24/2044
4581X0CE6
190000.00000000
PA
USD
179667.65000000
0.009133129464
Long
DBT
CORP
US
N
2
2044-01-24
Fixed
0.04375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 1.5% 05/20/2051#MA7365
36179WFE3
98701.19200000
PA
USD
76719.23000000
0.003899904407
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
0.01500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.493% 02/15/2027
14448CAP9
100000.00000000
PA
USD
92871.12000000
0.004720960966
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.02493000
N
N
N
N
N
N
DALLAS FORT WORTH TX INTL ARPT
N/A
DFW ARPT 4.507% 11/1/2051
23503CAN7
100000.00000000
PA
USD
90887.25000000
0.004620113976
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
0.04507000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.5% 03/11/2044
369604BH5
200000.00000000
PA
USD
180952.54000000
0.009198444877
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
0.04500000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 4.125% 05/11/2035
822582BE1
170000.00000000
PA
USD
157538.33000000
0.008008219418
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
0.04125000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.625% 06/15/2032
172967BL4
100000.00000000
PA
USD
106478.71000000
0.005412681936
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
0.06625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2042#AQ1820
3138MHAW3
49603.27000000
PA
USD
44243.70000000
0.002249060641
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 3.8% 03/15/2027
233331AZ0
90000.00000000
PA
USD
85984.34000000
0.004370882065
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03800000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 3.05% 07/08/2026
931142EM1
400000.00000000
PA
USD
384823.76000000
0.019561925706
Long
DBT
CORP
US
N
2
2026-07-08
Fixed
0.03050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 02/01/2049#FM1922
3140X5D42
73724.88700000
PA
USD
72644.56000000
0.003692774806
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#FS4993
3140XLRP5
2997600.97800000
PA
USD
2626116.08000000
0.133494583740
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.05% 05/15/2050
655844CF3
100000.00000000
PA
USD
67019.81000000
0.003406849265
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03050000
N
N
N
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4 ASB 3.419 05/15/2050
06541FAY5
166132.18000000
PA
USD
161502.79000000
0.008209746662
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
0.03419000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 3.5% 05/13/2040
254687FY7
163000.00000000
PA
USD
130784.57000000
0.006648233055
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
0.03500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5.15% 04/01/2038
37045VAP5
120000.00000000
PA
USD
111162.23000000
0.005650761493
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
0.05150000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
270000.00000000
PA
USD
246630.61000000
0.012537088847
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SAU 7.045% 06/20/2036
87938WAC7
100000.00000000
PA
USD
110128.38000000
0.005598207313
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
0.07045000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 5.3% 05/15/2053
20826FBE5
130000.00000000
PA
USD
127239.26000000
0.006468012658
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
0.05300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2047#FM8492
3140XCNJ3
1260310.22300000
PA
USD
1159310.47000000
0.058931769923
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.887% 11/01/2051
20030NDS7
273000.00000000
PA
USD
172850.10000000
0.008786569765
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
0.02887000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/47#MA4901
36179TNS0
42078.97000000
PA
USD
39796.41000000
0.002022989473
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2049#SD8018
3132DV4B8
80334.34000000
PA
USD
74848.40000000
0.003804803632
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.04000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.5% 08/01/2033
29250NBF1
520000.00000000
PA
USD
411009.00000000
0.020893012226
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 07/01/2053#SD3275
3132DQT89
970733.70900000
PA
USD
962403.26000000
0.048922293862
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05500000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 2.45% 02/02/2032
06417XAE1
110000.00000000
PA
USD
90279.50000000
0.004589219937
Long
DBT
CORP
CA
N
2
2032-02-02
Fixed
0.02450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 01/20/2049#MA5710
36179UKX9
150885.44200000
PA
USD
142182.04000000
0.007227605965
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 05/15/2048
912810SC3
48000.00000000
PA
USD
38139.37000000
0.001938756386
Long
DBT
UST
US
N
2
2048-05-15
Fixed
0.03125000
N
N
N
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES INC 4.393% 06/01/2052
007903BG1
70000.00000000
PA
USD
61807.87000000
0.003141908288
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
0.04393000
N
N
N
N
N
N
TRAVELERS PROPERTY CASUALTY CORP
N/A
TRAVELERS PPTY CASUALTY CORP 6.375% 03/15/2033
89420GAE9
160000.00000000
PA
USD
177525.26000000
0.009024224354
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.06375000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 2.4% 05/15/2031
31428XCD6
350000.00000000
PA
USD
292324.83000000
0.014859884448
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.02400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#
3140HMKD5
13119.13200000
PA
USD
12540.29000000
0.000637466411
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 04/20/2050#MA6598
36179VKK5
99261.72800000
PA
USD
84459.06000000
0.004293346795
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.02500000
N
N
N
N
N
N
MANITOBA PROVINCE CDA
5493003QILFOB3JRKE30
MANITOBA PROVINCE CDA 2.6% 04/16/2024
563469UU7
870000.00000000
PA
USD
867424.80000000
0.044094209499
Long
DBT
NUSS
CA
N
2
2024-04-16
Fixed
0.02600000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 5.2% 07/15/2048
682680AV5
22000.00000000
PA
USD
19872.41000000
0.001010183487
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
0.05200000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034
95000U3F8
590000.00000000
PA
USD
587720.39000000
0.029875864747
Long
DBT
CORP
US
N
2
2034-07-25
Variable
0.05557000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 06/30/2026
91282CCJ8
894000.00000000
PA
USD
822584.77000000
0.041814835337
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.00875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 09/01/2051#BQ6570
3140KSJQ1
33918.09300000
PA
USD
25395.32000000
0.001290932148
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.01500000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 4.375% 11/15/2042
260543CG6
100000.00000000
PA
USD
84111.43000000
0.004275675557
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
0.04375000
N
N
N
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC 5.3% 12/07/2033
053484AE1
100000.00000000
PA
USD
100279.61000000
0.005097560194
Long
DBT
CORP
US
N
2
2033-12-07
Fixed
0.05300000
N
N
N
N
N
N
CDW LLC / CDW FIN CORP
N/A
CDW LLC / CDW FIN CORP 3.569% 12/01/2031
12513GBJ7
70000.00000000
PA
USD
60753.70000000
0.003088321172
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.03569000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034
89788MAP7
300000.00000000
PA
USD
299969.37000000
0.015248482916
Long
DBT
CORP
US
N
2
2034-06-08
Variable
0.05867000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.5% 02/15/2044
912810TZ1
1660000.00000000
PA
USD
1659481.25000000
0.084357184505
Long
DBT
UST
US
N
2
2044-02-15
Fixed
0.04500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 3.75% 12/01/2047
855244AM1
100000.00000000
PA
USD
76868.11000000
0.003907472493
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2052#SD1087
3132DNF40
295915.90600000
PA
USD
263841.61000000
0.013411983639
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.3% 06/01/2033
126650DY3
100000.00000000
PA
USD
99279.16000000
0.005046703852
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
0.05300000
N
N
N
N
N
N
BROOKFIELD CAPITAL FINANCE LLC
N/A
BROOKFIELD CAPITAL FINANCE LLC 6.087% 06/14/2033
11259NAA2
100000.00000000
PA
USD
103440.62000000
0.005258245290
Long
DBT
CORP
US
N
2
2033-06-14
Fixed
0.06087000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 4.85% 08/15/2052
25746UDQ9
280000.00000000
PA
USD
245260.15000000
0.012467423615
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.04850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2048#BJ7280
3140H9CS0
30739.05600000
PA
USD
29670.96000000
0.001508277750
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2048#BK0920
3140HEAW2
31771.45700000
PA
USD
29671.32000000
0.001508296050
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031
3137H4SH4
1090000.00000000
PA
USD
908031.48000000
0.046158387806
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
0.02127000
N
N
N
N
N
N
ADVANCE AUTO PARTS INC
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC 5.95% 03/09/2028
00751YAJ5
122000.00000000
PA
USD
121880.00000000
0.006195582895
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
0.05950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2045#FM1067
3140X4FH4
723168.93100000
PA
USD
658174.63000000
0.033457297995
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2050#MA3905
31418DKT8
707421.94500000
PA
USD
612678.76000000
0.031144585212
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.03000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.7% 03/22/2061
92343VGC2
140000.00000000
PA
USD
98922.75000000
0.005028586296
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
0.03700000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 1.9% 09/01/2031
75513ECM1
470000.00000000
PA
USD
374783.98000000
0.019051568886
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.01900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/33#FM1628
3140X4Y26
18091.43400000
PA
USD
17298.42000000
0.000879338653
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.03500000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC 5% 02/15/2026
30212PAM7
255000.00000000
PA
USD
253243.46000000
0.012873242936
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032
14040HCG8
110000.00000000
PA
USD
83157.94000000
0.004227206356
Long
DBT
CORP
US
N
2
2032-07-29
Variable
0.02359000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2052#MA4653
31418EE30
1062446.98000000
PA
USD
909531.75000000
0.046234651731
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.03000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP 7% 03/01/2032
25468PBW5
290000.00000000
PA
USD
327730.75000000
0.016659690096
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.07000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC 1.375% 09/29/2025
25243YBC2
200000.00000000
PA
USD
188679.74000000
0.009591245239
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
0.01375000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055
161175BC7
140000.00000000
PA
USD
132657.64000000
0.006743447697
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
0.06834000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 2.95% 04/01/2025
032654AS4
240000.00000000
PA
USD
234377.59000000
0.011914225366
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02950000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 5.6% 02/15/2041
42809HAD9
190000.00000000
PA
USD
191325.00000000
0.009725712975
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
0.05600000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 06/20/2051#MA7418
36179WG36
1622823.95700000
PA
USD
1375237.66000000
0.069908097499
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
0.02500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.215% 09/06/2026
05526DBJ3
100000.00000000
PA
USD
94826.14000000
0.004820341409
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
0.03215000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.625% 10/01/2039
50077LAX4
100000.00000000
PA
USD
90309.47000000
0.004590743416
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
0.04625000
N
N
N
N
N
N
ELI LILLY and CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY and CO 4.15% 03/15/2059
532457BU1
100000.00000000
PA
USD
84498.99000000
0.004295376576
Long
DBT
CORP
US
N
2
2059-03-15
Fixed
0.04150000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC 3.25% 02/15/2030
30212PAR6
110000.00000000
PA
USD
97995.78000000
0.004981465198
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03250000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.969%/VAR 06/23/2025
46647PCK0
720000.00000000
PA
USD
708897.51000000
0.036035717816
Long
DBT
CORP
US
N
2
2025-06-23
Variable
0.00969000
N
N
N
N
N
N
OFFICE PROPERTIES INCOME TRUST
N/A
OFFICE PROPERTIES INCOME TRUST 2.4% 02/01/2027
67623CAE9
100000.00000000
PA
USD
51570.28000000
0.002621496100
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.02400000
N
N
N
N
N
N
WISCONSIN PWR and LT CO
JWBYHVQVMY66CVCOSO49
WISCONSIN PWR and LT CO 4.95% 04/01/2033
976826BR7
170000.00000000
PA
USD
165231.62000000
0.008399296017
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.04950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 12/20/2053#MA9361
36179YMJ0
499999.96200000
PA
USD
488379.11000000
0.024826003120
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2053
912810TN8
9520000.00000000
PA
USD
8323306.30000000
0.423102511850
Long
DBT
UST
US
N
2
2053-02-15
Fixed
0.03625000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC 4.95% 04/15/2050
26875PAT8
100000.00000000
PA
USD
93183.14000000
0.004736822024
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04950000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048
084664CQ2
130000.00000000
PA
USD
113118.15000000
0.005750187686
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.04200000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 5.25% 06/12/2028
06418GAD9
330000.00000000
PA
USD
331571.94000000
0.016854951099
Long
DBT
CORP
CA
N
2
2028-06-12
Fixed
0.05250000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 4.669% 06/06/2047
075887BX6
290000.00000000
PA
USD
256861.62000000
0.013057166551
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
0.04669000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029
14040HCZ6
270000.00000000
PA
USD
276380.87000000
0.014049397692
Long
DBT
CORP
US
N
2
2029-06-08
Variable
0.06312000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 3.125% 06/12/2027
046353AN8
140000.00000000
PA
USD
133036.08000000
0.006762685114
Long
DBT
CORP
GB
N
2
2027-06-12
Fixed
0.03125000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 2.65% 09/15/2029
373334KL4
640000.00000000
PA
USD
566018.69000000
0.028772692108
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.02650000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 02/15/2051
912810SU3
9063000.00000000
PA
USD
5425409.16000000
0.275792354705
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.01875000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.142% 09/23/2030
86562MBZ2
260000.00000000
PA
USD
213673.52000000
0.010861765717
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
0.02142000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 6.7% 09/15/2038
406216AW1
100000.00000000
PA
USD
112158.12000000
0.005701386034
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
0.06700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 12/01/2048#BM5091
3140J9UR0
21821.25000000
PA
USD
21988.58000000
0.001117755744
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.05500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 4% 11/15/2028
855244AR0
350000.00000000
PA
USD
338442.22000000
0.017204191247
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2053#MA5189
31418EXT2
296163.31300000
PA
USD
287265.35000000
0.014602693541
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.05000000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 5% 05/30/2038
92857WBL3
130000.00000000
PA
USD
125213.42000000
0.006365032189
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
0.05000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.2% 03/01/2033
031162DJ6
130000.00000000
PA
USD
120253.45000000
0.006112899720
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
0.04200000
N
N
N
N
N
N
MCCORMICK and CO INC
549300JQQA6MQ4OJP259
MCCORMICK and CO INC 1.85% 02/15/2031
579780AS6
260000.00000000
PA
USD
208936.25000000
0.010620953862
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01850000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE CO
YG6VT0TPHRH4TFVAQV64
ARIZONA PUBLIC SERVICE CO 5.55% 08/01/2033
040555DG6
160000.00000000
PA
USD
160526.17000000
0.008160101682
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
0.05550000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
OVINTIV INC 6.625% 08/15/2037
292505AE4
100000.00000000
PA
USD
103136.47000000
0.005242784291
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 3.75% 09/12/2047
037833DD9
110000.00000000
PA
USD
89694.38000000
0.004559476259
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
0.03750000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
RIO TINTO FIN USA PLC 5% 03/09/2033
76720AAN6
200000.00000000
PA
USD
199793.77000000
0.010156209911
Long
DBT
CORP
GB
N
2
2033-03-09
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 08/01/2038#MA5125
31418EVT4
380382.43500000
PA
USD
366589.05000000
0.018634992187
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
0.04000000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 2.95% 08/15/2029
824348BJ4
120000.00000000
PA
USD
107812.47000000
0.005480481580
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.02950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 12/31/2030
91282CJQ5
3600000.00000000
PA
USD
3488625.00000000
0.177338902018
Long
DBT
UST
US
N
2
2030-12-31
Fixed
0.03750000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
OVINTIV INC 5.65% 05/15/2028
69047QAB8
250000.00000000
PA
USD
252225.41000000
0.012821491926
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.05650000
N
N
N
N
N
N
GALLAGHER (ARTHUR J.) and CO
54930049QLLMPART6V29
GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054
04316JAG4
100000.00000000
PA
USD
112727.66000000
0.005730337726
Long
DBT
CORP
US
N
2
2054-02-15
Fixed
0.06750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 06/01/2032#BE9933
3140FWBB9
144735.40410000
PA
USD
134944.33000000
0.006859688076
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030
3137HA4B9
500000.00000000
PA
USD
490653.10000000
0.024941597914
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Fixed
0.04412000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 4.327% 03/19/2050
30231GBG6
100000.00000000
PA
USD
86742.48000000
0.004409420949
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
0.04327000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 3.75% 09/01/2046
26441CAT2
110000.00000000
PA
USD
82081.66000000
0.004172495312
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
0.03750000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 4.5% 02/06/2028
459200KX8
680000.00000000
PA
USD
670489.83000000
0.034083322302
Long
DBT
CORP
US
N
2
2028-02-06
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 05/01/2024#931071
31412PMU2
3213.95100000
PA
USD
3195.25000000
0.000162425633
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2048#ZN4495
3131YA7G9
106437.69500000
PA
USD
99335.49000000
0.005049567301
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.65% 02/01/2030
20030NDA6
100000.00000000
PA
USD
87926.19000000
0.004469593032
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2048#G08830
3128MJ4Q0
153487.93700000
PA
USD
138627.00000000
0.007046890958
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 12/01/2053#SD8385
3132DWJ61
2499999.04500000
PA
USD
2544166.53000000
0.129328804036
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
0.06500000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
AVERY DENNISON CORP 2.65% 04/30/2030
053611AK5
140000.00000000
PA
USD
121471.17000000
0.006174800649
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
0.02650000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 5.931% 02/02/2029
05530QAQ3
70000.00000000
PA
USD
71486.20000000
0.003633891351
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
0.05931000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029
110122CP1
31000.00000000
PA
USD
28905.09000000
0.001469345923
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
0.03400000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
MOSAIC CO NEW 5.45% 11/15/2033
61945CAD5
150000.00000000
PA
USD
148316.39000000
0.007539436240
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
0.05450000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 3.878% 03/27/2028
74432QCC7
45000.00000000
PA
USD
43219.36000000
0.002196989888
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
0.03878000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.3% 04/06/2029
37045XDV5
130000.00000000
PA
USD
123345.55000000
0.006270081882
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
0.04300000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC 1.3% 01/30/2031
278865BF6
560000.00000000
PA
USD
444081.62000000
0.022574208147
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.01300000
N
N
N
N
N
N
EXPORT IMPORT BANK KOREA
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA 1.25% 09/21/2030
302154DD8
680000.00000000
PA
USD
541490.06000000
0.027525816817
Long
DBT
CORP
KR
N
2
2030-09-21
Fixed
0.01250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.75% 05/18/2046
172967KR1
208000.00000000
PA
USD
183077.68000000
0.009306473110
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
0.04750000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 4.5% 04/16/2050
698299BH6
400000.00000000
PA
USD
260250.00000000
0.013229409652
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
0.04500000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG INDUSTRIES INC 2.4% 08/15/2024
693506BQ9
180000.00000000
PA
USD
177192.42000000
0.009007304943
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02400000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 3.7% 10/15/2025
254687DD5
434000.00000000
PA
USD
424172.27000000
0.021562146871
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03700000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 3.2% 01/11/2027
89236TDR3
810000.00000000
PA
USD
773926.86000000
0.039341385100
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
0.03200000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.875% 08/15/2040
912810QK7
126000.00000000
PA
USD
117849.38000000
0.005990692508
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.03875000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
BANNER HEALTH 2.913% 01/01/2051
06654DAE7
150000.00000000
PA
USD
96796.29000000
0.004920490963
Long
DBT
CORP
US
N
2
2051-01-01
Fixed
0.02913000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2050#FM7476
3140XBJW1
241524.37300000
PA
USD
231320.64000000
0.011758830000
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.04500000
N
N
N
N
N
N
BROWN and BROWN INC
549300PC8KTJ71XKFY89
BROWN and BROWN INC 4.2% 03/17/2032
115236AE1
140000.00000000
PA
USD
127094.45000000
0.006460651464
Long
DBT
CORP
US
N
2
2032-03-17
Fixed
0.04200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029
38141GWZ3
1650000.00000000
PA
USD
1582086.03000000
0.080422917183
Long
DBT
CORP
US
N
2
2029-05-01
Variable
0.04223000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 4.375% 05/30/2028
92857WBK5
250000.00000000
PA
USD
245715.47000000
0.012490569109
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
0.04375000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.625% 10/21/2041
713448FF0
100000.00000000
PA
USD
71783.43000000
0.003649000583
Long
DBT
CORP
US
N
2
2041-10-21
Fixed
0.02625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 01/01/2050#SD8037
3132DV4W2
182030.82700000
PA
USD
151450.30000000
0.007698743749
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.02500000
N
N
N
N
N
N
DALLAS FORT WORTH TX INTL ARPT
N/A
DFW ARPT 2.843% 11/1/2046
2350368N3
250000.00000000
PA
USD
182200.45000000
0.009261880468
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
0.02843000
N
N
N
N
N
N
ILLINOIS ST
N/A
IL ST TAXM 7.35% 7/01/35
452152GS4
85714.29000000
PA
USD
92460.56000000
0.004700090778
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
0.07350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2047#BM4896
3140J9NN7
85784.36200000
PA
USD
76318.67000000
0.003879542553
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.03000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.316%/VAR 03/26/2041
172967MM0
500000.00000000
PA
USD
488956.82000000
0.024855370122
Long
DBT
CORP
US
N
2
2041-03-26
Variable
0.05316000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.972%/VAR 07/21/2052
06051GKB4
110000.00000000
PA
USD
73189.68000000
0.003720485145
Long
DBT
CORP
US
N
2
2052-07-21
Variable
0.02972000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 1.75% 02/01/2031
74340XCA7
340000.00000000
PA
USD
275503.19000000
0.014004782175
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.01750000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO 6% 11/15/2041
460146CH4
70000.00000000
PA
USD
72270.75000000
0.003673772748
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
0.06000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 3.25% 01/15/2031
756109AX2
238000.00000000
PA
USD
210823.59000000
0.010716893896
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03250000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.45% 12/15/2050
927804GD0
200000.00000000
PA
USD
116009.78000000
0.005897179263
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
0.02450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 10/20/2050#MA6935
36179VV49
73927.65500000
PA
USD
70983.57000000
0.003608340926
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
0.04500000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC 5.05% 11/15/2044
166756AV8
70000.00000000
PA
USD
66987.75000000
0.003405219544
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
0.05050000
N
N
N
N
N
N
CONNECTICUT LIGHT AND POWER CO(THE)
549300O45IUXEDS1VZ32
CONNECTICUT LT and PWR CO 4% 04/01/2048
207597EL5
60000.00000000
PA
USD
48859.57000000
0.002483701314
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024
110122CM8
160000.00000000
PA
USD
158309.50000000
0.008047420662
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
0.02900000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 5.05% 03/15/2042
55903VBD4
330000.00000000
PA
USD
277502.88000000
0.014106433350
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.05050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 07/01/2036#QN6967
3133GDW48
2900517.67100000
PA
USD
2508902.83000000
0.127536227924
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.01500000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 4.5% 05/17/2033
58933YBK0
400000.00000000
PA
USD
388986.68000000
0.019773541361
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
0.04500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026
38141GXM1
1000000.00000000
PA
USD
926342.35000000
0.047089192802
Long
DBT
CORP
US
N
2
2026-12-09
Variable
0.01093000
N
N
N
N
N
N
RIO TINTO FINANCE (USA) LTD
213800RX94ZKEZXPKH58
RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040
767201AL0
324000.00000000
PA
USD
318982.67000000
0.016214994864
Long
DBT
CORP
AU
N
2
2040-11-02
Fixed
0.05200000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 4.6% 05/01/2053
084659BF7
100000.00000000
PA
USD
85380.88000000
0.004340206101
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
0.04600000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 09/20/2052#MA8266
36179XFF8
1259299.12500000
PA
USD
1138805.10000000
0.057889410884
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
0.03500000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 1.75% 03/15/2031
67103HAK3
150000.00000000
PA
USD
120225.49000000
0.006111478416
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 09/20/2048#MA5468
36179UCD2
9578.22300000
PA
USD
9470.10000000
0.000481398010
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2053#BW9645
3140N2WF4
591678.46000000
PA
USD
506242.34000000
0.025734053024
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.03000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC 3.4% 06/17/2030
40434LAC9
250000.00000000
PA
USD
225291.48000000
0.011452346898
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
0.03400000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
SOUTHWEST GAS CORP 5.45% 03/23/2028
845011AH8
165000.00000000
PA
USD
166547.57000000
0.008466190317
Long
DBT
CORP
US
N
2
2028-03-23
Fixed
0.05450000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 5.125% 05/15/2032
925650AD5
140000.00000000
PA
USD
131370.85000000
0.006678035700
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.05125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 12/20/2044#MA2449
36179QWJ6
18984.57000000
PA
USD
19260.91000000
0.000979098822
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
0.05500000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.5% 09/01/2041
88732JBB3
110000.00000000
PA
USD
90682.75000000
0.004609718532
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
0.05500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.5% 05/15/2035
00206RCP5
220000.00000000
PA
USD
202581.72000000
0.010297931074
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
0.04500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.812% 03/15/2039
92343VDR2
780000.00000000
PA
USD
729182.98000000
0.037066898575
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.04812000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 4.2% 04/01/2029
67077MAT5
32000.00000000
PA
USD
30759.37000000
0.001563605404
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
0.04200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.239%/VAR 07/21/2032
61747YED3
470000.00000000
PA
USD
378639.26000000
0.019247546133
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02239000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2049#CA5860
3140QDQN7
20760.68400000
PA
USD
19922.53000000
0.001012731261
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 11/15/2049
912810SK5
38000.00000000
PA
USD
25862.27000000
0.001314668835
Long
DBT
UST
US
N
2
2049-11-15
Fixed
0.02375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4% 11/15/2052
912810TL2
6250000.00000000
PA
USD
5852050.75000000
0.297480025672
Long
DBT
UST
US
N
2
2052-11-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 05/01/2033#MA3364
31418CW26
3941.58500000
PA
USD
3768.81000000
0.000191581676
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.03500000
N
N
N
N
N
N
ELI LILLY and CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY and CO 4.875% 02/27/2053
532457CG1
60000.00000000
PA
USD
58038.49000000
0.002950297636
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2050#FM5961
3140X9TT2
56816.29100000
PA
USD
44919.92000000
0.002283435247
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 10/20/2053#MA9299
36179YKL7
1043312.21000000
PA
USD
882264.55000000
0.044848565433
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
0.02500000
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LTD 3.75% 07/08/2030
91911TAQ6
500000.00000000
PA
USD
450530.00000000
0.022902001655
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
0.03750000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037
38141GFD1
362000.00000000
PA
USD
393476.36000000
0.020001767358
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
0.06750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 11/20/2053#MA9306
36179YKT0
568530.28800000
PA
USD
571731.68000000
0.029063103194
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
0.06000000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 6.7% 01/26/2036
698299AW4
240000.00000000
PA
USD
226308.00000000
0.011504020133
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
0.06700000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032
92343VGN8
615000.00000000
PA
USD
498634.92000000
0.025347341494
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 07/01/2053#BY6764
3140NPQS2
61075.64700000
PA
USD
60437.00000000
0.003072222213
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.8% 03/15/2029
00287YDS5
370000.00000000
PA
USD
368293.18000000
0.018721619022
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04800000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033
00774MAY1
250000.00000000
PA
USD
207694.38000000
0.010557825304
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
0.03400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2051#RA4352
3133KKZR3
906035.68300000
PA
USD
718592.21000000
0.036528533023
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 0.75% 09/23/2030
298785JH0
400000.00000000
PA
USD
318749.11000000
0.016203122200
Long
DBT
CORP
LU
N
2
2030-09-23
Fixed
0.00750000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 2.5% 04/15/2026
87612EBE5
100000.00000000
PA
USD
95489.67000000
0.004854070939
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.02500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024
595017BC7
170000.00000000
PA
USD
165918.47000000
0.008434210984
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00983000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 03/01/2045#G08631
3128MJVZ0
67292.30500000
PA
USD
59389.32000000
0.003018965007
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 4.114% 03/01/2046
30231GAW2
200000.00000000
PA
USD
169480.07000000
0.008615259458
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
0.04114000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2021-1
N/A
CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025
14316NAC3
73763.40000000
PA
USD
72700.06000000
0.003695596063
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
0.00340000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 03/15/2026
91282CGR6
8780000.00000000
PA
USD
8780342.95000000
0.446335269081
Long
DBT
UST
US
N
2
2026-03-15
Fixed
0.04625000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 03/01/2054 #TBA
01F030637
575000.00000000
PA
USD
491939.47000000
0.025006988561
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.5% 06/20/2053#MA8948
36179X5H5
586995.13400000
PA
USD
583392.28000000
0.029655851913
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
0.05500000
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LTD 6.125% 06/12/2033
91911TAR4
70000.00000000
PA
USD
70770.00000000
0.003597484423
Long
DBT
CORP
KY
N
2
2033-06-12
Fixed
0.06125000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.375% 02/21/2050
031162CS7
210000.00000000
PA
USD
150735.11000000
0.007662388162
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
0.03375000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 7.45% 09/15/2039
406216AY7
120000.00000000
PA
USD
144105.44000000
0.007325379054
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
0.07450000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 0.96% 03/05/2026
3130ALHH0
1300000.00000000
PA
USD
1206063.64000000
0.061308395623
Long
DBT
USGSE
US
N
2
2026-03-05
Fixed
0.00960000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.125% 08/15/2029
444859BK7
100000.00000000
PA
USD
90519.23000000
0.004601406244
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03125000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 5.15% 09/01/2043
12189LAP6
100000.00000000
PA
USD
97784.68000000
0.004970734253
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
0.05150000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 2.15% 02/05/2027
907818FJ2
120000.00000000
PA
USD
111365.57000000
0.005661097970
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
0.02150000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 1.4% 02/25/2031
713448FA1
680000.00000000
PA
USD
543555.82000000
0.027630826559
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
0.01400000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034
91087BAR1
1226000.00000000
PA
USD
1014245.28000000
0.051557603449
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2052#BW8981
3140N16T5
477637.66600000
PA
USD
452495.87000000
0.023001933642
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.625% 11/15/2050
912810SS8
6241000.00000000
PA
USD
3504955.34000000
0.178169029809
Long
DBT
UST
US
N
2
2050-11-15
Fixed
0.01625000
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LTD
549300A5OEF3CJI2CO89
TRANE TECHNOLOGIES FINANCING LTD 5.25% 03/03/2033
892938AA9
80000.00000000
PA
USD
80678.85000000
0.004101185617
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
0.05250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 07/31/2026
91282CCP4
3960000.00000000
PA
USD
3610406.25000000
0.183529465108
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.00625000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.9% 05/01/2045
94974BGK0
310000.00000000
PA
USD
248104.00000000
0.012611986368
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
0.03900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 11/01/2036#SB8127
3132D6A42
1557899.29000000
PA
USD
1345611.36000000
0.068402089971
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.01500000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 3.5% 02/01/2026
501044DC2
130000.00000000
PA
USD
126065.28000000
0.006408335185
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2048#G08813
3128MJ3X6
115057.84100000
PA
USD
103989.68000000
0.005286155913
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.03500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 2.7% 02/06/2030
25466AAR2
500000.00000000
PA
USD
425090.72000000
0.021608834868
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
0.02700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2031
91282CJX0
9240000.00000000
PA
USD
9089850.00000000
0.462068585334
Long
DBT
UST
US
N
2
2031-01-31
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2035#FM4457
3140X75T2
325203.53700000
PA
USD
304752.95000000
0.015491648870
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.03000000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051
15189XAW8
70000.00000000
PA
USD
50326.75000000
0.002558283159
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
0.03350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 05/01/2053#MA5009
31418ER77
1167235.43300000
PA
USD
1132258.06000000
0.057556602146
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.05000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 4.2% 04/01/2050
58013MFR0
110000.00000000
PA
USD
90984.71000000
0.004625068206
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.04200000
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
549300OI9J7XOWZMUN85
GE HEALTHCARE TECHNOLOGIES INC 6.377% 11/22/2052
36267VAM5
100000.00000000
PA
USD
111054.13000000
0.005645266395
Long
DBT
CORP
US
N
2
2052-11-22
Fixed
0.06377000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.7% 11/15/2059
209111FW8
100000.00000000
PA
USD
71352.32000000
0.003627085767
Long
DBT
CORP
US
N
2
2059-11-15
Fixed
0.03700000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 4% 12/15/2036
717081EC3
190000.00000000
PA
USD
170594.64000000
0.008671916915
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
0.04000000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 5.775%/VAR 06/12/2029
91159HJM3
100000.00000000
PA
USD
101043.61000000
0.005136396962
Long
DBT
CORP
US
N
2
2029-06-12
Variable
0.05775000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP 2.875% 06/15/2050
512807AW8
150000.00000000
PA
USD
101192.25000000
0.005143952848
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02875000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.875% 08/05/2030
3135G05Q2
108000.00000000
PA
USD
87013.21000000
0.004423183094
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.00875000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.8% 02/14/2029
02209SBD4
30000.00000000
PA
USD
29456.15000000
0.001497358213
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 12/01/2052
46590XAX4
180000.00000000
PA
USD
173071.49000000
0.008797823786
Long
DBT
CORP
US
N
2
2052-12-01
Fixed
0.06500000
N
N
N
N
N
N
ROHM and HAAS CO
N/A
ROHM and HAAS CO 7.85% 07/15/2029
775371AU1
120000.00000000
PA
USD
133157.74000000
0.006768869513
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.07850000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 03/20/2043#MA0851
36179M5L0
14429.13400000
PA
USD
13042.07000000
0.000662973628
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 0.625% 01/22/2026
500769JJ4
900000.00000000
PA
USD
834088.54000000
0.042399611844
Long
DBT
CORP
DE
N
2
2026-01-22
Fixed
0.00625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 08/01/2051#SD8161
3132DWB69
7145583.83000000
PA
USD
5896025.58000000
0.299715418719
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02500000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 2.78% 12/01/2060
715638DQ2
300000.00000000
PA
USD
172047.00000000
0.008745745408
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
0.02780000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
AGREE LP 2.9% 10/01/2030
008513AA1
100000.00000000
PA
USD
85223.73000000
0.004332217622
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.02900000
N
N
N
N
N
N
BROOKFIELD FIN INC
549300XH8D8K6OYWGD17
BROOKFIELD FIN INC 3.9% 01/25/2028
11271LAC6
190000.00000000
PA
USD
182271.31000000
0.009265482528
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
0.03900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2028
9128284N7
231000.00000000
PA
USD
218267.93000000
0.011095315504
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC 1.915% 02/01/2027
071813CL1
330000.00000000
PA
USD
300178.02000000
0.015259089319
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.01915000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#CA2055
3140Q9H97
458574.48500000
PA
USD
441207.26000000
0.022428094464
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 1.5% 02/15/2031
20030NDN8
295000.00000000
PA
USD
235299.99000000
0.011961114155
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 5.95% 04/01/2041
437076AV4
120000.00000000
PA
USD
128009.61000000
0.006507172219
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
0.05950000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040
50249AAH6
110000.00000000
PA
USD
81603.39000000
0.004148183190
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
0.03375000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH 4.35% 11/01/2042
14916RAD6
160000.00000000
PA
USD
136513.52000000
0.006939455443
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
0.04350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 06/01/2052#FS6605
3140XNKT0
1991855.95600000
PA
USD
1566080.61000000
0.079609306202
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.02000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033
316773DF4
50000.00000000
PA
USD
45329.40000000
0.002304250535
Long
DBT
CORP
US
N
2
2033-04-25
Variable
0.04337000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2046#BM4621
3140J9D32
298218.26100000
PA
USD
274460.49000000
0.013951778120
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 04/01/2033#MA3339
31418CV92
88766.55100000
PA
USD
83766.95000000
0.004258164445
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 10/20/2042#783692
3622A2C59
355334.67100000
PA
USD
321459.55000000
0.016340903261
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
0.03000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 3.75% 05/15/2028
369550BC1
100000.00000000
PA
USD
96339.56000000
0.004897273794
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.03750000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043
842400FZ1
158000.00000000
PA
USD
138367.65000000
0.007033707298
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
0.04650000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 05/20/2053#MA8877
36179X2J4
390820.79000000
PA
USD
373302.72000000
0.018976271306
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
0.04500000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 2.375% 08/26/2029
88579YBJ9
270000.00000000
PA
USD
234448.89000000
0.011917849792
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
0.02375000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 5.5% 01/17/2048
718286CX3
200000.00000000
PA
USD
202200.00000000
0.010278526923
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
0.05500000
N
N
N
N
N
N
SAN DIEGO GAS and ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051
797440CA0
100000.00000000
PA
USD
66561.00000000
0.003383526362
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
0.02950000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP BILLITON FIN USA LTD 4.125% 02/24/2042
055451AR9
100000.00000000
PA
USD
86163.88000000
0.004380008706
Long
DBT
CORP
AU
N
2
2042-02-24
Fixed
0.04125000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC 4% 03/01/2026
902494BJ1
160000.00000000
PA
USD
156209.71000000
0.007940681058
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.04000000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 3.95% 03/01/2049
23338VAJ5
56000.00000000
PA
USD
45265.39000000
0.002300996685
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.03950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 11/15/2026
912828U24
562000.00000000
PA
USD
527116.49000000
0.026795158428
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.02000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.439% 10/06/2048
03523TBT4
650000.00000000
PA
USD
568941.38000000
0.028921262572
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
0.04439000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.45% 08/08/2036
594918BS2
610000.00000000
PA
USD
537353.44000000
0.027315538083
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
0.03450000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 1.45% 01/15/2031
24422EVL0
170000.00000000
PA
USD
137346.33000000
0.006981790062
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.01450000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 2.875% 05/01/2030
21036PBF4
460000.00000000
PA
USD
403988.72000000
0.020536147058
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02875000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 3.45% 01/15/2050
30040WAH1
120000.00000000
PA
USD
82069.44000000
0.004171874127
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
0.03450000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.469% 04/15/2034 144A
11135FBL4
230000.00000000
PA
USD
194248.67000000
0.009874333256
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
0.03469000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2041#A96413
312945DS4
36561.51100000
PA
USD
34834.50000000
0.001770758388
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 12/01/2052#
31418EM23
1529429.08200000
PA
USD
1539907.97000000
0.078278860183
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.06000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 3.5% 03/01/2028
26884ABJ1
160000.00000000
PA
USD
151005.19000000
0.007676117265
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2047#BE3867
3140FPJM2
8800.94890000
PA
USD
7696.52000000
0.000391240791
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 10/31/2026
91282CDG3
8680000.00000000
PA
USD
7955423.46000000
0.404401751832
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01125000
N
N
N
N
N
N
BALTIMORE GAS and ELECTRIC CO
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050
059165EM8
120000.00000000
PA
USD
77807.70000000
0.003955235110
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02900000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 6.75% 04/01/2046
37045VAL4
255000.00000000
PA
USD
269692.60000000
0.013709409743
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.06750000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033
53944YAU7
200000.00000000
PA
USD
190342.63000000
0.009675775702
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
0.04976000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD CO / JBS LUXEMBOURG SARL
N/A
JBS USA LUX SA / JBS USA FOOD CO / JBS LUXEMBOURG SARL 7.25% 11/15/2053 144A
47214BAB4
70000.00000000
PA
USD
73340.85000000
0.003728169640
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
0.07250000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.625% 02/21/2053
126650DV9
140000.00000000
PA
USD
134501.43000000
0.006837173934
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
0.05625000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026
31620MBR6
246000.00000000
PA
USD
227489.08000000
0.011564058524
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01150000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO 4% 11/15/2029
962166BX1
270000.00000000
PA
USD
253475.95000000
0.012885061209
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04000000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 2% 09/01/2029
254687FL5
730000.00000000
PA
USD
629763.11000000
0.032013041946
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3.65% 02/01/2050
842400GT4
410000.00000000
PA
USD
300090.06000000
0.015254618007
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.03650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 07/01/2049#SD0040
3132DMBH7
377807.63500000
PA
USD
327681.10000000
0.016657166214
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 1.65% 05/15/2031
084659BD2
160000.00000000
PA
USD
126686.96000000
0.006439937335
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.01650000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS CO
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO 4.3% 01/15/2049
842434CS9
130000.00000000
PA
USD
106590.13000000
0.005418345801
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.04300000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 4.017%/VAR 03/28/2028
456837BB8
200000.00000000
PA
USD
192040.55000000
0.009762086862
Long
DBT
CORP
NL
N
2
2028-03-28
Variable
0.04017000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2025
9128285T3
118000.00000000
PA
USD
113773.20000000
0.005783486149
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.02625000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP 3.9% 05/01/2029
126117AV2
100000.00000000
PA
USD
93841.34000000
0.004770280611
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/15/2034
91282CJZ5
2660000.00000000
PA
USD
2608046.88000000
0.132576063667
Long
DBT
UST
US
N
2
2034-02-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2048#BJ9252
3140HBH68
54680.74200000
PA
USD
51066.27000000
0.002595875524
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 02/20/2049#MA5764
36179UMM1
9979.71500000
PA
USD
9636.08000000
0.000489835349
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2048#BN3186
3140JKRG3
2969.99900000
PA
USD
2771.82000000
0.000140901219
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 2.75% 03/27/2027
654106AJ2
230000.00000000
PA
USD
216894.56000000
0.011025502346
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
0.02750000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.5% 09/01/2025
828807CV7
230000.00000000
PA
USD
224409.57000000
0.011407516355
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2047#AL9846
3138ER5G1
147447.14470000
PA
USD
142876.70000000
0.007262917941
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 09/01/2050#BP6750
3140KEQC5
707917.03100000
PA
USD
560576.06000000
0.028496024358
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 02/15/2029
9128286B1
1038000.00000000
PA
USD
961812.42000000
0.048892259417
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.02625000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 0.75% 10/08/2030
045167EY5
150000.00000000
PA
USD
118743.98000000
0.006036168127
Long
DBT
CORP
PH
N
2
2030-10-08
Fixed
0.00750000
N
N
N
N
N
N
EXPORT IMPORT BANK KOREA
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA 0.625% 02/09/2026
302154DF3
400000.00000000
PA
USD
367797.57000000
0.018696425448
Long
DBT
CORP
KR
N
2
2026-02-09
Fixed
0.00625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 09/01/2051#FM8730
3140XCVY1
182349.57300000
PA
USD
143370.87000000
0.007288038315
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02000000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 1.65% 03/11/2031
808513BG9
197000.00000000
PA
USD
156254.74000000
0.007942970089
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
0.01650000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
150000.00000000
PA
USD
147888.84000000
0.007517702391
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 2.25% 09/01/2050
478160CS1
100000.00000000
PA
USD
61729.85000000
0.003137942261
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
0.02250000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 2.5% 09/22/2041
931142EU3
390000.00000000
PA
USD
275448.21000000
0.014001987351
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
0.02500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 6.41% 09/13/2029
06738ECK9
800000.00000000
PA
USD
824629.46000000
0.041918774017
Long
DBT
CORP
GB
N
2
2029-09-13
Variable
0.06490000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.25% 05/01/2040
369604BX0
50000.00000000
PA
USD
40917.76000000
0.002079991581
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.04250000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 5.291% 12/08/2046
345370CS7
250000.00000000
PA
USD
216192.87000000
0.010989833011
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
0.05291000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.597/VAR 03/24/2051
6174468N2
190000.00000000
PA
USD
197275.42000000
0.010028193451
Long
DBT
CORP
US
N
2
2051-03-24
Variable
0.05597000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 07/31/2025
912828Y79
258000.00000000
PA
USD
251126.72000000
0.012765641704
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.02875000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050
25470DBH1
200000.00000000
PA
USD
151666.45000000
0.007709731403
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.04650000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 4.821%/VAR 01/26/2034
857477CA9
100000.00000000
PA
USD
96445.42000000
0.004902655025
Long
DBT
CORP
US
N
2
2034-01-26
Variable
0.04821000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
MARKEL GROUP INC 3.35% 09/17/2029
570535AU8
100000.00000000
PA
USD
90073.61000000
0.004578753835
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
0.03350000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 04/01/2045#G08635
3128MJV56
91359.70000000
PA
USD
80630.17000000
0.004098711044
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.03000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES INC
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES 4.55% 10/30/2024
49338LAB9
130000.00000000
PA
USD
129073.06000000
0.006561231069
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.04550000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 4.95% 02/01/2029
78016HZV5
90000.00000000
PA
USD
89348.67000000
0.004541902621
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
0.04950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2048#G67710
3132XCR72
65961.44300000
PA
USD
60007.83000000
0.003050406015
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 4.75% 03/25/2050
458140BM1
390000.00000000
PA
USD
347592.55000000
0.017669334241
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
0.04750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 01/47#MA4197
36179SUW5
94257.49520000
PA
USD
89291.80000000
0.004539011722
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
0.04000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP BILLITON FIN USA LTD 5% 09/30/2043
055451AV0
151000.00000000
PA
USD
144435.80000000
0.007342172398
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 06/30/2025
912828ZW3
4190000.00000000
PA
USD
3942855.45000000
0.200429010375
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.00250000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042
842400FV0
100000.00000000
PA
USD
82090.61000000
0.004172950272
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.04050000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.875% 02/22/2033
172967BU4
310000.00000000
PA
USD
316204.17000000
0.016073754078
Long
DBT
CORP
US
N
2
2033-02-22
Fixed
0.05875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 04/01/2053#SD2654
3132DP5P9
1096502.09600000
PA
USD
1063644.31000000
0.054068727385
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 08/15/2049
912810SJ8
267000.00000000
PA
USD
176814.49000000
0.008988093451
Long
DBT
UST
US
N
2
2049-08-15
Fixed
0.02250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2037#SB0686
3132CWXP4
386190.13800000
PA
USD
351013.78000000
0.017843247221
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 09/01/2053#FS5749
3140XML79
812949.82700000
PA
USD
827312.21000000
0.042055147500
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2053#MA4999
31418ERV4
75000.30500000
PA
USD
64170.55000000
0.003262011502
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.03000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 4.25% 11/30/2046
828807CZ8
116000.00000000
PA
USD
94025.30000000
0.004779631936
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
0.04250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 11/30/2027
91282CAY7
2407000.00000000
PA
USD
2100295.53000000
0.106765302434
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.00625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 04/01/2052#FS2099
3140XHKM8
1034075.76600000
PA
USD
774884.47000000
0.039390063735
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2048#
3140JADM7
104401.17000000
PA
USD
91463.00000000
0.004649381345
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.03000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
JOHNSON CONTROLS/TYCO FI 2% 09/16/2031
47837RAD2
280000.00000000
PA
USD
224685.90000000
0.011421563167
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 10/01/2050#SD7526
3132DVLF0
1196183.04300000
PA
USD
1000835.71000000
0.050875948521
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 04/01/2052#SD3209
3132DQR65
4299131.57400000
PA
USD
3539275.55000000
0.179913645054
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 2.8% 10/01/2050
375558BT9
180000.00000000
PA
USD
116002.58000000
0.005896813262
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
0.02800000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP 2.9% 06/15/2050
863667AZ4
200000.00000000
PA
USD
136931.43000000
0.006960699257
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02900000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 4.4% 03/24/2051
25278XAQ2
100000.00000000
PA
USD
80760.34000000
0.004105328036
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
0.04400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#FM0076
3140X3CN6
163630.82400000
PA
USD
142074.12000000
0.007222120017
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
NSTAR ELEC CO
54930080R72Y2Z31UR68
NSTAR ELEC CO 4.95% 09/15/2052
67021CAT4
100000.00000000
PA
USD
92657.27000000
0.004710090229
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
0.04950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 10/01/2037#SB8183
3132D6CU2
250060.17000000
PA
USD
236598.51000000
0.012027122428
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
0.03500000
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026
759351AM1
200000.00000000
PA
USD
194528.23000000
0.009888544260
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03950000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 3% 05/15/2025
74456QBL9
220000.00000000
PA
USD
214403.42000000
0.010898869064
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03000000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.9% 03/15/2049
571748BJ0
270000.00000000
PA
USD
249749.35000000
0.012695625213
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 11/15/2026
91282CJK8
6220000.00000000
PA
USD
6243325.00000000
0.317369852146
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.04625000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 3.734% 12/08/2047
458140BG4
110000.00000000
PA
USD
83628.23000000
0.004251112826
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
0.03734000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027
06051GJQ3
340000.00000000
PA
USD
315483.97000000
0.016037143815
Long
DBT
CORP
US
N
2
2027-03-11
Variable
0.01658000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028
38141GZU1
820000.00000000
PA
USD
799519.25000000
0.040642334999
Long
DBT
CORP
US
N
2
2028-08-23
Variable
0.04482000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2052#QF0270
3133BMJP1
1506238.69900000
PA
USD
1426953.61000000
0.072536998510
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.04500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 1.5% 06/03/2030
023135BS4
160000.00000000
PA
USD
132323.24000000
0.006726448985
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
0.01500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.65% 05/11/2050
037833DW7
250000.00000000
PA
USD
162785.45000000
0.008274948716
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 02/01/2052#
31418EBQ2
182853.81000000
PA
USD
136907.18000000
0.006959466546
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.01500000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3% 11/26/2051
822582CL4
100000.00000000
PA
USD
67218.25000000
0.003416936658
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
0.03000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029
251526CU1
280000.00000000
PA
USD
289558.94000000
0.014719284672
Long
DBT
CORP
US
N
2
2029-11-20
Variable
0.06819000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2053#SD8323
3132DWG80
589635.47900000
PA
USD
571966.46000000
0.029075037875
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3% 05/01/2030#MA4011
31418DN57
185412.44600000
PA
USD
177475.74000000
0.009021707081
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 01/01/2053#BX6634
3140NBLQ2
891188.45100000
PA
USD
896180.44000000
0.045555958361
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/31/2029
91282CFJ5
2250000.00000000
PA
USD
2123437.50000000
0.107941688990
Long
DBT
UST
US
N
2
2029-08-31
Fixed
0.03125000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.4% 04/10/2028
37045XDH6
190000.00000000
PA
USD
169363.38000000
0.008609327701
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
0.02400000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 3.95% 12/01/2027
87165BAM5
380000.00000000
PA
USD
351997.25000000
0.017893240410
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03950000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2022-C
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2022-C A3 5.39% 06/15/2027
44933DAD3
300000.00000000
PA
USD
300348.03000000
0.015267731517
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.05390000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA CORP 5.25% 07/15/2062
482480AN0
120000.00000000
PA
USD
117732.73000000
0.005984762784
Long
DBT
CORP
US
N
2
2062-07-15
Fixed
0.05250000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.875/VAR 12/01/2032
251526BN8
200000.00000000
PA
USD
185125.81000000
0.009410586658
Long
DBT
CORP
US
N
2
2032-12-01
Variable
0.04875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 01/15/2026
91282CGE5
10260000.00000000
PA
USD
10113314.01000000
0.514094808786
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 4% 04/01/2029#BM5825
3140JAPK8
41502.96000000
PA
USD
40672.41000000
0.002067519590
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
0.04000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 4.95% 03/29/2033
370334CT9
250000.00000000
PA
USD
245429.36000000
0.012476025146
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
0.04950000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 4.95% 01/10/2047
06738EAV7
200000.00000000
PA
USD
181811.41000000
0.009242104216
Long
DBT
CORP
GB
N
2
2047-01-10
Fixed
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 05/31/2030
91282CHF1
7190000.00000000
PA
USD
6980759.78000000
0.354856218320
Long
DBT
UST
US
N
2
2030-05-31
Fixed
0.03750000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 5.75% 05/01/2025
571903BD4
110000.00000000
PA
USD
110396.87000000
0.005611855591
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05750000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 4.25% 09/01/2024
494550BV7
340000.00000000
PA
USD
337451.77000000
0.017153843240
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.04250000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 4.85% 02/26/2029
17275RBR2
300000.00000000
PA
USD
300463.26000000
0.015273589057
Long
DBT
CORP
US
N
2
2029-02-26
Fixed
0.04850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2051#QC0161
3133AJFA6
76177.55900000
PA
USD
60727.18000000
0.003086973069
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029
95000U3E1
400000.00000000
PA
USD
402619.42000000
0.020466540793
Long
DBT
CORP
US
N
2
2029-07-25
Variable
0.05574000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 4.05% 06/01/2042
341081FG7
210000.00000000
PA
USD
177977.26000000
0.009047201081
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
0.04050000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.55% 12/01/2033
00206RMM1
210000.00000000
PA
USD
165632.42000000
0.008419670071
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
0.02550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/29/2028
91282CBP5
5030000.00000000
PA
USD
4443494.15000000
0.225878210953
Long
DBT
UST
US
N
2
2028-02-29
Fixed
0.01125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 12/01/2025#ZK2806
3131X6DK3
23867.65100000
PA
USD
23423.84000000
0.001190714985
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 5% 09/30/2025
91282CJB8
5700000.00000000
PA
USD
5718257.78000000
0.290678865215
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 09/20/2051#MA7589
36179WNE4
650618.31700000
PA
USD
550645.09000000
0.027991198727
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
0.02500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.93% 05/01/2060
097023CX1
230000.00000000
PA
USD
220199.27000000
0.011193492211
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
0.05930000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 02/01/2035#FM3019
3140X6K91
112506.43300000
PA
USD
107328.75000000
0.005455892416
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.03500000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050
74456QCC8
300000.00000000
PA
USD
208911.64000000
0.010619702850
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
0.03150000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
REVVITY INC 0.85% 09/15/2024
714046AL3
100000.00000000
PA
USD
97392.01000000
0.004950773476
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.00850000
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028
716973AC6
500000.00000000
PA
USD
490249.93000000
0.024921103386
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
0.04450000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 6.361/VAR 10/27/2028
316773DJ6
380000.00000000
PA
USD
387392.91000000
0.019692524507
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.06361000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL CORP 4.875% 09/08/2028
904764BS5
180000.00000000
PA
USD
181339.45000000
0.009218112854
Long
DBT
CORP
US
N
2
2028-09-08
Fixed
0.04875000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC 3.5% 03/18/2024
09247XAL5
120000.00000000
PA
USD
119896.87000000
0.006094773522
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2051#QD0293
3133AWKE3
840167.91000000
PA
USD
690358.49000000
0.035093315164
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030
3137FWHT0
640000.00000000
PA
USD
523347.65000000
0.026603575226
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Fixed
0.01378000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
EATON CORP 4.15% 11/02/2042
278062AE4
100000.00000000
PA
USD
87002.18000000
0.004422622401
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
0.04150000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 08/20/2048#MA5398
36179T7K5
59470.32800000
PA
USD
56058.53000000
0.002849649405
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 11/30/2030
91282CJM4
8470000.00000000
PA
USD
8514996.88000000
0.432846808524
Long
DBT
UST
US
N
2
2030-11-30
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 07/31/2026
912828Y95
800000.00000000
PA
USD
752062.50000000
0.038229943888
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.01875000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 3.4% 03/01/2027
125523CB4
790000.00000000
PA
USD
752152.46000000
0.038234516867
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.03400000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 0.75% 03/18/2024
808513BN4
640000.00000000
PA
USD
638688.01000000
0.032466725551
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.00750000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 3.5% 07/01/2029
337738AU2
520000.00000000
PA
USD
477756.65000000
0.024286026656
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 5.68%/VAR 11/21/2029
857477CF8
200000.00000000
PA
USD
204333.43000000
0.010386976565
Long
DBT
CORP
US
N
2
2029-11-21
Variable
0.05684000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 1.3% 09/01/2030
478160CQ5
100000.00000000
PA
USD
81874.62000000
0.004161970751
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.01300000
N
N
N
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC 3.35% 05/15/2027
05348EBA6
170000.00000000
PA
USD
161200.19000000
0.008194364455
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03350000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041
161175BZ6
280000.00000000
PA
USD
185358.31000000
0.009422405439
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
0.03500000
N
N
N
N
N
N
EASTERN GAS TRANSMISSION and STORAGE INC
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049
276480AB6
90000.00000000
PA
USD
65490.89000000
0.003329128961
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 05/01/2033#BK5466
3140HKCC0
98632.09700000
PA
USD
92984.37000000
0.004726717856
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.03000000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 4.543%/VAR 02/01/2029
06406RBN6
560000.00000000
PA
USD
550282.58000000
0.027972771088
Long
DBT
CORP
US
N
2
2029-02-01
Variable
0.04543000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS CO
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030
842434CU4
210000.00000000
PA
USD
182335.19000000
0.009268729770
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02550000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 2.5% 09/15/2028
86964WAL6
320000.00000000
PA
USD
279136.00000000
0.014189450500
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
0.02500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 6.4% 11/15/2063
110122EC8
250000.00000000
PA
USD
279136.40000000
0.014189470834
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
0.06400000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SVC ENTERPRISE GRP INC 1.6% 08/15/2030
744573AQ9
100000.00000000
PA
USD
80371.82000000
0.004085578218
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01600000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.6% 01/15/2026
337932AN7
97000.00000000
PA
USD
89729.75000000
0.004561274239
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01600000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.75% 03/02/2063
031162DU1
290000.00000000
PA
USD
290026.92000000
0.014743073717
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2052#BW7774
3140N0T88
548576.53000000
PA
USD
488044.90000000
0.024809014067
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.03500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 5.1% 05/01/2033
22822VBC4
280000.00000000
PA
USD
270634.71000000
0.013757300460
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
0.05100000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 6.375% 06/15/2034
59156RAJ7
100000.00000000
PA
USD
107885.82000000
0.005484210215
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
0.06375000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.4% 02/09/2028
91087BAU4
200000.00000000
PA
USD
200742.00000000
0.010204411729
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
0.05400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2048#MA3538
31418C4Y7
25643.96500000
PA
USD
25268.19000000
0.001284469689
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 07/20/2052#MA8151
36179XBU9
640931.38400000
PA
USD
613454.21000000
0.031184004024
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
0.04500000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 5.125% 06/19/2059
92857WBT6
340000.00000000
PA
USD
299068.36000000
0.015202681454
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
0.05125000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.65% 01/17/2029
37045XCS3
130000.00000000
PA
USD
131153.37000000
0.006666980438
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
0.05650000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 2.15% 02/03/2032
444859BR2
170000.00000000
PA
USD
134763.28000000
0.006850484677
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
0.02150000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.85% 06/15/2028
91324PDK5
960000.00000000
PA
USD
924480.18000000
0.046994532246
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.03850000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.375% 02/08/2041
037833EE6
920000.00000000
PA
USD
647138.88000000
0.032896312568
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
0.02375000
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW 2.2% 09/15/2031
032095AL5
140000.00000000
PA
USD
114873.03000000
0.005839394320
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.02200000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE TECH CORP
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026
960386AL4
200000.00000000
PA
USD
190181.84000000
0.009667602189
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.03450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2048#MA5137
36179TV69
32649.92300000
PA
USD
30827.82000000
0.001567084954
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 4.375% 10/15/2028
125523AH3
100000.00000000
PA
USD
97063.50000000
0.004934074174
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 5.75% 08/15/2042
91529YAJ5
110000.00000000
PA
USD
106778.84000000
0.005427938584
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
0.05750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 5% 08/31/2025
91282CHV6
250000.00000000
PA
USD
250644.53000000
0.012741130315
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.05000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC 3.35% 09/02/2051
78081BAP8
290000.00000000
PA
USD
189809.71000000
0.009648685531
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
0.03350000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 1.4% 08/15/2026
928563AJ4
690000.00000000
PA
USD
627230.18000000
0.031884284333
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01400000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 6% 01/09/2028
37045XEB8
330000.00000000
PA
USD
336907.89000000
0.017126195935
Long
DBT
CORP
US
N
2
2028-01-09
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 12/01/2053#RJ0505
3142GQR38
645141.52000000
PA
USD
664603.50000000
0.033784099743
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
0.06500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/52#MA8044
36179W5D6
180121.57400000
PA
USD
162886.93000000
0.008280107297
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
0.03500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 4.5% 12/06/2048
437076BX9
100000.00000000
PA
USD
88238.92000000
0.004485490182
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
0.04500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.85% 06/15/2044
00287YDA4
340000.00000000
PA
USD
321827.80000000
0.016359622685
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
0.04850000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049
92277GAQ0
160000.00000000
PA
USD
135802.53000000
0.006903313357
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04875000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 5.55% 06/01/2045
49456BAH4
300000.00000000
PA
USD
281657.52000000
0.014317628103
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.05550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2035#SB8035
3132D54U3
259539.84300000
PA
USD
236872.78000000
0.012041064523
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.02500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 5.125% 01/15/2034
74340XCH2
100000.00000000
PA
USD
98981.93000000
0.005031594621
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2051#MA4255
31418DWR9
4285245.72900000
PA
USD
3387987.69000000
0.172223158693
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.875% 10/31/2030
91282CJG7
7650000.00000000
PA
USD
7908187.50000000
0.402000584243
Long
DBT
UST
US
N
2
2030-10-31
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2046#FM2316
3140X5SE4
746786.85400000
PA
USD
686809.19000000
0.034912891941
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.03500000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA CORP 4.1% 03/15/2029
482480AG5
160000.00000000
PA
USD
155364.28000000
0.007897704920
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 04/01/2036#SB8098
3132D57K2
1755803.12600000
PA
USD
1554985.60000000
0.079045308383
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 10/20/2053#MA9242
36179YHT4
794453.61600000
PA
USD
798927.18000000
0.040612238028
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
0.06000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028
02665WEM9
170000.00000000
PA
USD
171422.10000000
0.008713979575
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
0.05125000
N
N
N
N
N
N
LINCOLN NATIONAL CORP IND
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP IND 4.35% 03/01/2048
534187BG3
210000.00000000
PA
USD
162760.97000000
0.008273704313
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04350000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029
06406RBT3
500000.00000000
PA
USD
524240.17000000
0.026648945112
Long
DBT
CORP
US
N
2
2029-10-25
Variable
0.06317000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2052#BV8580
3140MNRA6
492703.29100000
PA
USD
438375.41000000
0.022284141712
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2042#G07242
3128M9LX8
28476.48500000
PA
USD
27127.19000000
0.001378969103
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2051#BR8853
3140L7ZT2
1236366.87000000
PA
USD
976719.81000000
0.049650053727
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
ONTARIO PROVINCE CDA
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE CDA 2.3% 06/15/2026
68323AFF6
70000.00000000
PA
USD
66300.50000000
0.003370284244
Long
DBT
NUSS
CA
N
2
2026-06-15
Fixed
0.02300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 06/01/2052#
3140MKG89
378859.25000000
PA
USD
324331.02000000
0.016486870035
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC 4.2% 08/15/2045
26442UAB0
180000.00000000
PA
USD
148473.03000000
0.007547398794
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 04/01/2032#MA2964
31418CJJ4
164682.79170000
PA
USD
155756.87000000
0.007917661631
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.03000000
N
N
N
N
N
N
PUBLIC SERVICE CO OF OK
F3TJNSIZRGXRH8GEIK79
PUBLIC SERVICE CO OF OK 5.25% 01/15/2033
744533BQ2
100000.00000000
PA
USD
99174.49000000
0.005041383113
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.05250000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 5.808% 09/14/2033
86562MDJ6
200000.00000000
PA
USD
207227.55000000
0.010534094717
Long
DBT
CORP
JP
N
2
2033-09-14
Fixed
0.05808000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP 3.2% 07/30/2046
494368BV4
100000.00000000
PA
USD
72727.62000000
0.003696997033
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
0.03200000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
FORTINET INC 1% 03/15/2026
34959EAA7
210000.00000000
PA
USD
192685.87000000
0.009794890714
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.01000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST
N/A
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030
02589BAC4
200000.00000000
PA
USD
202864.38000000
0.010312299661
Long
ABS-CBDO
CORP
US
N
2
2030-09-15
Fixed
0.05150000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 4% 03/01/2029
101137AX5
100000.00000000
PA
USD
95522.07000000
0.004855717943
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 11/01/2052#QF3417
3133BQYN0
262573.28500000
PA
USD
264372.31000000
0.013438960960
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.06000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.55% 03/15/2035
00287YCY3
50000.00000000
PA
USD
47903.01000000
0.002435076053
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04550000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 5.65% 11/01/2028
682680BJ1
60000.00000000
PA
USD
61038.97000000
0.003102822435
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05650000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
OVINTIV INC 6.5% 02/01/2038
292505AG9
70000.00000000
PA
USD
71514.71000000
0.003635340614
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
0.06500000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063
161175CL6
110000.00000000
PA
USD
85084.87000000
0.004325158887
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
0.05500000
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
MEDTRONIC INC 4.625% 03/15/2045
585055BU9
110000.00000000
PA
USD
102097.23000000
0.005189956119
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04625000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029
80282KBG0
100000.00000000
PA
USD
101748.22000000
0.005172214731
Long
DBT
CORP
US
N
2
2029-06-12
Variable
0.06565000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.50% 12/25 #932843
31412RLY1
9670.72600000
PA
USD
9490.92000000
0.000482456363
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
0.03500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.54% 10/27/2025
3136G45C3
500000.00000000
PA
USD
465168.64000000
0.023646134471
Long
DBT
USGSE
US
N
2
2025-10-27
Fixed
0.00540000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2049#ZT1711
3132AD3U0
13180.12600000
PA
USD
12656.25000000
0.000643361060
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 07/01/2032#AS9882
3138WK6U4
20716.90800000
PA
USD
19841.18000000
0.001008595958
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION TSFR3M+109 10/01/2025
06051GGT0
400000.00000000
PA
USD
394007.49000000
0.020028766538
Long
DBT
CORP
US
N
2
2025-10-01
Variable
0.03093000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 2% 03/20/2028
808513BP9
120000.00000000
PA
USD
106445.01000000
0.005410968848
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
0.02000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL CORP 2.9% 05/05/2027
904764AY3
400000.00000000
PA
USD
378320.26000000
0.019231330257
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
0.02900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2035#SB8036
3132D54V1
41314.17700000
PA
USD
38625.74000000
0.001963480259
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030
3137F8ZV8
540000.00000000
PA
USD
443871.09000000
0.022563506177
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Fixed
0.01621000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 3.7% 04/11/2028
79466LAF1
140000.00000000
PA
USD
134968.49000000
0.006860916213
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
0.03700000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 5.1% 08/17/2040
85771PAC6
180000.00000000
PA
USD
177038.86000000
0.008999498956
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
0.05100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2048#Q59585
3132Y3UK8
199819.79800000
PA
USD
186665.14000000
0.009488836138
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/20/2047#MA4586
36179TCX1
15838.09620000
PA
USD
14520.63000000
0.000738133958
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
0.03500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2.65% 07/15/2030
828807DK0
138000.00000000
PA
USD
119735.92000000
0.006086591876
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.02650000
N
N
N
N
N
N
HERSHEY CO
21X2CX66SU2BR6QTAD08
HERSHEY CO 1.7% 06/01/2030
427866BE7
340000.00000000
PA
USD
283927.46000000
0.014433017022
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.01700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 08/20/2050#MA6819
36179VSG6
1743828.64300000
PA
USD
1483230.72000000
0.075397759095
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
0.02500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.125% 05/15/2045
68389XBF1
110000.00000000
PA
USD
87177.39000000
0.004431528932
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 12/01/2053#SD8384
3132DWJ53
1569925.92200000
PA
USD
1577248.06000000
0.080176986397
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
0.06000000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS INC 3.9% 09/01/2042
452308AR0
100000.00000000
PA
USD
85195.99000000
0.004330807502
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
0.03900000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC 5.3% 09/15/2043
12572QAF2
100000.00000000
PA
USD
101028.58000000
0.005135632935
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
0.05300000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 5.3% 02/26/2054
17275RBU5
140000.00000000
PA
USD
141701.56000000
0.007203181501
Long
DBT
CORP
US
N
2
2054-02-26
Fixed
0.05300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 08/01/2050#BP7293
3140KFC78
310362.43700000
PA
USD
257640.74000000
0.013096771922
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.375% 03/22/2028
539439AR0
656000.00000000
PA
USD
633251.43000000
0.032190365343
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
0.04375000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP 3.125% 04/01/2032
670346AV7
200000.00000000
PA
USD
174892.98000000
0.008890416437
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.03125000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 5.3% 02/08/2041
594918AM6
280000.00000000
PA
USD
300024.44000000
0.015251282315
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
0.05300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 12/31/2027
91282CGC9
5110000.00000000
PA
USD
5023815.76000000
0.255377970065
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.03875000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC 2.15% 05/20/2030
747525BK8
380000.00000000
PA
USD
325474.22000000
0.016544982854
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
0.02150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/46#MA2705
31418CAF1
4986.69300000
PA
USD
4373.38000000
0.000222314065
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.125% 03/16/2027
92343VDY7
540000.00000000
PA
USD
525043.89000000
0.026689800985
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
0.04125000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.9% 05/15/2035
68389XBE4
100000.00000000
PA
USD
85866.77000000
0.004364905575
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
0.03900000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 4.234% 11/06/2028
10373QAE0
830000.00000000
PA
USD
806820.05000000
0.041013459971
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
0.04234000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2029
91282CJW2
11640000.00000000
PA
USD
11505412.50000000
0.584860000722
Long
DBT
UST
US
N
2
2029-01-31
Fixed
0.04000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.78% 03/25/2038
126650CY4
512000.00000000
PA
USD
465259.61000000
0.023650758792
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
0.04780000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 5.65% 06/15/2035
20030NAF8
476000.00000000
PA
USD
489398.47000000
0.024877820722
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
0.05650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2042#AQ7688
3138MPRJ6
29782.03900000
PA
USD
26493.93000000
0.001346778302
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2032#BM5110
3140J9VC2
14940.50700000
PA
USD
14214.12000000
0.000722552992
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2051#FM7837
3140XBV72
4778174.52200000
PA
USD
4132273.31000000
0.210057776813
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.03000000
N
N
N
N
N
N
ONTARIO PROVINCE CDA
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE CDA 1.125% 10/07/2030
683234AR9
1111000.00000000
PA
USD
893755.06000000
0.045432667888
Long
DBT
NUSS
CA
N
2
2030-10-07
Fixed
0.01125000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 2.95% 05/15/2050
459200KL4
100000.00000000
PA
USD
66145.47000000
0.003362403532
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2046#ZS9775
3132AA2G8
628856.45900000
PA
USD
576661.81000000
0.029313718792
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.15% 06/15/2053
539830BS7
150000.00000000
PA
USD
124456.83000000
0.006326572096
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
0.04150000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 3.15% 08/15/2027
26441CAX3
352000.00000000
PA
USD
329993.15000000
0.016774695731
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03150000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 2.3% 06/01/2030
70450YAH6
130000.00000000
PA
USD
110640.10000000
0.005624219815
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02300000
N
N
N
N
N
N
NORTHERN STATES POWER CO (MN)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO (MN) 4% 08/15/2045
665772CN7
110000.00000000
PA
USD
88688.97000000
0.004508367784
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
0.04000000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041
00774MAZ8
250000.00000000
PA
USD
194084.63000000
0.009865994534
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
0.03850000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC 3.15% 05/01/2050
09062XAG8
100000.00000000
PA
USD
66057.57000000
0.003357935270
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.03150000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 04/01/2052#RA7141
3133KN5A7
338929.02200000
PA
USD
269445.83000000
0.013696865569
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044
694308HH3
370000.00000000
PA
USD
308910.35000000
0.015702983923
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2052#SD8245
3132DWES8
921012.42100000
PA
USD
872820.17000000
0.044368474859
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.04500000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.625% 09/01/2049
58013MFK5
160000.00000000
PA
USD
119849.77000000
0.006092379266
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
0.03625000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
11120VAJ2
48000.00000000
PA
USD
44165.64000000
0.002245092580
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04050000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 2.293% 04/05/2027
68902VAJ6
170000.00000000
PA
USD
157295.21000000
0.007995860785
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
0.02293000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 05/01/2035#SB8045
3132D55E8
343333.63100000
PA
USD
313348.38000000
0.015928584373
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.02500000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 4.4% 07/13/2027
80282KAP1
110000.00000000
PA
USD
105457.30000000
0.005360760125
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
0.04400000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 1.722%/VAR 09/14/2027
05964HAN5
600000.00000000
PA
USD
542862.83000000
0.027595599475
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
0.01722000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 04/20/2051#MA7316
36179WDV7
61917.44400000
PA
USD
59330.73000000
0.003015986675
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 0.375% 07/21/2025
3137EAEU9
480000.00000000
PA
USD
451932.18000000
0.022973279325
Long
DBT
USGSE
US
N
2
2025-07-21
Fixed
0.00375000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 1.65% 01/15/2031
053332BA9
180000.00000000
PA
USD
143220.18000000
0.007280378220
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.01650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 01/31/2028
91282CBJ9
4807000.00000000
PA
USD
4191854.22000000
0.213086481005
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.00750000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026
404280BX6
1600000.00000000
PA
USD
1568239.78000000
0.079719064298
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
0.04292000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/01/2043#G07459
3128M9TQ5
240793.68400000
PA
USD
221523.98000000
0.011260831813
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03500000
N
N
N
N
N
N
OHIO POWER CO
06ZODLC132CY1O2Y7D77
OHIO POWER CO 5% 06/01/2033
677415CV1
100000.00000000
PA
USD
98176.02000000
0.004990627422
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
0.05000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 3.306% 06/27/2029
05971KAC3
200000.00000000
PA
USD
181411.07000000
0.009221753546
Long
DBT
CORP
ES
N
2
2029-06-27
Fixed
0.03306000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 09/30/2025
91282CAM3
4049000.00000000
PA
USD
3772212.87000000
0.191754656503
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.00250000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 4.35% 09/15/2032
24422EWL9
320000.00000000
PA
USD
310000.99000000
0.015758424935
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
0.04350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 03/20/2052#
36179WY93
145623.94900000
PA
USD
123202.04000000
0.006262786771
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#BQ6788
3140KSRJ8
4419566.52000000
PA
USD
3483135.07000000
0.177059829845
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 02/01/2053#CB5774
3140QRMY6
736725.10000000
PA
USD
729481.91000000
0.037082094223
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2046#AL9285
3138ERJ76
117958.67900000
PA
USD
107025.47000000
0.005440475642
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03500000
N
N
N
N
N
N
AON CORP / AON GLOBAL HOLDINGS PLC
N/A
AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027
03740LAD4
100000.00000000
PA
USD
93169.45000000
0.004736126114
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
0.02850000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 5.272% 08/03/2026
857477CD3
440000.00000000
PA
USD
441604.52000000
0.022448288567
Long
DBT
CORP
US
N
2
2026-08-03
Fixed
0.05272000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 4.8% 08/01/2045
13645RAU8
230000.00000000
PA
USD
208306.20000000
0.010588926236
Long
DBT
CORP
CA
N
2
2045-08-01
Fixed
0.04800000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.75% 04/01/2033
46590XAY2
500000.00000000
PA
USD
484909.05000000
0.024649607941
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.05750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 09/01/2052#SD1572
3132DNW90
90261.94500000
PA
USD
88657.22000000
0.004506753821
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2050#BK0534
3140HDSY1
126090.72800000
PA
USD
109203.72000000
0.005551203640
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2050#FM5035
3140X8SZ1
34571.89800000
PA
USD
32265.04000000
0.001640143829
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 06/20/2052#MA8099
36179W7L6
1360808.16600000
PA
USD
1230601.41000000
0.062555735532
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#MA2737
31418CBF0
86141.79700000
PA
USD
75466.47000000
0.003836222273
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
CREDIT SUISSE USA INC
EXD7DEVFDH4HOFFQ7349
CREDIT SUISSE USA INC 7.125% 07/15/2032
22541LAE3
100000.00000000
PA
USD
111604.43000000
0.005673240052
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.07125000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.4% 08/08/2026
594918BR4
520000.00000000
PA
USD
492467.16000000
0.025033812873
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
0.02400000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 5.5% 01/15/2029
866677AK3
170000.00000000
PA
USD
168294.00000000
0.008554967408
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05500000
N
N
N
N
N
N
JPMBB COML MTG SECS TR 2014-C24
N/A
JPMBB 2014-C24 A5 3.6385% 11/47
46643GAE0
400000.00000000
PA
USD
391906.84000000
0.019921983216
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
0.03638500
N
N
N
N
N
N
PORT AUTH NY and NJ
54930006MR4KZ4W74Z83
PORT AUTHORITY 3.175% 7/15/2060
73358XCN0
300000.00000000
PA
USD
204777.00000000
0.010409524766
Long
DBT
MUN
US
N
2
2060-07-15
Fixed
0.03175000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.375% 11/02/2043
94974BFP0
100000.00000000
PA
USD
95608.93000000
0.004860133338
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
0.05375000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 3.35% 03/08/2027
961214DK6
670000.00000000
PA
USD
641079.32000000
0.032588284127
Long
DBT
CORP
AU
N
2
2027-03-08
Fixed
0.03350000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 2.55% 08/18/2060
615369AU9
100000.00000000
PA
USD
56105.60000000
0.002852042137
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
0.02550000
N
N
N
N
N
N
GRAINGER (W.W.) INC
549300TWZSP6O1IH2V34
GRAINGER (W.W.) INC 3.75% 05/15/2046
384802AC8
120000.00000000
PA
USD
96438.79000000
0.004902317999
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.03750000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 4.1% 04/15/2030
89352HBA6
270000.00000000
PA
USD
252673.18000000
0.012844253627
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
0.04100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2049#BN5342
3140JM5C2
106176.67400000
PA
USD
99025.53000000
0.005033810960
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04000000
N
N
N
N
N
N
DR HORTON INC
529900ZIUEYVSB8QDD25
DR HORTON INC 1.3% 10/15/2026
23331ABQ1
130000.00000000
PA
USD
117617.82000000
0.005978921511
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.01300000
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 / CO-OBLIGOR INC 4.08% 12/15/2047
05723KAF7
290000.00000000
PA
USD
234150.05000000
0.011902658719
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
0.04080000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 3.5% 10/15/2032
571903BF9
130000.00000000
PA
USD
113523.49000000
0.005770792524
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
0.03500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.85% 09/03/2041
92343VGL2
920000.00000000
PA
USD
649333.26000000
0.033007860510
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
0.02850000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 5.294% 08/18/2027
05964HAS4
200000.00000000
PA
USD
198681.10000000
0.010099649038
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
0.05294000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
200000.00000000
PA
USD
192471.37000000
0.009783986936
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 1.2% 04/27/2026
78016EZQ3
270000.00000000
PA
USD
248518.71000000
0.012633067515
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
0.01200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2050#RA2457
3133KHWS1
94062.15000000
PA
USD
81758.60000000
0.004156073053
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/15/2026
91282CGL9
540000.00000000
PA
USD
533566.41000000
0.027123030220
Long
DBT
UST
US
N
2
2026-02-15
Fixed
0.04000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 3.2% 02/15/2031
756109CD4
160000.00000000
PA
USD
139933.37000000
0.007113298274
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03200000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 6.15% 04/01/2033
958667AE7
110000.00000000
PA
USD
111784.64000000
0.005682400751
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.06150000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 09/01/2050#QB3677
3133AACN0
47668.44800000
PA
USD
37747.07000000
0.001918814417
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#BK7877
3140HMXF6
22803.35700000
PA
USD
21868.48000000
0.001111650645
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 4.9% 01/15/2034
31428XAX4
100000.00000000
PA
USD
97386.42000000
0.004950489317
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.04900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 08/01/2049#BO2589
3140JW2X7
33349.81000000
PA
USD
27747.16000000
0.001410484327
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 03/20/2047#MA4319
36179SYQ4
18369.81770000
PA
USD
15742.31000000
0.000800236187
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
0.02500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.137% 11/15/2035 144A
11135FBP5
290000.00000000
PA
USD
230197.93000000
0.011701758759
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
0.03137000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 3% 11/13/2027
037833DK3
890000.00000000
PA
USD
841909.77000000
0.042797192077
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
0.03000000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.068/VAR 04/30/2041
95000U2Q5
380000.00000000
PA
USD
280621.14000000
0.014264945315
Long
DBT
CORP
US
N
2
2041-04-30
Variable
0.03068000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 2.75% 03/01/2026
907818EH7
360000.00000000
PA
USD
344817.72000000
0.017528280013
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.02750000
N
N
N
N
N
N
INTERSTATE PWR and LT CO
EF9UQIIO4KY2BWOK3P26
INTERSTATE PWR and LT CO 2.3% 06/01/2030
461070AS3
104000.00000000
PA
USD
87655.56000000
0.004455835971
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02300000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 4.9% 10/01/2026
24703TAE6
450000.00000000
PA
USD
445874.81000000
0.022665362210
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.04900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 01/01/2049#CA2970
3140QAJQ4
51623.22100000
PA
USD
50866.76000000
0.002585733739
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 11/15/2042
912810QY7
329000.00000000
PA
USD
254936.44000000
0.012959302978
Long
DBT
UST
US
N
2
2042-11-15
Fixed
0.02750000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 1.45% 02/15/2031
760759AX8
500000.00000000
PA
USD
394611.95000000
0.020059493335
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01450000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 03/01/2054 #TBA
01F020638
-4075000.00000000
PA
USD
-3203157.01000000
-0.16282757451
Short
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 08/01/2050#
3132DV6U4
570000.19600000
PA
USD
473173.46000000
0.024053047220
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2049#ZN4293
3131YAXW5
31242.57800000
PA
USD
30069.12000000
0.001528517603
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN 5.85% 11/15/2027
49327M3F9
360000.00000000
PA
USD
355545.92000000
0.018073631608
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05850000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 4.9% 05/17/2044
58933YBL8
300000.00000000
PA
USD
288177.49000000
0.014649060779
Long
DBT
CORP
US
N
2
2044-05-17
Fixed
0.04900000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 11/15/2051
912810TB4
4704000.00000000
PA
USD
2802555.00000000
0.142463585666
Long
DBT
UST
US
N
2
2051-11-15
Fixed
0.01875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 12/31/2027
91282CBB6
1696000.00000000
PA
USD
1475255.00000000
0.074992325600
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.00625000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.15% 03/02/2028
031162DP2
400000.00000000
PA
USD
400772.16000000
0.020372638163
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.05150000
N
N
N
N
N
N
WISCONSIN ELEC PWR CO
AENKIFMULUAWOUU8Q584
WISCONSIN ELEC PWR CO 1.7% 06/15/2028
976656CM8
490000.00000000
PA
USD
431679.41000000
0.021943760820
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.01700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/01/2049#MA3744
31418DES7
404502.83600000
PA
USD
350834.45000000
0.017834131256
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2046#BC9095
3140F5C92
111251.77870000
PA
USD
100940.21000000
0.005131140782
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.625% 12/01/2027
00912XAY0
140000.00000000
PA
USD
131545.17000000
0.006686896990
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03625000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 1.5% 09/18/2030
92343VFL3
930000.00000000
PA
USD
746587.93000000
0.037951652518
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
0.01500000
N
N
N
N
N
N
PROCTER and GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO 3% 03/25/2030
742718FH7
100000.00000000
PA
USD
91514.38000000
0.004651993168
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
6314000.00000000
PA
USD
5837983.63000000
0.296764945199
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/46#BC1443
3140EVS99
71624.76200000
PA
USD
67539.36000000
0.003433259793
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2048#MA3442
31418CZG2
32750.24700000
PA
USD
29540.75000000
0.001501658725
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.03500000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG 4.1% 01/13/2026
25152R2Y8
700000.00000000
PA
USD
681384.47000000
0.034637134619
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
0.04100000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 1.2% 05/28/2026
04636NAA1
170000.00000000
PA
USD
156362.69000000
0.007948457561
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
0.01200000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040
110122DR6
210000.00000000
PA
USD
140852.33000000
0.007160012196
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
0.02350000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050
694308JN8
230000.00000000
PA
USD
195230.78000000
0.009924257312
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
0.04950000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 4.15% 05/15/2039
459200KB6
200000.00000000
PA
USD
174425.96000000
0.008866676191
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
0.04150000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC 5.875% 09/30/2036
25243YAH2
120000.00000000
PA
USD
127950.82000000
0.006504183720
Long
DBT
CORP
GB
N
2
2036-09-30
Fixed
0.05875000
N
N
N
N
N
N
ONCOR ELEC DELIVERY CO LLC
549300SP2X2BS1KERD24
ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049
68233JBR4
100000.00000000
PA
USD
68644.86000000
0.003489456190
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 12/01/2036#BU9140
3140MBEN8
202237.20000000
PA
USD
175943.23000000
0.008943804285
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.01500000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.8% 11/15/2043
96950FAK0
100000.00000000
PA
USD
97996.66000000
0.004981509931
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
0.05800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.95% 08/01/2059
097023CR4
160000.00000000
PA
USD
114043.68000000
0.005797235585
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
0.03950000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 2.65% 09/22/2051
931142EV1
100000.00000000
PA
USD
65125.16000000
0.003310537638
Long
DBT
CORP
US
N
2
2051-09-22
Fixed
0.02650000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038
341099CL1
360000.00000000
PA
USD
389426.58000000
0.019795903003
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
0.06400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2051#CB0072
3140QKCJ5
1838304.64700000
PA
USD
1521433.50000000
0.077339738832
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 2.2% 11/01/2024
693475AY1
250000.00000000
PA
USD
244510.74000000
0.012429328507
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.02200000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 2.7% 01/15/2025
09261HAP2
280000.00000000
PA
USD
271922.90000000
0.013822783623
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2040#AE9160
31419LFA6
64356.66500000
PA
USD
61201.75000000
0.003111097107
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 05/31/2026
91282CCF6
3183000.00000000
PA
USD
2926121.97000000
0.148744923094
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.00750000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 5.35% 05/15/2053
20030NEF4
330000.00000000
PA
USD
321592.39000000
0.016347655979
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
0.05350000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.6% 11/15/2060
87264ABY0
560000.00000000
PA
USD
387349.35000000
0.019690310201
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
0.03600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2032#MA3187
31418CRH9
180804.26800000
PA
USD
168347.20000000
0.008557671749
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 6.875% 02/15/2038
91324PBK7
126000.00000000
PA
USD
146369.19000000
0.007440453314
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
0.06875000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL UK PLC
5493004B26DRJNN0OV17
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025
36264NAB0
340000.00000000
PA
USD
331565.58000000
0.016854627798
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
0.03125000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.875% 03/25/2031
68389XCE3
820000.00000000
PA
USD
707188.33000000
0.035948834272
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
0.02875000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC SOFR+ 01/24/2034
693475BM6
160000.00000000
PA
USD
153855.39000000
0.007821002811
Long
DBT
CORP
US
N
2
2034-01-24
Variable
0.05068000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 4.65% 01/15/2043
94973VBB2
180000.00000000
PA
USD
162865.15000000
0.008279000144
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
0.04650000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.45% 03/01/2047
00206RDS8
160000.00000000
PA
USD
155770.58000000
0.007918358557
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.05450000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 3.95% 03/01/2048
341081FQ5
160000.00000000
PA
USD
129728.28000000
0.006594538173
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.03950000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 6.125% 09/15/2039
126650BR0
100000.00000000
PA
USD
102295.70000000
0.005200045037
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
0.06125000
N
N
N
N
N
N
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE
549300O5ZKB2MUUSKB97
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.464% 04/01/2048
0778FPAA7
130000.00000000
PA
USD
110508.98000000
0.005617554531
Long
DBT
CORP
CA
N
2
2048-04-01
Fixed
0.04464000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 4.2% 11/15/2069
13648TAH0
50000.00000000
PA
USD
39103.03000000
0.001987742564
Long
DBT
CORP
CA
N
2
2069-11-15
Fixed
0.04200000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC 1.45% 05/15/2026
29444UBQ8
200000.00000000
PA
USD
184028.70000000
0.009354816753
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.01450000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026
46647PBT2
1200000.00000000
PA
USD
1115740.88000000
0.056716976630
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 1.25% 08/15/2030
78409VAS3
120000.00000000
PA
USD
95810.19000000
0.004870364082
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01250000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027
606822BY9
550000.00000000
PA
USD
503193.63000000
0.025579076526
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
0.01538000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 5% 05/02/2033
78016HZQ6
200000.00000000
PA
USD
196838.48000000
0.010005982276
Long
DBT
CORP
CA
N
2
2033-05-02
Fixed
0.05000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 6.421% 08/02/2033
054989AB4
200000.00000000
PA
USD
205740.31000000
0.010458493153
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
0.06421000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 02/15/2050
912810SL3
683000.00000000
PA
USD
425247.54000000
0.021616806572
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHMS K068 A2 3.244% 08/25/2027
3137FBBX3
570000.00000000
PA
USD
543778.80000000
0.027642161405
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Fixed
0.03244000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2052#RA7061
3133KNZ22
237765.03300000
PA
USD
219800.81000000
0.011173237108
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.04000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 2.05% 08/15/2050
02079KAF4
340000.00000000
PA
USD
200814.47000000
0.010208095630
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
0.02050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/01/2032#G16495
3128MFNL8
39867.34300000
PA
USD
37870.37000000
0.001925082184
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.65% 07/30/2045
172967JU6
267000.00000000
PA
USD
240135.26000000
0.012206907691
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
0.04650000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 5.25% 11/15/2041
260543CE1
130000.00000000
PA
USD
122385.25000000
0.006221266504
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
0.05250000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC CO 3.9% 04/01/2052
906548CU4
120000.00000000
PA
USD
93411.03000000
0.004748406462
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 07/01/2034#CA4488
3140QB7A0
7665.23600000
PA
USD
7036.51000000
0.000357690195
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 02/01/2049#BN6370
3140JPCG8
467462.14200000
PA
USD
454827.34000000
0.023120450344
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#BP0654
3140K7WQ2
359241.76800000
PA
USD
310904.93000000
0.015804375339
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 4% 11/01/2037#SB8189
3132D6C24
84729.58100000
PA
USD
81736.56000000
0.004154952683
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
0.04000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 04/15/2038
55336VAM2
480000.00000000
PA
USD
417754.53000000
0.021235910899
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.04500000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 2.44% 01/15/2032
65339KBZ2
400000.00000000
PA
USD
324864.22000000
0.016513974439
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.02440000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2037#BV7970
3140MM2C1
380489.30400000
PA
USD
352400.44000000
0.017913735956
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.03000000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 3.99% 03/01/2049
341081FU6
133000.00000000
PA
USD
107479.92000000
0.005463576911
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.03990000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 2.75% 10/01/2026
10112RAY0
100000.00000000
PA
USD
92559.76000000
0.004705133457
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.02750000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.75% 03/01/2046
375558BD4
240000.00000000
PA
USD
218161.83000000
0.011089922073
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 07/01/2051#SD8154
3132DWBX0
933726.19700000
PA
USD
699687.54000000
0.035567543115
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.01500000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
270000.00000000
PA
USD
265045.93000000
0.013473203399
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
CSAIL 2019-C17 COML MTG TR
N/A
CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052
12597BAU3
200000.00000000
PA
USD
175522.30000000
0.008922406954
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
0.03016100
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 05/31/2027
912828ZS2
43000.00000000
PA
USD
37974.38000000
0.001930369373
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.00500000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029
62954HAV0
100000.00000000
PA
USD
95309.00000000
0.004844886857
Long
DBT
CORP
NL
N
2
2029-06-18
Fixed
0.04300000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 3.9% 03/15/2039
717081EU3
70000.00000000
PA
USD
59779.70000000
0.003038809376
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.03900000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.09% 09/15/2052
539830BN8
119000.00000000
PA
USD
98935.71000000
0.005029245098
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
0.04090000
N
N
N
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030
75886FAE7
120000.00000000
PA
USD
97071.63000000
0.004934487450
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.01750000
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 3.15% 11/15/2027
94106LBE8
50000.00000000
PA
USD
47053.45000000
0.002391889973
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03150000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR INC 3.2% 01/15/2030
90265EAQ3
100000.00000000
PA
USD
89443.45000000
0.004546720617
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03200000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.625% 04/22/2025
3135G03U5
90000.00000000
PA
USD
85718.63000000
0.004357375105
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.00625000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.25% 11/21/2049
00287YCB3
470000.00000000
PA
USD
403213.62000000
0.020496746038
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
0.04250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028
06051GHD4
445000.00000000
PA
USD
415733.96000000
0.021133198322
Long
DBT
CORP
US
N
2
2028-12-20
Variable
0.03419000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
13225000.00000000
PA
USD
11806928.74000000
0.600187116403
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 10/20/2046#MA4008
36179SNZ6
25879.67910000
PA
USD
26265.97000000
0.001335190305
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
0.05500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 15YR 2.5% 11/01/2032#BJ0980
3140H2CS5
145373.36000000
PA
USD
135357.41000000
0.006880686364
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA CORP 4.65% 07/15/2032
482480AL4
270000.00000000
PA
USD
263237.57000000
0.013381278192
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.04650000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 4.588%/VAR 05/04/2037
06417XAG6
120000.00000000
PA
USD
107330.51000000
0.005455981882
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
0.04588000
N
N
N
N
N
N
NORTHERN STATES POWER CO (MN)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051
665772CS6
300000.00000000
PA
USD
185268.00000000
0.009417814668
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.02600000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 2.1% 11/15/2030
260543DC4
450000.00000000
PA
USD
375681.23000000
0.019097179214
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.02100000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.67% 06/08/2032
46817MAS6
85000.00000000
PA
USD
84712.58000000
0.004306234096
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
0.05670000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 03/01/2054 #TBA
01F020638
6900000.00000000
PA
USD
5423750.52000000
0.275708040284
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2052#
3132DWDK6
1009173.21500000
PA
USD
864240.90000000
0.043932360825
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2046#G61471
31335BT48
172026.81200000
PA
USD
163256.20000000
0.008298878571
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.04000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 3.85% 08/15/2032
30303M8H8
120000.00000000
PA
USD
111154.14000000
0.005650350250
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
0.03850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2049#
3132DV4G7
28943.90200000
PA
USD
24081.43000000
0.001224142564
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.02500000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050
893574AR4
100000.00000000
PA
USD
77743.85000000
0.003951989393
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03950000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 3.55% 11/19/2026
418056AY3
200000.00000000
PA
USD
189887.78000000
0.009652654100
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
0.03550000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO 3.1% 08/15/2027
194162AN3
410000.00000000
PA
USD
391573.44000000
0.019905035338
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2048#MA3495
31418C3D4
85307.03100000
PA
USD
79614.80000000
0.004047096267
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
EBAY INC 1.4% 05/10/2026
278642AX1
410000.00000000
PA
USD
378133.73000000
0.019221848291
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
0.01400000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028
06051GKP3
1000000.00000000
PA
USD
972168.36000000
0.049418687746
Long
DBT
CORP
US
N
2
2028-04-27
Variable
0.04376000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.6% 02/15/2033 144A
11135FBF7
100000.00000000
PA
USD
80376.67000000
0.004085824760
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 01/01/2049#BN3942
3140JLLY8
25064.95700000
PA
USD
25194.50000000
0.001280723771
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2048#ZM8209
3131Y3DN3
458241.70700000
PA
USD
440314.28000000
0.022382701195
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.55% 03/22/2051
92343VGB4
500000.00000000
PA
USD
363102.82000000
0.018457775031
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
0.03550000
N
N
N
N
N
N
LABORATORY CORP OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CORP OF AMER HLDGS 2.7% 06/01/2031
50540RAY8
160000.00000000
PA
USD
136880.13000000
0.006958091500
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02700000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 5.75% 05/15/2063
30303M8R6
110000.00000000
PA
USD
115159.25000000
0.005853943875
Long
DBT
CORP
US
N
2
2063-05-15
Fixed
0.05750000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP BILLITON FIN USA LTD 4.75% 02/28/2028
055451AZ1
400000.00000000
PA
USD
397295.19000000
0.020195891725
Long
DBT
CORP
AU
N
2
2028-02-28
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 04/01/2033#BJ2720
3140H4AW4
34076.88900000
PA
USD
31675.81000000
0.001610191226
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.02500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 3.8% 02/23/2028
05964HAF2
600000.00000000
PA
USD
565320.79000000
0.028737215432
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
0.03800000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO 4.3% 06/15/2048
875127BE1
60000.00000000
PA
USD
49265.49000000
0.002504335634
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04300000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 5% 04/01/2049
67077MAU2
56000.00000000
PA
USD
50627.92000000
0.002573592674
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
0.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.8% 07/08/2044
38141EC31
120000.00000000
PA
USD
109602.81000000
0.005571490768
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
0.04800000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 2.875% 06/01/2026
126650CU2
60000.00000000
PA
USD
57014.84000000
0.002898261958
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02875000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.805% 05/01/2050
097023CW3
320000.00000000
PA
USD
308441.67000000
0.015679159294
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC 4.15% 01/23/2030
47233JBH0
207000.00000000
PA
USD
192592.94000000
0.009790166760
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
0.04150000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 5.5% 04/01/2053#BW5286
3140MW2U9
780903.82200000
PA
USD
772982.26000000
0.039293367807
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 3.45% 04/23/2029
693475AW5
710000.00000000
PA
USD
655667.42000000
0.033329847820
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
0.03450000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.762/VAR 03/29/2033
404280DC0
210000.00000000
PA
USD
192996.19000000
0.009810665356
Long
DBT
CORP
GB
N
2
2033-03-29
Variable
0.04762000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2048
912810SA7
121000.00000000
PA
USD
94025.51000000
0.004779642611
Long
DBT
UST
US
N
2
2048-02-15
Fixed
0.03000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 3.85% 03/26/2050
57636QAQ7
310000.00000000
PA
USD
256083.32000000
0.013017602864
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
0.03850000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 4.5% 12/05/2043
478160BK9
100000.00000000
PA
USD
94097.63000000
0.004783308720
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
0.04500000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC 4% 03/15/2033
29364WBA5
190000.00000000
PA
USD
173000.24000000
0.008794201902
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2052#SD8256
3132DWE58
295302.12900000
PA
USD
271860.25000000
0.013819598907
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04000000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 2.15% 12/10/2031
58933YBE4
380000.00000000
PA
USD
314785.69000000
0.016001647822
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
0.02150000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
EATON CORP 4.15% 03/15/2033
278062AH7
340000.00000000
PA
USD
319986.55000000
0.016266025565
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 07/31/2027
91282CAD3
3005000.00000000
PA
USD
2626323.06000000
0.133505105250
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.00375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 03/01/2052#
3133KNYS6
2758801.33000000
PA
USD
2272055.25000000
0.115496444404
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02500000
N
N
N
N
N
N
PPL CAP FDG INC
549300MROK5WY0D2NU17
PPL CAP FDG INC 4% 09/15/2047
69352PAM5
90000.00000000
PA
USD
65192.84000000
0.003313978047
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2042#AQ1869
3138MHCF8
96045.42500000
PA
USD
85433.15000000
0.004342863167
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 11/01/2053#SD8372
3132DWJR5
1075086.55000000
PA
USD
1063844.80000000
0.054078918986
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.05500000
N
N
N
N
N
N
INGERSOLL-RAND GLOBAL HLDG CO LTD
549300UCF0D858BIOV83
INGERSOLL RAND GLB HLDG CO LTD 4.3% 02/21/2048
45687AAN2
30000.00000000
PA
USD
25659.85000000
0.001304379125
Long
DBT
CORP
US
N
2
2048-02-21
Fixed
0.04300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 12/31/2028
91282CDP3
2240000.00000000
PA
USD
1958687.49000000
0.099566874878
Long
DBT
UST
US
N
2
2028-12-31
Fixed
0.01375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 02/15/2042
912810QU5
264000.00000000
PA
USD
218955.00000000
0.011130241654
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.03125000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.9% 07/01/2050
15189XAU2
100000.00000000
PA
USD
65786.63000000
0.003344162451
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
0.02900000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.2% 05/25/2033
3137HAAG1
600000.00000000
PA
USD
573982.44000000
0.029177517127
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
0.04200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.6% 04/01/2050
68389XBX2
210000.00000000
PA
USD
147848.41000000
0.007515647194
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.03600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SOFR 1.593%/VAR 05/04/2027
61772BAB9
1100000.00000000
PA
USD
1014101.03000000
0.051550270721
Long
DBT
CORP
US
N
2
2027-05-04
Variable
0.01593000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 5.85%/VAR 10/21/2033
91159HJJ0
460000.00000000
PA
USD
465657.82000000
0.023671001186
Long
DBT
CORP
US
N
2
2033-10-21
Variable
0.05850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 05/01/2049#MA3706
31418DDL3
24602.38100000
PA
USD
24668.03000000
0.001253961476
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.05500000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT INC 3% 04/15/2052
637417AR7
200000.00000000
PA
USD
127731.01000000
0.006493010016
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
0.03000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 5.2% 06/15/2062
45866FAY0
210000.00000000
PA
USD
201578.77000000
0.010246947649
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
0.05200000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
03523TBV9
180000.00000000
PA
USD
184528.88000000
0.009380242637
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
0.05550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/46#G08716
3128MJYN4
262074.41100000
PA
USD
238419.84000000
0.012119706946
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 11/30/2029
91282CFY2
3970000.00000000
PA
USD
3888583.99000000
0.197670203932
Long
DBT
UST
US
N
2
2029-11-30
Fixed
0.03875000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 2.6% 10/01/2040
375558BS1
330000.00000000
PA
USD
230388.60000000
0.011711451176
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2052#FS1948
3140XHEW3
498335.46300000
PA
USD
458970.95000000
0.023331084404
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.04000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.375% 04/15/2040
87264AAX3
100000.00000000
PA
USD
87665.14000000
0.004456322956
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.04375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2047#ZM4372
3131XX2D2
165416.76000000
PA
USD
149412.80000000
0.007595170561
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.03500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 3.377% 04/05/2040
14448CAR5
150000.00000000
PA
USD
115759.47000000
0.005884455138
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
0.03377000
N
N
N
N
N
N
SOUTHERN COPPER CORP DEL
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP DEL 5.25% 11/08/2042
84265VAG0
100000.00000000
PA
USD
93638.00000000
0.004759944134
Long
DBT
CORP
US
N
2
2042-11-08
Fixed
0.05250000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 1.1% 08/15/2030
02079KAD9
410000.00000000
PA
USD
331986.43000000
0.016876021063
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01100000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029
446150BC7
100000.00000000
PA
USD
101686.06000000
0.005169054923
Long
DBT
CORP
US
N
2
2029-08-21
Variable
0.06208000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 05/01/2050#CA7810
3140QFVC0
693869.64400000
PA
USD
601808.82000000
0.030592028482
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.03000000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028
866677AF4
170000.00000000
PA
USD
147539.02000000
0.007499919828
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.02300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 01/01/2038#MA4861
31418EMK3
604694.99100000
PA
USD
572142.02000000
0.029083962198
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
0.03500000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP 3.125% 09/01/2026
875484AJ6
100000.00000000
PA
USD
93334.92000000
0.004744537527
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.03125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2053#SD8335
3132DWHL0
223713.61000000
PA
USD
191410.21000000
0.009730044495
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6496
3133KNGD9
1481151.59000000
PA
USD
1228157.72000000
0.062431514298
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 01/01/2039#ZA6152
31329PZR7
232121.85700000
PA
USD
222073.56000000
0.011288768869
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
0.04000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP 5.45% 10/15/2032
049560AX3
140000.00000000
PA
USD
143556.36000000
0.007297467414
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
0.05450000
N
N
N
N
N
N
ITALY REPUBLIC OF
815600DE60799F5A9309
ITALY REPUBLIC OF 2.375% 10/17/2024
465410BX5
400000.00000000
PA
USD
391798.40000000
0.019916470835
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
0.02375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 10/20/2047#MA4780
36179TJZ9
6788.23800000
PA
USD
6616.02000000
0.000336315230
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 11/15/2053
912810TV0
10010000.00000000
PA
USD
10649701.56000000
0.541361247332
Long
DBT
UST
US
N
2
2053-11-15
Fixed
0.04750000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
MAGELLAN MIDSTREAM PARTNRS MLP 3.95% 03/01/2050
559080AP1
35000.00000000
PA
USD
25647.52000000
0.001303752348
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 01/01/2037#QN9295
3133GGKG7
243632.42000000
PA
USD
214853.68000000
0.010921757341
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2031
91282CCB5
9580000.00000000
PA
USD
8027366.43000000
0.408058862387
Long
DBT
UST
US
N
2
2031-05-15
Fixed
0.01625000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.4% 02/22/2062
031162DG2
110000.00000000
PA
USD
88464.08000000
0.004496935845
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
0.04400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2053#FS4919
3140XLPD4
48867.60100000
PA
USD
40199.89000000
0.002043499761
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.02500000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 4.03% 10/15/2047
666807BP6
328000.00000000
PA
USD
264731.70000000
0.013457229999
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
0.04030000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2051#QC0160
3133AJE90
63325.86000000
PA
USD
50679.96000000
0.002576238048
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 6.136%/VAR 08/24/2034
808513CH6
240000.00000000
PA
USD
248642.55000000
0.012639362732
Long
DBT
CORP
US
N
2
2034-08-24
Variable
0.06136000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 02/20/2051#MA7195
36179V7G9
2240249.49400000
PA
USD
2043396.75000000
0.103872940207
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
0.03500000
N
N
N
N
N
N
TOLL BROTHERS FINANCE CORP
N/A
TOLL BROS FIN CORP 4.35% 02/15/2028
88947EAT7
100000.00000000
PA
USD
96114.00000000
0.004885807797
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04350000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030
06051GHV4
270000.00000000
PA
USD
243061.08000000
0.012355637264
Long
DBT
CORP
US
N
2
2030-07-23
Variable
0.03194000
N
N
N
N
N
N
ITALY REPUBLIC OF
815600DE60799F5A9309
ITALY REPUBLIC OF 2.875% 10/17/2029
465410BY3
400000.00000000
PA
USD
352230.40000000
0.017905092233
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
0.02875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 08/20/2050#MA6823
36179VSL5
65884.79300000
PA
USD
63271.30000000
0.003216299508
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2049#MA3593
31418C7F5
14428.70900000
PA
USD
13855.21000000
0.000704308353
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4% 01/22/2025
06051GFM6
512000.00000000
PA
USD
504592.78000000
0.025650200171
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.04000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 6.25% 11/09/2032
68389XCJ2
150000.00000000
PA
USD
158448.42000000
0.008054482447
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
0.06250000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 5% 07/15/2052
59156RCC0
120000.00000000
PA
USD
112031.36000000
0.005694942383
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
0.05000000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 5% 04/15/2040
548661DV6
330000.00000000
PA
USD
313572.42000000
0.015939973102
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.05000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 5.45% 08/15/2033
98389BBA7
70000.00000000
PA
USD
69307.50000000
0.003523140478
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
0.05450000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029
571903BP7
300000.00000000
PA
USD
295995.31000000
0.015046467670
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04875000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 0.875% 04/20/2026
4581X0DV7
400000.00000000
PA
USD
369568.67000000
0.018786456600
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
0.00875000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 4.596%/VAR 07/26/2030
06406RBK2
100000.00000000
PA
USD
97661.17000000
0.004964455812
Long
DBT
CORP
US
N
2
2030-07-26
Variable
0.04596000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 09/01/2051#QC7455
3133ASH89
546223.89600000
PA
USD
408971.38000000
0.020789432938
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 08/01/2051#
3132DWB51
655398.26100000
PA
USD
517144.88000000
0.026288266925
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02000000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 2.8% 07/18/2029
24422EUY3
310000.00000000
PA
USD
282033.79000000
0.014336755211
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#BK6549
3140HLH33
56112.19700000
PA
USD
54074.78000000
0.002748808516
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
BANK 2020-BN28
N/A
BANK 2020-BN28 1.844% 03/15/2063
06540YAH2
380000.00000000
PA
USD
310154.29000000
0.015766217706
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
0.01844000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.122%/VAR 01/28/2027
17327CAM5
600000.00000000
PA
USD
552954.91000000
0.028108614885
Long
DBT
CORP
US
N
2
2027-01-28
Variable
0.01122000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC 4.3% 05/20/2047
747525AV5
313000.00000000
PA
USD
271581.68000000
0.013805438228
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
0.04300000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.75% 06/01/2060
191216CY4
120000.00000000
PA
USD
76129.42000000
0.003869922320
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 08/01/2053#CB6821
3140QSSK8
72867.24400000
PA
USD
72105.30000000
0.003665362350
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05500000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.65% 06/01/2025
70450YAG8
80000.00000000
PA
USD
76566.87000000
0.003892159420
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC 6.07% 07/12/2028
65535HBM0
200000.00000000
PA
USD
204854.30000000
0.010413454193
Long
DBT
CORP
JP
N
2
2028-07-12
Fixed
0.06070000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 3.75% 11/15/2047
911312BN5
160000.00000000
PA
USD
126872.22000000
0.006449354743
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
0.03750000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE INC 2.15% 02/01/2027
00724PAC3
240000.00000000
PA
USD
223394.19000000
0.011355901070
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.02150000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 2.45% 12/14/2031
871829BQ9
240000.00000000
PA
USD
198369.51000000
0.010083809838
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
0.02450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2048#ZA5950
31329PTF0
131307.79700000
PA
USD
126170.75000000
0.006413696591
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2044#Q24018
3132M4DX0
49585.25300000
PA
USD
46928.36000000
0.002385531215
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04000000
N
N
N
N
N
N
HUBBELL INC
54930088VDQ6840Y6597
HUBBELL INC 3.35% 03/01/2026
443510AG7
110000.00000000
PA
USD
106213.60000000
0.005399205475
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.03350000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 4.4% 05/15/2044
717081DK6
110000.00000000
PA
USD
99010.80000000
0.005033062183
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
0.04400000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 05/15/2041
912810SY5
12975000.00000000
PA
USD
9473777.34000000
0.481584942905
Long
DBT
UST
US
N
2
2041-05-15
Fixed
0.02250000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026
00828EEF2
200000.00000000
PA
USD
183135.20000000
0.009309397051
Long
DBT
CORP
CI
N
2
2026-07-22
Fixed
0.00875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2052#BW1502
3140MSU45
236649.89800000
PA
USD
224267.12000000
0.011400275128
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.04500000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC 4.725% 11/15/2028
26078JAD2
240000.00000000
PA
USD
238668.27000000
0.012132335504
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04725000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 4.2% 06/15/2049
26441CBF1
310000.00000000
PA
USD
243966.88000000
0.012401682218
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2034#FM2743
3140X6BM2
120923.31400000
PA
USD
114339.28000000
0.005812261957
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2048#Q54900
3132XXNS4
211935.39700000
PA
USD
191547.95000000
0.009737046296
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2047#MA3210
31418CR89
993565.00450000
PA
USD
897438.29000000
0.045619899237
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
ENTERGY CORP NEW 0.9% 09/15/2025
29364GAM5
500000.00000000
PA
USD
467340.10000000
0.023756517310
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.00900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2049#ZA6691
31329QNG2
726117.70200000
PA
USD
676985.75000000
0.034413532433
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#BK6017
3140HKVK1
37346.87000000
PA
USD
35909.12000000
0.001825385048
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 4.5% 02/23/2036
037833BW9
110000.00000000
PA
USD
108138.42000000
0.005497050748
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
0.04500000
N
N
N
N
N
N
BARRICK PD AUSTRALIA FIN PTY LTD
5493008DX0TK7OFLV260
BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039
06849UAD7
100000.00000000
PA
USD
102391.44000000
0.005204911833
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
0.05950000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.987% 11/01/2063
20030NDW8
160000.00000000
PA
USD
96125.71000000
0.004886403057
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
0.02987000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2046#MA2806
31418CDL5
425739.47700000
PA
USD
372978.69000000
0.018959799737
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 01/31/2029
91282CDW8
4210000.00000000
PA
USD
3742624.24000000
0.190250563872
Long
DBT
UST
US
N
2
2029-01-31
Fixed
0.01750000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC 4.95% 08/15/2047
166756AW6
100000.00000000
PA
USD
92969.22000000
0.004725947729
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.04950000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.875% 03/15/2046
26442CAR5
240000.00000000
PA
USD
187001.42000000
0.009505930416
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
0.03875000
N
N
N
N
N
N
OWENS CORNING NEW
JO5M6676RDJIZ2U8X907
OWENS CORNING NEW 3.875% 06/01/2030
690742AK7
70000.00000000
PA
USD
64485.23000000
0.003278007778
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03875000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO 4.2% 07/15/2046
60871RAH3
100000.00000000
PA
USD
81689.85000000
0.004152578252
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.04200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 11/20/2047#MA4838
36179TLT0
28936.44700000
PA
USD
27366.80000000
0.001391149310
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
0.04000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.25% 01/15/2029
91324PEU2
300000.00000000
PA
USD
292285.81000000
0.014857900926
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04250000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052
110122DW5
230000.00000000
PA
USD
174566.09000000
0.008873799485
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.03700000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 1% 05/12/2026
023135BX3
200000.00000000
PA
USD
184094.52000000
0.009358162612
Long
DBT
CORP
US
N
2
2026-05-12
Fixed
0.01000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2043#AU6988
3138X6XS9
46787.66000000
PA
USD
44222.77000000
0.002247996696
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
0.04000000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 3.3% 08/01/2040
694308JH1
100000.00000000
PA
USD
72012.14000000
0.003660626705
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
0.03300000
N
N
N
N
N
N
ASSURED GUARANTY US HOLDINGS INC
5493007YCE0652G9TZ64
ASSURED GTY US HLDGS INC 6.125% 09/15/2028
04621WAF7
180000.00000000
PA
USD
185821.66000000
0.009445959125
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06125000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 12/20/2052#MA8487
36179XNC6
718735.39200000
PA
USD
649908.21000000
0.033037087211
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
0.03500000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
MARKEL GROUP INC 5% 05/20/2049
570535AT1
120000.00000000
PA
USD
108083.47000000
0.005494257449
Long
DBT
CORP
US
N
2
2049-05-20
Fixed
0.05000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 5.15% 02/01/2034
78016HZW3
100000.00000000
PA
USD
98471.66000000
0.005005655828
Long
DBT
CORP
CA
N
2
2034-02-01
Fixed
0.05150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 03/01/2052#BT2188
3140LQNE6
26958.21700000
PA
USD
22151.33000000
0.001126028891
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2049#SD8003
3132DV3L7
127851.91700000
PA
USD
119161.00000000
0.006057366699
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.04000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST 2019-C16
N/A
UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052
90276YAE3
350000.00000000
PA
USD
317151.66000000
0.016121918279
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
0.03604800
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC 3.25% 02/15/2051
09062XAK9
150000.00000000
PA
USD
102690.65000000
0.005220121715
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2049#CA3816
3140QBG28
703866.80800000
PA
USD
643026.81000000
0.032687281795
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03500000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 4.45% 03/01/2047
58013MFC3
153000.00000000
PA
USD
131469.88000000
0.006683069738
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.04450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 10/01/2051#QC9344
3133AULZ9
752997.86000000
PA
USD
563788.17000000
0.028659307044
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.01500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.5% 05/02/2036
404280AG4
100000.00000000
PA
USD
105280.45000000
0.005351770226
Long
DBT
CORP
GB
N
2
2036-05-02
Fixed
0.06500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2049
912810SH2
361000.00000000
PA
USD
272963.94000000
0.013875703295
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.00% 12/26 #AB4086
31417ARG6
91338.01200000
PA
USD
88627.05000000
0.004505220175
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.03000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 4.625% 06/15/2030
571903BE2
123000.00000000
PA
USD
119131.55000000
0.006055869654
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04625000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 4.3% 02/15/2048
775109BG5
240000.00000000
PA
USD
191913.81000000
0.009755644228
Long
DBT
CORP
CA
N
2
2048-02-15
Fixed
0.04300000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.75% 11/15/2043
912810RD2
94000.00000000
PA
USD
84276.88000000
0.004284085954
Long
DBT
UST
US
N
2
2043-11-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/34#MA3864
31418DJJ2
92324.71000000
PA
USD
84549.99000000
0.004297969083
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.02500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 2.85% 07/08/2024
931142EL3
150000.00000000
PA
USD
148662.87000000
0.007557049019
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
0.02850000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 4.65% 11/15/2034
718546AK0
220000.00000000
PA
USD
206741.65000000
0.010509394736
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
0.04650000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 6.45% 06/30/2033
136385AE1
140000.00000000
PA
USD
147780.45000000
0.007512192552
Long
DBT
CORP
CA
N
2
2033-06-30
Fixed
0.06450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 06/01/2034#ZT2092
3132AEKD7
23185.56300000
PA
USD
22118.54000000
0.001124362061
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
0.03500000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 5.9% 11/15/2063
539830BY4
150000.00000000
PA
USD
163304.81000000
0.008301349586
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
0.05900000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.75% 02/15/2051 144A
11135FBG5
530000.00000000
PA
USD
396240.63000000
0.020142284785
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03750000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL CO LTD
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040
874060AY2
330000.00000000
PA
USD
245813.51000000
0.012495552822
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
0.03025000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 07/31/2030
91282CHR5
3450000.00000000
PA
USD
3395554.69000000
0.172607815534
Long
DBT
UST
US
N
2
2030-07-31
Fixed
0.04000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.5% 02/01/2061
00206RKF8
410000.00000000
PA
USD
274649.64000000
0.013961393270
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
0.03500000
N
N
N
N
N
N
BROOKFIELD FIN INC
549300XH8D8K6OYWGD17
BROOKFIELD FIN INC 3.5% 03/30/2051
11271LAF9
100000.00000000
PA
USD
70945.63000000
0.003606412304
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
0.03500000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051
842400GY3
250000.00000000
PA
USD
160630.30000000
0.008165394971
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
0.02950000
N
N
N
N
N
N
PUBLIC SVC CO OF NEW HAMPSHIRE
549300SHPFALUPKK2351
PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033
744538AF6
140000.00000000
PA
USD
141630.89000000
0.007199589100
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
0.05350000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 5.4% 03/15/2033
125523CS7
300000.00000000
PA
USD
302275.26000000
0.015365699298
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05400000
N
N
N
N
N
N
DEUTSCHE TELEKOM INTL FIN BV
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030
25156PAC7
210000.00000000
PA
USD
247789.06000000
0.012595976877
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
0.08750000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
REVVITY INC 3.3% 09/15/2029
714046AG4
150000.00000000
PA
USD
135037.53000000
0.006864425755
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.03300000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 5.264% 12/11/2026
89115A2V3
300000.00000000
PA
USD
301911.38000000
0.015347202016
Long
DBT
CORP
CA
N
2
2026-12-11
Fixed
0.05264000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 4.35% 02/25/2050
74432QCE3
180000.00000000
PA
USD
152351.31000000
0.007744545210
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
0.04350000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 1.5% 01/13/2027
4581X0EB0
1000000.00000000
PA
USD
919581.46000000
0.046745513327
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 08/01/2050#QB1802
3133A8AB3
75288.01600000
PA
USD
65110.78000000
0.003309806652
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.03000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 6.15% 09/01/2036
539830AR0
100000.00000000
PA
USD
108225.40000000
0.005501472243
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
0.06150000
N
N
N
N
N
N
BRITISH COLUMBIA PROVINCE CDA
54930058TO7MEKUHWL16
BRITISH COLUMBIA PROVINCE CDA 2.25% 06/02/2026
11070TAK4
350000.00000000
PA
USD
331593.50000000
0.016856047069
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
0.02250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 06/20/2052#MA8098
36179W7K8
816388.82000000
PA
USD
716325.76000000
0.036413321513
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
0.03000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060
035240AU4
120000.00000000
PA
USD
105547.91000000
0.005365366145
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
0.04600000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 5.7%/VAR 09/15/2048
744320BF8
74000.00000000
PA
USD
71905.25000000
0.003655193116
Long
DBT
CORP
US
N
2
2048-09-15
Variable
0.05700000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 3.75% 05/15/2030
29278NAQ6
180000.00000000
PA
USD
164162.85000000
0.008344966733
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 04/20/2053#MA8799
36179XX43
298803.32600000
PA
USD
285503.20000000
0.014513117348
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 07/01/2053#QG7072
3133C72D8
60317.92600000
PA
USD
58510.44000000
0.002974288490
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05000000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 3.85% 01/05/2028
37045XCG9
160000.00000000
PA
USD
151886.60000000
0.007720922390
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 08/01/2049#FM1294
3140X4NL6
8396.93000000
PA
USD
8273.89000000
0.000420590510
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.05000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 5% 10/16/2043
89352HAL3
350000.00000000
PA
USD
312687.91000000
0.015895010393
Long
DBT
CORP
CA
N
2
2043-10-16
Fixed
0.05000000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C54
N/A
WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052
95001YAE4
500000.00000000
PA
USD
446917.80000000
0.022718381008
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
0.03146000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 05/01/2050#CA5729
3140QDLK8
444869.31400000
PA
USD
385011.08000000
0.019571447831
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2050#FM8338
3140XCHQ4
360784.91900000
PA
USD
336711.04000000
0.017116189367
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.04000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 5.9% 02/15/2039
17275RAD4
100000.00000000
PA
USD
107322.14000000
0.005455556406
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
0.05900000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 1.375% 08/06/2030
046353AW8
240000.00000000
PA
USD
194488.32000000
0.009886515496
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
0.01375000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.85% 04/01/2060
68389XBY0
340000.00000000
PA
USD
236621.83000000
0.012028307865
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#BQ1318
3140KLPC0
372781.12200000
PA
USD
295193.03000000
0.015005684997
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 2.875% 05/07/2030
02364WBJ3
511000.00000000
PA
USD
448346.29000000
0.022790996106
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
0.02875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 01/20/2053#MA8567
36179XQU3
570129.84000000
PA
USD
530606.84000000
0.026972585018
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
0.04000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 4.7% 12/09/2035
58013MEZ3
100000.00000000
PA
USD
96067.62000000
0.004883450141
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
0.04700000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/47#Q46541
3132WLHT6
27665.57900000
PA
USD
24226.26000000
0.001231504775
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
0.03000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
CORNING INC 5.75% 08/15/2040
219350AV7
100000.00000000
PA
USD
99985.67000000
0.005082618204
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
0.05750000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 2% 08/15/2050
92826CAQ5
100000.00000000
PA
USD
58342.38000000
0.002965745418
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
0.02000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 7.55% 04/15/2038
29379VAM5
120000.00000000
PA
USD
142754.05000000
0.007256683216
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.07550000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5% 04/27/2051
91087BAL4
1195000.00000000
PA
USD
994251.95000000
0.050541273178
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
0.05000000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 4.125% 02/01/2042
341081FF9
240000.00000000
PA
USD
206361.70000000
0.010490080560
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
0.04125000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO 5% 09/15/2035
460146CM3
328000.00000000
PA
USD
317046.95000000
0.016116595507
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2047#BH4095
3140GSRR5
157327.34100000
PA
USD
147026.11000000
0.007473846835
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2051#SD8134
3132DWBB8
5109664.59300000
PA
USD
4036593.64000000
0.205194047515
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC
254900OPFK0OOKZFLV35
FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 3.914% 07/01/2049
351837AA7
120000.00000000
PA
USD
93655.22000000
0.004760819487
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.03914000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2048#Q57302
3132Y1DG0
108860.36400000
PA
USD
101727.82000000
0.005171177728
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025
009158BB1
100000.00000000
PA
USD
94531.11000000
0.004805344012
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 02/01/2049#CA3536
3140QA4W7
26154.55900000
PA
USD
26224.35000000
0.001333074616
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05500000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 4.9% 03/22/2033
49177JAK8
260000.00000000
PA
USD
257038.89000000
0.013066177800
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
0.04900000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 6.22% 09/15/2026
59022CAB9
480000.00000000
PA
USD
490803.24000000
0.024949230051
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.06220000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC 3.12% 09/01/2027
29364WAZ1
490000.00000000
PA
USD
461344.66000000
0.023451748312
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.03120000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/01/2050#SD8059
3132DV5U5
96345.06300000
PA
USD
92252.17000000
0.004689497591
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 03/01/2054 #TBA
21H062636
-900000.00000000
PA
USD
-912304.71000000
-0.04637561090
Short
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.06500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.95% 10/01/2041
031162BE9
100000.00000000
PA
USD
93121.40000000
0.004733683565
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
0.04950000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 3.5% 12/01/2049
98389BAX8
100000.00000000
PA
USD
68820.35000000
0.003498376955
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
0.03500000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 5.125%/VAR 03/01/2052
744320BJ0
140000.00000000
PA
USD
130877.28000000
0.006652945826
Long
DBT
CORP
US
N
2
2052-03-01
Variable
0.05125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 10/31/2028
91282CDF5
12960000.00000000
PA
USD
11379993.78000000
0.578484532422
Long
DBT
UST
US
N
2
2028-10-31
Fixed
0.01375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#MA4465
31418D6B3
9880732.78100000
PA
USD
7787172.49000000
0.395848971788
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 09/20/2047#MA4721
36179TG66
6938.30300000
PA
USD
6762.27000000
0.000343749625
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 06/01/2033#MA3391
31418CXV1
17699.10800000
PA
USD
16685.65000000
0.000848189430
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.03000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033
46647PDC7
1230000.00000000
PA
USD
1167065.39000000
0.059325979389
Long
DBT
CORP
US
N
2
2033-04-26
Variable
0.04586000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2.2% 02/01/2031
828807DM6
250000.00000000
PA
USD
205017.22000000
0.010421735981
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.02200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/01/2048#ZM8383
3131Y3J49
6905.07100000
PA
USD
6444.32000000
0.000327587124
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSINCOME TAX REV
N/A
NEW YORK ST D 2.202% 3/15/2034
64990FE42
300000.00000000
PA
USD
239440.38000000
0.012171584532
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
0.02202000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 6.1% 11/15/2032
682680BG7
340000.00000000
PA
USD
352491.53000000
0.017918366376
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
0.06100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 08/01/2034#CA4490
3140QB7C6
19950.59200000
PA
USD
19032.44000000
0.000967484900
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 02/15/2041
912810SW9
14910000.00000000
PA
USD
10274504.26000000
0.522288667957
Long
DBT
UST
US
N
2
2041-02-15
Fixed
0.01875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 03/20/2050#MA6540
36179VHR4
140144.31800000
PA
USD
119244.93000000
0.006061633152
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
0.02500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 2.75% 10/15/2033
571903BH5
100000.00000000
PA
USD
80534.10000000
0.004093827473
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
0.02750000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032
46188BAD4
110000.00000000
PA
USD
99229.39000000
0.005044173870
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2044#FM6331
3140XAA93
2371813.18800000
PA
USD
2180049.01000000
0.110819448286
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 0.5% 04/14/2025
3130AJHU6
390000.00000000
PA
USD
371267.90000000
0.018872834351
Long
DBT
USGSE
US
N
2
2025-04-14
Fixed
0.00500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.25% 09/21/2048
45866FAH7
120000.00000000
PA
USD
102220.91000000
0.005196243202
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
0.04250000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 3.7% 05/01/2028
74456QBU9
120000.00000000
PA
USD
114780.98000000
0.005834715100
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.03700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 08/31/2027
91282CAH4
2377000.00000000
PA
USD
2081360.63000000
0.105802775829
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.00500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2048#MA3466
31418CZ80
22895.61300000
PA
USD
20651.86000000
0.001049805633
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.03500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.05% 02/15/2028
87264ACA1
200000.00000000
PA
USD
178195.71000000
0.009058305652
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.02050000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 1.95% 06/01/2030
438516BZ8
100000.00000000
PA
USD
84543.64000000
0.004297646290
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.01950000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 5% 05/15/2037
912810PU6
391000.00000000
PA
USD
422111.99000000
0.021457415696
Long
DBT
UST
US
N
2
2037-05-15
Fixed
0.05000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 5% 04/01/2033
927804GK4
100000.00000000
PA
USD
97989.17000000
0.004981129189
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.05000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.61/VAR 09/29/2026
172967NX5
500000.00000000
PA
USD
500634.39000000
0.025448981485
Long
DBT
CORP
US
N
2
2026-09-29
Variable
0.05610000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2030
958667AC1
230000.00000000
PA
USD
212626.86000000
0.010808560361
Long
DBT
CORP
US
N
2
2030-02-01
Variable
0.04050000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 05/20/2049#MA5931
36179USU7
88580.92000000
PA
USD
83416.01000000
0.004240324948
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 08/15/2047
912810RY6
177000.00000000
PA
USD
131553.87000000
0.006687339241
Long
DBT
UST
US
N
2
2047-08-15
Fixed
0.02750000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 4% 07/25/2030
459058KU6
750000.00000000
PA
USD
732739.06000000
0.037247666449
Long
DBT
CORP
US
N
2
2030-07-25
Fixed
0.04000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAP INTL 3.127% 05/29/2050
89153VAV1
100000.00000000
PA
USD
69686.59000000
0.003542410937
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
0.03127000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 02/20/2049#MA5765
36179UMN9
55515.58900000
PA
USD
54802.15000000
0.002785783255
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
0.05000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 4.95% 08/14/2033
58013MFV1
140000.00000000
PA
USD
138888.79000000
0.007060198651
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
0.04950000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 4.772%/VAR 07/28/2030
316773DG2
170000.00000000
PA
USD
162216.33000000
0.008246018374
Long
DBT
CORP
US
N
2
2030-07-28
Variable
0.04772000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NATURAL GAS CO 3.35% 06/01/2050
720186AM7
100000.00000000
PA
USD
66572.28000000
0.003384099764
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.03350000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.3% 02/01/2052
00206RKE1
350000.00000000
PA
USD
236896.26000000
0.012042258093
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
0.03300000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 2% 08/12/2031
458140BU3
50000.00000000
PA
USD
40600.41000000
0.002063859581
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
0.02000000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 3.375% 01/15/2050
46513JXN6
275000.00000000
PA
USD
184043.20000000
0.009355553839
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
0.03375000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.323/VAR 04/26/2028
46647PDA1
550000.00000000
PA
USD
536716.76000000
0.027283173431
Long
DBT
CORP
US
N
2
2028-04-26
Variable
0.04323000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 4.625% 05/15/2042
94973VAY3
150000.00000000
PA
USD
135089.87000000
0.006867086379
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
0.04625000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN INC
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036
035242AM8
220000.00000000
PA
USD
210564.29000000
0.010703712778
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.897%/VAR 01/23/2049
46647PAN6
350000.00000000
PA
USD
279478.71000000
0.014206871638
Long
DBT
CORP
US
N
2
2049-01-23
Variable
0.03897000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027
14913R2G1
540000.00000000
PA
USD
476029.37000000
0.024198223026
Long
DBT
CORP
US
N
2
2027-09-14
Fixed
0.01100000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 1.625% 05/01/2030
713448EZ7
309000.00000000
PA
USD
257062.62000000
0.013067384078
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.01625000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.85% 01/26/2027
38141GWB6
960000.00000000
PA
USD
927099.13000000
0.047127662553
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
0.03850000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028
681936BK5
201000.00000000
PA
USD
192825.56000000
0.009801991641
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#MA3283
31418CUH5
10665.14400000
PA
USD
10064.45000000
0.000511610881
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 4.75% 06/01/2043
666807BH4
110000.00000000
PA
USD
99900.12000000
0.005078269401
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2041#A97259
312946B47
50489.81300000
PA
USD
48118.71000000
0.002446040832
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 5.15% 05/01/2040
666807BT8
150000.00000000
PA
USD
145613.04000000
0.007402015588
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05150000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/45#G08672
3128MJXA3
4181.11600000
PA
USD
3924.15000000
0.000199478147
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 2.85% 10/01/2026
233331AY3
200000.00000000
PA
USD
188360.67000000
0.009575025805
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.02850000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 1.9% 09/12/2031
89236TJQ9
210000.00000000
PA
USD
170649.45000000
0.008674703097
Long
DBT
CORP
US
N
2
2031-09-12
Fixed
0.01900000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.3% 03/15/2052
718546BA1
180000.00000000
PA
USD
122583.35000000
0.006231336613
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.03300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
273000.00000000
PA
USD
262058.67000000
0.013321350618
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC 1.8% 01/15/2031
502431AN9
435000.00000000
PA
USD
350020.73000000
0.017792767047
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.01800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 08/15/2028
9128284V9
1186000.00000000
PA
USD
1117712.35000000
0.056817193284
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.02875000
N
N
N
N
N
N
CONOCOPHILLIPS INC
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS INC 6.5% 02/01/2039
20825CAQ7
120000.00000000
PA
USD
134909.32000000
0.006857908396
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
0.06500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 2.55% 11/13/2050
110122DS4
410000.00000000
PA
USD
248486.80000000
0.012631445419
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
0.02550000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 4.989/VAR 05/26/2033
025816CX5
150000.00000000
PA
USD
145767.17000000
0.007409850550
Long
DBT
CORP
US
N
2
2033-05-26
Variable
0.04989000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 4.75% 09/15/2044
254687EV4
151000.00000000
PA
USD
138762.96000000
0.007053802276
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
0.04750000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032
16411QAN1
160000.00000000
PA
USD
133726.88000000
0.006797800872
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.03250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 09/47#MA4720
36179TG58
14135.63800000
PA
USD
13368.85000000
0.000679584988
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
0.04000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.125% 04/01/2040
126650DK3
100000.00000000
PA
USD
82266.54000000
0.004181893403
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 05/01/2051#SD8146
3132DWBP7
4880476.25000000
PA
USD
3855536.71000000
0.195990296131
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02000000
N
N
N
N
N
N
NORTHWESTERN UNIV
OBWWNZE695DUK77DTI34
NORTHWESTERN UNIV 3.662% 12/01/2057
668444AQ5
100000.00000000
PA
USD
79325.21000000
0.004032375404
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
0.03662000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.8% 05/01/2025
02005NBJ8
150000.00000000
PA
USD
149763.43000000
0.007612994299
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05800000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 3.5% 04/03/2030
256677AG0
210000.00000000
PA
USD
190012.50000000
0.009658994050
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
0.03500000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 3.43% 02/09/2052
459200KP5
180000.00000000
PA
USD
128559.42000000
0.006535120967
Long
DBT
CORP
US
N
2
2052-02-09
Fixed
0.03430000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030
14040HCV5
470000.00000000
PA
USD
458303.51000000
0.023297156115
Long
DBT
CORP
US
N
2
2030-07-26
Variable
0.05247000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SAU 5.213% 03/08/2047
87938WAU7
160000.00000000
PA
USD
143910.31000000
0.007315459920
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
0.05213000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 4.25% 04/01/2040
369550BH0
104000.00000000
PA
USD
92466.90000000
0.004700413062
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.04250000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 1.3% 09/15/2025
03027XBB5
120000.00000000
PA
USD
112823.12000000
0.005735190289
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 12/31/2026
91282CDQ1
7670000.00000000
PA
USD
7027337.91000000
0.357223946131
Long
DBT
UST
US
N
2
2026-12-31
Fixed
0.01250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 01/20/2051#MA7140
36179V4Z0
77659.96100000
PA
USD
74458.03000000
0.003784959772
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
0.04500000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAP INTL 3.386% 06/29/2060
89153VAW9
100000.00000000
PA
USD
69410.01000000
0.003528351417
Long
DBT
CORP
FR
N
2
2060-06-29
Fixed
0.03386000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORP 4.5% 04/30/2024
526057BZ6
230000.00000000
PA
USD
229489.13000000
0.011665727998
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
0.04500000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 3.25% 03/01/2027
701094AJ3
180000.00000000
PA
USD
171157.05000000
0.008700506164
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.03250000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.25% 08/15/2029
126650DG2
250000.00000000
PA
USD
227701.76000000
0.011574869785
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 05/15/2033
91282CHC8
6930000.00000000
PA
USD
6464932.00000000
0.328634904153
Long
DBT
UST
US
N
2
2033-05-15
Fixed
0.03375000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 3.031%/VAR 11/01/2034
857477BF9
170000.00000000
PA
USD
149984.87000000
0.007624250862
Long
DBT
CORP
US
N
2
2034-11-01
Variable
0.03031000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2038#AB9569
31417GT30
543277.14300000
PA
USD
505648.08000000
0.025703844728
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.03500000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC 2% 08/15/2031
26442UAL8
270000.00000000
PA
USD
218268.30000000
0.011095334312
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.02000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.1% 09/15/2027
45866FAF1
150000.00000000
PA
USD
140910.48000000
0.007162968162
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.03100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 08/01/2053#MA5107
31418EU99
1367232.73300000
PA
USD
1352936.13000000
0.068774433421
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 1.5% 03/01/2039 #TBA
01F012437
500000.00000000
PA
USD
430985.75000000
0.021908499678
Long
ABS-MBS
USGA
US
N
2
2039-03-01
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 09/30/2027
91282CAL5
3744000.00000000
PA
USD
3253916.24000000
0.165407842133
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.00375000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL INC
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINANCIAL INC 5.625% 05/15/2030
10922NAG8
309000.00000000
PA
USD
307508.88000000
0.015631742345
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.05625000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 6.625% 11/15/2030
31359MGK3
1650000.00000000
PA
USD
1862225.05000000
0.094663354667
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
0.06625000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 3.3% 04/15/2040
437076CC4
100000.00000000
PA
USD
78342.41000000
0.003982416273
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.03300000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 6% 04/20/2053#MA8802
36179XX76
343312.46300000
PA
USD
345326.09000000
0.017554122222
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
0.06000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 5.778%/VAR 03/01/2035
639057AN8
200000.00000000
PA
USD
199602.23000000
0.010146473269
Long
DBT
CORP
GB
N
2
2035-03-01
Variable
0.05778000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 3.4% 06/01/2030
98389BAY6
73000.00000000
PA
USD
65121.01000000
0.003310326679
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.50% 1/26 #AH3431
3138A4Y58
10247.07200000
PA
USD
10051.18000000
0.000510936321
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
0.03500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC 1.65% 04/15/2026
573874AC8
230000.00000000
PA
USD
213312.89000000
0.010843433644
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/41 #AE0949
31419BBT1
14307.66400000
PA
USD
13608.28000000
0.000691756045
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LTD 6.875% 11/21/2036
91911TAH6
120000.00000000
PA
USD
127950.00000000
0.006504142036
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
0.06875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/20/2046#MA3802
36179SGK7
113699.43800000
PA
USD
101540.09000000
0.005161634761
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
0.03000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.5% 06/10/2044
29250NAJ4
120000.00000000
PA
USD
99654.30000000
0.005065773519
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
0.04500000
N
N
N
N
N
N
AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH
JHE42UYNWWTJB8YTTU19
AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.75% 01/18/2027
05253JAZ4
340000.00000000
PA
USD
338671.48000000
0.017215845328
Long
DBT
CORP
US
N
2
2027-01-18
Fixed
0.04750000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 4.55% 08/12/2043
822582AY8
100000.00000000
PA
USD
90781.31000000
0.004614728679
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
0.04550000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039
880591EH1
420000.00000000
PA
USD
434694.67000000
0.022097036938
Long
DBT
USGSE
US
N
2
2039-09-15
Fixed
0.05250000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 7.05% 03/15/2033
20030NAC5
210000.00000000
PA
USD
235889.30000000
0.011991070825
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.07050000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 2.9% 11/15/2026
775109BF7
90000.00000000
PA
USD
84714.49000000
0.004306331188
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
0.02900000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.07% 12/15/2042
539830BB4
110000.00000000
PA
USD
94207.37000000
0.004788887185
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
0.04070000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2049#FM2373
3140X5T78
75515.97700000
PA
USD
74291.41000000
0.003776489900
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 11/20/2052#MA8428
36179XLH7
841025.42000000
PA
USD
822332.70000000
0.041802021745
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
0.05000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 1.5% 10/18/2024
045167EQ2
200000.00000000
PA
USD
195315.23000000
0.009928550198
Long
DBT
CORP
PH
N
2
2024-10-18
Fixed
0.01500000
N
N
N
N
N
N
ONCOR ELEC DELIVERY CO LLC
549300SP2X2BS1KERD24
ONCOR ELEC DELIVERY CO LLC 3.8% 06/01/2049
68233JBP8
390000.00000000
PA
USD
306327.41000000
0.015571684129
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
0.03800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 08/31/2026
912828YD6
366000.00000000
PA
USD
339207.66000000
0.017243101216
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.01375000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 3.15% 12/14/2025
92826CAD4
160000.00000000
PA
USD
155122.52000000
0.007885415421
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
0.03150000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 08/01/2052#RA7783
3133KPUG1
295064.13000000
PA
USD
280546.89000000
0.014261170930
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 03/01/2037#SB8144
3132D6BM1
797761.55900000
PA
USD
688555.58000000
0.035001666999
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2052#BT2014
3140LQGY0
450130.12700000
PA
USD
357005.81000000
0.018147842877
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2312
3140QMSA3
264214.19400000
PA
USD
217680.42000000
0.011065450334
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.45% 01/15/2027
91324PCW0
370000.00000000
PA
USD
357052.19000000
0.018150200533
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03450000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 5.75% 11/16/2032
857524AE2
200000.00000000
PA
USD
208506.00000000
0.010599082763
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
0.05750000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 2.875% 11/26/2041
822582CK6
440000.00000000
PA
USD
321143.79000000
0.016324852086
Long
DBT
CORP
NL
N
2
2041-11-26
Fixed
0.02875000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 5.55% 11/30/2048
260543CR2
80000.00000000
PA
USD
77885.73000000
0.003959201645
Long
DBT
CORP
US
N
2
2048-11-30
Fixed
0.05550000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.125% 11/16/2028
913017CY3
400000.00000000
PA
USD
383838.71000000
0.019511852200
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
0.04125000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 03/01/2054 #TBA
01F022634
-1450000.00000000
PA
USD
-1191265.63000000
-0.06055616147
Short
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.02500000
N
N
N
N
N
N
UNIV CA REGTS MED CTR POOLED REV
N/A
UNIV CA MED CTR 3.006% 5/15/2050
913366KB5
150000.00000000
PA
USD
102335.12000000
0.005202048892
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
0.03006000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC 5.5% 01/15/2033
40434LAN5
100000.00000000
PA
USD
100306.79000000
0.005098941847
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.05500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 5.15% 02/27/2033
75513ECR0
100000.00000000
PA
USD
99018.41000000
0.005033449026
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
0.05150000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 12/20/2048#MA5654
36179UH70
14162.92200000
PA
USD
14319.42000000
0.000727905756
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 05/01/2036#MA4329
31418DY30
153420.78100000
PA
USD
135873.49000000
0.006906920500
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 11/01/2036#BU2287
3140M3RH5
390364.11000000
PA
USD
337170.95000000
0.017139568186
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.01500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.049% 11/01/2052
20030NCG4
15000.00000000
PA
USD
11840.31000000
0.000601884001
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
0.04049000
N
N
N
N
N
N
BANK 2022-BNK39
N/A
BANK 2022-BNK39 2.928% 02/15/2055
06539VAJ7
300000.00000000
PA
USD
256851.18000000
0.013056635850
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
0.02928000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 6.848%/VAR 01/03/2030
02005NBU3
240000.00000000
PA
USD
245286.32000000
0.012468753927
Long
DBT
CORP
US
N
2
2030-01-03
Variable
0.06848000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2029
91282CEM9
290000.00000000
PA
USD
271342.58000000
0.013793283946
Long
DBT
UST
US
N
2
2029-04-30
Fixed
0.02875000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.705% 05/01/2040
097023CV5
700000.00000000
PA
USD
681874.70000000
0.034662054709
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05705000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 01/20/2049#MA5712
36179UKZ4
7417.43100000
PA
USD
7322.11000000
0.000372208233
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
0.05000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 3.362% 02/15/2050
68902VAM9
80000.00000000
PA
USD
58074.15000000
0.002952110357
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
0.03362000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 05/01/2052#
3133BBKZ1
26369.08100000
PA
USD
21683.72000000
0.001102258653
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 02/01/2052#RA6804
3133KNRZ8
191702.24600000
PA
USD
164051.13000000
0.008339287618
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2052#
31418EAQ3
194511.30800000
PA
USD
173307.44000000
0.008809817942
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.5% 07/30/2024
025816CG2
464000.00000000
PA
USD
458027.85000000
0.023283143362
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
0.02500000
N
N
N
N
N
N
AMERIPRISE FINL INC
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL INC 5.7% 12/15/2028
03076CAN6
130000.00000000
PA
USD
133691.67000000
0.006796011026
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.05700000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 4.2% 06/01/2029
124857AZ6
200000.00000000
PA
USD
176050.12000000
0.008949237874
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04200000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.375% 08/15/2024
91324PDR0
100000.00000000
PA
USD
98651.84000000
0.005014815002
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02375000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 144A
00774MBF1
219000.00000000
PA
USD
224159.70000000
0.011394814597
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
0.06450000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026
571903AS2
510000.00000000
PA
USD
486926.47000000
0.024752160393
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03125000
N
N
N
N
N
N
AMERICAN WATER CAP CORP
5IDHQUFVC8Q2KIBBFF06
AMER WATER CAP CORP 2.95% 09/01/2027
03040WAQ8
430000.00000000
PA
USD
400851.17000000
0.020376654515
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.02950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/20/2050#MA7055
36179VZU7
93818.50100000
PA
USD
87805.82000000
0.004463474208
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.04000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.969% 11/01/2047
20030NCC3
170000.00000000
PA
USD
134670.76000000
0.006845781565
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
0.03969000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.75% 04/01/2025
226373AP3
3090000.00000000
PA
USD
3084901.50000000
0.156816237011
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3% 10/23/2026
949746SH5
100000.00000000
PA
USD
94540.03000000
0.004805797446
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
0.03000000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 3.05% 11/15/2027
911312BM7
150000.00000000
PA
USD
141042.03000000
0.007169655305
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03050000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026
694308JP3
110000.00000000
PA
USD
105151.40000000
0.005345210167
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.03150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2044#AV5019
3138XGSH7
32046.79900000
PA
USD
30282.76000000
0.001539377665
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2042#AJ4894
3138AWNL3
70283.53200000
PA
USD
66768.32000000
0.003394065157
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES CORP 4.4% 07/01/2032
15189WAP5
80000.00000000
PA
USD
75709.58000000
0.003848580397
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
0.04400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 10/20/2052#MA8347
36179XHY5
564158.84200000
PA
USD
539444.06000000
0.027421811544
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
0.04500000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 3.2% 03/02/2027
808513AQ8
240000.00000000
PA
USD
227776.80000000
0.011578684329
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
0.03200000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 3.75% 11/13/2047
037833DG2
90000.00000000
PA
USD
73205.64000000
0.003721296447
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#BN0601
3140JGU37
26783.99600000
PA
USD
25719.41000000
0.001307406766
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AR9198
3138W7GG3
7696.73700000
PA
USD
6855.78000000
0.000348503062
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.3% 02/06/2027
594918BY9
1650000.00000000
PA
USD
1593665.45000000
0.081011539241
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
0.03300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/15/2032
91282CFV8
9650000.00000000
PA
USD
9547845.68000000
0.485350093384
Long
DBT
UST
US
N
2
2032-11-15
Fixed
0.04125000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 4.15% 12/15/2048
12189LBD2
100000.00000000
PA
USD
83717.64000000
0.004255657847
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2049#FM5659
3140X9JD8
197235.19400000
PA
USD
179570.46000000
0.009128188960
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.894%/VAR 11/24/2032
06738EBV6
520000.00000000
PA
USD
423451.31000000
0.021525497975
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
0.02894000
N
N
N
N
N
N
HARTFORD FINL SVCS GROUP INC
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GROUP INC 2.8% 08/19/2029
416515BE3
490000.00000000
PA
USD
437936.53000000
0.022261831920
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2046#BC0909
3140EVAK3
74637.42800000
PA
USD
70380.19000000
0.003577669029
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 02/15/2027
912828V98
4017000.00000000
PA
USD
3776921.50000000
0.191994012489
Long
DBT
UST
US
N
2
2027-02-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 03/31/2027
912828ZE3
884000.00000000
PA
USD
788900.94000000
0.040102569493
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.00625000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.914% 05/25/2031
3137H13P9
540000.00000000
PA
USD
449228.21000000
0.022835827157
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Fixed
0.01914000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.937% 11/01/2056
20030NDU2
660000.00000000
PA
USD
406118.88000000
0.020644430475
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
0.02937000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 2% 06/01/2027#CA0054
3140Q7BY2
26644.34900000
PA
USD
25446.28000000
0.001293522621
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.02000000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 3.5% 03/10/2025
571748AX0
190000.00000000
PA
USD
186527.52000000
0.009481840436
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
0.03500000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 2.55% 06/15/2026
202795JH4
470000.00000000
PA
USD
444719.86000000
0.022606652098
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.02550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2049#BN6594
3140JPKG9
16835.31800000
PA
USD
15696.17000000
0.000797890731
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 4% 06/01/2034#SB0566
3132CWTX2
32082.21000000
PA
USD
31269.75000000
0.001589549788
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 06/01/2051#SD0639
3132DMV85
536827.06500000
PA
USD
462414.84000000
0.023506149271
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.03000000
N
N
N
N
N
N
SAN DIEGO GAS and ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS and ELECTRIC CO 4.1% 06/15/2049
797440BX1
130000.00000000
PA
USD
105062.34000000
0.005340682939
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.04100000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 10/20/2047#MA4781
36179TJ22
36326.12700000
PA
USD
36302.02000000
0.001845357517
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
0.05000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.15% 03/15/2034
88339WAC0
130000.00000000
PA
USD
126927.16000000
0.006452147533
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05150000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 6.9% 05/15/2053
260543DH3
50000.00000000
PA
USD
57248.03000000
0.002910115814
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
0.06900000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 2.236% 05/11/2030
166764BY5
70000.00000000
PA
USD
60548.54000000
0.003077892178
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
0.02236000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 2.75% 08/14/2050
66989HAS7
310000.00000000
PA
USD
206480.73000000
0.010496131268
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2040#ZT2295
3132AERQ1
911025.51500000
PA
USD
888730.08000000
0.045177230736
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2049#
31418DHL9
101226.10700000
PA
USD
87732.42000000
0.004459743031
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.03000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 4% 06/22/2050
92556VAF3
70000.00000000
PA
USD
47780.52000000
0.002428849462
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
0.04000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.722% 02/15/2030
14448CAQ7
410000.00000000
PA
USD
358959.35000000
0.018247148087
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02722000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 08/15/2042
912810TK4
14240000.00000000
PA
USD
12178537.57000000
0.619077281408
Long
DBT
UST
US
N
2
2042-08-15
Fixed
0.03375000
N
N
N
N
N
N
BON SECOURS MERCY HEALTH INC
5493006NA7JSVYYYF398
BON SECOURS MERCY HEALTH INC 2.095% 06/01/2031
09778PAB1
89000.00000000
PA
USD
72579.00000000
0.003689442164
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02095000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.087%/VAR 0 06/14/2029
06051GJZ3
1210000.00000000
PA
USD
1063323.98000000
0.054052443900
Long
DBT
CORP
US
N
2
2029-06-14
Variable
0.02087000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 2.75% 07/01/2024
337738AS7
370000.00000000
PA
USD
366311.89000000
0.018620903183
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 10/01/2049#
3132DV3Y9
97199.21300000
PA
USD
80870.10000000
0.004110907518
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.02500000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 5.17% 10/13/2027
718286CV7
1200000.00000000
PA
USD
1206648.00000000
0.061338100667
Long
DBT
NUSS
PH
N
2
2027-10-13
Fixed
0.05170000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032
06051GKD0
1690000.00000000
PA
USD
1385124.93000000
0.070410701707
Long
DBT
CORP
US
N
2
2032-10-20
Variable
0.02572000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 4.8% 07/15/2046
125523CF5
230000.00000000
PA
USD
205539.04000000
0.010448261901
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.04800000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/50#MA6766
36179VQT0
573716.20000000
PA
USD
506893.12000000
0.025767134427
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 05/01/2053#BY2022
3140NJG81
733553.73600000
PA
USD
711572.06000000
0.036171674464
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.05000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.375% 04/15/2027
91324PCY6
220000.00000000
PA
USD
211484.07000000
0.010750468384
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03375000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 4.4% 07/01/2046
842587CX3
383000.00000000
PA
USD
322813.67000000
0.016409737875
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
0.04400000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.9% 03/15/2028
718546AR5
380000.00000000
PA
USD
366059.81000000
0.018608089083
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 10/01/2036#MA4441
31418D5B4
3199643.35000000
PA
USD
2763642.35000000
0.140485520777
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2047#BE3702
3140FPDG1
72998.00140000
PA
USD
68218.36000000
0.003467775716
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 03/20/2050#MA6543
36179VHU7
821603.29400000
PA
USD
773056.07000000
0.039297119825
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
0.04000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.45% 08/15/2052
20030NDP3
295000.00000000
PA
USD
169055.26000000
0.008593664893
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2049#BO5379
3140K06R4
96224.01000000
PA
USD
84028.59000000
0.004271464513
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATION PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMMUNICATION PLC STEP 12/15/2030
111021AE1
154000.00000000
PA
USD
188498.04000000
0.009582008798
Long
DBT
CORP
GB
N
2
2030-12-15
Variable
0.09625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2039#AS1772
3138WA6J1
126393.97800000
PA
USD
120539.33000000
0.006127431991
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 07/01/2031#V61246
3132KFL34
9583.50000000
PA
USD
8990.44000000
0.000457015230
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.5% 05/15/2046
912810RS9
122000.00000000
PA
USD
87320.55000000
0.004438806251
Long
DBT
UST
US
N
2
2046-05-15
Fixed
0.02500000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028
86562MCR9
500000.00000000
PA
USD
508013.05000000
0.025824064351
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
0.05520000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042
035240AG5
230000.00000000
PA
USD
219388.96000000
0.011152301345
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
0.04950000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.95% 06/15/2029
437076BY7
330000.00000000
PA
USD
301245.30000000
0.015313342861
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.0% 01/01/2027#AJ9354
3138E2MC6
202589.61500000
PA
USD
196703.62000000
0.009999126874
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 12/20/2050#MA7056
36179VZV5
318663.20700000
PA
USD
305649.19000000
0.015537207856
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 10/01/2052#BX2555
3140N6ZV7
736993.18100000
PA
USD
731359.53000000
0.037177540157
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2052#QE0244
3133B9HV9
465733.01000000
PA
USD
399137.89000000
0.020289562554
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
11120VAH6
44000.00000000
PA
USD
41141.30000000
0.002091354894
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04125000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 4.3% 12/14/2045
92826CAF9
402000.00000000
PA
USD
359398.82000000
0.018269487871
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
0.04300000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 09/20/2053#MA9170
36179YFK5
791917.60000000
PA
USD
773512.09000000
0.039320300903
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
0.05000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO 2.375% 04/24/2030
134429BJ7
100000.00000000
PA
USD
84860.17000000
0.004313736607
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
0.02375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 12/20/2049#MA6338
36179VBF6
553565.61500000
PA
USD
489522.00000000
0.024884100180
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03000000
N
N
N
N
N
N
CANADIAN NATIONAL RAILWAY CO
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050
136375CZ3
290000.00000000
PA
USD
180512.56000000
0.009176079168
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
0.02450000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL CORP
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS CAP 3.15% 09/30/2051
8426EPAE8
250000.00000000
PA
USD
161934.36000000
0.008231684861
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
0.03150000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 4.125% 03/15/2035
67077MAN8
150000.00000000
PA
USD
134920.01000000
0.006858451806
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
0.04125000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC 4.85% 01/15/2027
47233JAG3
110000.00000000
PA
USD
109243.31000000
0.005553216137
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.04850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2033#ZS8686
3132A9UK1
6782.41100000
PA
USD
6400.41000000
0.000325355027
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.297%/VAR 04/20/2037
61747YES0
330000.00000000
PA
USD
316128.63000000
0.016069914118
Long
DBT
CORP
US
N
2
2037-04-20
Variable
0.05297000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 08/01/2049#
3132DV3M5
92117.20400000
PA
USD
79895.33000000
0.004061356579
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048
29379VBQ5
270000.00000000
PA
USD
225869.95000000
0.011481752533
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
0.04250000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC 2.999% 01/22/2032
65535HBA6
290000.00000000
PA
USD
241192.05000000
0.012260627990
Long
DBT
CORP
JP
N
2
2032-01-22
Fixed
0.02999000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.45% 02/01/2050
20030NCZ2
230000.00000000
PA
USD
165153.33000000
0.008395316265
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.03450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2045#FM5678
3140X9JY2
72975.13300000
PA
USD
69264.71000000
0.003520965314
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC 1.65% 01/15/2031
63111XAD3
290000.00000000
PA
USD
230883.59000000
0.011736613234
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.01650000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 3.95% 08/01/2047
595620AR6
100000.00000000
PA
USD
80168.17000000
0.004075225982
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2044#AV7092
3138XJ3A3
59008.77100000
PA
USD
55606.10000000
0.002826650820
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 03/01/2029#AV7130
3138XJ4Q7
50747.81700000
PA
USD
49130.75000000
0.002497486333
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.25% 04/15/2029
29278NAG8
310000.00000000
PA
USD
308803.84000000
0.015697569651
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05250000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 2% 11/07/2024
822582CC4
1770000.00000000
PA
USD
1730996.69000000
0.087992562227
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
0.02000000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.875% 05/05/2041
191216DQ0
100000.00000000
PA
USD
75012.99000000
0.003813170313
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
0.02875000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.794%/VAR 02/13/2032
6174468U6
260000.00000000
PA
USD
205860.14000000
0.010464584527
Long
DBT
CORP
US
N
2
2032-02-13
Variable
0.01794000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
8892000.00000000
PA
USD
5475874.20000000
0.278357667625
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
PROCTER and GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO 1.2% 10/29/2030
742718FM6
710000.00000000
PA
USD
571626.53000000
0.029057758055
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
0.01200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 6.25% 02/01/2041
38141GGM0
220000.00000000
PA
USD
236822.80000000
0.012038523866
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
0.06250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 1.734%/VAR 07/22/2027
06051GJS9
510000.00000000
PA
USD
467660.48000000
0.023772803336
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 3.766% 06/06/2025
89115A2A9
1440000.00000000
PA
USD
1414192.23000000
0.071888293327
Long
DBT
CORP
CA
N
2
2025-06-06
Fixed
0.03766000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.35% 05/01/2050
369604BY8
170000.00000000
PA
USD
149843.30000000
0.007617054368
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.04350000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 4.55% 03/01/2048
036752AH6
80000.00000000
PA
USD
69990.42000000
0.003557855669
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04550000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 8.1% 07/15/2036
24703TAJ5
310000.00000000
PA
USD
371875.73000000
0.018903732457
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.08100000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 2.05% 01/21/2027
78016EYV3
300000.00000000
PA
USD
277038.44000000
0.014082824254
Long
DBT
CORP
CA
N
2
2027-01-21
Fixed
0.02050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 12/15/2025
91282CGA3
4400000.00000000
PA
USD
4346203.14000000
0.220932571656
Long
DBT
UST
US
N
2
2025-12-15
Fixed
0.04000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.2% 12/01/2031
78574MAA1
100000.00000000
PA
USD
81078.89000000
0.004121521037
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.03200000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC SFRIX+ 4.626/VAR 06/06/2033
693475BE4
220000.00000000
PA
USD
203872.19000000
0.010363530137
Long
DBT
CORP
US
N
2
2033-06-06
Variable
0.04626000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.2% 10/21/2026
172967KY6
80000.00000000
PA
USD
75966.49000000
0.003861640023
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
0.03200000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.95% 01/22/2027
78409VAM6
220000.00000000
PA
USD
208767.93000000
0.010612397572
Long
DBT
CORP
US
N
2
2027-01-22
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 04/01/2035#CA5628
3140QDHE7
211393.92700000
PA
USD
192271.11000000
0.009773807026
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.02500000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.576% 01/25/2049
35137LAK1
56000.00000000
PA
USD
51222.79000000
0.002603831978
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
0.05576000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC 2.4% 04/30/2030
09247XAQ4
200000.00000000
PA
USD
174333.71000000
0.008861986804
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
0.02400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 09/01/2033#ZS8716
3132A9VH7
47088.17400000
PA
USD
45024.13000000
0.002288732603
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2050#BO9354
3140K5MC8
4566.55800000
PA
USD
4096.21000000
0.000208224553
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2052#
31418ECR9
537993.63000000
PA
USD
461065.97000000
0.023437581533
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2044#FM7604
3140XBNW6
242656.83800000
PA
USD
216004.26000000
0.010980245311
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.03000000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2065
880591ES7
210000.00000000
PA
USD
182193.42000000
0.009261523109
Long
DBT
USGSE
US
N
2
2065-09-15
Fixed
0.04250000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020
N/A
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053
46652JAW2
500000.00000000
PA
USD
390751.40000000
0.019863248196
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Fixed
0.02179800
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 3.16% 01/23/2030
698299BK9
800000.00000000
PA
USD
657648.00000000
0.033430527567
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
0.03160000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 3.625% 09/10/2028
29446MAB8
130000.00000000
PA
USD
124435.49000000
0.006325487310
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
0.03625000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2% 09/13/2024
828807DG9
420000.00000000
PA
USD
411261.85000000
0.020905865468
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 04/01/2052#RA7138
3133KN4X8
621643.68200000
PA
USD
493036.11000000
0.025062734573
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 4% 03/01/2048
202795JM3
208000.00000000
PA
USD
167596.31000000
0.008519501407
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 2.5% 11/15/2050
94106LBM0
150000.00000000
PA
USD
92646.01000000
0.004709517844
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
0.02500000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026
62954HAZ1
140000.00000000
PA
USD
135417.80000000
0.006883756197
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
0.03875000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC 3.75% 06/15/2028
12572QAJ4
140000.00000000
PA
USD
135196.53000000
0.006872508276
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.03750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
46647PBP0
360000.00000000
PA
USD
312686.29000000
0.015894928043
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 7.625% 03/29/2041
445545AF3
110000.00000000
PA
USD
125787.20000000
0.006394199415
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
0.07625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 04/30/2030
91282CGZ8
7080000.00000000
PA
USD
6782418.75000000
0.344773856219
Long
DBT
UST
US
N
2
2030-04-30
Fixed
0.03500000
N
N
N
N
N
N
QUEBEC PROVINCE CDA
549300WN65YFEQH74Y36
QUEBEC PROVINCE CDA 1.9% 04/21/2031
748149AR2
600000.00000000
PA
USD
503124.00000000
0.025575536992
Long
DBT
NUSS
CA
N
2
2031-04-21
Fixed
0.01900000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.375% 05/15/2055
68389XBG9
200000.00000000
PA
USD
157006.30000000
0.007981174489
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
0.04375000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP 4.125% 03/15/2028
431282AQ5
140000.00000000
PA
USD
129551.18000000
0.006585535566
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 08/15/2048
912810SD1
188000.00000000
PA
USD
145883.59000000
0.007415768583
Long
DBT
UST
US
N
2
2048-08-15
Fixed
0.03000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALTY LP
549300028US163ELJN70
REXFORD INDUSTRIAL REALTY LP 5% 06/15/2028
76169XAC8
100000.00000000
PA
USD
98990.55000000
0.005032032805
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 3.75% 07/21/2026
21684AAF3
250000.00000000
PA
USD
239626.77000000
0.012181059381
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
0.03750000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 4% 05/10/2028
037833ET3
500000.00000000
PA
USD
489185.15000000
0.024866976927
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
0.04000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 0.35% 10/16/2025
36261LAC5
49070.05000000
PA
USD
48594.52000000
0.002470227903
Long
ABS-CBDO
CORP
US
N
2
2025-10-16
Fixed
0.00350000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.5% 02/15/2036
912810FT0
223000.00000000
PA
USD
230770.16000000
0.011730847194
Long
DBT
UST
US
N
2
2036-02-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 03/01/2037#CB3208
3140QNR61
335560.85000000
PA
USD
304366.91000000
0.015472025118
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.02500000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 4.875% 06/19/2049
92857WBS8
280000.00000000
PA
USD
242438.84000000
0.012324006647
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
0.04875000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER CO
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033
845437BU5
190000.00000000
PA
USD
187447.18000000
0.009528589942
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.05300000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031
3137F9Z79
450000.00000000
PA
USD
374445.77000000
0.019034376499
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
0.01846000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2051#SD8156
3132DWBZ5
1795740.02600000
PA
USD
1481716.45000000
0.075320783502
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054
92343VCM4
214000.00000000
PA
USD
198666.94000000
0.010098929236
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
0.05012000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 06/30/2030
91282CHJ3
6970000.00000000
PA
USD
6764984.00000000
0.343887587439
Long
DBT
UST
US
N
2
2030-06-30
Fixed
0.03750000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.75% 03/15/2045
00287YDB2
420000.00000000
PA
USD
389329.82000000
0.019790984356
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2032#BH5772
3140GUMW4
28535.73500000
PA
USD
26569.68000000
0.001350628937
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 01/20/2052#MA7826
36179WVT2
2257624.21700000
PA
USD
1837038.08000000
0.093383013672
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
0.02000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 4.875% 09/01/2029
438516CQ7
120000.00000000
PA
USD
120068.27000000
0.006103486379
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.04875000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
HEALTHPEAK OP LLC 2.875% 01/15/2031
42250PAB9
430000.00000000
PA
USD
365968.44000000
0.018603444429
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02875000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.85% 11/05/2027
025816DB2
420000.00000000
PA
USD
431215.31000000
0.021920169008
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
0.05850000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.95% 11/21/2026
00287YBV0
100000.00000000
PA
USD
94816.18000000
0.004819835108
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2020-C55
N/A
WELLS FARGO COML MTG TR 2020-C55 2.725% 02/15/2053
95002EBB2
135000.00000000
PA
USD
118156.59000000
0.006006309057
Long
ABS-MBS
MUN
US
N
2
2053-02-15
Fixed
0.02725000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 3.4% 01/15/2038
478160CL6
238000.00000000
PA
USD
202004.91000000
0.010268609822
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.03400000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 3.2% 02/15/2052
29379VCA9
290000.00000000
PA
USD
198279.16000000
0.010079217034
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
0.03200000
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029
12592BAR5
120000.00000000
PA
USD
121636.65000000
0.006183212571
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2040#190405
31368HNW9
6115.98100000
PA
USD
5823.25000000
0.000296015983
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 4.15% 04/15/2032
94106LBS7
220000.00000000
PA
USD
207289.53000000
0.010537245376
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04150000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS GROUP SA 2.5% 02/04/2032
902133AY3
110000.00000000
PA
USD
93066.82000000
0.004730909075
Long
DBT
CORP
LU
N
2
2032-02-04
Fixed
0.02500000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 3.125% 06/01/2024
824348AV8
160000.00000000
PA
USD
158903.60000000
0.008077620825
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.03125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2048#CA1565
3140Q8W35
194466.96200000
PA
USD
187223.61000000
0.009517225104
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2049#FM5663
3140X9JH9
112008.39800000
PA
USD
101871.72000000
0.005178492664
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 4.939%/VAR 2/1/2034
91159HJL5
490000.00000000
PA
USD
461141.39000000
0.023441415393
Long
DBT
CORP
US
N
2
2034-02-01
Variable
0.04839000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2045#G61180
31335BJZ0
60753.84600000
PA
USD
57813.15000000
0.002938842822
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 10/20/2047#MA4776
36179TJV8
25025.36000000
PA
USD
21422.43000000
0.001088976377
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
0.02500000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 2.25% 05/28/2031
04636NAB9
170000.00000000
PA
USD
142613.07000000
0.007249516714
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
0.02250000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR INC 3% 08/15/2031
90265EAR1
100000.00000000
PA
USD
85803.05000000
0.004361666466
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.03000000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.611/VAR 04/25/2053
95000U2Z5
220000.00000000
PA
USD
191796.68000000
0.009749690104
Long
DBT
CORP
US
N
2
2053-04-25
Variable
0.04611000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE CO
YG6VT0TPHRH4TFVAQV64
ARIZONA PUBLIC SERVICE CO 2.6% 08/15/2029
040555CZ5
160000.00000000
PA
USD
141052.11000000
0.007170167706
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.02600000
N
N
N
N
N
N
MANUFACTURERS and TRADERS TRUST COMPANY
WWB2V0FCW3A0EE3ZJN75
MANUFACTURERS and TRADERS TR CO 2.9% 02/06/2025
55279HAK6
360000.00000000
PA
USD
349854.49000000
0.017784316492
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
0.02900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 01/31/2026
9128286A3
420000.00000000
PA
USD
404561.72000000
0.020565274634
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2049#FM3160
3140X6QN4
199981.00500000
PA
USD
192407.28000000
0.009780729019
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 4.35% 04/20/2028
054561AJ4
180000.00000000
PA
USD
173319.61000000
0.008810436586
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
0.04350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/46#MA3663
36179SB89
128074.37900000
PA
USD
117860.97000000
0.005991281668
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2041#AL0935
3138EHBD3
10603.98200000
PA
USD
10084.29000000
0.000512619417
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
EBAY INC 3.6% 06/05/2027
278642AU7
190000.00000000
PA
USD
181662.10000000
0.009234514272
Long
DBT
CORP
US
N
2
2027-06-05
Fixed
0.03600000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 5% 07/15/2032
65339KCJ7
80000.00000000
PA
USD
77917.06000000
0.003960794258
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2052#BV5370
3140MJ6G5
474999.50300000
PA
USD
390599.74000000
0.019855538792
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031
10112RBD5
227000.00000000
PA
USD
191268.70000000
0.009722851051
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03250000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.55% 08/20/2060
037833EA4
110000.00000000
PA
USD
67614.54000000
0.003437081453
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
0.02550000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.5% 04/15/2050
87264AAZ8
480000.00000000
PA
USD
406181.40000000
0.020647608583
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2041#G06229
3128M8HE7
75892.28800000
PA
USD
72296.41000000
0.003675077134
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.25% 05/15/2051
91324PEF5
100000.00000000
PA
USD
70128.97000000
0.003564898646
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 06/01/2049#BN6701
3140JPNT8
22889.38000000
PA
USD
22950.46000000
0.001166651439
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.05500000
N
N
N
N
N
N
TIME WARNER CABLE ENTERPRISES LLC
N/A
TIME WARNER CABLE ENTERPRISES LLC 8.375% 07/15/2033
88731EAJ9
100000.00000000
PA
USD
110978.85000000
0.005641439652
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.08375000
N
N
N
N
N
N
KAISER FNDTN HOSPS
DW4Z57L3G4IRMHYZYK62
KAISER FNDTN HOSPS 2.81% 06/01/2041
48305QAF0
290000.00000000
PA
USD
211814.72000000
0.010767276470
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
0.02810000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C52
N/A
WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052
95002MAX7
200000.00000000
PA
USD
176870.32000000
0.008990931484
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.02892000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.3% 12/05/2043
126650CD0
310000.00000000
PA
USD
288512.80000000
0.014666105749
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
0.05300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2035#SB8032
3132D54R0
132880.83700000
PA
USD
124233.88000000
0.006315238775
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.03000000
N
N
N
N
N
N
CDW LLC / CDW FIN CORP
N/A
CDW LLC / CDW FIN CORP 2.67% 12/01/2026
12513GBG3
430000.00000000
PA
USD
398261.70000000
0.020245022779
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.02670000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 7.8% 03/15/2028
105340AR4
100000.00000000
PA
USD
99057.54000000
0.005035438139
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.07800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2052#MA4564
31418ECA6
262382.96000000
PA
USD
225110.83000000
0.011443163832
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 06/49#MA5987
36179UUL4
25617.33500000
PA
USD
24735.25000000
0.001257378501
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 04/01/2035#SB8041
3132D55A6
20391.20900000
PA
USD
19013.31000000
0.000966512456
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.03000000
N
N
N
N
N
N
GS MTG SECS TR 2014-GC26
N/A
GSMS 2014-GC26 A4 3.364% 11/10/2047
36250HAD5
177986.68000000
PA
USD
175781.87000000
0.008935601797
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
0.03364000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 6% 10/01/2028#ZS8908
3132A93R6
2013.62500000
PA
USD
2024.86000000
0.000102930652
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
0.06000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
NORTHERN TRUST CORP 1.95% 05/01/2030
665859AV6
150000.00000000
PA
USD
126717.75000000
0.006441502497
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.01950000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.65% 06/01/2044
00206RJK9
110000.00000000
PA
USD
94271.35000000
0.004792139510
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.04650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2049#ZN3949
3131YAL65
73533.10700000
PA
USD
66166.06000000
0.003363450193
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/2049#MA5816
36179UN99
252022.34000000
PA
USD
230428.21000000
0.011713464690
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
0.03500000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.125% 11/07/2049
822582CE0
100000.00000000
PA
USD
69260.36000000
0.003520744188
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
0.03125000
N
N
N
N
N
N
OESTERREICHISCHE KONTROLLBANK
5299000OVRLMF858L016
OESTERREICHISCHE KONTROLLBANK 0.375% 09/17/2025
676167CB3
100000.00000000
PA
USD
93320.28000000
0.004743793325
Long
DBT
CORP
AT
N
2
2025-09-17
Fixed
0.00375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 12/20/2048#MA5652
36179UH54
18166.61600000
PA
USD
17552.44000000
0.000892251370
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2052#CB4371
3140QP2D8
941712.09900000
PA
USD
838683.52000000
0.042633190605
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.03500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
MAGELLAN MIDSTREAM PARTNRS MLP 5% 03/01/2026
559080AK2
147000.00000000
PA
USD
145876.47000000
0.007415406648
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
LEAR CORP 3.8% 09/15/2027
521865AY1
240000.00000000
PA
USD
229755.82000000
0.011679284775
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.03800000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 02/20/2050#MA6476
36179VFR6
122407.12900000
PA
USD
115269.91000000
0.005859569106
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
0.04000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.25% 08/22/2057
023135BM7
100000.00000000
PA
USD
86073.17000000
0.004375397602
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 05/01/2038#
3140N2ZV6
265004.00000000
PA
USD
255477.27000000
0.012986795242
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
0.04000000
N
N
N
N
N
N
MID AMERICA APTS LP
549300FXWGE3QSYCUJ38
MID AMERICA APTS LP 5% 03/15/2034
59523UAV9
50000.00000000
PA
USD
48655.39000000
0.002473322136
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.1% 01/14/2042
404280AM1
240000.00000000
PA
USD
263073.66000000
0.013372946078
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
0.06100000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 5% 04/15/2030
11135FBD2
292000.00000000
PA
USD
291556.08000000
0.014820806221
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 5.85% 09/01/2043
92553PAU6
239000.00000000
PA
USD
193307.29000000
0.009826479647
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
0.05850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 11/01/2034#SB8016
3132D53Z3
56946.81600000
PA
USD
53294.50000000
0.002709144179
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 03/01/2053#FS3904
3140XKKS8
64352.60600000
PA
USD
62463.43000000
0.003175232675
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2032#MA3188
31418CRJ5
130407.96400000
PA
USD
123185.25000000
0.006261933277
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2348
3140QMTE4
1221248.12300000
PA
USD
972790.57000000
0.049450316837
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 10/01/2034#MA3798
31418DGG1
98266.44700000
PA
USD
91964.08000000
0.004674852978
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.03000000
N
N
N
N
N
N
JAPAN INTERNATIONAL COOPERATION AGENCY
254900XEIG78M2AJB031
JAPAN INTERNATL CO OPEA AGENCY 1.75% 04/28/2031
47109LAE4
200000.00000000
PA
USD
162838.00000000
0.008277620015
Long
DBT
CORP
JP
N
2
2031-04-28
Fixed
0.01750000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 2.65% 08/15/2052
210518DN3
115000.00000000
PA
USD
71278.13000000
0.003623314432
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2050#MA3938
31418DLU4
5813.35500000
PA
USD
5415.00000000
0.000275263221
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.04000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 1.9% 02/21/2025
031162CV0
100000.00000000
PA
USD
96593.00000000
0.004910157028
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
0.01900000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO 5.25% 05/04/2025
844741BJ6
130000.00000000
PA
USD
129642.54000000
0.006590179712
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
0.05250000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028
25470DAR0
570000.00000000
PA
USD
533645.20000000
0.027127035389
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
0.03950000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.946%/VAR 01/23/2049
06051GHA0
110000.00000000
PA
USD
89110.74000000
0.004529807815
Long
DBT
CORP
US
N
2
2049-01-23
Variable
0.03946000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2041#G07479
3128M9UC4
12917.33800000
PA
USD
12288.88000000
0.000624686369
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 5.7% 04/01/2028
26884LAQ2
154000.00000000
PA
USD
155099.77000000
0.007884258960
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.05700000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
TELEFONICA EUROPE BV 8.25% 09/15/2030
879385AD4
508000.00000000
PA
USD
577516.72000000
0.029357176831
Long
DBT
CORP
NL
N
2
2030-09-15
Fixed
0.08250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 06/01/2052#
31418ED49
1843899.56000000
PA
USD
1450327.31000000
0.073725164706
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.02000000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.995% 05/11/2027
166764BX7
70000.00000000
PA
USD
64395.15000000
0.003273428699
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
0.01995000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 12/20/2051#MA7766
36179WTX6
384218.73000000
PA
USD
312760.42000000
0.015898696328
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2042#AJ7547
3138E0L56
65889.39900000
PA
USD
62557.05000000
0.003179991704
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04000000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3% 03/15/2052
010392FW3
170000.00000000
PA
USD
113267.31000000
0.005757770006
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.03000000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 3.7% 04/15/2050
88579YBP5
96000.00000000
PA
USD
70865.88000000
0.003602358335
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.03700000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027
09261HAK3
140000.00000000
PA
USD
128038.98000000
0.006508665198
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03250000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
VOYA FINANCIAL INC 3.65% 06/15/2026
929089AB6
170000.00000000
PA
USD
163141.30000000
0.008293037805
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 03/01/2051#BR7527
3140L6LH5
324193.89000000
PA
USD
268312.14000000
0.013639236176
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 8/39 #AC1578
31417KXG7
17092.94000000
PA
USD
16294.52000000
0.000828306936
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.04000000
N
N
N
N
N
N
ALBEMARL CORP
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP US 5.05% 06/01/2032
012653AE1
130000.00000000
PA
USD
123450.66000000
0.006275424987
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
0.05050000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 3.65% 03/01/2052
23338VAR7
190000.00000000
PA
USD
142709.89000000
0.007254438410
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
0.03650000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 3.25% 07/01/2026
842587CV7
765000.00000000
PA
USD
731561.66000000
0.037187815125
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 01/01/2053#SD8288
3132DWF57
37711.96000000
PA
USD
36629.02000000
0.001861980060
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 12/01/2052#MA4842
31418ELY4
273171.36000000
PA
USD
270485.65000000
0.013749723224
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2050#FS3237
3140XJS38
181687.02100000
PA
USD
170074.69000000
0.008645486054
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/44#MA1919
36179QDY4
4615.58600000
PA
USD
4256.17000000
0.000216355875
Long
ABS-MBS
USGA
US
N
2
2044-05-20
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 11/15/2046
912810RU4
359000.00000000
PA
USD
274663.05000000
0.013962074947
Long
DBT
UST
US
N
2
2046-11-15
Fixed
0.02875000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051
12189LBF7
30000.00000000
PA
USD
20486.68000000
0.001041408961
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03050000
N
N
N
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
KELLANOVA 7.45% 04/01/2031
487836AT5
110000.00000000
PA
USD
123142.67000000
0.006259768788
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.07450000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
NORTHERN TRUST CORP 6.125% 11/02/2032
665859AX2
100000.00000000
PA
USD
105284.45000000
0.005351973560
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
0.06125000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5.65% 03/15/2033
03027XBZ2
370000.00000000
PA
USD
372400.92000000
0.018930429686
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05650000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.875% 08/15/2059
91324PDV1
170000.00000000
PA
USD
130805.74000000
0.006649309200
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
0.03875000
N
N
N
N
N
N
AMERICAN WATER CAP CORP
5IDHQUFVC8Q2KIBBFF06
AMER WATER CAP CORP 4.3% 12/01/2042
03040WAJ4
100000.00000000
PA
USD
86751.16000000
0.004409862184
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
0.04300000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAP INTL 3.75% 04/10/2024
89153VAL3
465000.00000000
PA
USD
463878.29000000
0.023580541508
Long
DBT
CORP
FR
N
2
2024-04-10
Fixed
0.03750000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO 7% 04/01/2038
037735CM7
100000.00000000
PA
USD
112047.20000000
0.005695747586
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2049#MA3804
31418DGN6
216274.06200000
PA
USD
201504.94000000
0.010243194614
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.04000000
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP
4NYF266XZC35SCTGX023
NATIONAL RURAL UTL COOP FIN 5.8% 01/15/2033
637432PA7
110000.00000000
PA
USD
113768.03000000
0.005783223340
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.05800000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 3% 03/01/2032
23338VAQ9
180000.00000000
PA
USD
155408.82000000
0.007899969043
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.03000000
N
N
N
N
N
N
OGLETHORPE PWR CORP
3EERXCUSWMS9GV5D9M98
OGLETHORPE PWR CORP 5.05% 10/01/2048
677050AN6
50000.00000000
PA
USD
44137.11000000
0.002243642301
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
0.05050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4280
3133GAXH4
269823.47000000
PA
USD
239300.07000000
0.012164452088
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.02000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 3.8% 10/01/2060
50249AAK9
100000.00000000
PA
USD
67677.14000000
0.003440263628
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
0.03800000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
161175BL7
100000.00000000
PA
USD
78969.09000000
0.004014272589
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.05375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2049#ZT2086
3132AEJ72
595281.07000000
PA
USD
535455.74000000
0.027219071413
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.125% 11/17/2027
718172CV9
170000.00000000
PA
USD
170287.55000000
0.008656306465
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
0.05125000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 2.75% 09/01/2051
202795JU5
200000.00000000
PA
USD
123439.50000000
0.006274857686
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2041#AI9851
3138AP5M6
32269.12300000
PA
USD
31438.00000000
0.001598102519
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 07/01/2048#BK0916
3140HEAS1
13499.56100000
PA
USD
13318.62000000
0.000677031623
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2050#CA5659
3140QDJD7
35980.80400000
PA
USD
29655.06000000
0.001507469498
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.02500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.45% 11/16/2038
913017CW7
360000.00000000
PA
USD
320899.93000000
0.016312455836
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
0.04450000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.5% 10/15/2040
46625HHV5
430000.00000000
PA
USD
439673.39000000
0.022350122535
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
0.05500000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 5.625% 05/15/2033
50249AAL7
160000.00000000
PA
USD
162467.22000000
0.008258771982
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
0.05625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 07/01/2053#BY4760
3140NMJE8
390114.90400000
PA
USD
386035.63000000
0.019623529259
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 11/30/2026
912828YU8
454000.00000000
PA
USD
421085.00000000
0.021405210235
Long
DBT
UST
US
N
2
2026-11-30
Fixed
0.01625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 02/01/2051#SD8127
3132DWA45
289446.04800000
PA
USD
217258.15000000
0.011043984886
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2028
9128283W8
629000.00000000
PA
USD
593029.06000000
0.030145722846
Long
DBT
UST
US
N
2
2028-02-15
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#BN2000
3140JJGJ2
25740.18700000
PA
USD
24717.09000000
0.001256455366
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 3.8% 02/01/2038
816851BH1
270000.00000000
PA
USD
221545.18000000
0.011261909482
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
0.03800000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 3.625% 10/30/2042
168863BP2
394000.00000000
PA
USD
305629.74000000
0.015536219145
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
0.03625000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 4.95% 07/14/2028
24422EXB0
450000.00000000
PA
USD
452521.53000000
0.023003238029
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 06/01/2052#FS4421
3140XK4F4
261539.14400000
PA
USD
224386.88000000
0.011406362944
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC 4.35% 04/01/2047
038222AM7
90000.00000000
PA
USD
80008.60000000
0.004067114486
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
0.04350000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 5% 03/15/2044
775109BB6
210000.00000000
PA
USD
189960.50000000
0.009656350710
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
0.05000000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 9.5% 02/02/2030
718286AY3
70000.00000000
PA
USD
85670.20000000
0.004354913240
Long
DBT
NUSS
PH
N
2
2030-02-02
Fixed
0.09500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.25% 10/26/2049
110122CR7
100000.00000000
PA
USD
83895.21000000
0.004264684345
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
0.04250000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.65% 09/15/2059
00206RLV2
419000.00000000
PA
USD
283413.55000000
0.014406893195
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
0.03650000
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 2.95% 06/01/2041
94106LBR9
130000.00000000
PA
USD
96222.78000000
0.004891337462
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
0.02950000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.95% 02/14/2049
02209SBF9
240000.00000000
PA
USD
239084.19000000
0.012153478159
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
0.05950000
N
N
N
N
N
N
DEVON ENERGY CORP NEW
54930042348RKR3ZPN35
DEVON ENERGY CORP NEW 5% 06/15/2045
25179MAU7
315000.00000000
PA
USD
272608.78000000
0.013857649281
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
0.05000000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
GLOBE LIFE INC 2.15% 08/15/2030
37959EAA0
100000.00000000
PA
USD
82539.30000000
0.004195758740
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.02150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 01/31/2025
912828Z52
975000.00000000
PA
USD
942779.29000000
0.047924739441
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 05/31/2028
91282CCE9
2807000.00000000
PA
USD
2476190.67000000
0.125873355435
Long
DBT
UST
US
N
2
2028-05-31
Fixed
0.01250000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 2.65% 01/13/2031
254687FX9
200000.00000000
PA
USD
173951.21000000
0.008842543003
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
0.02650000
N
N
N
N
N
N
COUNCIL OF EUROPE DEVELOPMENT BANK
549300UYNXMI821WYG82
COUNCIL EUROPE DEV BK 1.375% 02/27/2025
222213AU4
2279000.00000000
PA
USD
2196050.30000000
0.111632849325
Long
DBT
CORP
FR
N
2
2025-02-27
Fixed
0.01375000
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAPITAL LLC 4.55% 04/10/2028
12592BAQ7
180000.00000000
PA
USD
176242.98000000
0.008959041617
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
0.04550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 09/01/2052#QF0922
3133BNAX1
823934.66600000
PA
USD
800789.52000000
0.040706907226
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.05000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
ARCH CAPITAL GROUP LTD 3.635% 06/30/2050
03939AAA5
187000.00000000
PA
USD
137687.45000000
0.006999130375
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
0.03635000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC 1.2% 03/01/2026
37940XAE2
350000.00000000
PA
USD
322179.60000000
0.016377505898
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01200000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 03/01/2054 #TBA
01F030637
-300000.00000000
PA
USD
-256664.07000000
-0.01304712440
Short
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.03000000
N
N
N
N
N
N
LAUDER ESTEE COS INC
549300VFZ8XJ9NUPU221
LAUDER ESTEE COS INC 3.15% 03/15/2027
29736RAJ9
260000.00000000
PA
USD
247860.89000000
0.012599628244
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03150000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-A
N/A
FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028
344928AD8
339000.00000000
PA
USD
335899.17000000
0.017074919200
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
0.04650000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 2.85% 10/15/2050
084664CV1
180000.00000000
PA
USD
118889.12000000
0.006043546097
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
0.02850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 09/01/2050#
3132DV7C3
1092822.72800000
PA
USD
907183.40000000
0.046115276960
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02500000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE GAS INC 2% 05/15/2030
68235PAH1
260000.00000000
PA
USD
216573.80000000
0.011009197003
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2042#BM4320
3140J8YS6
281465.72300000
PA
USD
267532.80000000
0.013599619622
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2049#ZT1953
3132AEE28
25952.42600000
PA
USD
24904.67000000
0.001265990707
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/2050#MA6657
36179VME7
140643.87500000
PA
USD
128329.32000000
0.006523424187
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
0.03500000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 4% 11/15/2047
867224AB3
234000.00000000
PA
USD
178418.20000000
0.009069615590
Long
DBT
CORP
CA
N
2
2047-11-15
Fixed
0.04000000
N
N
N
N
N
N
PRUDENTIAL FUNDING ASIA PLC
2549005TNASWKLR0XC37
PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030
744330AA9
100000.00000000
PA
USD
89127.44000000
0.004530656734
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
0.03125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2050#SD8111
3132DWAL7
101421.43700000
PA
USD
97081.20000000
0.004934973926
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.04500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.33% 03/15/2050
06051GHS1
200000.00000000
PA
USD
170154.43000000
0.008649539514
Long
DBT
CORP
US
N
2
2050-03-15
Variable
0.04330000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% #MA2642
31418B5C6
53090.51210000
PA
USD
48236.09000000
0.002452007664
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034
14040HCY9
70000.00000000
PA
USD
69213.56000000
0.003518365182
Long
DBT
CORP
US
N
2
2034-02-01
Variable
0.05817000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2042#Z40054
3132FCBX2
13139.41100000
PA
USD
12516.85000000
0.000636274874
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.04000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.757% 09/13/2026
606822AJ3
1050000.00000000
PA
USD
990347.64000000
0.050342803567
Long
DBT
CORP
JP
N
2
2026-09-13
Fixed
0.02757000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 4.4% 04/05/2052
21871XAM1
190000.00000000
PA
USD
152497.61000000
0.007751982147
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
0.04400000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.5% 09/15/2037
404280AH2
140000.00000000
PA
USD
147433.06000000
0.007494533514
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
0.06500000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS INC
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS INC 4.25% 12/15/2047
573284AU0
120000.00000000
PA
USD
99641.75000000
0.005065135559
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 09/01/2051#RA5767
3133KMMQ5
1564373.45600000
PA
USD
1285431.75000000
0.065342951783
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 4.75% 08/01/2043
406216BE0
50000.00000000
PA
USD
45206.92000000
0.002298024452
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 03/01/2035#MA3957
31418DMF6
4404.60200000
PA
USD
4195.01000000
0.000213246900
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.03500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 5.875% 09/15/2033
595112CB7
100000.00000000
PA
USD
101956.72000000
0.005182813509
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
0.05875000
N
N
N
N
N
N
MCCORMICK and CO INC
549300JQQA6MQ4OJP259
MCCORMICK and CO INC 3.15% 08/15/2024
579780AM9
100000.00000000
PA
USD
98872.13000000
0.005026013106
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03150000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 3.75% 02/18/2026
17401QAU5
250000.00000000
PA
USD
239490.71000000
0.012174142980
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2049#BN8917
3140JR4B4
19810.85800000
PA
USD
18998.67000000
0.000965768254
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.04500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
00774MAM7
150000.00000000
PA
USD
147961.23000000
0.007521382226
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
0.02875000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 4.1% 04/15/2033
931142FD0
300000.00000000
PA
USD
285858.23000000
0.014531164754
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.04100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 08/01/2048#ZM7652
3131Y2QD3
21602.03600000
PA
USD
20160.61000000
0.001024833692
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04000000
N
N
N
N
N
N
LYONDELLBASELL INDS NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDS NV 4.625% 02/26/2055
552081AM3
90000.00000000
PA
USD
73853.12000000
0.003754210100
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/31/2028
91282CGH8
5420000.00000000
PA
USD
5257188.29000000
0.267241104748
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 01/20/2053#MA8566
36179XQT6
154339.43800000
PA
USD
139559.66000000
0.007094301299
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 10/20/2048#MA5528
36179UD90
83239.49900000
PA
USD
78464.07000000
0.003988600672
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
0.04000000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 3.55% 03/10/2051
715638DT6
250000.00000000
PA
USD
179480.00000000
0.009123590564
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
0.03550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2043#AV0681
3138XBXK5
35176.36000000
PA
USD
33245.78000000
0.001689998243
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
0.04000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 3% 02/24/2050
10373QBG4
130000.00000000
PA
USD
86733.78000000
0.004408978698
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 11/20/2052#MA8425
36179XLE4
1002734.65900000
PA
USD
906711.28000000
0.046091277464
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
0.03500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 4.6% 03/25/2040
458140BL3
110000.00000000
PA
USD
102184.31000000
0.005194382697
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
0.04600000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.95% 06/15/2028
29278NAF0
567000.00000000
PA
USD
558462.45000000
0.028388582235
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 06/15/2026
91282CHH7
13790000.00000000
PA
USD
13661796.02000000
0.694476450116
Long
DBT
UST
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2053#BX8165
3140NDCB1
298285.19800000
PA
USD
282490.91000000
0.014359992205
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2049#MA3885
31418DJ78
24855.50400000
PA
USD
24452.45000000
0.001243002797
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.05000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.15% 10/15/2028
20030NCT6
150000.00000000
PA
USD
145514.19000000
0.007396990700
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04150000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.041% 03/17/2062
594918CF9
240000.00000000
PA
USD
163560.49000000
0.008314346686
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
0.03041000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC 4.417% 05/25/2025
49271VAH3
86000.00000000
PA
USD
85054.96000000
0.004323638458
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
0.04417000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2053#QH6120
3133CJYR6
399089.07000000
PA
USD
387098.80000000
0.019677573876
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
0.05000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
REGAL REXNORD CORP 6.3% 02/15/2030 144A
758750AE3
290000.00000000
PA
USD
295284.04000000
0.015010311351
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.06300000
N
N
N
N
N
N
UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST
N/A
UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037
90932LAJ6
260000.00000000
PA
USD
263564.03000000
0.013397873285
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
0.05800000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061
161175CC6
120000.00000000
PA
USD
77140.85000000
0.003921336813
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
0.04400000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/20/2049#MA6038
36179UV74
305412.58500000
PA
USD
270173.96000000
0.013733878940
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 07/20/2042#MA0219
36179MG46
50713.61300000
PA
USD
45901.97000000
0.002333356253
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2047#MA3182
31418CRC0
16629.88860000
PA
USD
15020.96000000
0.000763567466
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC 5.4% 03/15/2053
00115AAQ2
100000.00000000
PA
USD
99020.90000000
0.005033575601
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
0.05400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2025
9128283V0
37000.00000000
PA
USD
36142.93000000
0.001837270420
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.02500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.675% 06/01/2060
594918CD4
200000.00000000
PA
USD
126227.59000000
0.006416585965
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
0.02675000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 3.4% 08/01/2051
29250NBE4
190000.00000000
PA
USD
132789.76000000
0.006750163814
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
0.03400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 07/01/2033#ZS8705
3132A9U62
15310.84500000
PA
USD
14639.71000000
0.000744187207
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.03500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 4.25% 04/01/2046
437076BH4
150000.00000000
PA
USD
128113.54000000
0.006512455341
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.04250000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 1.85% 08/01/2031
26884ABN2
240000.00000000
PA
USD
192868.63000000
0.009804181039
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.01850000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026
13607LWT6
210000.00000000
PA
USD
213900.63000000
0.010873310506
Long
DBT
CORP
CA
N
2
2026-10-02
Fixed
0.05926000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH
549300E2IPL06NDXMZ63
NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.9% 06/13/2028
63253QAE4
300000.00000000
PA
USD
299210.53000000
0.015209908448
Long
DBT
CORP
US
N
2
2028-06-13
Fixed
0.04900000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/20/2051#MA7256
36179WBZ0
1198561.65000000
PA
USD
1056057.46000000
0.053683061499
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
0.03000000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 3.6% 09/15/2042
589331AS6
130000.00000000
PA
USD
105531.02000000
0.005364507568
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
0.03600000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 02/20/2051#MA7192
36179V7D6
1075218.41300000
PA
USD
875917.65000000
0.044525930505
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
0.02000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA S.A
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ ARGENTARIA SA 1.125% 09/18/2025
05946KAJ0
200000.00000000
PA
USD
187016.12000000
0.009506677668
Long
DBT
CORP
ES
N
2
2025-09-18
Fixed
0.01125000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 4.164/VAR 08/04/2033
857477BV4
110000.00000000
PA
USD
101661.61000000
0.005167812044
Long
DBT
CORP
US
N
2
2033-08-04
Variable
0.04164000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 04/20/2049#MA5878
36179UQ70
10298.08900000
PA
USD
10168.97000000
0.000516923995
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
0.05000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 4.252%/VAR 03/28/2033
456837BC6
200000.00000000
PA
USD
184110.73000000
0.009358986623
Long
DBT
CORP
NL
N
2
2033-03-28
Variable
0.04252000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.75% 09/12/2046
822582BY7
106000.00000000
PA
USD
83497.65000000
0.004244474992
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
0.03750000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.05% 03/22/2028
49177JAF9
140000.00000000
PA
USD
140891.68000000
0.007162012493
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.05050000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 5.625% 04/01/2034
341081EQ6
140000.00000000
PA
USD
146347.44000000
0.007439347686
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
0.05625000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.375% 08/25/2025
3135G05X7
238000.00000000
PA
USD
222993.87000000
0.011335551417
Long
DBT
USGSE
US
N
2
2025-08-25
Fixed
0.00375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2050#SD8038
3132DV4X0
235901.79600000
PA
USD
211751.51000000
0.010764063286
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2035#CA6563
3140QEJH6
216921.23100000
PA
USD
197637.35000000
0.010046591607
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032
06051GJP5
340000.00000000
PA
USD
284541.64000000
0.014464237920
Long
DBT
CORP
US
N
2
2032-03-11
Variable
0.02651000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025
09261HAT4
350000.00000000
PA
USD
344567.50000000
0.017515560463
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.04700000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 3.2% 11/15/2031
04010LBC6
150000.00000000
PA
USD
122093.30000000
0.006206425673
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.03200000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 2.82% 09/01/2051
75513ECL3
210000.00000000
PA
USD
131313.87000000
0.006675139209
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
0.02820000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 11/15/2048
912810SE9
68000.00000000
PA
USD
56495.78000000
0.002871876339
Long
DBT
UST
US
N
2
2048-11-15
Fixed
0.03375000
N
N
N
N
N
N
BENCHMARK 2020-B19 MTG TR
N/A
BENCHMARK 2020-B19 A5 1.85% 09/15/2053
08162WBC9
350000.00000000
PA
USD
280604.66000000
0.014264107579
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Fixed
0.01850000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025
694308HM2
506000.00000000
PA
USD
490913.84000000
0.024954852232
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 06/01/2033#CA1961
3140Q9FB4
16931.26000000
PA
USD
15977.64000000
0.000812198827
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.03000000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 5.749% 09/01/2025
65339KBS8
310000.00000000
PA
USD
311655.87000000
0.015842548222
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.05749000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 4.3% 03/01/2048
126408HK2
210000.00000000
PA
USD
179924.81000000
0.009146201799
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04300000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 4.45% 04/15/2070
455780CU8
150000.00000000
PA
USD
124743.75000000
0.006341157234
Long
DBT
NUSS
ID
N
2
2070-04-15
Fixed
0.04450000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
700000.00000000
PA
USD
656698.98000000
0.033382285590
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
CHICAGO IL OHARE INTL ARPT REV
N/A
CHICAGO ILL O HARE INTL ARPT BUILD AMERICA BONDS
167593AN2
300000.00000000
PA
USD
332908.56000000
0.016922896127
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
0.06395000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.375% 09/15/2025
548661DH7
210000.00000000
PA
USD
204363.48000000
0.010388504111
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.03375000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AMERICA INC
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES NORTH AMERICA INC 4% 05/17/2025
02343JAA8
200000.00000000
PA
USD
196176.58000000
0.009972335604
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
0.04000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH CAROLINA INC
3QRVFYR22IUIEOORTK28
DOMINION ENERGY SOUTH CAROLINA INC 5.1% 06/01/2065
837004CJ7
60000.00000000
PA
USD
55519.39000000
0.002822243050
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
0.05100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2052#CB4276
3140QPXE2
1738315.54600000
PA
USD
1601002.52000000
0.081384507943
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 02/01/2049#G08864
3128MJ6A3
59055.00800000
PA
USD
58265.92000000
0.002961858691
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC 4.5% 09/15/2028
970648AG6
504000.00000000
PA
USD
486492.64000000
0.024730107310
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2053#MA5105
31418EU73
1422835.32300000
PA
USD
1346606.49000000
0.068452675878
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.04500000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC 4.3% 05/20/2045
745332CG9
130000.00000000
PA
USD
106948.48000000
0.005436561973
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
0.04300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#AL9603
3138ERU57
14357.14540000
PA
USD
13026.43000000
0.000662178592
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036
209111EM1
300000.00000000
PA
USD
318877.98000000
0.016209673109
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
0.06200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 01/20/2051#MA7136
36179V4V9
902884.79700000
PA
USD
766264.69000000
0.038951890438
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
0.02500000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
TRAVELERS COS INC 3.05% 06/08/2051
89417EAR0
100000.00000000
PA
USD
68319.70000000
0.003472927180
Long
DBT
CORP
US
N
2
2051-06-08
Fixed
0.03050000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 5% 12/15/2033
760759BH2
140000.00000000
PA
USD
137741.88000000
0.007001897240
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 12/15/2026
91282CJP7
10500000.00000000
PA
USD
10478671.88000000
0.532667215825
Long
DBT
UST
US
N
2
2026-12-15
Fixed
0.04375000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027
404280CM9
240000.00000000
PA
USD
219729.15000000
0.011169594382
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.272% 01/15/2036
92343VCV4
106000.00000000
PA
USD
96271.22000000
0.004893799835
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.04272000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 3.6% 01/13/2051
254687FZ4
300000.00000000
PA
USD
227871.12000000
0.011583478941
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
0.03600000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 5.405%/VAR 08/10/2033
961214FG3
100000.00000000
PA
USD
98033.30000000
0.004983372470
Long
DBT
CORP
AU
N
2
2033-08-10
Variable
0.05405000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 7.35% 11/27/2028
876030AD9
170000.00000000
PA
USD
177820.40000000
0.009039227343
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
0.07350000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES 4.75% 11/30/2036
002824BG4
170000.00000000
PA
USD
166663.28000000
0.008472072258
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 08/01/2053#QG9525
3133CASN1
526090.83500000
PA
USD
520589.71000000
0.026463379576
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05500000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES INC
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC 2.25% 04/01/2028
879360AD7
100000.00000000
PA
USD
89602.12000000
0.004554786364
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.02250000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 1.5% 07/15/2028
79466LAH7
140000.00000000
PA
USD
122422.65000000
0.006223167675
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 03/31/2030
91282CGS4
410000.00000000
PA
USD
395650.00000000
0.020112261015
Long
DBT
UST
US
N
2
2030-03-31
Fixed
0.03625000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026
95000U3C5
500000.00000000
PA
USD
493091.55000000
0.025065552781
Long
DBT
CORP
US
N
2
2026-08-15
Variable
0.04540000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 12/01/2052#SD8278
3132DWFT5
584960.08600000
PA
USD
588967.94000000
0.029939282039
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 08/01/2037#FS4794
3140XLKG2
1042824.78300000
PA
USD
919642.57000000
0.046748619760
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/01/2032#BJ2986
3140H4J88
31968.35000000
PA
USD
29765.79000000
0.001513098288
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.02500000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 2.45% 09/01/2060
478160CT9
310000.00000000
PA
USD
182966.72000000
0.009300832629
Long
DBT
CORP
US
N
2
2060-09-01
Fixed
0.02450000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.375% 02/15/2033
718172DB2
480000.00000000
PA
USD
477701.29000000
0.024283212515
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.05375000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 5.05% 04/15/2053
91324PEW8
250000.00000000
PA
USD
237848.63000000
0.012090670361
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
0.05050000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 1.5% 08/15/2024
3130AGWK7
125000.00000000
PA
USD
122826.23000000
0.006243683046
Long
DBT
USGSE
US
N
2
2024-08-15
Fixed
0.01500000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 2.7% 06/14/2024
701094AM6
300000.00000000
PA
USD
297448.27000000
0.015120326664
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.02700000
N
N
N
N
N
N
EASTERN ENERGY GAS HOLDINGS LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024
257375AN5
80000.00000000
PA
USD
78307.10000000
0.003980621343
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
WESTERN UN CO 2.85% 01/10/2025
959802AY5
100000.00000000
PA
USD
97560.39000000
0.004959332815
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.125% 09/30/2024
02005NAV2
510000.00000000
PA
USD
507758.30000000
0.025811114525
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
0.05125000
N
N
N
N
N
N
BAY AREA TOLL AU CA BRIDGE REV
N/A
BAY AREA TA CA 6.263% 4/1/49
072024ND0
55000.00000000
PA
USD
62732.22000000
0.003188896202
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
0.06263000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.2% 01/15/2027
00914AAR3
140000.00000000
PA
USD
128350.06000000
0.006524478473
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 08/20/2046#MA3874
36179SJT5
34084.72730000
PA
USD
31345.31000000
0.001593390765
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
0.03500000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC 4% 05/15/2025
256746AG3
478000.00000000
PA
USD
469444.36000000
0.023863484140
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN WATER CAP CORP
5IDHQUFVC8Q2KIBBFF06
AMER WATER CAP CORP 3.75% 09/01/2047
03040WAR6
213000.00000000
PA
USD
165948.54000000
0.008435739546
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 10/01/2051#SD8171
3132DWCG6
621079.56900000
PA
USD
465017.68000000
0.023638460651
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.01500000
N
N
N
N
N
N
BANK 2023-BNK45
N/A
BANK 2023-BNK45 5.203% 02/15/2056
06541BBK3
1440000.00000000
PA
USD
1440113.04000000
0.073205937954
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
0.05203000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.9% 05/15/2050
91324PDZ2
307000.00000000
PA
USD
203945.14000000
0.010367238439
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2049#MA3851
31418DH54
150294.91600000
PA
USD
143992.34000000
0.007319629789
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.04500000
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 1.5% 03/15/2031
94106LBP3
140000.00000000
PA
USD
111345.74000000
0.005660089942
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 03/20/2051#MA7259
36179WB49
50354.94200000
PA
USD
48263.07000000
0.002453379151
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050
026874DP9
170000.00000000
PA
USD
145979.23000000
0.007420630295
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#MA3564
31418C6A7
109379.15200000
PA
USD
105031.64000000
0.005339122351
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041
883556CM2
280000.00000000
PA
USD
201538.71000000
0.010244911260
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
0.02800000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC 4% 03/18/2029
74949LAC6
240000.00000000
PA
USD
229227.92000000
0.011652449788
Long
DBT
CORP
US
N
2
2029-03-18
Fixed
0.04000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.829%/VAR 05/09/2027
06738ECF0
400000.00000000
PA
USD
401012.28000000
0.020384844295
Long
DBT
CORP
GB
N
2
2027-05-09
Variable
0.05829000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048
026874DL8
40000.00000000
PA
USD
36500.90000000
0.001855467276
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.04750000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY OP LLC 2.8% 10/01/2026
49446RAP4
216000.00000000
PA
USD
202483.01000000
0.010292913302
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 03/01/2037#MA4568
31418ECE8
1423545.93500000
PA
USD
1291212.25000000
0.065636794636
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.02500000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC 3% 09/12/2027
98978VAL7
50000.00000000
PA
USD
46756.74000000
0.002376807175
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
0.03000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC 2.5% 05/15/2031
29444UBS4
210000.00000000
PA
USD
175118.19000000
0.008901864642
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.02500000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040
009158AZ9
40000.00000000
PA
USD
28802.55000000
0.001464133460
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
0.02700000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 5.375% 03/25/2024
445545AL0
24000.00000000
PA
USD
23989.92000000
0.001219490794
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
0.05375000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039
110122CQ9
100000.00000000
PA
USD
87119.56000000
0.004428589233
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2052#MA4785
31418EJ76
609907.78100000
PA
USD
592584.27000000
0.030123112628
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2047#BJ2479
3140H3XH4
68176.01860000
PA
USD
61558.73000000
0.003129243638
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 09/01/2034#QN0507
3133G6R49
5401.76700000
PA
USD
4946.88000000
0.000251467058
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.02500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC DEL
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC DEL 4.5% 02/11/2043
084670BK3
110000.00000000
PA
USD
104025.38000000
0.005287970667
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2052#FS5636
3140XMHN9
5234559.19900000
PA
USD
4130351.97000000
0.209960108440
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
KELLANOVA 2.1% 06/01/2030
487836BX5
160000.00000000
PA
USD
134838.76000000
0.006854321587
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02100000
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD 5.11% 05/19/2043
716973AF9
200000.00000000
PA
USD
192349.86000000
0.009777810161
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
0.05110000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC 5.418% 01/11/2034
636274AF9
60000.00000000
PA
USD
58532.53000000
0.002975411402
Long
DBT
CORP
GB
N
2
2034-01-11
Fixed
0.05418000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP 3.375% 09/15/2049
049560AS4
130000.00000000
PA
USD
93624.78000000
0.004759272116
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03375000
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
PROGRESS ENERGY INC 7.75% 03/01/2031
743263AE5
100000.00000000
PA
USD
113094.61000000
0.005748991067
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.07750000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC 1.532%/VAR 08/21/2026
80281LAM7
250000.00000000
PA
USD
234339.92000000
0.011912310469
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
0.01532000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4% 03/01/2031
16411QAK7
280000.00000000
PA
USD
249718.90000000
0.012694077333
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2050#
3132DV5C5
53092.67700000
PA
USD
44123.52000000
0.002242951475
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.02500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.75% 07/15/2045
91324PCR1
182000.00000000
PA
USD
167471.81000000
0.008513172640
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 04/01/2026#890329
31410LEA6
41505.95100000
PA
USD
40905.63000000
0.002079374971
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.04000000
N
N
N
N
N
N
BUNGE LTD FIN CORP
549300QHC068L40NNM71
BUNGE LTD FIN CORP 2.75% 05/14/2031
120568BC3
110000.00000000
PA
USD
93540.76000000
0.004755001088
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
0.02750000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.125% 09/06/2029
191216CM0
140000.00000000
PA
USD
123183.54000000
0.006261846352
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
0.02125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/15/2025
91282CFK2
4490000.00000000
PA
USD
4403532.43000000
0.223846818198
Long
DBT
UST
US
N
2
2025-09-15
Fixed
0.03500000
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST
N/A
UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST 4.875% 07/15/2027
90932VAA3
108976.00000000
PA
USD
107392.76000000
0.005459146266
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04875000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 4.65% 02/23/2046
037833BX7
201000.00000000
PA
USD
189985.06000000
0.009657599180
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
0.04650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2049#SD8011
3132DV3U7
61067.45900000
PA
USD
54911.14000000
0.002791323594
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027
448979AD6
480000.00000000
PA
USD
475251.50000000
0.024158681197
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.04580000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 4.9% 05/01/2033
21036PBP2
80000.00000000
PA
USD
77585.34000000
0.003943931780
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
0.04900000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 3.5% 04/08/2030
35137LAL9
290000.00000000
PA
USD
261190.79000000
0.013277233269
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
0.03500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.9% 05/01/2049
097023CK9
130000.00000000
PA
USD
95953.14000000
0.004877630726
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
0.03900000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP 2.979% 12/15/2055
670346AU9
110000.00000000
PA
USD
70981.79000000
0.003608250443
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
0.02979000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
264000.00000000
PA
USD
204558.75000000
0.010398430362
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
QUEBEC PROVINCE CDA
549300WN65YFEQH74Y36
QUEBEC PROVINCE CDA 2.75% 04/12/2027
748149AN1
320000.00000000
PA
USD
302569.60000000
0.015380661621
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
0.02750000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 4.6% 05/15/2044
74432QCA1
110000.00000000
PA
USD
97907.02000000
0.004976953219
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
0.04600000
N
N
N
N
N
N
NORTHWESTERN UNIV
OBWWNZE695DUK77DTI34
NORTHWESTERN UNIV 3.868% 12/01/2048
668444AN2
120000.00000000
PA
USD
100601.05000000
0.005113900103
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.03868000
N
N
N
N
N
N
NATIONAL OILWELL VARCO INC
549300EHF3IW1AR6U008
NATIONAL OILWELL VARCO INC 3.6% 12/01/2029
637071AM3
190000.00000000
PA
USD
173501.83000000
0.008819699460
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.03600000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028
084659AM3
450000.00000000
PA
USD
421488.56000000
0.021425724588
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.03250000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 6.5% 02/15/2053
87612GAD3
140000.00000000
PA
USD
146786.53000000
0.007461668153
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 11/01/2036#MA4470
31418D6G2
3224283.37000000
PA
USD
2848457.35000000
0.144796961236
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 03/31/2025
91282CGU9
170000.00000000
PA
USD
167994.53000000
0.008539744310
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.03875000
N
N
N
N
N
N
DALLAS FORT WORTH TX INTL ARPT
N/A
DFW ARPT 3.144% 11/1/2045
2350364X5
20000.00000000
PA
USD
15189.28000000
0.000772123755
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
0.03144000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.45% 03/01/2027
78409VBH6
300000.00000000
PA
USD
279675.84000000
0.014216892439
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02450000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.855%/VAR 02/12/2026
38141GXS8
110000.00000000
PA
USD
104983.35000000
0.005336667603
Long
DBT
CORP
US
N
2
2026-02-12
Variable
0.00855000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 4.5% 01/30/2043
4651387N9
200000.00000000
PA
USD
171750.00000000
0.008730647868
Long
DBT
NUSS
IL
N
2
2043-01-30
Fixed
0.04500000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030
459058JG9
1433000.00000000
PA
USD
1138605.80000000
0.057879279774
Long
DBT
CORP
US
N
2
2030-08-26
Fixed
0.00750000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.75% 07/02/2024
3135G0V75
930000.00000000
PA
USD
918722.36000000
0.046701842296
Long
DBT
USGSE
US
N
2
2024-07-02
Fixed
0.01750000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 6.625% 09/01/2053
682680BN2
130000.00000000
PA
USD
139701.61000000
0.007101517109
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
0.06625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 05/51#MA7368
36179WFH6
1961108.96200000
PA
USD
1723651.02000000
0.087619156358
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
0.03000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA WTR 2.823% 8/1/2041
576051ZT6
300000.00000000
PA
USD
233678.04000000
0.011878664814
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
0.02823000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 03/31/2028
91282CBS9
4619000.00000000
PA
USD
4092686.61000000
0.208045447625
Long
DBT
UST
US
N
2
2028-03-31
Fixed
0.01250000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 5.25% 06/15/2053
74340XCF6
100000.00000000
PA
USD
96911.13000000
0.004926328678
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
0.05250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2052#CB4209
3140QPVB0
298034.36600000
PA
USD
265264.77000000
0.013484327795
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.03500000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST 2.8% 05/15/2030
133131AZ5
170000.00000000
PA
USD
149421.31000000
0.007595603154
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02800000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
LINDE INC/CT 2% 08/10/2050
74005PBS2
100000.00000000
PA
USD
56027.57000000
0.002848075601
Long
DBT
CORP
US
N
2
2050-08-10
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 02/20/2046#MA3453
36179RZS1
277345.25100000
PA
USD
248378.51000000
0.012625940663
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
0.03000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 2.125% 10/15/2050
74340XBQ3
100000.00000000
PA
USD
54894.91000000
0.002790498567
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
0.02125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2052#SD8227
3132DWD83
26190.59500000
PA
USD
24121.75000000
0.001226192170
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.04000000
N
N
N
N
N
N
HARTFORD FINL SVCS GROUP INC
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GROUP INC 4.4% 03/15/2048
416515BD5
30000.00000000
PA
USD
25807.75000000
0.001311897394
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04400000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 4.8% 03/03/2033
009158BF2
120000.00000000
PA
USD
118312.11000000
0.006014214678
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
0.04800000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040
035240AS9
180000.00000000
PA
USD
161177.56000000
0.008193214094
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
0.04350000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.3% 01/19/2034
00774MBH7
200000.00000000
PA
USD
192928.10000000
0.009807204105
Long
DBT
CORP
IE
N
2
2034-01-19
Fixed
0.05300000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 5.375% 07/15/2033
59156RCE6
210000.00000000
PA
USD
210865.08000000
0.010719002977
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.05375000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 4.875% 11/15/2043
718172BD0
224000.00000000
PA
USD
201623.65000000
0.010249229054
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
0.04875000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 4.8% 01/15/2053
87612EBR6
200000.00000000
PA
USD
184918.67000000
0.009400057014
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
0.04800000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.625% 03/24/2032
36264FAM3
250000.00000000
PA
USD
223951.22000000
0.011384216836
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
0.03625000
N
N
N
N
N
N
REGENCY CTRS LP
5493008PTR2GAOYBXW28
REGENCY CTRS LP 5.25% 01/15/2034
75884RBB8
130000.00000000
PA
USD
127043.53000000
0.006458063024
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.05250000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.7% 03/08/2033
29250NBR5
200000.00000000
PA
USD
202256.43000000
0.010281395455
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
0.05700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 08/20/2046#MA3936
36179SLR6
266263.08190000
PA
USD
237205.69000000
0.012057987492
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
0.03000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP 5.875 8/53
020002BB6
160000.00000000
PA
USD
160284.96000000
0.008147840142
Long
DBT
CORP
US
N
2
2053-08-15
Variable
0.08506600
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2052#QE3999
3133BDNQ4
31893.30100000
PA
USD
28386.56000000
0.001442987246
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.03500000
N
N
N
N
N
N
CORPOARATE OFFICE PPTYS LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031
22003BAM8
110000.00000000
PA
USD
88786.11000000
0.004513305747
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.02750000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC 2.5% 12/21/2040
63111XAE1
100000.00000000
PA
USD
66303.39000000
0.003370431153
Long
DBT
CORP
US
N
2
2040-12-21
Fixed
0.02500000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 6.051% 03/01/2025
65339KBP4
1820000.00000000
PA
USD
1826545.30000000
0.092849629292
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.06051000
N
N
N
N
N
N
AMERIPRISE FINL INC
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL INC 5.15% 05/15/2033
03076CAM8
70000.00000000
PA
USD
69995.95000000
0.003558136778
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
0.05150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 11/15/2027
9128283F5
255000.00000000
PA
USD
236821.29000000
0.012038447108
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 4.75% 06/09/2027
02005NBQ2
100000.00000000
PA
USD
97131.36000000
0.004937523733
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
0.04750000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 1.95% 01/15/2027
87612EBM7
280000.00000000
PA
USD
258920.28000000
0.013161815375
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.01950000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 5.4% 01/15/2049
501044DM0
70000.00000000
PA
USD
68412.83000000
0.003477661300
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.05400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2043#Q15942
3132J7BL5
67370.42900000
PA
USD
63840.21000000
0.003245219175
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUSTRIES INC
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIES INC 3.483% 12/01/2027
446413AL0
170000.00000000
PA
USD
159315.06000000
0.008098536763
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03483000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 05/01/2049#BN6064
3140JNW22
79338.81300000
PA
USD
78068.37000000
0.003968485869
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.05000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.1% 05/12/2031
023135BZ8
360000.00000000
PA
USD
302455.07000000
0.015374839664
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
0.02100000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 4.375% 08/01/2028
35671DCG8
110000.00000000
PA
USD
104644.81000000
0.005319458442
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.04375000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.375% 02/14/2042
907818FY9
150000.00000000
PA
USD
117363.99000000
0.005966018452
Long
DBT
CORP
US
N
2
2042-02-14
Fixed
0.03375000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 5.75% 02/01/2034
26884LAR0
50000.00000000
PA
USD
49180.55000000
0.002500017840
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
0.05750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 10/31/2029
91282CFT3
10290000.00000000
PA
USD
10143287.14000000
0.515618446885
Long
DBT
UST
US
N
2
2029-10-31
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2049#FM3664
3140X7CA5
704905.72700000
PA
USD
657869.91000000
0.033441808021
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3% 02/15/2041
87264ABL8
210000.00000000
PA
USD
151676.77000000
0.007710256004
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
0.03000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC 3.2% 03/15/2027
09247XAN1
220000.00000000
PA
USD
210472.84000000
0.010699064058
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030
06051GHQ5
825000.00000000
PA
USD
775488.89000000
0.039420788499
Long
DBT
CORP
US
N
2
2030-02-07
Variable
0.03974000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
1345000.00000000
PA
USD
1253056.63000000
0.063697212205
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 11/01/2051#BU0209
3140M1GT5
136474.76700000
PA
USD
102182.04000000
0.005194267305
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.01500000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERVICE CO
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUBLIC SERVICE CO 4.5% 08/15/2041
845743BN2
160000.00000000
PA
USD
132410.60000000
0.006730889797
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2051#MA4305
31418DYB2
9958513.93400000
PA
USD
7867145.34000000
0.399914268978
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 1.35% 06/01/2025
438516CB0
100000.00000000
PA
USD
95573.63000000
0.004858338917
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01350000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 4.875% 02/10/2028
458140CE8
120000.00000000
PA
USD
119723.43000000
0.006085956966
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2052#BW7207
3140N0AH8
368276.55000000
PA
USD
348891.28000000
0.017735353189
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.04500000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
VONTIER CORP 2.4% 04/01/2028
928881AD3
70000.00000000
PA
USD
61169.82000000
0.003109473994
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.02400000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD 2.967% 03/10/2032
438127AC6
130000.00000000
PA
USD
114219.47000000
0.005806171600
Long
DBT
CORP
JP
N
2
2032-03-10
Fixed
0.02967000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 1.65% 01/10/2031
89236THX6
180000.00000000
PA
USD
146037.59000000
0.007423596936
Long
DBT
CORP
US
N
2
2031-01-10
Fixed
0.01650000
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
549300OI9J7XOWZMUN85
GE HEALTHCARE TECHNOLOGIES INC 5.65% 11/15/2027
36267VAF0
120000.00000000
PA
USD
121887.18000000
0.006195947879
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05650000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 4.85% 08/15/2042
29379VAW3
170000.00000000
PA
USD
155502.70000000
0.007904741288
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
0.04850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2052#
3133BBZT9
1318524.37000000
PA
USD
1173549.45000000
0.059655586635
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 09/20/2048#MA5466
36179UCB6
59378.28400000
PA
USD
55971.77000000
0.002845239094
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034
46647PDR4
1600000.00000000
PA
USD
1592911.66000000
0.080973221483
Long
DBT
CORP
US
N
2
2034-06-01
Variable
0.05350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 01/20/2054#MA9424
36179YPH1
698955.10000000
PA
USD
702890.92000000
0.035730382024
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 06/01/2035#MA4053
31418DQF2
374454.54700000
PA
USD
341166.25000000
0.017342663135
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2045#AZ1431
3138YSSV9
97121.69620000
PA
USD
88544.70000000
0.004501034039
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAP INTL 3.461% 07/12/2049
89153VAU3
140000.00000000
PA
USD
104777.62000000
0.005326209634
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
0.03461000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 05/15/2051
912810SX7
6825000.00000000
PA
USD
4605542.01000000
0.234115665413
Long
DBT
UST
US
N
2
2051-05-15
Fixed
0.02375000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 2.939% 06/04/2051
10373QBP4
220000.00000000
PA
USD
144072.97000000
0.007323728491
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
0.02939000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 08/01/2037#QO0734
3133WJY78
144412.85300000
PA
USD
136954.48000000
0.006961870969
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.03500000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.6% 07/01/2030
58013MFQ2
810000.00000000
PA
USD
750645.20000000
0.038157897616
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.03600000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 11/01/2053#QH4665
3133CHFE0
917043.95000000
PA
USD
921321.04000000
0.046833942209
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.06000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048
035240AN0
487000.00000000
PA
USD
437608.55000000
0.022245159560
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04600000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 01/20/2050#MA6409
36179VDN7
667494.84100000
PA
USD
589853.24000000
0.029984284906
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028
06051GLC1
400000.00000000
PA
USD
412683.06000000
0.020978110499
Long
DBT
CORP
US
N
2
2028-11-10
Variable
0.06204000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.6% 12/01/2025
023135CN4
1280000.00000000
PA
USD
1274308.20000000
0.064777503177
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.04600000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.875% 11/30/2025
91282CJL6
5960000.00000000
PA
USD
5974434.40000000
0.303701210843
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.04875000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.25% 02/01/2032
00206RKH4
1280000.00000000
PA
USD
1026519.76000000
0.052181557816
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.02250000
N
N
N
N
N
N
AON CORP2
LTS3U8DGK38SETRUWX71
AON CORP 4.5% 12/15/2028
037389BB8
310000.00000000
PA
USD
302494.79000000
0.015376858769
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.75% 10/08/2027
3135G05Y5
250000.00000000
PA
USD
219961.59000000
0.011181410113
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
0.00750000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.2% 03/01/2048
571748BD3
40000.00000000
PA
USD
33527.74000000
0.001704331247
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04200000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 05/15/2040
912810SR0
2000.00000000
PA
USD
1234.14000000
0.000062735614
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.01125000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 5.7% 12/14/2036
74432QAQ8
120000.00000000
PA
USD
123709.79000000
0.006288597463
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
0.05700000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.242% 02/15/2025
14448CAN4
300000.00000000
PA
USD
290682.03000000
0.014776375229
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02242000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.45% 12/15/2048
91324PDQ2
68000.00000000
PA
USD
59774.86000000
0.003038563342
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
0.04450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2046#AS8483
3138WJM96
58434.38000000
PA
USD
51192.76000000
0.002602305449
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2048#G08801
3128MJ3K4
3917.82500000
PA
USD
3664.80000000
0.000186294487
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
UNIV CA REGTS MED CTR POOLED REV
N/A
UNIV CA MED CTR 3.256% 5/15/2060
913366KC3
150000.00000000
PA
USD
102096.30000000
0.005189908844
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
0.03256000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.3% 05/15/2031
91324PED0
270000.00000000
PA
USD
226371.08000000
0.011507226708
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.02300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 10/01/2049#
3132DV3Z6
537988.08000000
PA
USD
466272.98000000
0.023702271901
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP INC
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045
198280AH2
50000.00000000
PA
USD
48398.61000000
0.002460269119
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.05800000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028
47233WBM0
130000.00000000
PA
USD
132551.45000000
0.006738049691
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
0.05875000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC 2.95% 03/01/2030
15189TAX5
120000.00000000
PA
USD
106116.80000000
0.005394284796
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02950000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 3.9% 11/19/2029
418056AZ0
222000.00000000
PA
USD
203450.76000000
0.010342107389
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
0.03900000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5% 05/15/2050
29278NAR4
330000.00000000
PA
USD
284488.97000000
0.014461560522
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.05000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 4.65% 01/27/2026
780082AD5
210000.00000000
PA
USD
208076.96000000
0.010577273172
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
0.04650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2052#MA4839
31418ELV0
385081.38100000
PA
USD
354392.24000000
0.018014986054
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.04000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.625% 05/01/2043
58013MER1
130000.00000000
PA
USD
102352.08000000
0.005202911028
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
0.03625000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC 5.25% 03/15/2033
26442UAQ7
100000.00000000
PA
USD
99826.23000000
0.005074513317
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05250000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CA ST GO 7.6% 11/01/40
13063BJC7
350000.00000000
PA
USD
429259.46000000
0.021820746373
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
0.07600000
N
N
N
N
N
N
PROGRESSIVE CORP OHIO
529900TACNVLY9DCR586
PROGRESSIVE CORP OHIO 4.2% 03/15/2048
743315AT0
100000.00000000
PA
USD
86012.87000000
0.004372332344
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04200000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 07/15/2026
91282CHM6
10340000.00000000
PA
USD
10332729.74000000
0.525248470943
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 11/01/2053#MA5191
31418EXV7
1093416.77300000
PA
USD
1098516.47000000
0.055841400161
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.06000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 3.95% 06/15/2025
30161NAN1
163000.00000000
PA
USD
159954.06000000
0.008131019348
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03950000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 3.125% 05/15/2050
036752AM5
100000.00000000
PA
USD
68553.06000000
0.003484789677
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 08/15/2027
9128282R0
1371000.00000000
PA
USD
1278457.50000000
0.064988426479
Long
DBT
UST
US
N
2
2027-08-15
Fixed
0.02250000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 6.1% 10/15/2052
036752AX1
440000.00000000
PA
USD
472569.35000000
0.024022338215
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
0.06100000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 3% 10/15/2027
713448DY1
100000.00000000
PA
USD
94279.05000000
0.004792530928
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 01/01/2037#QN9172
3133GGFM0
41908.92000000
PA
USD
36198.18000000
0.001840078969
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.01500000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 2.9% 06/15/2052
695114CY2
100000.00000000
PA
USD
60924.20000000
0.003096988278
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
0.02900000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/20/2052#
36179WY85
1416839.65000000
PA
USD
1152666.92000000
0.058594055246
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 08/48#BK4769
3140HJJP7
99900.03300000
PA
USD
98561.02000000
0.005010198306
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.05000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.22/VAR 03/01/2025
46647PAH9
1640000.00000000
PA
USD
1639865.31000000
0.083360038276
Long
DBT
CORP
US
N
2
2025-03-01
Variable
0.03220000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER CO
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELEC POWER CO 3.85% 02/01/2048
845437BQ4
70000.00000000
PA
USD
51140.92000000
0.002599670242
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 2.5% 04/01/2030#FM7132
3140XA4S8
194104.27100000
PA
USD
185317.00000000
0.009420305508
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
0.02500000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC 4.8% 05/20/2045
747525AK9
130000.00000000
PA
USD
122504.14000000
0.006227310095
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
0.04800000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 8% 11/01/2031
36186CBY8
100000.00000000
PA
USD
109773.68000000
0.005580176683
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.1% 05/12/2051
023135CB0
200000.00000000
PA
USD
141178.10000000
0.007176572214
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
0.03100000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 3% 05/20/2027
500769JT2
2200000.00000000
PA
USD
2101524.13000000
0.106827756431
Long
DBT
CORP
DE
N
2
2027-05-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 09/20/2050#MA6865
36179VTW0
1512949.54300000
PA
USD
1286381.42000000
0.065391226801
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
0.02500000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 4.9% 02/28/2028
65339KCM0
900000.00000000
PA
USD
892414.07000000
0.045364500718
Long
DBT
CORP
US
N
2
2028-02-28
Fixed
0.04900000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
BANNER HEALTH 2.907% 01/01/2042
06654DAG2
400000.00000000
PA
USD
292219.48000000
0.014854529143
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
0.02907000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2041#AH4763
3138A6JH4
6101.81600000
PA
USD
5796.36000000
0.000294649071
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030
716973AD4
300000.00000000
PA
USD
295097.45000000
0.015000826334
Long
DBT
CORP
SG
N
2
2030-05-19
Fixed
0.04650000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 5.4% 11/29/2043
628530BC0
100000.00000000
PA
USD
86628.69000000
0.004403636609
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
0.05400000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 3.8% 03/01/2028
126408HJ5
50000.00000000
PA
USD
48118.55000000
0.002446032698
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03800000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP TEXAS INC 3.45% 05/15/2051
00108WAN0
70000.00000000
PA
USD
48268.28000000
0.002453643993
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
0.03450000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.3% 02/15/2051
87264ABN4
400000.00000000
PA
USD
274997.77000000
0.013979089924
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03300000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 6.798% 11/07/2028
345397D59
310000.00000000
PA
USD
321290.06000000
0.016332287497
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
0.06798000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026
11120VAC7
170000.00000000
PA
USD
163814.13000000
0.008327240087
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 2.5% 02/01/2031#
3140XCNU8
239527.03500000
PA
USD
230402.71000000
0.011712168436
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
0.02500000
N
N
N
N
N
N
TEXAS STATE
N/A
TX ST 3.738% 10/1/2031
882723B73
190000.00000000
PA
USD
179099.40000000
0.009104243347
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
0.03738000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.999% 11/01/2049
20030NCE9
100000.00000000
PA
USD
79490.02000000
0.004040753267
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
0.03999000
N
N
N
N
N
N
ENTERGY TEX INC
LWXX58X12AJXISQ28573
ENTERGY TEX INC 3.55% 09/30/2049
29365TAJ3
194000.00000000
PA
USD
140113.57000000
0.007122458464
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
0.03550000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 5.05% 09/15/2033
20826FBF2
50000.00000000
PA
USD
49845.09000000
0.002533798711
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
0.05050000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
JOHNSON CONTROLS/TYCO FI 1.75% 09/15/2030
47837RAA8
300000.00000000
PA
USD
245111.96000000
0.012459890603
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
0.01750000
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM INTERNATIONAL INC 3.75% 03/15/2027
749685AV5
100000.00000000
PA
USD
95407.03000000
0.004849870061
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03750000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 4.35% 06/01/2028
91913YAV2
70000.00000000
PA
USD
68127.72000000
0.003463168171
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04350000
N
N
N
N
N
N
NSTAR ELEC CO
54930080R72Y2Z31UR68
NSTAR ELEC CO 3.1% 06/01/2051
67021CAQ0
100000.00000000
PA
USD
66790.53000000
0.003395194168
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.03100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) SOFR 1.948%/VAR 10/21/2027
38141GYM0
600000.00000000
PA
USD
549269.29000000
0.027921262044
Long
DBT
CORP
US
N
2
2027-10-21
Variable
0.01948000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 3.375% 04/01/2030
25746UDG1
560000.00000000
PA
USD
503516.87000000
0.025595507936
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 03/31/2028
91282CGT2
6910000.00000000
PA
USD
6729422.28000000
0.342079861938
Long
DBT
UST
US
N
2
2028-03-31
Fixed
0.03625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2049#MA5875
36179UQ47
64405.98800000
PA
USD
58887.46000000
0.002993453724
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#BQ0332
3140KKLN2
1308549.55800000
PA
USD
1036197.08000000
0.052673489538
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 5.2% 07/05/2028
256677AN5
100000.00000000
PA
USD
99908.90000000
0.005078715719
Long
DBT
CORP
US
N
2
2028-07-05
Fixed
0.05200000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 5.739% 05/27/2031
60687YCR8
350000.00000000
PA
USD
356944.26000000
0.018144714077
Long
DBT
CORP
JP
N
2
2031-05-27
Variable
0.05739000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP 2.6% 10/01/2050
235851AV4
245000.00000000
PA
USD
155205.45000000
0.007889631040
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
0.02600000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.35% 03/22/2026
49177JAD4
140000.00000000
PA
USD
140909.33000000
0.007162909704
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
0.05350000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2027
912828X88
1576000.00000000
PA
USD
1481378.44000000
0.075303601282
Long
DBT
UST
US
N
2
2027-05-15
Fixed
0.02375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 05/01/2048#CA1711
3140Q83V5
29550.28900000
PA
USD
28431.15000000
0.001445253910
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 09/01/2051#SD8166
3132DWCB7
1715860.80000000
PA
USD
1352298.89000000
0.068742040303
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 02/15/2033
91282CGM7
7930000.00000000
PA
USD
7480530.06000000
0.380261274099
Long
DBT
UST
US
N
2
2033-02-15
Fixed
0.03500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028
00774MAW5
250000.00000000
PA
USD
224641.54000000
0.011419308194
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 10/01/2051#FS6478
3140XNFU3
467521.00700000
PA
USD
386203.25000000
0.019632049965
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.916%/VAR 07/28/2033
89788NAA8
250000.00000000
PA
USD
229926.68000000
0.011687970181
Long
DBT
CORP
US
N
2
2033-07-28
Variable
0.04916000
N
N
N
N
N
N
DOMINION ENERGY SOUTH CAROLINA INC
3QRVFYR22IUIEOORTK28
DOMINION ENERGY SOUTH CAROLINA INC 5.3% 05/15/2033
837004BX7
100000.00000000
PA
USD
100828.90000000
0.005125482508
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
0.05300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 11/30/2025
91282CAZ4
7417000.00000000
PA
USD
6881005.90000000
0.349785382805
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.00375000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 2.727%/VAR 04/01/2032
456837AW3
200000.00000000
PA
USD
168363.29000000
0.008558489659
Long
DBT
CORP
NL
N
2
2032-04-01
Variable
0.02727000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2041#AJ8083
3138E06V6
76311.46300000
PA
USD
72452.28000000
0.003683000547
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 07/01/2051#RA5561
3133KMFA8
1902367.71000000
PA
USD
1512961.41000000
0.076909073129
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #890267
31410LCC4
10233.08500000
PA
USD
9737.85000000
0.000495008671
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 6.992%/VAR 06/13/2029
02005NBT6
50000.00000000
PA
USD
51370.28000000
0.002611329406
Long
DBT
CORP
US
N
2
2029-06-13
Variable
0.06992000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 02/01/2037#FS0427
3140XFPM7
2838478.03300000
PA
USD
2503186.79000000
0.127245661796
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 10/01/2052#MA4786
31418EJ84
878436.66600000
PA
USD
870623.76000000
0.044256823725
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05500000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 6.8% 05/15/2038
71644EAJ1
130000.00000000
PA
USD
138827.25000000
0.007057070360
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
0.06800000
N
N
N
N
N
N
AMERIPRISE FINL INC
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL INC 3% 04/02/2025
03076CAK2
210000.00000000
PA
USD
204654.11000000
0.010403277841
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/01/2048#ZS4790
3132A5KB0
276529.63300000
PA
USD
258077.81000000
0.013118989705
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 2.95% 03/01/2050
23338VAL0
80000.00000000
PA
USD
53189.49000000
0.002703806157
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.02950000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 5% 04/15/2033
548661EL7
110000.00000000
PA
USD
108504.27000000
0.005515648172
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 01/01/2053#QF6139
3133BTZC7
1265060.04100000
PA
USD
1252464.34000000
0.063667104051
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.05500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 1.95% 01/15/2031
20030NDM0
300000.00000000
PA
USD
246464.91000000
0.012528665742
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.01950000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 3.3% 09/15/2051
12189LBG5
140000.00000000
PA
USD
100237.22000000
0.005095405363
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2048#BN0594
3140JGUU7
40555.55300000
PA
USD
37836.75000000
0.001923373163
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 3.95% 08/01/2025
025816CY3
400000.00000000
PA
USD
392981.39000000
0.019976606318
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 05/01/2053#MA5008
31418ER69
50491.49400000
PA
USD
47786.40000000
0.002429148362
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.04500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.15% 04/15/2032 144A
11135FBT7
100000.00000000
PA
USD
91837.56000000
0.004668421528
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.04150000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
AON NORTH AMERICA INC 5.75% 03/01/2054
03740MAF7
100000.00000000
PA
USD
100392.46000000
0.005103296750
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
0.05750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/45#G08669
3128MJW71
204009.80800000
PA
USD
191535.61000000
0.009736419011
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
0.04000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE II BV
549300ZSNDBYN4Z4VZ93
LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027
50247WAB3
680000.00000000
PA
USD
647976.94000000
0.032938914062
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
0.03500000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 4.45% 04/01/2030
911312BY1
150000.00000000
PA
USD
147647.52000000
0.007505435259
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 08/01/2052#QE7314
3133BHDT0
556212.54100000
PA
USD
540587.97000000
0.027479960455
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.05000000
N
N
N
N
N
N
BROOKFIELD FIN INC
549300XH8D8K6OYWGD17
BROOKFIELD FIN INC 6.35% 01/05/2034
11271LAK8
70000.00000000
PA
USD
73554.67000000
0.003739038852
Long
DBT
CORP
CA
N
2
2034-01-05
Fixed
0.06350000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD 3.15% 02/09/2051
01609WAZ5
235000.00000000
PA
USD
154484.30000000
0.007852972486
Long
DBT
CORP
KY
N
2
2051-02-09
Fixed
0.03150000
N
N
N
N
N
N
ONCOR ELEC DELIVERY CO LLC
549300SP2X2BS1KERD24
ONCOR ELEC DELIVERY CO LLC 4.55% 09/15/2032
68233JCK8
150000.00000000
PA
USD
144096.50000000
0.007324924603
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
0.04550000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.05% 11/21/2039
00287YCA5
210000.00000000
PA
USD
184113.82000000
0.009359143698
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
0.04050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2376
3140QMUA0
1458252.15600000
PA
USD
1210081.12000000
0.061512618058
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
PUBLIC SERVICE CO OF CO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF CO 5.25% 04/01/2053
744448CY5
120000.00000000
PA
USD
113474.56000000
0.005768305242
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
0.05250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2052#QD5085
3133B2UJ6
135369.88200000
PA
USD
120908.67000000
0.006146206824
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03500000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 4.45% 09/01/2048
58013MFH2
124000.00000000
PA
USD
107388.92000000
0.005458951065
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
0.04450000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034
06051GLU1
480000.00000000
PA
USD
492197.62000000
0.025020111220
Long
DBT
CORP
US
N
2
2034-09-15
Variable
0.05872000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/20/2052#
36179WZA9
517915.23000000
PA
USD
454152.20000000
0.023086130638
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
0.03000000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 0.375% 07/28/2025
459058JE4
350000.00000000
PA
USD
328579.68000000
0.016702844151
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
0.00375000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 4.025% 03/15/2062
20826FBD7
230000.00000000
PA
USD
178930.65000000
0.009095665200
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
0.04025000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.375% 11/15/2040
912810ST6
4356000.00000000
PA
USD
2766400.29000000
0.140625716427
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.01375000
N
N
N
N
N
N
SOUTHERN COPPER CORP DEL
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP DEL 7.5% 07/27/2035
84265VAA3
110000.00000000
PA
USD
126436.20000000
0.006427190335
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
0.07500000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LTD
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032
303901BL5
70000.00000000
PA
USD
68845.12000000
0.003499636100
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
0.05625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 04/30/2028
91282CBZ3
3357000.00000000
PA
USD
2967404.41000000
0.150843452625
Long
DBT
UST
US
N
2
2028-04-30
Fixed
0.01250000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039
03523TBU1
380000.00000000
PA
USD
386431.30000000
0.019643642537
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
0.05450000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 2.3% 08/15/2024
438516BW5
190000.00000000
PA
USD
187369.55000000
0.009524643740
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 11/01/2036#MA4469
31418D6F4
799056.66000000
PA
USD
690172.80000000
0.035083875898
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.01500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 05/15/2042
912810QW1
238000.00000000
PA
USD
192919.45000000
0.009806764396
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER CO
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER CO 3.25% 05/01/2051
454889AU0
80000.00000000
PA
USD
54043.53000000
0.002747219971
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
0.03250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 10YR 2% 11/01/2030#QS0128
3133HMD97
44133.26400000
PA
USD
40864.71000000
0.002077294866
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
5654000.00000000
PA
USD
5157508.13000000
0.262174016675
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 6.156% 03/02/2027
639057AJ7
480000.00000000
PA
USD
481971.65000000
0.024500289717
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
0.05847000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 08/01/2050#MA4100
31418DRW4
671702.71400000
PA
USD
531899.15000000
0.027038277615
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 05/15/2030
912828ZQ6
4618000.00000000
PA
USD
3707207.75000000
0.188450220914
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.00625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 10YR 2.5% 02/01/2030#SA0021
3132CJAW3
67242.99500000
PA
USD
63499.60000000
0.003227904788
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.02500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.6% 03/15/2033
45866FAW4
100000.00000000
PA
USD
95641.14000000
0.004861770684
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2048#MA3385
31418CXP4
50059.53400000
PA
USD
48163.67000000
0.002448326304
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 2.55% 03/15/2031
30040WAL2
200000.00000000
PA
USD
164976.97000000
0.008386351275
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02550000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 3.3% 04/22/2024
931142DP5
410000.00000000
PA
USD
408797.45000000
0.020780591473
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2046#BC4754
3140F0H80
75407.71900000
PA
USD
71082.98000000
0.003613394281
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2033#BM5111
3140J9VD0
15458.19300000
PA
USD
14602.03000000
0.000742271802
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
0.03000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 3.875% 05/01/2024
29717PAN7
120000.00000000
PA
USD
119514.86000000
0.006075354630
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03875000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 4.875% 05/01/2025
097023CT0
2590000.00000000
PA
USD
2566020.49000000
0.130439716579
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 9/40 #AL0615
3138EGVH4
88484.26600000
PA
USD
90421.27000000
0.004596426598
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#CA5039
3140QCS56
214097.97900000
PA
USD
200433.60000000
0.010188734688
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 6.15% 05/01/2037
126408GK3
100000.00000000
PA
USD
108415.44000000
0.005511132635
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
0.06150000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 3.577% 04/05/2050
14448CAS3
100000.00000000
PA
USD
73777.71000000
0.003750376748
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
0.03577000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/20/2049#MA6039
36179UV82
59419.11600000
PA
USD
54272.18000000
0.002758843043
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
0.03500000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 4.8% 08/15/2038
125523AJ9
290000.00000000
PA
USD
268958.59000000
0.013672097470
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2050#QB6173
3133AC2E7
537702.85700000
PA
USD
429149.74000000
0.021815168925
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC GLB 6.4%/VAR 12/15/66
59156RAP3
100000.00000000
PA
USD
101510.00000000
0.005160105182
Long
DBT
CORP
US
N
2
2066-12-15
Variable
0.06400000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 3.625% 04/22/2029
02364WBH7
200000.00000000
PA
USD
186106.00000000
0.009460413113
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
0.03625000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.6% 11/21/2024
00287YBZ1
120000.00000000
PA
USD
117516.18000000
0.005973754797
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 10/01/2035#FM4685
3140X8F36
107659.46400000
PA
USD
95749.79000000
0.004867293740
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 11/15/2047
912810RZ3
157000.00000000
PA
USD
116492.77000000
0.005921731319
Long
DBT
UST
US
N
2
2047-11-15
Fixed
0.02750000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC 4.2% 07/15/2048
26444HAF8
140000.00000000
PA
USD
114390.21000000
0.005814850906
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
0.04200000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 1.35% 02/03/2027
444859BQ4
170000.00000000
PA
USD
152432.90000000
0.007748692713
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
0.01350000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 05/15/2026
91282CHB0
9550000.00000000
PA
USD
9361627.21000000
0.475883963030
Long
DBT
UST
US
N
2
2026-05-15
Fixed
0.03625000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 2.85% 12/15/2032
756109BL7
338000.00000000
PA
USD
278513.20000000
0.014157791418
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.02850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2045#ZS9711
3132AAYG3
34120.68500000
PA
USD
32387.65000000
0.001646376520
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 09/01/2053#SD8362
3132DWJF1
391341.09000000
PA
USD
387248.99000000
0.019685208554
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.05500000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP 5.375% 03/04/2046
56501RAD8
50000.00000000
PA
USD
48964.15000000
0.002489017478
Long
DBT
CORP
CA
N
2
2046-03-04
Fixed
0.05375000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 5.95% 02/15/2041
91324PBQ4
100000.00000000
PA
USD
105221.19000000
0.005348757835
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
0.05950000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP 3.55% 06/15/2026
29103DAJ5
160000.00000000
PA
USD
153440.34000000
0.007799904380
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2034#FS4276
3140XKXE5
1764285.89900000
PA
USD
1666570.04000000
0.084717532274
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.03000000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 0.9% 03/11/2026
808513BF1
460000.00000000
PA
USD
421909.08000000
0.021447101078
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.00900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 03/01/2049#ZA6547
31329QHY0
62265.85100000
PA
USD
61305.77000000
0.003116384804
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029
3137FMTY8
430000.00000000
PA
USD
394018.46000000
0.020029324181
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Fixed
0.02903000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 12/01/2052#SD8277
3132DWFS7
218175.85500000
PA
USD
216030.84000000
0.010981596465
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.98%/VAR 03/20/2030
172967ME8
150000.00000000
PA
USD
140604.13000000
0.007147395330
Long
DBT
CORP
US
N
2
2030-03-20
Variable
0.03980000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC 2% 04/29/2030
25243YBD0
400000.00000000
PA
USD
337368.03000000
0.017149586446
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
0.02000000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 0.55% 03/04/2024
89114QCQ9
1100000.00000000
PA
USD
1100000.00000000
0.055916813134
Long
DBT
CORP
CA
N
2
2024-03-04
Fixed
0.00550000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 5.156% 01/10/2028
89115A2M3
620000.00000000
PA
USD
622123.04000000
0.031624670703
Long
DBT
CORP
CA
N
2
2028-01-10
Fixed
0.05156000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 5.4% 03/15/2054
00287YDW6
370000.00000000
PA
USD
375595.16000000
0.019092803978
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
0.05400000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 10/20/2053#MA9234
36179YHK3
298703.61200000
PA
USD
242916.35000000
0.012348280136
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
0.02000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041
26442CAM6
130000.00000000
PA
USD
110123.30000000
0.005597949079
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
0.04250000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 3.06% 06/17/2041
10373QBR0
400000.00000000
PA
USD
297530.65000000
0.015124514325
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
0.03060000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029
883556BZ4
300000.00000000
PA
USD
267564.64000000
0.013601238160
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2051#MA4326
31418DYY2
2994705.41200000
PA
USD
2474760.47000000
0.125800653411
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 10/01/2043#G61529
31335BVW3
595560.29300000
PA
USD
531649.29000000
0.027025576365
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.03000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 2.5% 09/12/2026
822582BX9
270000.00000000
PA
USD
254984.49000000
0.012961745526
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
0.02500000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 2.978% 05/11/2040
166764BZ2
70000.00000000
PA
USD
52692.51000000
0.002678542941
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
0.02978000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 04/20/2048#MA5139
36179TV85
21325.15500000
PA
USD
21204.38000000
0.001077892140
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.05000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.2% 11/21/2029
00287YBX6
1230000.00000000
PA
USD
1125364.42000000
0.057206174528
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
0.03200000
N
N
N
N
N
N
ELI LILLY and CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY and CO 3.95% 03/15/2049
532457BT4
100000.00000000
PA
USD
84088.68000000
0.004274519096
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 07/01/2032#CA0044
3140Q7BN6
10910.09500000
PA
USD
10448.91000000
0.000531154316
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03500000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY 2.832% 10/01/2055
26442TAH0
34000.00000000
PA
USD
23434.02000000
0.001191232470
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
0.02832000
N
N
N
N
N
N
BURLINGTON RESOURCES LLC
0FJ5X7MVCTSE8OEPQE56
BURLINGTON RESOURCES LLC 5.95% 10/15/2036
20825VAB8
110000.00000000
PA
USD
115784.92000000
0.005885748850
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
0.05950000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 3.95% 01/15/2050
501044DN8
100000.00000000
PA
USD
78544.91000000
0.003992710050
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
0.03950000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 3.6% 02/15/2028
21036PAY4
272000.00000000
PA
USD
257147.76000000
0.013071712039
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03600000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP INC
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL GROUP INC 3.7% 05/15/2029
74251VAR3
180000.00000000
PA
USD
167914.87000000
0.008535694916
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 09/30/2028
91282CCY5
2821000.00000000
PA
USD
2466942.47000000
0.125403237370
Long
DBT
UST
US
N
2
2028-09-30
Fixed
0.01250000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 2.45% 06/24/2050
58933YBB0
200000.00000000
PA
USD
123238.96000000
0.006264663542
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
0.02450000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.525% 06/01/2050
594918CC6
510000.00000000
PA
USD
328385.60000000
0.016692978391
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.02525000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2051#FS3550
3140XJ5L3
48744.50500000
PA
USD
40144.32000000
0.002040674945
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2050#RA2606
3133KH3P9
52884.13300000
PA
USD
51993.51000000
0.002643010348
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.05000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 5.25% 07/15/2028
03027XCC2
470000.00000000
PA
USD
468307.07000000
0.023805671747
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 02/20/2052#MA7881
36179WXJ2
821568.78000000
PA
USD
695070.77000000
0.035332856691
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
0.02500000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVERSITY
5493002S4P5IVD462L47
GEORGE WASH UNIV 4.126% 09/15/2048
372546AW1
200000.00000000
PA
USD
170875.38000000
0.008686187902
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
0.04126000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2052#
3132DWDU4
996346.94900000
PA
USD
919200.30000000
0.046726137643
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.04000000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029
80281LAT2
250000.00000000
PA
USD
256353.57000000
0.013031340609
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
0.06534000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.52%/VAR 10/27/2028
172967LS8
2060000.00000000
PA
USD
1935863.66000000
0.098406660481
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.03520000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1% 09/15/2025
776743AM8
60000.00000000
PA
USD
56209.63000000
0.002857330342
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
MASCO CORP 2% 02/15/2031
574599BQ8
90000.00000000
PA
USD
73081.67000000
0.003714994622
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 5.9% 02/10/2063
458140CK4
130000.00000000
PA
USD
135423.39000000
0.006884040356
Long
DBT
CORP
US
N
2
2063-02-10
Fixed
0.05900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/15/2025
91282CFE6
6350000.00000000
PA
USD
6199931.66000000
0.315164018251
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.03125000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 5.043%/VAR 05/01/2034
025816DF3
250000.00000000
PA
USD
245366.61000000
0.012472835346
Long
DBT
CORP
US
N
2
2034-05-01
Variable
0.05043000
N
N
N
N
N
N
ARCELORMITTAL SA LUXEMBOURG
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA LUXEMBOURG 6.8% 11/29/2032
03938LBF0
270000.00000000
PA
USD
285428.07000000
0.014509298230
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
0.06800000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 2.8% 06/01/2050
438516CA2
200000.00000000
PA
USD
138969.78000000
0.007064315654
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.02800000
N
N
N
N
N
N
ITC HLDGS CORP
549300HTO5U9D3SLE207
ITC HLDGS CORP 3.25% 06/30/2026
465685AK1
220000.00000000
PA
USD
210092.97000000
0.010679753949
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
0.03250000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.123/VAR 02/01/2029
61747YFA8
500000.00000000
PA
USD
496723.84000000
0.025250194673
Long
DBT
CORP
US
N
2
2029-02-01
Variable
0.05123000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 4.8% 11/08/2043
85771PAQ5
130000.00000000
PA
USD
122119.07000000
0.006207735652
Long
DBT
CORP
NO
N
2
2043-11-08
Fixed
0.04800000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP 4.875% 03/15/2042
651639AP1
220000.00000000
PA
USD
202662.21000000
0.010302022659
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.04875000
N
N
N
N
N
N
BBCMS MTG TR 2021-C9
N/A
BBCMS MTG TR 2021-C9 2.299% 02/15/2054
05493EAY8
550000.00000000
PA
USD
459270.24000000
0.023346298352
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
0.02299000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.309%/VAR 07/20/2032
606822BX1
550000.00000000
PA
USD
450536.90000000
0.022902352406
Long
DBT
CORP
JP
N
2
2032-07-20
Variable
0.02309000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 4.55% 03/15/2052
775109CK5
200000.00000000
PA
USD
165050.95000000
0.008390111935
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
0.04550000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 2.9% 04/17/2024
89236TDW2
750000.00000000
PA
USD
747555.24000000
0.038000824238
Long
DBT
CORP
US
N
2
2024-04-17
Fixed
0.02900000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 5.7% 03/15/2037
88579EAC9
100000.00000000
PA
USD
104190.87000000
0.005296383098
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
0.05700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 01/20/2043#MA0698
36179MX39
3456.54800000
PA
USD
3125.89000000
0.000158899824
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 08/01/2033#ZS8710
3132A9VB0
168094.98800000
PA
USD
158207.14000000
0.008042217348
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030
3137F62M8
430000.00000000
PA
USD
352632.16000000
0.017925515087
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Fixed
0.01493000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
KYX6QEFGFXUFFAWLGG05
ENTERGY ARKANSAS LLC 5.3% 09/15/2033
29366MAE8
70000.00000000
PA
USD
70192.96000000
0.003568151479
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
0.05300000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 4.95% 01/15/2031
92556HAB3
237000.00000000
PA
USD
208112.27000000
0.010579068102
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04950000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL CO LTD
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD 5% 11/26/2028
874060AW6
210000.00000000
PA
USD
209653.83000000
0.010657430940
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
0.05000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 3.65% 12/01/2051
91913YBD1
110000.00000000
PA
USD
77488.11000000
0.003938989242
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
0.03650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 02/28/2029
91282CEB3
820000.00000000
PA
USD
732266.40000000
0.037223639502
Long
DBT
UST
US
N
2
2029-02-28
Fixed
0.01875000
N
N
N
N
N
N
AUTONATION INC DEL
N/A
AUTONATION INC DEL 3.85% 03/01/2032
05329RAA1
160000.00000000
PA
USD
139706.09000000
0.007101744843
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.03850000
N
N
N
N
N
N
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
DLZO3A31IADZ27B62557
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050
575718AG6
400000.00000000
PA
USD
288723.08000000
0.014676795010
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
0.02989000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
270000.00000000
PA
USD
264244.85000000
0.013432481726
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
0.04700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 10/20/2048#MA5529
36179UEA6
39046.21400000
PA
USD
37750.54000000
0.001918990809
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
0.04500000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 3.2% 08/01/2049
74456QCA2
110000.00000000
PA
USD
77750.04000000
0.003952304052
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
0.03200000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 1.875% 10/15/2032
609207AY1
370000.00000000
PA
USD
291157.00000000
0.014800519601
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
0.01875000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 4.4% 03/15/2045
437076BF8
156000.00000000
PA
USD
136593.02000000
0.006943496704
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2036#Q04319
3132GKPC4
99791.40500000
PA
USD
95610.51000000
0.004860213655
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.04000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 5.1% 06/15/2045
30161NAS0
160000.00000000
PA
USD
146118.67000000
0.007427718514
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
0.05100000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 3.95% 02/26/2048
57636QAK0
100000.00000000
PA
USD
84824.76000000
0.004311936594
Long
DBT
CORP
US
N
2
2048-02-26
Fixed
0.03950000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 8.35% 07/15/2046
24703TAK2
92000.00000000
PA
USD
116396.11000000
0.005916817756
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.08350000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.25% 03/02/2030
031162DQ0
600000.00000000
PA
USD
604458.90000000
0.030726741235
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
0.05250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 06/01/2035#MA4043
31418DP55
104618.21100000
PA
USD
97548.84000000
0.004958745688
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2051#MA4349
31418DZP0
153830.48000000
PA
USD
142748.70000000
0.007256411257
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.04000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.754/VAR 11/01/2029
780097BM2
400000.00000000
PA
USD
392392.38000000
0.019946664897
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
0.03754000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.15% 11/15/2025
11135FBB6
230000.00000000
PA
USD
221905.60000000
0.011280230880
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.03150000
N
N
N
N
N
N
QUEBEC PROVINCE CDA
549300WN65YFEQH74Y36
QUEBEC PROVINCE CDA 2.5% 04/20/2026
748149AJ0
590000.00000000
PA
USD
563054.70000000
0.028622022222
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2052
912810TG3
2960000.00000000
PA
USD
2228787.50000000
0.113296994684
Long
DBT
UST
US
N
2
2052-05-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 04/30/2027
912828ZN3
546000.00000000
PA
USD
483743.20000000
0.024590343744
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2046#BD7008
3140FEYE8
183298.19700000
PA
USD
160582.53000000
0.008162966656
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 07/20/2053#MA9019
36179YAU8
779207.93000000
PA
USD
790274.16000000
0.040172375026
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
0.06500000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047
927804FY5
180000.00000000
PA
USD
137142.84000000
0.006971445960
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
0.03800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 01/01/2040#MA3890
31418DKC5
167793.66000000
PA
USD
151928.37000000
0.007723045704
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 06/41#AZ7903
3140E0X91
45521.84300000
PA
USD
43288.00000000
0.002200479097
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.155% 05/15/2055
655844CH9
100000.00000000
PA
USD
65685.85000000
0.003339039454
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
0.03155000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 5.05% 02/15/2046
49456BAJ0
50000.00000000
PA
USD
43612.69000000
0.002216984215
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
0.05050000
N
N
N
N
N
N
TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
N/A
WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052
95001RAX7
240000.00000000
PA
USD
230282.81000000
0.011706073504
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
0.04302000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2050#
31418DTQ5
70420.44800000
PA
USD
55763.62000000
0.002834658108
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02000000
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028
362583AD8
480000.00000000
PA
USD
474680.02000000
0.024129630888
Long
ABS-CBDO
CORP
US
N
2
2028-02-16
Fixed
0.04470000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.801% 07/18/2024
606822BJ2
200000.00000000
PA
USD
197835.91000000
0.010056685100
Long
DBT
CORP
JP
N
2
2024-07-18
Fixed
0.02801000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.05% 03/22/2053
49177JAP7
200000.00000000
PA
USD
192609.04000000
0.009790985179
Long
DBT
CORP
US
N
2
2053-03-22
Fixed
0.05050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 10/01/2051#BT6823
3140LVSM2
2565851.40300000
PA
USD
2112346.40000000
0.107377889930
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 3.5% 08/15/2027
30303M8G0
470000.00000000
PA
USD
450486.08000000
0.022899769049
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.908%/VAR 04/25/2026
95000U2X0
630000.00000000
PA
USD
617728.73000000
0.031401292693
Long
DBT
CORP
US
N
2
2026-04-25
Variable
0.03908000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2031#BE0522
3140FKSL5
65592.38700000
PA
USD
61308.33000000
0.003116514938
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.02500000
N
N
N
N
N
N
CONTINENTAL RESOURCES INC OKLA
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OKLA 4.9% 06/01/2044
212015AQ4
60000.00000000
PA
USD
48670.62000000
0.002474096330
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.04900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 01/01/2035#MA3898
31418DKL5
33844.50800000
PA
USD
32234.06000000
0.001638569008
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1.4% 09/15/2027
776743AN6
60000.00000000
PA
USD
53055.79000000
0.002697009722
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.01400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 12/01/2034#QN1174
3133G7JT1
63361.76100000
PA
USD
57828.02000000
0.002939598716
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.02500000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.85% 02/14/2072
907818GA0
230000.00000000
PA
USD
169660.09000000
0.008624410498
Long
DBT
CORP
US
N
2
2072-02-14
Fixed
0.03850000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 6.125% 03/30/2040
02364WAW5
100000.00000000
PA
USD
105163.00000000
0.005345799836
Long
DBT
CORP
MX
N
2
2040-03-30
Fixed
0.06125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 07/20/2050#MA6770
36179VQX1
37792.43400000
PA
USD
37321.52000000
0.001897182236
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.5% 05/15/2038
912810PX0
69000.00000000
PA
USD
70563.28000000
0.003586976128
Long
DBT
UST
US
N
2
2038-05-15
Fixed
0.04500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.7% 04/15/2024
20030NCR0
100000.00000000
PA
USD
99765.26000000
0.005071414000
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.35% 01/15/2027
20030NBW0
1380000.00000000
PA
USD
1286580.29000000
0.065401336052
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 01/20/2050#MA6412
36179VDR8
106244.64800000
PA
USD
102586.30000000
0.005214817242
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 11/15/2039
912810QD3
5000.00000000
PA
USD
4999.22000000
0.000254127682
Long
DBT
UST
US
N
2
2039-11-15
Fixed
0.04375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/20/2052#
36179W2T4
1449999.18800000
PA
USD
1179643.79000000
0.059965383063
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
0.02000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 1.25% 01/15/2026
91324PDW9
223000.00000000
PA
USD
208347.66000000
0.010591033791
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01250000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 4.125% 08/13/2042
59156RBD9
180000.00000000
PA
USD
152546.67000000
0.007754476036
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
0.04125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 05/20/2051#MA7367
36179WFG8
2901984.41300000
PA
USD
2462417.06000000
0.125173195093
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
0.02500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 4.45% 06/12/2025
761713BG0
140000.00000000
PA
USD
137852.10000000
0.007007500105
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
0.04450000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030
785592AX4
420000.00000000
PA
USD
401903.64000000
0.020430155214
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 01/20/2047#MA4198
36179SUX3
61096.50000000
PA
USD
59660.99000000
0.003032774935
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2046#BD8241
3140FGEP0
218243.32310000
PA
USD
198015.05000000
0.010065791407
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.675% 09/13/2043
172967HA2
200000.00000000
PA
USD
220653.24000000
0.011216569080
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
0.06675000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 3.9% 04/01/2029
30225VAH0
520000.00000000
PA
USD
485566.98000000
0.024683052804
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.03900000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.1% 04/13/2062
023135CK0
380000.00000000
PA
USD
314933.80000000
0.016009176767
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
0.04100000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 08/31/2025
91282CAJ0
7956000.00000000
PA
USD
7436684.51000000
0.378032452803
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.00250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2048#BK7608
3140HMN26
21220.82600000
PA
USD
19804.84000000
0.001006748670
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 02/15/2038
912810PW2
81000.00000000
PA
USD
81949.22000000
0.004165762928
Long
DBT
UST
US
N
2
2038-02-15
Fixed
0.04375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 11/20/2053#MA9303
36179YKQ6
398259.49000000
PA
USD
380376.88000000
0.019335875381
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 12/20/2049#MA6337
36179VBE9
651945.72600000
PA
USD
555639.46000000
0.028245079868
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.02500000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 2.25% 09/01/2030
337932AP2
150000.00000000
PA
USD
123451.08000000
0.006275446337
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.02250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 02/20/2050#MA6477
36179VFS4
78977.54600000
PA
USD
76307.46000000
0.003878972710
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
0.04500000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC 5.35% 06/28/2028
63111XAH4
100000.00000000
PA
USD
101002.84000000
0.005134324482
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
0.05350000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029
693475BR5
80000.00000000
PA
USD
80441.16000000
0.004089103010
Long
DBT
CORP
US
N
2
2029-06-12
Variable
0.05582000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 4.05% 04/15/2030
30161NAX9
370000.00000000
PA
USD
347011.41000000
0.017639792880
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04050000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.15% 02/28/2048
655844BY3
100000.00000000
PA
USD
82659.35000000
0.004201861297
Long
DBT
CORP
US
N
2
2048-02-28
Fixed
0.04150000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.75% 11/17/2032
718172CX5
120000.00000000
PA
USD
122406.99000000
0.006222371623
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
0.05750000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP 2.6% 07/15/2032
651639AZ9
120000.00000000
PA
USD
98761.01000000
0.005020364491
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.02600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038
38148YAA6
100000.00000000
PA
USD
85436.78000000
0.004343047692
Long
DBT
CORP
US
N
2
2038-10-31
Variable
0.04017000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.625% 01/20/2027
61746BEF9
160000.00000000
PA
USD
154264.76000000
0.007841812507
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
0.03625000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 3.25% 11/16/2028
3130AFFX0
30000.00000000
PA
USD
28717.43000000
0.001459806515
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
0.03250000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 3.6% 02/15/2051
49456BAT8
170000.00000000
PA
USD
116674.95000000
0.005930992160
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 11/01/2033#CA2559
3140Q9ZZ9
16820.96100000
PA
USD
16363.44000000
0.000831810378
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
0.04000000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 1.45% 09/15/2030
010392FU7
800000.00000000
PA
USD
643280.66000000
0.032700185870
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.01450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/51#MA7311
36179WDQ8
2572524.34200000
PA
USD
2095685.35000000
0.106530951003
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
109894.62300000
PA
USD
103911.08000000
0.005282160402
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 09/47#MA4719
36179TG41
15144.90270000
PA
USD
13885.10000000
0.000705827765
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
0.03500000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
VONTIER CORP 1.8% 04/01/2026
928881AB7
180000.00000000
PA
USD
165896.76000000
0.008433107389
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.01800000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.875% 11/15/2040
88732JAY4
220000.00000000
PA
USD
189742.77000000
0.009645282739
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
0.05875000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.633%/VAR 11/07/2025
404280CE7
600000.00000000
PA
USD
586798.33000000
0.029828993241
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
0.02633000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 08/15/2040
912810SQ2
76000.00000000
PA
USD
46437.19000000
0.002360563341
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.01125000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2015-GC29
N/A
CITIGROUP COML MTG TR 2015-GC29 A4 3.192% 04/10/2048
17323VAZ8
500000.00000000
PA
USD
484100.15000000
0.024608488750
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Fixed
0.03192000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#CA2855
3140QAE55
71504.97800000
PA
USD
68662.86000000
0.003490371192
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL 2.6% 11/15/2029
23291KAH8
110000.00000000
PA
USD
97794.90000000
0.004971253771
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
0.02600000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 05/15/2025
91282CEQ0
100000.00000000
PA
USD
97468.75000000
0.004954674436
Long
DBT
UST
US
N
2
2025-05-15
Fixed
0.02750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.5% 10/20/2052#MA8349
36179XH25
540268.34500000
PA
USD
536952.29000000
0.027295146238
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
0.05500000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE CAP PLC 3% 06/01/2024
377373AG0
310000.00000000
PA
USD
307961.86000000
0.015654768889
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 12/20/2049#MA6341
36179VBJ8
18291.47100000
PA
USD
17673.07000000
0.000898383411
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.04500000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028 144A
09261HBB2
50000.00000000
PA
USD
51603.37000000
0.002623178179
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
0.07300000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC 1.75% 06/01/2030
038222AN5
170000.00000000
PA
USD
141792.90000000
0.007207824630
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.01750000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.625% 10/01/2028
00912XBF0
350000.00000000
PA
USD
338127.03000000
0.017188169047
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.04625000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP 1.375% 06/20/2027
22160KAN5
150000.00000000
PA
USD
134938.94000000
0.006859414084
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.01375000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 4% 09/18/2042
046353AG3
100000.00000000
PA
USD
85347.93000000
0.004338531139
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
0.04000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
AMEREN CORP 3.5% 01/15/2031
023608AJ1
250000.00000000
PA
USD
225091.64000000
0.011442188338
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03500000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 4.95% 05/17/2033
373334KT7
340000.00000000
PA
USD
332886.77000000
0.016921788466
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
0.04950000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP INC
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL GROUP INC 2.125% 06/15/2030
74251VAS1
160000.00000000
PA
USD
133081.87000000
0.006765012778
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02125000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 3.95% 03/29/2027
456837AH6
200000.00000000
PA
USD
192602.47000000
0.009790651203
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 11/01/2051#BQ6907
3140KSU96
188754.89300000
PA
USD
141325.47000000
0.007184063542
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2033#MA3462
31418CZ49
58758.55400000
PA
USD
56182.95000000
0.002855974105
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
4471000.00000000
PA
USD
4242035.89000000
0.215637389245
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2053#FS5333
3140XL4T2
618187.13000000
PA
USD
549974.45000000
0.027957107772
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/01/2045#AS5709
3138WFKX3
2000692.23800000
PA
USD
1761504.68000000
0.089543389115
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039
17305EDT9
200000.00000000
PA
USD
215378.94000000
0.010948458128
Long
ABS-CBDO
CORP
US
N
2
2039-06-15
Fixed
0.06150000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5.6% 10/15/2032
37045VAZ3
360000.00000000
PA
USD
359260.87000000
0.018262475394
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
0.05600000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC 2.6% 04/09/2030
149123CH2
210000.00000000
PA
USD
186733.53000000
0.009492312638
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
0.02600000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 5.35% 02/15/2033
91324PER9
100000.00000000
PA
USD
102029.72000000
0.005186524352
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.05350000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 3.375% 02/15/2030
15135BAV3
400000.00000000
PA
USD
352858.97000000
0.017937044625
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03375000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030
72650RBN1
660000.00000000
PA
USD
601473.97000000
0.030575006895
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.03800000
N
N
N
N
N
N
ALBEMARL CORP
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP US 4.65% 06/01/2027
012653AD3
160000.00000000
PA
USD
157132.88000000
0.007987608989
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.04650000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025
95000U2H5
550000.00000000
PA
USD
538126.62000000
0.027354841502
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP 2.25% 10/01/2030
651639AY2
160000.00000000
PA
USD
133799.49000000
0.006801491890
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.02250000
N
N
N
N
N
N
JM SMUCKER CO/THE
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE 6.5% 11/15/2043
832696AY4
270000.00000000
PA
USD
289177.06000000
0.014699872387
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
0.06500000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 5.2% 04/01/2040
911312BV7
100000.00000000
PA
USD
99430.47000000
0.005054395464
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.05200000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4% 11/15/2042
912810TM0
10370000.00000000
PA
USD
9680151.93000000
0.492075678709
Long
DBT
UST
US
N
2
2042-11-15
Fixed
0.04000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 7.2% 06/10/2030
345397D42
520000.00000000
PA
USD
547617.50000000
0.027837295833
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
0.07200000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 2.35% 03/08/2027
24422EWD7
200000.00000000
PA
USD
186557.47000000
0.009483362898
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
0.02350000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 3.4% 09/18/2029
455780CK0
360000.00000000
PA
USD
332355.60000000
0.016894787253
Long
DBT
NUSS
ID
N
2
2029-09-18
Fixed
0.03400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 04/30/2026
91282CBW0
3206000.00000000
PA
USD
2955656.48000000
0.150246264619
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.00750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2052#BX1265
3140N5MP6
328618.73300000
PA
USD
311320.97000000
0.015825524094
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 5.179% 11/19/2025
05971KAA7
400000.00000000
PA
USD
394643.74000000
0.020061109331
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
0.05179000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2053#MA4967
31418EQV5
74999.62000000
PA
USD
64169.96000000
0.003261981511
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6235
3133KM4U6
1677154.93300000
PA
USD
1329131.70000000
0.067564371726
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC 3.2% 01/15/2027
26444HAC5
240000.00000000
PA
USD
229151.48000000
0.011648564078
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03200000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO 4.45% 06/15/2049
875127BF8
140000.00000000
PA
USD
118824.64000000
0.006040268355
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.04450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2049#Q60864
3132VL6A0
105815.58500000
PA
USD
101742.28000000
0.005171912780
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD CO / JBS LUXEMBOURG SARL
N/A
JBS USA LUX SA / JBS USA FOOD CO / JBS LUXEMBOURG SARL 6.75% 03/15/2034 144A
47214BAA6
110000.00000000
PA
USD
113299.70000000
0.005759416502
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.06750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 01/01/2033#ZS8682
3132A9UF2
6984.37100000
PA
USD
6597.54000000
0.000335375828
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.03000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 5.05% 03/15/2034
00287YDU0
560000.00000000
PA
USD
562787.61000000
0.028608445111
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 02/15/2025
91282CDZ1
3310000.00000000
PA
USD
3198675.40000000
0.162599758744
Long
DBT
UST
US
N
2
2025-02-15
Fixed
0.01500000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.1% 05/15/2121
655844CJ5
200000.00000000
PA
USD
143989.71000000
0.007319496097
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
0.04100000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP 3% 07/30/2046
25468PDN3
110000.00000000
PA
USD
76751.01000000
0.003901519894
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 05/15/2044
912810RG5
186000.00000000
PA
USD
157249.92000000
0.007993558538
Long
DBT
UST
US
N
2
2044-05-15
Fixed
0.03375000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP 4.75% 06/15/2046
29103DAM8
100000.00000000
PA
USD
81859.22000000
0.004161187916
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
0.04750000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 2.1% 10/01/2031
032654AV7
140000.00000000
PA
USD
115655.99000000
0.005879194891
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.02100000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 03/31/2027
91282CEF4
11290000.00000000
PA
USD
10675224.28000000
0.542658655664
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2321
3140QMSK1
1652489.01500000
PA
USD
1370229.18000000
0.069653499099
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2051#BQ4495
3140KP7H0
83285.78800000
PA
USD
65795.10000000
0.003344593010
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNMA II 4.5% 6/45#MA2894
36179RGB9
88666.65630000
PA
USD
86638.79000000
0.004404150027
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
0.04500000
N
N
N
N
N
N
OGLETHORPE PWR CORP
3EERXCUSWMS9GV5D9M98
OGLETHORPE PWR CORP 3.75% 08/01/2050
677050AQ9
100000.00000000
PA
USD
71985.87000000
0.003659291310
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
0.03750000
N
N
N
N
N
N
PUBLIC SERVICE CO OF CO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF CO 3.2% 03/01/2050
744448CS8
210000.00000000
PA
USD
142404.03000000
0.007238890486
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 11/20/2053#MA9304
36179YKR4
99416.75000000
PA
USD
97106.14000000
0.004936241713
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 10/01/2050#RA3838
3133KKHP7
794428.56500000
PA
USD
686295.00000000
0.034886753881
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 01/01/2036#
31418DVX7
369376.93600000
PA
USD
327591.69000000
0.016652621194
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2040#C03520
31292K4D6
12059.75300000
PA
USD
11492.38000000
0.000584197513
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 08/31/2028
91282CCV1
5215000.00000000
PA
USD
4543976.15000000
0.230986059332
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.01125000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 1.35% 07/15/2025
22822VAS0
90000.00000000
PA
USD
85160.26000000
0.004328991222
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01350000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 8.25% 03/01/2038
316773CH1
90000.00000000
PA
USD
106414.39000000
0.005409412327
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
0.08250000
N
N
N
N
N
N
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE
549300O5ZKB2MUUSKB97
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 3.2% 02/15/2052
0778FPAH2
100000.00000000
PA
USD
67396.19000000
0.003425981965
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
0.03200000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 5.282% 04/02/2050
05526DBQ7
100000.00000000
PA
USD
82913.41000000
0.004214776048
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
0.05282000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC 3.25% 03/01/2050
025537AP6
174000.00000000
PA
USD
119117.77000000
0.006055169169
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03250000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.9% 02/06/2033
68389XCP8
260000.00000000
PA
USD
251405.68000000
0.012779822208
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
0.04900000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045
161175BA1
100000.00000000
PA
USD
91355.66000000
0.004643924880
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
0.06484000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.95% 04/01/2033
15189XBB3
230000.00000000
PA
USD
226618.43000000
0.011519800366
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.04950000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 4.875% 03/03/2033
04636NAH6
380000.00000000
PA
USD
379112.18000000
0.019271586296
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
0.04875000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 5.5% 05/15/2064
20030NEG2
120000.00000000
PA
USD
117687.07000000
0.005982441728
Long
DBT
CORP
US
N
2
2064-05-15
Fixed
0.05500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC 5.95% 08/15/2052
37940XAR3
100000.00000000
PA
USD
98248.06000000
0.004994289465
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.05950000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 3.25% 01/15/2051
22822VAU5
190000.00000000
PA
USD
128599.41000000
0.006537153798
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
0.03250000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 2.5% 02/15/2030
26884ABM4
160000.00000000
PA
USD
139007.05000000
0.007066210217
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC 2.45% 04/15/2028
573874AF1
120000.00000000
PA
USD
107741.70000000
0.005476884096
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.02450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 09/01/2051#SD8167
3132DWCC5
1375575.05000000
PA
USD
1133306.85000000
0.057609915777
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031
161175BU7
100000.00000000
PA
USD
80812.01000000
0.004107954601
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02800000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.5% 06/03/2050
023135BT2
780000.00000000
PA
USD
490005.51000000
0.024908678670
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
0.02500000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 3.7% 08/01/2027
501044DJ7
120000.00000000
PA
USD
115226.72000000
0.005857373609
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.03700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#MA4077
31418DQ70
232825.69900000
PA
USD
184366.96000000
0.009372011682
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2048#FM8096
3140XB7J3
766563.36000000
PA
USD
683520.55000000
0.034745718970
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#BO9347
3140K5L54
695613.27000000
PA
USD
604842.76000000
0.030746254169
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024
785592AJ5
109000.00000000
PA
USD
108935.10000000
0.005537548754
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.05750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 08/01/2031#V61273
3132KFMW9
15699.01900000
PA
USD
14720.79000000
0.000748308785
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
0.02500000
N
N
N
N
N
N
STANLEY BLACK and DECKER INC
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC 2.75% 11/15/2050
854502AN1
151000.00000000
PA
USD
87680.66000000
0.004457111891
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
0.02750000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE CO
YG6VT0TPHRH4TFVAQV64
ARIZONA PUBLIC SERVICE CO 3.35% 05/15/2050
040555DB7
200000.00000000
PA
USD
136376.07000000
0.006932468383
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03350000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 5.08% 09/15/2030
161571HU1
600000.00000000
PA
USD
606881.22000000
0.030849876157
Long
ABS-CBDO
CORP
US
N
2
2030-09-15
Fixed
0.05080000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 5% 03/01/2035
438516CS3
120000.00000000
PA
USD
119642.62000000
0.006081849114
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
0.05000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO 5% 05/01/2042
60871RAD2
100000.00000000
PA
USD
93092.02000000
0.004732190078
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 1.5% 04/20/2051#MA7310
36179WDP0
79173.52000000
PA
USD
61540.61000000
0.003128322535
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 08/20/2053#MA9103
36179YDG6
785786.21000000
PA
USD
731251.94000000
0.037172070984
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
0.04000000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH 1.25% 08/07/2026
22550L2G5
1010000.00000000
PA
USD
915725.87000000
0.046549520322
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
0.01250000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.2% 05/12/2026
06738EAP0
360000.00000000
PA
USD
355961.38000000
0.018094750880
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
0.05200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/01/2054 #TBA
21H020642
4150000.00000000
PA
USD
3379564.12000000
0.171794959430
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 01/01/2053#RA8524
3133KQPH3
195911.23300000
PA
USD
199678.51000000
0.010150350845
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 09/01/2049#FM3154
3140X6QG9
133378.85000000
PA
USD
131424.38000000
0.006680756816
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2047#MA3120
31418CPE8
739075.10500000
PA
USD
667801.07000000
0.033946643310
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.03500000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 3.8% 08/15/2049
824348BK1
80000.00000000
PA
USD
61708.25000000
0.003136844258
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 11/01/2036#QN8464
3133GFMM4
296602.90300000
PA
USD
262679.36000000
0.013352902443
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.02000000
N
N
N
N
N
N
GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV
N/A
GOLDEN ST TOBAC 2.746% 6/1/2034
38122NB50
112000.00000000
PA
USD
93970.77000000
0.004776859987
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
0.02746000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 5.25% 09/01/2035
931142CB7
645000.00000000
PA
USD
668756.41000000
0.033995206554
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
0.05250000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 3.875% 11/01/2045
654106AE3
110000.00000000
PA
USD
91061.04000000
0.004628948324
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
0.03875000
N
N
N
N
N
N
PG and E WILDFIRE RECOVERY
N/A
PG and E WILDFIRE RECOVERY 5.212% 12/01/2049
693342AJ6
260000.00000000
PA
USD
256259.39000000
0.013026553113
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
0.05212000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 5.7% 11/15/2054
539830BX6
100000.00000000
PA
USD
105554.38000000
0.005365695038
Long
DBT
CORP
US
N
2
2054-11-15
Fixed
0.05700000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
CENCORA INC 2.7% 03/15/2031
03073EAT2
170000.00000000
PA
USD
145240.11000000
0.007383058264
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02700000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.875% 10/15/2040
75513ECA7
210000.00000000
PA
USD
193748.19000000
0.009848892123
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
0.04875000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
ATHENE HOLDING LTD 3.5% 01/15/2031
04686JAC5
220000.00000000
PA
USD
191218.87000000
0.009720318019
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2045#Q37467
3132QUJM6
54647.98840000
PA
USD
49869.21000000
0.002535024815
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2047#FM9305
3140XDKT2
168535.35500000
PA
USD
149731.55000000
0.007611373728
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.03000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
KYX6QEFGFXUFFAWLGG05
ENTERGY ARKANSAS LLC 3.35% 06/15/2052
29366MAC2
100000.00000000
PA
USD
68397.92000000
0.003476903374
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
0.03350000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027
86562MCM0
1010000.00000000
PA
USD
932928.03000000
0.047423965746
Long
DBT
CORP
JP
N
2
2027-01-14
Fixed
0.02174000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 12/31/2025
91282CJS1
5830000.00000000
PA
USD
5784469.45000000
0.294044633923
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 07/47#G08769
3128MJ2B5
171529.52800000
PA
USD
149990.96000000
0.007624560438
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.03000000
N
N
N
N
N
N
SCHLUMBERGER INVT SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INVT SA 4.5% 05/15/2028
806854AK1
200000.00000000
PA
USD
198140.94000000
0.010072190832
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
0.04500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.55% 02/15/2031
87264ACB9
190000.00000000
PA
USD
160194.64000000
0.008143248863
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.5% 02/01/2043#MA5016
31418ESE1
551900.42300000
PA
USD
564582.82000000
0.028699701858
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.06500000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 5.717% 09/25/2028
06368LWU6
180000.00000000
PA
USD
184523.50000000
0.009379969153
Long
DBT
CORP
CA
N
2
2028-09-25
Fixed
0.05717000
N
N
N
N
N
N
PROGRESSIVE CORP OHIO
529900TACNVLY9DCR586
PROGRESSIVE CORP OHIO 3.2% 03/26/2030
743315AW3
400000.00000000
PA
USD
361327.77000000
0.018367543086
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
0.03200000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.768%/VAR 08/09/2025
46647PCM6
700000.00000000
PA
USD
684170.41000000
0.034778753607
Long
DBT
CORP
US
N
2
2025-08-09
Variable
0.00768000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.45% 02/15/2031 144A
11135FBH3
160000.00000000
PA
USD
133666.01000000
0.006794706639
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02450000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.25% 01/05/2032
191216DP2
120000.00000000
PA
USD
101087.13000000
0.005138609234
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
0.02250000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC 2.679% 07/16/2030
65535HAS8
210000.00000000
PA
USD
177554.68000000
0.009025719875
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
0.02679000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 5.35% 08/01/2054
655844CS5
60000.00000000
PA
USD
58798.63000000
0.002988938187
Long
DBT
CORP
US
N
2
2054-08-01
Fixed
0.05350000
N
N
N
N
N
N
METROPOLITAN TRANSN AUTH NY RV
N/A
NY MTA TRANSP 6.814% 11/15/40
59259YGF0
130000.00000000
PA
USD
143509.16000000
0.007295068075
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
0.06814000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 10/01/2032#MA3155
31418CQH0
4545.51150000
PA
USD
4293.76000000
0.000218266705
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.03000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 4.85% 03/09/2033
57636QAX2
160000.00000000
PA
USD
159800.80000000
0.008123228611
Long
DBT
CORP
US
N
2
2033-03-09
Fixed
0.04850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 02/01/2053#BX7260
3140NCB65
496399.20900000
PA
USD
506782.39000000
0.025761505637
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.06500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.05% 08/22/2047
023135BJ4
228000.00000000
PA
USD
195387.00000000
0.009932198516
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
0.04050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2049#ZT1778
3132AD6P8
219743.65400000
PA
USD
211009.46000000
0.010726342313
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
MASSACHUSETTS ST
N/A
MA ST 5.456 12/01/39
57582PUE8
145000.00000000
PA
USD
149468.93000000
0.007598023843
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
0.05456000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 3.5% 02/14/2050
455780CR5
400000.00000000
PA
USD
295288.00000000
0.015010512651
Long
DBT
NUSS
ID
N
2
2050-02-14
Fixed
0.03500000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.1% 09/15/2045
96949LAC9
100000.00000000
PA
USD
91227.62000000
0.004637416163
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
0.05100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.2% 03/15/2048
674599CN3
290000.00000000
PA
USD
221615.10000000
0.011265463758
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04200000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 7% 01/15/2027
04010LBE2
90000.00000000
PA
USD
91792.93000000
0.004666152830
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.07000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
WESTERN UN CO 2.75% 03/15/2031
959802BA6
110000.00000000
PA
USD
90339.49000000
0.004592269437
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02750000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC 5.809% 06/12/2033
636274AE2
100000.00000000
PA
USD
101040.78000000
0.005136253103
Long
DBT
CORP
GB
N
2
2033-06-12
Fixed
0.05809000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 3.375% 04/15/2029
87612EBH8
310000.00000000
PA
USD
291233.20000000
0.014804393111
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03375000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.375% 06/15/2046
097023BS3
120000.00000000
PA
USD
81461.11000000
0.004140950605
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
0.03375000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 4.5% 01/30/2026
254709AP3
208000.00000000
PA
USD
204678.49000000
0.010404517161
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.04500000
N
N
N
N
N
N
JAPAN BANK INTERNATIONAL COOPERATION
549300TJ3QFYVCTSCJ29
JAPAN BANK INTL COOPERATION 4.875% 10/18/2028
471048CY2
390000.00000000
PA
USD
393178.71000000
0.019986636777
Long
DBT
CORP
JP
N
2
2028-10-18
Fixed
0.04875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 08/01/2048#ZS4794
3132A5KF1
14804.36300000
PA
USD
14605.93000000
0.000742470053
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.05000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.85% 08/05/2061
037833EL0
490000.00000000
PA
USD
311962.25000000
0.015858122580
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
0.02850000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 1.65% 10/01/2030
375558BY8
590000.00000000
PA
USD
481739.82000000
0.024488504994
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.01650000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.547%/VAR 09/18/2031
251526CD9
150000.00000000
PA
USD
130147.32000000
0.006615839429
Long
DBT
CORP
US
N
2
2031-09-18
Variable
0.03547000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 4.875% 12/17/2048
615369AQ8
120000.00000000
PA
USD
110931.48000000
0.005639031670
Long
DBT
CORP
US
N
2
2048-12-17
Fixed
0.04875000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 1.875% 10/27/2026
459058FT5
320000.00000000
PA
USD
298711.11000000
0.015184521199
Long
DBT
CORP
US
N
2
2026-10-27
Fixed
0.01875000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 3.5% 06/10/2024
29250NAH8
164000.00000000
PA
USD
162980.49000000
0.008284863276
Long
DBT
CORP
CA
N
2
2024-06-10
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#
31418DMJ8
271232.52400000
PA
USD
234907.06000000
0.011941140161
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
INTERSTATE PWR and LT CO
EF9UQIIO4KY2BWOK3P26
INTERSTATE PWR and LT CO 4.1% 09/26/2028
461070AP9
260000.00000000
PA
USD
249041.98000000
0.012659667143
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
0.04100000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
LEGG MASON INC 5.625% 01/15/2044
524901AR6
60000.00000000
PA
USD
60205.91000000
0.003060475108
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
0.05625000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 3.45% 06/01/2027
824348AW6
210000.00000000
PA
USD
200000.79000000
0.010166733455
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03450000
N
N
N
N
N
N
PROGRESSIVE CORP OHIO
529900TACNVLY9DCR586
PROGRESSIVE CORP OHIO 2.5% 03/15/2027
743315AY9
270000.00000000
PA
USD
251311.23000000
0.012775020987
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02500000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 2.9% 07/15/2051
79466LAL8
390000.00000000
PA
USD
259184.71000000
0.013175257269
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
0.02900000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 4.418% 03/27/2048
74432QCD5
100000.00000000
PA
USD
85420.17000000
0.004342203348
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
0.04418000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO 4.5% 08/01/2032
037735DA2
140000.00000000
PA
USD
130996.00000000
0.006658980775
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 07/01/2053#QG6949
3133C7WJ2
397345.97000000
PA
USD
393191.08000000
0.019987265587
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030
06738EBK0
200000.00000000
PA
USD
189468.90000000
0.009631360978
Long
DBT
CORP
GB
N
2
2030-06-20
Variable
0.05088000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#BD2440
3140F9WA9
21369.37880000
PA
USD
19388.72000000
0.000985595848
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.97/VAR 03/05/29
06051GHG7
780000.00000000
PA
USD
741868.02000000
0.037711723131
Long
DBT
CORP
US
N
2
2029-03-05
Variable
0.03970000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 3.15% 03/15/2025
00440EAS6
310000.00000000
PA
USD
303204.54000000
0.015412937822
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3.5% 04/01/2028#MA3345
31418CWF7
35900.86200000
PA
USD
34944.24000000
0.001776336852
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
0.03500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2.698% 02/15/2053
61770KAX3
150000.00000000
PA
USD
130466.96000000
0.006632087838
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
0.02698000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2049#ZT1954
3132AEE36
17733.84300000
PA
USD
17462.90000000
0.000887699741
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.05000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.35% 11/15/2047
110122DK1
100000.00000000
PA
USD
85077.44000000
0.004324781194
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
0.04350000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 5% 04/20/2048
054561AM7
120000.00000000
PA
USD
108505.06000000
0.005515688331
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
0.05000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
MASCO CORP 1.5% 02/15/2028
574599BS4
100000.00000000
PA
USD
86896.78000000
0.004417264553
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.01500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5.4% 04/01/2048
37045VAQ3
90000.00000000
PA
USD
80585.96000000
0.004096463696
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.05400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 06/15/2025
91282CEU1
1170000.00000000
PA
USD
1140475.78000000
0.057974337340
Long
DBT
UST
US
N
2
2025-06-15
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/46#BC2310
3140EWR80
10558.10100000
PA
USD
9959.18000000
0.000506259642
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 1.2% 07/08/2025
02665WDL2
400000.00000000
PA
USD
379376.76000000
0.019285035814
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
0.01200000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 4.45% 08/15/2049
855244AU3
100000.00000000
PA
USD
85545.90000000
0.004348594640
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.04450000
N
N
N
N
N
N
DALLAS TX AREA RAP TR SALE TAX
N/A
DALLAS TX DART 2.613% 12/1/2048
235241WM4
300000.00000000
PA
USD
199716.99000000
0.010152306917
Long
DBT
MUN
US
N
2
2048-12-01
Fixed
0.02613000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 08/20/2050#MA6822
36179VSK7
177336.44700000
PA
USD
166206.76000000
0.008448865764
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 06/01/2053#BY6854
3140NPTL4
497531.59700000
PA
USD
482622.57000000
0.024533378237
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.875% 08/15/2029
91324PDS8
150000.00000000
PA
USD
136083.83000000
0.006917612811
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.02875000
N
N
N
N
N
N
PROCTER and GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO 1.95% 04/23/2031
742718FQ7
200000.00000000
PA
USD
168325.12000000
0.008556549346
Long
DBT
CORP
US
N
2
2031-04-23
Fixed
0.01950000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 4.25% 03/01/2025
04010LAV5
100000.00000000
PA
USD
98071.96000000
0.004985337691
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.04250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 06/20/2049#MA5986
36179UUK6
170742.13500000
PA
USD
160786.64000000
0.008173342275
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
0.04000000
N
N
N
N
N
N
PORT AUTH NY and NJ
54930006MR4KZ4W74Z83
PORT NY NJ 4.96% 8/1/2046
73358WRP1
70000.00000000
PA
USD
65034.43000000
0.003305925517
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
0.04960000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2046#BA0399
3140E4NR4
20912.77460000
PA
USD
19033.25000000
0.000967526075
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2046#BD0975
3140F8CM7
8768.95800000
PA
USD
8268.79000000
0.000420331259
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.04000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 4.25% 04/01/2050
369550BJ6
30000.00000000
PA
USD
25872.34000000
0.001315180728
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 06/01/2051#QC3317
3133AMVJ2
473428.91100000
PA
USD
354763.86000000
0.018033876787
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.01500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 5.65% 01/15/2053
87264ACW3
370000.00000000
PA
USD
367981.78000000
0.018705789480
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
0.05650000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS INC 3.5% 03/01/2024
452308AT6
450000.00000000
PA
USD
450000.00000000
0.022875059918
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC 4.3% 12/01/2028
025537AM3
194000.00000000
PA
USD
186844.32000000
0.009497944478
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 05/01/2053#QG2062
3133C2JF6
1598493.31800000
PA
USD
1606448.22000000
0.081661331752
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.06000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 3% 03/01/2050#BP1369
3140K8QX2
22097.35600000
PA
USD
19206.97000000
0.000976356865
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL 2.2% 11/15/2024
23291KAG0
110000.00000000
PA
USD
107515.72000000
0.005465396749
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
0.02200000
N
N
N
N
N
N
CSAIL 2019-C17 COML MTG TR
N/A
CSAIL 2019-C17 COML MTG TR 2.7628% 09/15/2052
12597BAT6
200000.00000000
PA
USD
174843.14000000
0.008887882897
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
0.02762800
N
N
N
N
N
N
ZIMMER BIOMET HLDGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HLDGS INC 3.55% 04/01/2025
98956PAF9
175000.00000000
PA
USD
171236.26000000
0.008704532683
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03550000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025
00774MAG0
300000.00000000
PA
USD
294214.31000000
0.014955933266
Long
DBT
CORP
IE
N
2
2025-10-01
Fixed
0.04450000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
MCKESSON CORP 5.1% 07/15/2033
581557BU8
100000.00000000
PA
USD
99677.11000000
0.005066933030
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.05100000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.85% 02/24/2026
713448DF2
250000.00000000
PA
USD
240331.87000000
0.012216902059
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
0.02850000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033
883556CX8
120000.00000000
PA
USD
120700.90000000
0.006135645154
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
0.05086000
N
N
N
N
N
N
ARCHER DANIELS MIDLAND CO
549300LO13MQ9HYSTR83
ARCHER DANIELS MIDLAND CO 4.5% 03/15/2049
039483BQ4
90000.00000000
PA
USD
78212.38000000
0.003975806397
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04500000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 0.625% 07/15/2025
4581X0DN5
140000.00000000
PA
USD
132042.75000000
0.006712190706
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.00625000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 2.55% 05/05/2027
316773DA5
100000.00000000
PA
USD
91828.68000000
0.004667970127
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
0.02550000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 4.975% 04/20/2055
760942BD3
462000.00000000
PA
USD
429715.44000000
0.021843925417
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
0.04975000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
HORMEL FOODS CORP 1.8% 06/11/2030
440452AF7
200000.00000000
PA
USD
165867.31000000
0.008431610343
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
0.01800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 01/01/2053#SD8289
3132DWF65
854249.03900000
PA
USD
845850.40000000
0.042997507960
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.05500000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 5.391% 03/15/2062
55903VBF9
250000.00000000
PA
USD
201681.38000000
0.010252163671
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
0.05391000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 5.8% 03/01/2033
210385AC4
100000.00000000
PA
USD
102209.04000000
0.005195639809
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
0.05800000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 5.2% 08/01/2033
74456QCN4
190000.00000000
PA
USD
191974.86000000
0.009758747611
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
0.05200000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 08/15/2031
91282CCS8
3247000.00000000
PA
USD
2628294.28000000
0.133605309196
Long
DBT
UST
US
N
2
2031-08-15
Fixed
0.01250000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 3.24% 02/06/2028
168863CF3
200000.00000000
PA
USD
187090.00000000
0.009510433244
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
0.03240000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 3.87% 07/23/2060
698299BL7
200000.00000000
PA
USD
111875.00000000
0.005686994063
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
0.03870000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2035
42824CAX7
50000.00000000
PA
USD
52234.62000000
0.002655266805
Long
DBT
CORP
US
N
2
2035-10-15
Variable
0.06200000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 0.8% 06/03/2025
023135BQ8
130000.00000000
PA
USD
123475.08000000
0.006276666340
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
0.00800000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC 5.95% 09/15/2033
573874AQ7
70000.00000000
PA
USD
72302.41000000
0.003675382135
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
0.05950000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 4.85% 04/15/2049
015271AQ2
140000.00000000
PA
USD
122058.07000000
0.006204634810
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04850000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 08/15/2052
912810TJ7
9800000.00000000
PA
USD
7576242.21000000
0.385126654469
Long
DBT
UST
US
N
2
2052-08-15
Fixed
0.03000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 7.15% 01/15/2051
682680BF9
150000.00000000
PA
USD
167399.50000000
0.008509496872
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
0.07150000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC 2.95% 06/30/2030
74834LBB5
150000.00000000
PA
USD
132238.42000000
0.006722137291
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
0.02950000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2022-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.72% 11/16/2026
44918MAD2
425000.00000000
PA
USD
419129.26000000
0.021305793191
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
0.03720000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025
14040HBJ3
100000.00000000
PA
USD
97760.23000000
0.004969491375
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.04200000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.15% 03/01/2047
375558BK8
112000.00000000
PA
USD
92572.76000000
0.004705794292
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.04150000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.25% 04/15/2049
29279FAA7
130000.00000000
PA
USD
131256.05000000
0.006672200018
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.06250000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC DEL
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC DEL 3.125% 03/15/2026
084670BS6
222000.00000000
PA
USD
214486.01000000
0.010903067400
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.03125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2046#MA3597
36179R7J2
112230.19240000
PA
USD
103280.29000000
0.005250095160
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
0.03500000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 4.125% 03/04/2043
718172AW9
330000.00000000
PA
USD
270048.88000000
0.013727520690
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
0.04125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 01/20/2048#MA4961
36179TQN8
682617.76900000
PA
USD
606630.19000000
0.030837115432
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 02/01/2033#ZS9005
3132AAAE4
42718.99900000
PA
USD
39347.02000000
0.002000145422
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.02500000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
CORNING INC 5.35% 11/15/2048
219350BK0
300000.00000000
PA
USD
288202.79000000
0.014650346866
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
0.05350000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029
06051GHM4
360000.00000000
PA
USD
345887.57000000
0.017582664197
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04271000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040
45866FAP9
160000.00000000
PA
USD
112318.64000000
0.005709545822
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
0.02650000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 6.375% 07/24/2042
617482V92
528000.00000000
PA
USD
587259.24000000
0.029852422894
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
0.06375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2043#AQ2928
3138MJHE2
557672.61200000
PA
USD
513764.26000000
0.026116418292
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.926% 05/15/2037 144A
11135FBV2
200000.00000000
PA
USD
186336.56000000
0.009472133277
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
0.04926000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2048#ZT0712
3132ACYH7
45387.88900000
PA
USD
42359.32000000
0.002153271073
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04000000
N
N
N
N
N
N
UNIVERSITY VA UNIV REVS
N/A
UNIV VA REV 2.584% 11/1/2051
915217XM0
210000.00000000
PA
USD
136814.81000000
0.006954771058
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
0.02584000
N
N
N
N
N
N
NOVANT HEALTH INC
549300ZUXEGFGE8EP917
NOVANT HEALTH INC 3.168% 11/01/2051
66988AAH7
110000.00000000
PA
USD
74907.27000000
0.003807796199
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
0.03168000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2050#BK2255
3140HFQH5
71890.59500000
PA
USD
62487.13000000
0.003176437428
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 2.25% 04/28/2025
75524KNH3
250000.00000000
PA
USD
239873.16000000
0.012193584239
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
0.02250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 1.5% 11/20/2051#MA7703
36179WRY6
382664.22100000
PA
USD
297440.23000000
0.015119917963
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
0.01500000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 3.3% 02/15/2050
871829BJ5
260000.00000000
PA
USD
183638.86000000
0.009334999835
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
0.03300000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 4.95% 10/17/2048
31428XBS4
80000.00000000
PA
USD
72241.38000000
0.003672279769
Long
DBT
CORP
US
N
2
2048-10-17
Fixed
0.04950000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032
3137H7QH9
2500000.00000000
PA
USD
2130891.25000000
0.108320588941
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
0.02580000
N
N
N
N
N
N
INTEGRIS BAPTIST MEDICAL CENTER INC
549300S00ZKDLJSB3927
INTEGRIS BAPTIST MEDICAL CENTER INC 3.875% 08/15/2050
45834QAA7
104000.00000000
PA
USD
78476.20000000
0.003989217282
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
0.03875000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 4.25% 05/01/2029
78409VBG8
110000.00000000
PA
USD
106652.23000000
0.005421502559
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04250000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 2.5% 11/02/2027
045167EE9
20000.00000000
PA
USD
18680.78000000
0.000949608804
Long
DBT
CORP
PH
N
2
2027-11-02
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 06/01/2031#G18604
3128MMU68
5426.48500000
PA
USD
5090.55000000
0.000258770302
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.02500000
N
N
N
N
N
N
CANADIAN NATIONAL RAILWAY CO
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 3.65% 02/03/2048
136375CP5
100000.00000000
PA
USD
79257.61000000
0.004028939061
Long
DBT
CORP
CA
N
2
2048-02-03
Fixed
0.03650000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.5% 06/01/2040
191216CW8
120000.00000000
PA
USD
85723.89000000
0.004357642489
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#FM1319
3140X4PD2
122403.75900000
PA
USD
117921.06000000
0.005994336251
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.5% 04/01/2050
67066GAH7
167000.00000000
PA
USD
130954.39000000
0.006656865595
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP VAR 05/15/2024
292480AH3
210000.00000000
PA
USD
209238.09000000
0.010636297435
Long
DBT
CORP
US
N
2
2024-05-15
Variable
0.03900000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO 3.25% 08/15/2032
194162AP8
130000.00000000
PA
USD
116687.69000000
0.005931639778
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
0.03250000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.75% 02/01/2050
097023CQ6
70000.00000000
PA
USD
49697.11000000
0.002526276375
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.03750000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP 1.05% 09/15/2027
494368CC5
184000.00000000
PA
USD
161907.04000000
0.008230296091
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.01050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2031#BD4457
3140FB5T3
66225.57000000
PA
USD
62025.84000000
0.003152988458
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
0.02500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 3.5% 11/15/2050
855244BA6
110000.00000000
PA
USD
80540.13000000
0.004094133999
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
0.03500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 7.122% 11/07/2033
345397D67
210000.00000000
PA
USD
223837.87000000
0.011378454862
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
0.07122000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.39% 08/15/2037
05526DBD6
470000.00000000
PA
USD
385447.93000000
0.019593654431
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.04390000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2049#ZA6945
31329QWE7
330235.96800000
PA
USD
307890.91000000
0.015651162254
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.04000000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 2.45% 01/15/2030
74456QCB0
80000.00000000
PA
USD
69573.06000000
0.003536639813
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 12/01/2036#MA4496
31418D7J5
430504.87700000
PA
USD
371841.91000000
0.018902013269
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.01500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 4.3% 05/10/2033
037833EV8
1000000.00000000
PA
USD
989330.15000000
0.050291081023
Long
DBT
CORP
US
N
2
2033-05-10
Fixed
0.04300000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.02% 03/25/2031
3137FYUJ3
540000.00000000
PA
USD
454289.31000000
0.023093100414
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Fixed
0.02020000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2046#BD3861
3140FBJF8
8731.23900000
PA
USD
8233.22000000
0.000418523112
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2052#
31418ED72
1272557.04400000
PA
USD
1132636.34000000
0.057575831429
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 6.5% 10/01/2053
210385AE0
100000.00000000
PA
USD
109750.03000000
0.005578974471
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
0.06500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.3% 05/14/2036
00287YAV1
25000.00000000
PA
USD
23213.89000000
0.001180042499
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
0.04300000
N
N
N
N
N
N
CANADIAN NATIONAL RAILWAY CO
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 4.45% 01/20/2049
136375CV2
50000.00000000
PA
USD
44791.94000000
0.002276929580
Long
DBT
CORP
CA
N
2
2049-01-20
Fixed
0.04450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 01/37#MA4516
31418EAS9
1437850.10500000
PA
USD
1270252.72000000
0.064571349070
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.02000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 7.5% 04/01/2031
501044BZ3
110000.00000000
PA
USD
124139.65000000
0.006310448737
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.07500000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1
N/A
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028
14043KAH8
120000.00000000
PA
USD
119223.06000000
0.006060521424
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
0.04870000
N
N
N
N
N
N
BENCHMARK 2019-B9 MTG TR
N/A
BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052
08160JAE7
160000.00000000
PA
USD
148655.52000000
0.007556675393
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.04015600
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2048#ZN1349
3131Y7QA8
283943.89500000
PA
USD
272657.92000000
0.013860147238
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 12/01/2050#CA8090
3140QF7C7
2279009.80000000
PA
USD
1712760.87000000
0.087065572283
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 12/01/2052#BX2469
3140N6W73
100497.82800000
PA
USD
99509.77000000
0.005058426558
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 04/20/2053#MA8800
36179XX50
1263739.18500000
PA
USD
1234466.44000000
0.062752208405
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
0.05000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028
14040HBW4
438000.00000000
PA
USD
414251.36000000
0.021057832625
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.03800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 11/01/2050#CA7696
3140QFRS0
150253.63800000
PA
USD
112921.21000000
0.005740176544
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.01500000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 5.45% 08/01/2053
74456QCP9
70000.00000000
PA
USD
70345.12000000
0.003575886299
Long
DBT
CORP
US
N
2
2053-08-01
Fixed
0.05450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2050#MA4056
31418DQJ4
216797.91300000
PA
USD
201671.21000000
0.010251646694
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.04000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC 4.75% 05/25/2033
09247XAT8
80000.00000000
PA
USD
78549.98000000
0.003992967775
Long
DBT
CORP
US
N
2
2033-05-25
Fixed
0.04750000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 4.125% 03/15/2028
281020AM9
100000.00000000
PA
USD
95561.97000000
0.004857746199
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/2051#MA7369
36179WFJ2
1451242.40000000
PA
USD
1323040.08000000
0.067254713565
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 08/15/2026
9128282A7
283000.00000000
PA
USD
263355.82000000
0.013387289249
Long
DBT
UST
US
N
2
2026-08-15
Fixed
0.01500000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 5.25% 03/15/2034
373334KW0
100000.00000000
PA
USD
99548.28000000
0.005060384155
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05250000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.15% 03/15/2042
00206RDH2
236000.00000000
PA
USD
223857.12000000
0.011379433407
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.05150000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 5.9% 03/15/2034
14448CBC7
201000.00000000
PA
USD
208509.12000000
0.010599241363
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05900000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.222% 08/15/2024
05526DAZ8
200000.00000000
PA
USD
197639.86000000
0.010046719199
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC 3.3% 04/01/2027
038222AL9
190000.00000000
PA
USD
181856.55000000
0.009244398839
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03300000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 4.4% 07/01/2049
337738AV0
240000.00000000
PA
USD
200785.36000000
0.010206615868
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.04400000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 7.125% 03/15/2033
023551AM6
170000.00000000
PA
USD
190649.63000000
0.009691381577
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.07125000
N
N
N
N
N
N
MIDMICHIGAN HEALTH
N/A
MIDMICHIGAN HEALTH 3.409% 06/01/2050
597861AA1
42000.00000000
PA
USD
30580.61000000
0.001554518413
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.03409000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 09/15/2026
91282CHY0
6990000.00000000
PA
USD
7009386.35000000
0.356311406107
Long
DBT
UST
US
N
2
2026-09-15
Fixed
0.04625000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 3.25% 04/01/2025
369550BK3
1040000.00000000
PA
USD
1018244.40000000
0.051760892581
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03250000
N
N
N
N
N
N
INVESCO FIN PLC
549300OYQ3LAJYXXO449
INVESCO FIN PLC 3.75% 01/15/2026
46132FAD2
240000.00000000
PA
USD
233247.92000000
0.011856800324
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
0.03750000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 4.25% 11/10/2044
718172BL2
110000.00000000
PA
USD
90700.16000000
0.004610603543
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
0.04250000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 2.95% 02/01/2030
097023CN3
220000.00000000
PA
USD
192818.34000000
0.009801624624
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02950000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 7.85% 11/27/2033
876030AF4
170000.00000000
PA
USD
183896.81000000
0.009348112327
Long
DBT
CORP
US
N
2
2033-11-27
Fixed
0.07850000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 08/20/2050#MA6820
36179VSH4
479512.54800000
PA
USD
423661.76000000
0.021536195878
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
0.03000000
N
N
N
N
N
N
AMERICAN UNIVERSITY DC
549300ZMGVN6I2E7LS27
AMERICAN UNIVERSITY DC 3.672% 04/01/2049
030360AD3
200000.00000000
PA
USD
161538.88000000
0.008211581242
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
0.03672000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.15% 11/15/2030
11135FAQ4
120000.00000000
PA
USD
112262.95000000
0.005706714906
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2032#FM3022
3140X6LC3
21781.92000000
PA
USD
21301.87000000
0.001082847894
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2052#MA4806
31418EKU3
1284765.69000000
PA
USD
1248273.85000000
0.063454086918
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 5.15% 03/19/2029
87165BAP8
109000.00000000
PA
USD
103973.90000000
0.005285353761
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
0.05150000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 4.15% 08/05/2032
458140CA6
110000.00000000
PA
USD
103280.53000000
0.005250107360
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2049#MA3694
31418DC83
65143.32000000
PA
USD
62472.63000000
0.003175700343
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.04500000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC 3.803% 08/15/2042
149123CB5
200000.00000000
PA
USD
166902.73000000
0.008484244331
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
0.03803000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.75% 12/07/2046
94974BGU8
508000.00000000
PA
USD
439164.39000000
0.022324248300
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
0.04750000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL INC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038
377372AE7
261000.00000000
PA
USD
292443.71000000
0.014865927531
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
0.06375000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 5.25% 02/01/2042
037411AY1
250000.00000000
PA
USD
206000.00000000
0.010471694096
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
0.05250000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP 1.95% 06/15/2030
863667AY7
100000.00000000
PA
USD
83676.70000000
0.004253576725
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.01950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 06/20/2050#MA6709
36179VN22
292540.00900000
PA
USD
248914.22000000
0.012653172660
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
0.02500000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030
86562MBW9
200000.00000000
PA
USD
174891.01000000
0.008890316295
Long
DBT
CORP
JP
N
2
2030-01-15
Fixed
0.02750000
N
N
N
N
N
N
KOREA REPUBLIC OF
549300O0QCVSQGPGDT58
KOREA REPUBLIC OF 2.75% 01/19/2027
50064FAM6
570000.00000000
PA
USD
540340.62000000
0.027467386797
Long
DBT
NUSS
KR
N
2
2027-01-19
Fixed
0.02750000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC 2.05% 01/15/2029
95040QAN4
390000.00000000
PA
USD
337804.79000000
0.017171788471
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02050000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP 5.45% 06/09/2044
651639AV8
100000.00000000
PA
USD
97683.25000000
0.004965578215
Long
DBT
CORP
US
N
2
2044-06-09
Fixed
0.05450000
N
N
N
N
N
N
AMERICAN WATER CAP CORP
5IDHQUFVC8Q2KIBBFF06
AMER WATER CAP CORP 2.3% 06/01/2031
03040WAY1
220000.00000000
PA
USD
182312.12000000
0.009267557041
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02300000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025
30161MAS2
100000.00000000
PA
USD
97128.11000000
0.004937358524
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03250000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.95% 01/05/2036
168863DZ8
290000.00000000
PA
USD
280708.40000000
0.014269381043
Long
DBT
NUSS
CL
N
2
2036-01-05
Fixed
0.04950000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 0.875% 05/17/2030
298785JE7
80000.00000000
PA
USD
64883.95000000
0.003298276097
Long
DBT
CORP
LU
N
2
2030-05-17
Fixed
0.00875000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4% 11/15/2047
68389XBQ7
388000.00000000
PA
USD
297242.20000000
0.015109851411
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
0.04000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 6.921% 08/08/2033
05964HAV7
200000.00000000
PA
USD
207682.44000000
0.010557218353
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
0.06921000
N
N
N
N
N
N
PPL ELEC UTILS CORP
549300GCZLSGYEYPIR35
PPL ELEC UTILS CORP 5% 05/15/2033
69351UBA0
100000.00000000
PA
USD
99375.91000000
0.005051621990
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
0.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.375% 11/23/2026
404280BH1
400000.00000000
PA
USD
389242.69000000
0.019786555236
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
0.04375000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.012% 04/15/2049
92343VDS0
146000.00000000
PA
USD
141036.63000000
0.007169380804
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.05012000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.8% 06/01/2038
404280AJ8
100000.00000000
PA
USD
108269.21000000
0.005503699257
Long
DBT
CORP
GB
N
2
2038-06-01
Fixed
0.06800000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 5.45% 03/01/2028
30040WAT5
250000.00000000
PA
USD
251297.55000000
0.012774325585
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05450000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 5.3% 08/15/2033
927804GM0
240000.00000000
PA
USD
239829.43000000
0.012191361292
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
0.05300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2052#SD2080
3132DPJZ2
779036.69300000
PA
USD
716951.21000000
0.036445115305
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.04000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY OP LLC 4.6% 02/01/2033
49446RBA6
120000.00000000
PA
USD
112489.83000000
0.005718248003
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.04600000
N
N
N
N
N
N
BROOKFIELD FIN INC
549300XH8D8K6OYWGD17
BROOKFIELD FIN INC 2.724% 04/15/2031
11271LAH5
330000.00000000
PA
USD
277304.61000000
0.014096354598
Long
DBT
CORP
CA
N
2
2031-04-15
Fixed
0.02724000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.55% 09/15/2055
00206RLJ9
723000.00000000
PA
USD
492528.05000000
0.025036908122
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
0.03550000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
LINDE INC/CT 3.2% 01/30/2026
74005PBQ6
230000.00000000
PA
USD
222929.87000000
0.011332298075
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.03200000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.7% 08/15/2049
91324PDU3
90000.00000000
PA
USD
69074.97000000
0.003511320172
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.03700000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 3.078% 05/11/2050
166764CA6
70000.00000000
PA
USD
49356.50000000
0.002508961988
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
0.03078000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/01/2054 #TBA
21H020634
-4150000.00000000
PA
USD
-3377294.90000000
-0.17167960711
Short
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.02000000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 3.05% 01/14/2042
86562MCQ1
260000.00000000
PA
USD
196950.48000000
0.010011675624
Long
DBT
CORP
JP
N
2
2042-01-14
Fixed
0.03050000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 6.375% 10/23/2034
718286BG1
130000.00000000
PA
USD
142695.80000000
0.007253722166
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
0.06375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 05/20/2050#MA6658
36179VMF4
298691.86800000
PA
USD
280669.28000000
0.014267392438
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
0.04000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061
161175BY9
300000.00000000
PA
USD
174251.42000000
0.008857803718
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#BT9513
3140LYSB0
523860.50900000
PA
USD
430451.52000000
0.021881342915
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 2.995% 08/16/2039
30231GAY8
350000.00000000
PA
USD
269888.12000000
0.013719348702
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
0.02995000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.25% 03/01/2026
37045XBG0
170000.00000000
PA
USD
169453.67000000
0.008613917454
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#MA3537
31418C4X9
53985.65800000
PA
USD
51839.88000000
0.002635200802
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2046#BD3862
3140FBJG6
6657.44000000
PA
USD
6277.71000000
0.000319117760
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.04000000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.606% 01/15/2044
949746RF0
360000.00000000
PA
USD
349261.30000000
0.017754162588
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
0.05606000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 05/31/2025
91282CHD6
16470000.00000000
PA
USD
16334894.61000000
0.830359317703
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.04250000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 3.3% 06/15/2041
26441CBM6
390000.00000000
PA
USD
286897.77000000
0.014584008176
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
0.03300000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 6.55% 05/01/2037
88732JAJ7
100000.00000000
PA
USD
94192.80000000
0.004788146541
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
0.06550000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR 0.981%/VAR 09/25/25
06051GJG5
800000.00000000
PA
USD
778871.54000000
0.039592740325
Long
DBT
CORP
US
N
2
2025-09-25
Variable
0.00981000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2050#MA4002
31418DNU2
163511.78600000
PA
USD
129735.06000000
0.006594882824
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.02000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.206/VAR 08/17/2029
404280CV9
550000.00000000
PA
USD
477505.76000000
0.024273273047
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
0.02206000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 1.5% 08/28/2024
459056HV2
90000.00000000
PA
USD
88329.06000000
0.004490072311
Long
DBT
CORP
US
N
2
2024-08-28
Fixed
0.01500000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 4.709% 01/25/2029
35137LAH8
70000.00000000
PA
USD
68299.61000000
0.003471905935
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
0.04709000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047
136385AY7
160000.00000000
PA
USD
139622.26000000
0.007097483474
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
0.04950000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 0.45% 08/15/2025
02079KAH0
100000.00000000
PA
USD
94076.67000000
0.004782243251
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2048#MA3275
31418CT95
41918.23800000
PA
USD
36566.23000000
0.001858788227
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 4.55% 03/23/2030
59156RBZ0
110000.00000000
PA
USD
107739.42000000
0.005476768195
Long
DBT
CORP
US
N
2
2030-03-23
Fixed
0.04550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 09/30/2028
91282CJA0
4670000.00000000
PA
USD
4733300.40000000
0.240610067249
Long
DBT
UST
US
N
2
2028-09-30
Fixed
0.04625000
N
N
N
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
TRINITY HEALTH CORP 2.632% 12/01/2040
896517AB5
50000.00000000
PA
USD
35209.01000000
0.001789796029
Long
DBT
CORP
US
N
2
2040-12-01
Fixed
0.02632000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 02/01/2036#SB8089
3132D57A4
942604.91700000
PA
USD
835974.06000000
0.042495459361
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 03/01/2028#ZK5173
3131X8XA9
270667.52900000
PA
USD
256902.92000000
0.013059265973
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2052#SD4401
3132E03J9
342668.17500000
PA
USD
283923.23000000
0.014432801996
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 08/01/2032#ZS7804
3132A8U56
33115.56100000
PA
USD
30840.41000000
0.001567724948
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.02500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4.45% 09/01/2049
682680AZ6
50000.00000000
PA
USD
39992.84000000
0.002032974691
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
0.04450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2029
9128286T2
473000.00000000
PA
USD
431446.21000000
0.021931906456
Long
DBT
UST
US
N
2
2029-05-15
Fixed
0.02375000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.908%/VAR 07/21/2042
38141GYK4
470000.00000000
PA
USD
333135.75000000
0.016934444982
Long
DBT
CORP
US
N
2
2042-07-21
Variable
0.02908000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC 2.8% 06/30/2031
74834LBC3
200000.00000000
PA
USD
171008.81000000
0.008692970611
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
0.02800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 6.125% 07/08/2039
68389XAH8
114000.00000000
PA
USD
117254.84000000
0.005960469979
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
0.06125000
N
N
N
N
N
N
BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP
N/A
BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP 3.54% 08/15/2050
06684QAB8
125000.00000000
PA
USD
92731.10000000
0.004713843264
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
0.03540000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2047#FM3371
3140X6W98
85705.97700000
PA
USD
83620.24000000
0.004250706667
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
JM SMUCKER CO/THE
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE 4.25% 03/15/2035
832696AM0
200000.00000000
PA
USD
179427.71000000
0.009120932482
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04250000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 3.25% 01/17/2028
46513YJH2
760000.00000000
PA
USD
701387.28000000
0.035653946791
Long
DBT
NUSS
IL
N
2
2028-01-17
Fixed
0.03250000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 04/01/2038
161175BM5
110000.00000000
PA
USD
94769.19000000
0.004817446443
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
0.05375000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SAU 4.103% 03/08/2027
87938WAT0
300000.00000000
PA
USD
290566.63000000
0.014770509047
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
0.04103000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 03/20/2048#MA5078
36179TUB9
169434.49800000
PA
USD
160084.73000000
0.008137661757
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.04000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 4.35% 01/11/2048
455780CE4
250000.00000000
PA
USD
216015.63000000
0.010980823287
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
0.04350000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 1.95% 05/15/2030
459200KJ9
100000.00000000
PA
USD
83703.35000000
0.004254931436
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.01950000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
100000.00000000
PA
USD
99925.03000000
0.005079535663
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 5.8% 10/15/2036
59562EAH8
110000.00000000
PA
USD
113359.26000000
0.005762444144
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
0.05800000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC 4.2% 05/15/2028
256746AH1
160000.00000000
PA
USD
154315.00000000
0.007844366380
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.04200000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 3.35% 02/09/2027
037833CJ7
240000.00000000
PA
USD
230891.54000000
0.011737017360
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
0.03350000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.7% 07/10/2035
026874DE4
200000.00000000
PA
USD
180549.70000000
0.009177967123
Long
DBT
CORP
US
N
2
2035-07-10
Fixed
0.04700000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 4.95% 05/15/2033
30303M8N5
200000.00000000
PA
USD
200176.67000000
0.010175674045
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
0.04950000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 8.5%/VAR 01/15/2084
29250NBT1
60000.00000000
PA
USD
63979.14000000
0.003252281468
Long
DBT
CORP
CA
N
2
2084-01-15
Variable
0.08500000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 6% 01/15/2029
86964WAF9
230000.00000000
PA
USD
230000.00000000
0.011691697291
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027
06738EBU8
300000.00000000
PA
USD
274186.00000000
0.013937824841
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 09/01/2035#BP6768
3140KEQW1
17036.09500000
PA
USD
15151.50000000
0.000770203267
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.02000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024
14040HBT1
230000.00000000
PA
USD
226497.26000000
0.011513640875
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.03300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 10/01/2036#QN8096
3133GE7H5
758981.16000000
PA
USD
655558.21000000
0.033324296297
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
0.01500000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 6.15% 11/15/2052
209111GD9
100000.00000000
PA
USD
108369.22000000
0.005508783112
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
0.06150000
N
N
N
N
N
N
NORTHERN STATES POWER CO (MN)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO (MN) 3.2% 04/01/2052
665772CU1
80000.00000000
PA
USD
55015.41000000
0.002796624000
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
0.03200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 09/20/2050#MA6869
36179VT26
70647.53100000
PA
USD
67828.56000000
0.003447960831
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2049#MA3873
31418DJT0
8912.64000000
PA
USD
8301.22000000
0.000421979788
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2033#MA3246
31418CTC8
22376.03400000
PA
USD
20834.37000000
0.001059083249
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 3.35% 11/01/2025
126408HD8
250000.00000000
PA
USD
242684.65000000
0.012336502022
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.03350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 05/20/2048#MA5192
36179TXV2
11353.12400000
PA
USD
10719.54000000
0.000544911377
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
0.04000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 2.93% 01/15/2025
666807BM3
120000.00000000
PA
USD
117377.36000000
0.005966698095
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02930000
N
N
N
N
N
N
OWENS CORNING NEW
JO5M6676RDJIZ2U8X907
OWENS CORNING NEW 3.4% 08/15/2026
690742AF8
100000.00000000
PA
USD
95524.31000000
0.004855831810
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
2494000.00000000
PA
USD
2338709.54000000
0.118884713021
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.00250000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.15% 02/21/2040
031162CR9
320000.00000000
PA
USD
240071.90000000
0.012203686882
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
0.03150000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.329% 09/21/2028
92343VER1
270000.00000000
PA
USD
262055.98000000
0.013321213876
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.04329000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 3.9% 04/01/2025
911312BX3
350000.00000000
PA
USD
345238.20000000
0.017549654469
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03900000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 4.9% 12/15/2048
125523AK6
300000.00000000
PA
USD
269621.16000000
0.013705778200
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
0.04900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2040#A95825
312944PJ4
39391.83900000
PA
USD
37531.69000000
0.001907865905
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028
674599EC5
980000.00000000
PA
USD
1015202.01000000
0.051606237351
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.06375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2048#BN0877
3140JG6P5
21608.13600000
PA
USD
20762.78000000
0.001055444081
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 5.3% 03/01/2048
958254AJ3
150000.00000000
PA
USD
129268.74000000
0.006571178162
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.05300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2047#FM8484
3140XCNA2
566671.64800000
PA
USD
503902.00000000
0.025615085429
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.03000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042
161175CE2
430000.00000000
PA
USD
281255.63000000
0.014297198641
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
0.03500000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 3.41% 06/15/2027
14149YBJ6
460000.00000000
PA
USD
436169.84000000
0.022172024943
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03410000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 02/20/2046#MA3454
36179RZT9
699979.13200000
PA
USD
644377.41000000
0.032755937475
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 09/01/2050#FM7195
3140XA7H9
948921.05500000
PA
USD
781202.67000000
0.039711239743
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02500000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 5.1% 01/15/2044
94973VBF3
132000.00000000
PA
USD
124564.38000000
0.006332039236
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
0.05100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 06/01/2053#
3132DWHE6
707193.74200000
PA
USD
686001.97000000
0.034871858151
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2053#SD2430
3132DPVX3
332443.66500000
PA
USD
316191.23000000
0.016073096293
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.04500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4% 07/13/2027
682680AS2
80000.00000000
PA
USD
77126.94000000
0.003920629719
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
0.04000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.4% 05/01/2045
031162BZ2
188000.00000000
PA
USD
160502.26000000
0.008158886254
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
0.04400000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3.9% 03/15/2043
842400FW8
230000.00000000
PA
USD
181916.41000000
0.009247441730
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.03900000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 4.05% 10/01/2044
341081FL6
170000.00000000
PA
USD
143314.69000000
0.007285182491
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
0.04050000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.375% 01/22/2047
61746BEG7
324000.00000000
PA
USD
279587.50000000
0.014212401811
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
0.04375000
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH 3.875% 08/22/2024
21688AAU6
610000.00000000
PA
USD
605057.71000000
0.030757180823
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2047#BE4674
3140FQFQ5
29607.50900000
PA
USD
26770.76000000
0.001360850531
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.03500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.65% 07/23/2048
172967MD0
195000.00000000
PA
USD
173536.40000000
0.008821456773
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
0.04650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2052#QE0590
3133B9UP7
28284.50700000
PA
USD
24204.75000000
0.001230411347
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/29/2028
91282CGP0
3620000.00000000
PA
USD
3575457.02000000
0.181752874597
Long
DBT
UST
US
N
2
2028-02-29
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2048#BK0915
3140HEAR3
6039.27300000
PA
USD
5640.07000000
0.000286704309
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 0.5% 10/28/2025
459058JL8
364000.00000000
PA
USD
339177.08000000
0.017241546728
Long
DBT
CORP
US
N
2
2025-10-28
Fixed
0.00500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 06/20/2051#MA7421
36179WG69
250522.94800000
PA
USD
233860.59000000
0.011887944464
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
0.04000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 4% 09/30/2042
26442CAN4
179000.00000000
PA
USD
146496.79000000
0.007446939664
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
0.04000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC 3.25% 09/19/2049
149123CF6
170000.00000000
PA
USD
125040.13000000
0.006356223257
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
0.03250000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC 3.95% 09/12/2047
98978VAM5
290000.00000000
PA
USD
232054.56000000
0.011796137698
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
0.03950000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 4.25% 03/15/2029
126408HM8
150000.00000000
PA
USD
146146.85000000
0.007429151001
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 6.2% 12/15/2034
254687DZ6
150000.00000000
PA
USD
163826.35000000
0.008327861272
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
0.06200000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
FEDERAL REALTY OP LP 1.25% 02/15/2026
313747BB2
200000.00000000
PA
USD
184272.53000000
0.009367211477
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01250000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4% 09/15/2055
25470DBL2
133000.00000000
PA
USD
88034.97000000
0.004475122697
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
0.04000000
N
N
N
N
N
N
ZIMMER BIOMET HLDGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HLDGS INC 3.55% 03/20/2030
98956PAT9
194000.00000000
PA
USD
175691.82000000
0.008931024243
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
0.03550000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 4.2% 02/01/2033
87612GAA9
130000.00000000
PA
USD
117014.15000000
0.005948234872
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.04200000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 8.2% 01/15/2039
03523TBF4
110000.00000000
PA
USD
141725.77000000
0.007204412179
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
0.08200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.8% 06/15/2038
29278NAD5
50000.00000000
PA
USD
49433.95000000
0.002512899040
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
0.05800000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.5% 04/01/2040
67066GAG9
90000.00000000
PA
USD
75176.14000000
0.003821463793
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 4.75% 02/15/2028
925650AB9
430000.00000000
PA
USD
416415.44000000
0.021167840313
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 3.3% 05/03/2027
025816CP2
510000.00000000
PA
USD
483433.59000000
0.024574605195
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
0.03300000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.419% 04/15/2033 144A
11135FBK6
190000.00000000
PA
USD
162277.42000000
0.008249123790
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.03419000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 6.1% 08/19/2032
345370DB3
540000.00000000
PA
USD
539053.63000000
0.027401964634
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
0.06100000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 3.8% 04/01/2028
927804FZ2
90000.00000000
PA
USD
86312.63000000
0.004387570184
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 05/01/2038#SB0918
3132CXAT9
192930.75300000
PA
USD
178688.03000000
0.009083331984
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
0.03000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 5.375% 08/21/2028
337738BG2
300000.00000000
PA
USD
302407.18000000
0.015372405249
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
0.05375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 01/20/2051#MA7139
36179V4Y3
148452.93600000
PA
USD
138846.04000000
0.007058025521
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
0.04000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032
38141GYJ7
1250000.00000000
PA
USD
1017230.13000000
0.051709333721
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02383000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP 2% 06/15/2031
67066GAN4
480000.00000000
PA
USD
400933.27000000
0.020380827943
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.02000000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 3.7% 06/06/2027
075887BW8
60000.00000000
PA
USD
57521.51000000
0.002924017750
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
0.03700000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 6.45% 09/15/2037
046353AD0
149000.00000000
PA
USD
167955.79000000
0.008537775022
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
0.06450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 03/01/2037#SB8145
3132D6BN9
568590.92000000
PA
USD
501426.91000000
0.025489268024
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.02000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 2.875% 06/15/2028
04010LBB8
100000.00000000
PA
USD
87579.81000000
0.004451985336
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2052#CB3410
3140QNYG1
228104.47000000
PA
USD
195487.83000000
0.009937324054
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 04/01/2053#QG0979
3133C1CQ1
102385.90500000
PA
USD
101347.29000000
0.005151834069
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 08/01/2048#ZS4786
3132A5J71
385660.66100000
PA
USD
370813.81000000
0.018849751383
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04500000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
KILROY REALTY LP 2.65% 11/15/2033
49427RAR3
100000.00000000
PA
USD
72816.67000000
0.003701523754
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
0.02650000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
13313846.75000000
NS
USD
13316509.52000000
0.676924340390
Long
STIV
RF
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC 5.75% 03/15/2033
52532XAJ4
140000.00000000
PA
USD
142284.42000000
0.007232810295
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2034#BO7536
3140K3LS9
104317.32000000
PA
USD
95532.70000000
0.004856258303
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.02500000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
CORP ANDINA DE FOMENTO 5% 01/24/2029
219868CJ3
140000.00000000
PA
USD
138283.15000000
0.007029411871
Long
DBT
CORP
VE
N
2
2029-01-24
Fixed
0.05000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029
46647PAX4
630000.00000000
PA
USD
609396.97000000
0.030977760450
Long
DBT
CORP
US
N
2
2029-12-05
Variable
0.04452000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR+129 01/20/2027
06051GLE7
1000000.00000000
PA
USD
993671.03000000
0.050511743001
Long
DBT
CORP
US
N
2
2027-01-20
Variable
0.05080000
N
N
N
N
N
N
INGERSOLL-RAND GLOBAL HLDG CO LTD
549300UCF0D858BIOV83
INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028
45687AAP7
240000.00000000
PA
USD
228933.86000000
0.011637501699
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
0.03750000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 7.5% 07/01/2038
29273RAJ8
210000.00000000
PA
USD
237877.02000000
0.012092113523
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/20/2051#MA7472
36179WJR0
8494582.86300000
PA
USD
7186660.90000000
0.365322886003
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
0.02500000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 1.7% 01/15/2031
501044DQ1
240000.00000000
PA
USD
191411.90000000
0.009730130403
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.01700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2039#AL0939
3138EHBH4
57746.79100000
PA
USD
56370.70000000
0.002865518089
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
ENTERGY CORP NEW 3.75% 06/15/2050
29364GAK9
190000.00000000
PA
USD
137477.37000000
0.006988451280
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.03750000
N
N
N
N
N
N
HARTFORD FINL SVCS GROUP INC
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GROUP INC 2.9% 09/15/2051
416518AD0
50000.00000000
PA
USD
32020.79000000
0.001627727755
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
0.02900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2049#ZN2806
3131Y9DK6
3742.45100000
PA
USD
3593.70000000
0.000182680228
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 03/01/2054 #TBA
21H062636
2600000.00000000
PA
USD
2635546.94000000
0.133973987045
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.06500000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
AUTODESK INC 2.85% 01/15/2030
052769AG1
140000.00000000
PA
USD
124228.23000000
0.006314951566
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02850000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE 5.1% 08/01/2033
74460WAG2
320000.00000000
PA
USD
319693.83000000
0.016251145592
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
0.05100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2043#FM2319
3140X5SH7
362701.37900000
PA
USD
333735.47000000
0.016964930829
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
45866FAJ3
100000.00000000
PA
USD
95419.68000000
0.004850513105
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/28/2025
9128283Z1
280000.00000000
PA
USD
273787.50000000
0.013917567705
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2049#MA3802
31418DGL0
25488.61500000
PA
USD
22090.92000000
0.001122958041
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 4.05% 05/15/2048
23338VAH9
100000.00000000
PA
USD
81739.00000000
0.004155076717
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04050000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
MASCO CORP 3.125% 02/15/2051
574599BR6
50000.00000000
PA
USD
33333.13000000
0.001694438546
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03125000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
TRAVELERS COS INC 4.05% 03/07/2048
89417EAN9
74000.00000000
PA
USD
61981.40000000
0.003150729419
Long
DBT
CORP
US
N
2
2048-03-07
Fixed
0.04050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2051#SD8121
3132DWAW3
2647577.86400000
PA
USD
2093219.80000000
0.106405618550
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 05/01/2052#CB3579
3140QN6R8
2517273.21000000
PA
USD
2169914.93000000
0.110304297870
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2049#ZN3831
3131YAHG8
332606.07100000
PA
USD
319178.03000000
0.016224925690
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.5% 05/20/2053#MA8879
36179X2L9
491974.22000000
PA
USD
488954.58000000
0.024855256255
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/20/2046#MA3803
36179SGL5
49463.23620000
PA
USD
45487.83000000
0.002312304081
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2049#BO5383
3140K06V5
323655.95600000
PA
USD
280309.56000000
0.014249106623
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/52#SD8221
3132DWD26
323319.39900000
PA
USD
287769.66000000
0.014628329367
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051
95000U2M4
280000.00000000
PA
USD
258914.34000000
0.013161513425
Long
DBT
CORP
US
N
2
2051-04-04
Variable
0.05013000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/20/2050#MA6545
36179VHW3
62737.12200000
PA
USD
62068.12000000
0.003155137697
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
0.05000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP BILLITON FIN USA LTD 5.25% 09/08/2033
055451BE7
330000.00000000
PA
USD
331468.23000000
0.016849679160
Long
DBT
CORP
AU
N
2
2033-09-08
Fixed
0.05250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2048#FM3705
3140X7DK2
280694.47800000
PA
USD
263982.24000000
0.013419132349
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032
38141GYB4
460000.00000000
PA
USD
382481.10000000
0.019442840178
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02615000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 4.24% 08/03/2027
78016FZS6
390000.00000000
PA
USD
380107.07000000
0.019322160003
Long
DBT
CORP
CA
N
2
2027-08-03
Fixed
0.04240000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 6.625% 11/15/2037
91324PBE1
310000.00000000
PA
USD
350560.34000000
0.017820197294
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
0.06625000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.95% 03/15/2048
26442CAU8
210000.00000000
PA
USD
166144.93000000
0.008445722730
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.03950000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048
161175BN3
250000.00000000
PA
USD
208117.32000000
0.010579324811
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2047#FM4941
3140X8P35
600472.50500000
PA
USD
534232.16000000
0.027156872600
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 0.375% 09/23/2025
3137EAEX3
370000.00000000
PA
USD
345599.15000000
0.017568002808
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
0.00375000
N
N
N
N
N
N
JAPAN BANK INTERNATIONAL COOPERATION
549300TJ3QFYVCTSCJ29
JAPAN BANK INTL COOPERATION 1.25% 01/21/2031
471048CL0
1012000.00000000
PA
USD
809511.61000000
0.041150281296
Long
DBT
CORP
JP
N
2
2031-01-21
Fixed
0.01250000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 4.125% 08/25/2027
715638BU5
250000.00000000
PA
USD
242075.00000000
0.012305511399
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
0.04125000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035
693475BW4
200000.00000000
PA
USD
200576.64000000
0.010196005907
Long
DBT
CORP
US
N
2
2035-01-22
Variable
0.05676000
N
N
N
N
N
N
CALIFORNIA ST UNIV REV
N/A
CA ST UNIV REV 2.719% 11/1/2052
13077DRW4
280000.00000000
PA
USD
188932.41000000
0.009604089331
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
0.02719000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3% 09/15/2060
45866FAQ7
100000.00000000
PA
USD
62122.07000000
0.003157880163
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 06/01/2052#MA4623
31418ED56
782124.11300000
PA
USD
643153.25000000
0.032693709179
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.02500000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 1.625% 01/15/2025
459058HT3
110000.00000000
PA
USD
106700.06000000
0.005423933924
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.01625000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 5.55% 03/15/2054
20826FBG0
50000.00000000
PA
USD
50585.57000000
0.002571439877
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
0.05550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2049#BN3149
3140JKQB5
213289.71700000
PA
USD
198857.70000000
0.010108626228
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2048#BM5024
3140J9SN2
78402.52600000
PA
USD
68392.30000000
0.003476617689
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.03000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 3.35% 03/15/2032
30161NBE0
190000.00000000
PA
USD
165637.57000000
0.008419931863
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03350000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.772%/VAR 01/24/2029
61744YAP3
180000.00000000
PA
USD
170191.72000000
0.008651435094
Long
DBT
CORP
US
N
2
2029-01-24
Variable
0.03772000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 05/01/2049#ZT1955
3132AEE44
3748.03400000
PA
USD
3254.27000000
0.000165425824
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.03000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.25% 11/15/2027
68389XBN4
600000.00000000
PA
USD
562731.92000000
0.028605614195
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03250000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 2.7% 08/21/2040
126650DP2
400000.00000000
PA
USD
273497.90000000
0.013902846333
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
0.02700000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO 4.15% 03/15/2028
134429BG3
410000.00000000
PA
USD
395588.14000000
0.020109116456
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04150000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.75% 08/15/2041
912810QS0
225000.00000000
PA
USD
205294.92000000
0.010435852435
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.03750000
N
N
N
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC 2.3% 03/01/2030
05348EBG3
408000.00000000
PA
USD
350657.85000000
0.017825154065
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 02/01/2036#SB8090
3132D57B2
49626.43500000
PA
USD
45121.69000000
0.002293691916
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
0.02500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 6.8% 05/12/2028
345397C92
740000.00000000
PA
USD
763648.83000000
0.038818917206
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
0.06800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2048#ZT1546
3132ADWF1
39423.68300000
PA
USD
37856.70000000
0.001924387290
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 01/01/2052#QD4529
3133B2A66
879854.01000000
PA
USD
755693.50000000
0.038414520205
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 05/01/2051#FM7411
3140XBGV6
997523.70200000
PA
USD
784294.93000000
0.039868430039
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 08/15/2029
912828YB0
2954000.00000000
PA
USD
2584057.64000000
0.131356607439
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028
92277GAM9
184000.00000000
PA
USD
175097.10000000
0.008900792564
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.875% 09/16/2046
02209SAV5
254000.00000000
PA
USD
186876.08000000
0.009499558949
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
0.03875000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 5% 11/15/2045
406216BK6
210000.00000000
PA
USD
195416.79000000
0.009933712845
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
0.05000000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 4.125% 11/15/2025
125523AG5
99000.00000000
PA
USD
97322.60000000
0.004947245125
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04125000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.5% 09/15/2037
404280DM8
170000.00000000
PA
USD
174216.99000000
0.008856053522
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
0.06500000
N
N
N
N
N
N
DEERE and CO
PWFTNG3EI0Y73OXWDH08
DEERE and CO 2.875% 09/07/2049
244199BG9
190000.00000000
PA
USD
132715.06000000
0.006746366554
Long
DBT
CORP
US
N
2
2049-09-07
Fixed
0.02875000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.8% 04/01/2026
548661EP8
300000.00000000
PA
USD
298166.99000000
0.015156861693
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.04800000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 2.954% 05/16/2026
166764BL3
231000.00000000
PA
USD
221908.65000000
0.011280385922
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
0.02954000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC.
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 2.9% 11/03/2027
882508BC7
160000.00000000
PA
USD
150280.67000000
0.007639287401
Long
DBT
CORP
US
N
2
2027-11-03
Fixed
0.02900000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 1.862% 12/01/2032
715638DP4
300000.00000000
PA
USD
226695.00000000
0.011523692684
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
0.01862000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4% 06/14/2049
701094AP9
160000.00000000
PA
USD
130671.88000000
0.006642504632
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
0.04000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 3.625% 04/01/2051
50249AAJ2
110000.00000000
PA
USD
76511.29000000
0.003889334095
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 04/01/2053#SD8316
3132DWGZ0
185485.54000000
PA
USD
183603.96000000
0.009333225747
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANK PLC 7.953%/VAR 11/15/2033
539439AW9
200000.00000000
PA
USD
222468.41000000
0.011308840463
Long
DBT
CORP
GB
N
2
2033-11-15
Variable
0.07953000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 04/01/2052#MA4576
31418ECN8
755790.41000000
PA
USD
565406.65000000
0.028741579993
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 06/30/2027
912828ZV5
856000.00000000
PA
USD
753915.31000000
0.038324128643
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.00500000
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 4.9% 02/01/2046
03522AAJ9
100000.00000000
PA
USD
92449.58000000
0.004699532626
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
0.04900000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 7.3% 07/01/2038
88732JAN8
100000.00000000
PA
USD
99701.69000000
0.005068182517
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
0.07300000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032
06051GKA6
110000.00000000
PA
USD
89036.13000000
0.004526015130
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02299000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2050#FM7147
3140XA5H1
350170.74000000
PA
USD
317057.96000000
0.016117155183
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 12/31/2028
91282CJR3
8390000.00000000
PA
USD
8199258.55000000
0.416796734708
Long
DBT
UST
US
N
2
2028-12-31
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.25% 06/30/2029
91282CEV9
1750000.00000000
PA
USD
1664687.50000000
0.084621836240
Long
DBT
UST
US
N
2
2029-06-30
Fixed
0.03250000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.501%/VAR 08/09/2028
06738EBY0
590000.00000000
PA
USD
587426.47000000
0.029860923775
Long
DBT
CORP
GB
N
2
2028-08-09
Variable
0.05501000
N
N
N
N
N
N
JPMBB COML MTG SECS TR 2014-C21
N/A
JPMBB 2014-C21 A5 3.7748% 08/15/47
46642EAY2
50000.00000000
PA
USD
49626.64000000
0.002522694141
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
0.03774800
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 12/01/2051#
31418D7D8
288001.06000000
PA
USD
215633.54000000
0.010961400328
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.01500000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND REPUBLIC OF 5.5% 04/04/2053
731011AW2
260000.00000000
PA
USD
259779.00000000
0.013205467090
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
0.05500000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR INC 2.1% 06/15/2033
90265EAV2
100000.00000000
PA
USD
75651.68000000
0.003845637139
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
0.02100000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.839%/VAR 07/16/2025
60687YAW9
200000.00000000
PA
USD
197846.56000000
0.010057226477
Long
DBT
CORP
JP
N
2
2025-07-16
Variable
0.02839000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.069/VAR 06/01/2029
46647PCJ3
340000.00000000
PA
USD
299537.59000000
0.015226534042
Long
DBT
CORP
US
N
2
2029-06-01
Variable
0.02069000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 11/01/2031#BE7372
3140FTFN6
247424.10300000
PA
USD
226799.87000000
0.011529023590
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 10/01/2053#SD8369
3132DWJN4
390228.00800000
PA
USD
397122.17000000
0.020187096519
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/01/2053#SD8330
3132DWHF3
198295.78100000
PA
USD
169662.62000000
0.008624539107
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.03000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 5.95% 05/15/2037
59562VAP2
120000.00000000
PA
USD
124327.74000000
0.006320010004
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
0.05950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 10/20/2052#MA8346
36179XHX7
1917606.71300000
PA
USD
1784672.85000000
0.090721107508
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 08/01/2033#BJ7058
3140H8ZY4
31011.48300000
PA
USD
29652.13000000
0.001507320556
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 10/15/2026
91282CJC6
5150000.00000000
PA
USD
5166898.44000000
0.262651358684
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.04625000
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033
716973AE2
360000.00000000
PA
USD
350572.78000000
0.017820829662
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
0.04750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 08/20/2051#MA7534
36179WLP1
2058576.15000000
PA
USD
1742257.81000000
0.088565003993
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
0.02500000
N
N
N
N
N
N
BANK 2022-BNK41
N/A
BANK 2022-BNK41 3.91626% 04/15/2065
06540MBH7
950000.00000000
PA
USD
862326.40000000
0.043835040154
Long
ABS-MBS
CORP
US
N
2
2065-04-15
Variable
0.03916496
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO INC 3.65% 02/01/2029
26442EAF7
210000.00000000
PA
USD
198365.09000000
0.010083585154
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.03650000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.7% 08/20/2027
37045XDA1
140000.00000000
PA
USD
128435.07000000
0.006528799826
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
0.02700000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030
009158BC9
40000.00000000
PA
USD
34027.11000000
0.001729715955
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02050000
N
N
N
N
N
N
MICHIGAN ST STRATEGIC FD LTD OBLIG REV
N/A
MI STRAT FND 3.225% 9/1/2047
594698SJ2
100000.00000000
PA
USD
76141.23000000
0.003870522663
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
0.03225000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5% 03/01/2033
55336VBV1
500000.00000000
PA
USD
478255.09000000
0.024311364089
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 04/01/2052#SD8205
3132DWDJ9
1099450.28400000
PA
USD
904095.67000000
0.045958316940
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 4.3% 06/15/2043
717081DE0
106000.00000000
PA
USD
93054.41000000
0.004730278232
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
0.04300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2032#BJ3110
3140H4N42
7072.66800000
PA
USD
6680.94000000
0.000339615339
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.03000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 2.7% 08/15/2029
438516BU9
210000.00000000
PA
USD
188908.31000000
0.009602864245
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.02700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 02/20/2051#MA7193
36179V7E4
866570.22800000
PA
USD
734903.46000000
0.037357690404
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#CA4890
3140QCNG7
229164.37700000
PA
USD
214896.49000000
0.010923933522
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 04/01/2054 #TBA
01F030645
300000.00000000
PA
USD
256945.32000000
0.013061421312
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
0.03000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 5.2% 01/15/2033
87264ACV5
150000.00000000
PA
USD
149108.06000000
0.007579679570
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
0.05200000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 5.327% 02/06/2029
595112BN2
310000.00000000
PA
USD
310376.10000000
0.015777493077
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
0.05327000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 5.35% 01/15/2034
595620AX3
200000.00000000
PA
USD
203882.04000000
0.010364030847
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.05350000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 2.85% 10/01/2029
70450YAE3
420000.00000000
PA
USD
374298.78000000
0.019026904488
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.02850000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 3.95% 05/15/2028
760759AT7
200000.00000000
PA
USD
192604.20000000
0.009790739145
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.03950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 11/01/2051#
3132DWCM3
109855.69500000
PA
USD
82251.68000000
0.004181138018
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.01500000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 5.15% 07/01/2033
548661EQ6
200000.00000000
PA
USD
199124.16000000
0.010122171313
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
0.05150000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 0.375% 09/03/2025
045167EW9
700000.00000000
PA
USD
654614.36000000
0.033276317130
Long
DBT
CORP
PH
N
2
2025-09-03
Fixed
0.00375000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.65% 04/05/2029
548661DR5
620000.00000000
PA
USD
584394.71000000
0.029706808905
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
0.03650000
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030
17305EGS8
250000.00000000
PA
USD
240640.43000000
0.012232587233
Long
ABS-CBDO
CORP
US
N
2
2030-10-13
Fixed
0.03960000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/20/2051#MA7254
36179WBX5
1543362.73100000
PA
USD
1257287.48000000
0.063912280977
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
0.02000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP 4.6% 05/15/2050
963320AX4
100000.00000000
PA
USD
80858.55000000
0.004110320391
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.04600000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2044
912810RE0
1464000.00000000
PA
USD
1287061.87000000
0.065425816433
Long
DBT
UST
US
N
2
2044-02-15
Fixed
0.03625000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 4.5% 05/15/2047
698299BG8
240000.00000000
PA
USD
160200.00000000
0.008143521330
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
0.04500000
N
N
N
N
N
N
LAUDER ESTEE COS INC
549300VFZ8XJ9NUPU221
LAUDER ESTEE COS INC 3.125% 12/01/2049
29736RAM2
130000.00000000
PA
USD
88864.16000000
0.004517273299
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
0.03125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 08/47#MA4653
36179TE27
13936.39320000
PA
USD
13180.42000000
0.000670006438
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
0.04000000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 2.85% 05/15/2040
459200KK6
110000.00000000
PA
USD
80180.50000000
0.004075852759
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
0.02850000
N
N
N
N
N
N
NEW JERSEY ST TPK AUTH TPK REV
5493005YN67D71KSMI84
NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-TAXABLE-A-ISSUER SUBSIDY
646139X83
140000.00000000
PA
USD
163450.90000000
0.008308775847
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
0.07102000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 7.75% 05/14/2038
59023VAA8
120000.00000000
PA
USD
144068.35000000
0.007323493641
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
0.07750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 04/01/2053#MA4978
31418EQ86
397997.00600000
PA
USD
386070.63000000
0.019625308431
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.9% 04/05/2032
21871XAH2
210000.00000000
PA
USD
184821.17000000
0.009395100751
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
0.03900000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC 4.5% 05/20/2052
747525BR3
180000.00000000
PA
USD
159378.86000000
0.008101779938
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
0.04500000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 2.25% 09/19/2026
88579YAV3
330000.00000000
PA
USD
307465.56000000
0.015629540239
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
0.02250000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS CO
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO 5.2% 06/01/2033
842434CZ3
180000.00000000
PA
USD
178611.34000000
0.009079433565
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
0.05200000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.05% 03/25/2048
126650CZ1
250000.00000000
PA
USD
222993.36000000
0.011335525492
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
0.05050000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 4.875% 02/15/2028
718172CZ0
170000.00000000
PA
USD
169063.89000000
0.008594103586
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04875000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 3.9% 11/15/2047
87612EBG0
160000.00000000
PA
USD
130745.65000000
0.006646254617
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
0.03900000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 06/01/2053#
3132DWHH9
556053.35000000
PA
USD
558820.55000000
0.028406785699
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 3.7% 02/10/2045
58933YAT2
322000.00000000
PA
USD
260617.95000000
0.013248113826
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
0.03700000
N
N
N
N
N
N
TELUS CORPORATION
L2TEUTQ8OSHMJWVLCE40
TELUS CORPORATION 4.3% 06/15/2049
87971MBK8
100000.00000000
PA
USD
81452.84000000
0.004140530212
Long
DBT
CORP
CA
N
2
2049-06-15
Fixed
0.04300000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 2.85% 02/14/2030
455780CQ7
200000.00000000
PA
USD
177404.00000000
0.009018060288
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
0.02850000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 5.75% 05/01/2040
12189LAA9
100000.00000000
PA
USD
104639.97000000
0.005319212408
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#RA6510
3133KNGT4
396553.87000000
PA
USD
315876.73000000
0.016057109168
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHMS K057 A2 2.57% 07/26
3137BRQJ7
330000.00000000
PA
USD
314119.48000000
0.015967782059
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
0.02570000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2350
3140QMTG9
1728524.60100000
PA
USD
1374703.22000000
0.069880930061
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#BU1350
3140M2QC9
928094.95000000
PA
USD
796256.83000000
0.040476494881
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 2.45% 11/15/2029
458140BH2
720000.00000000
PA
USD
631039.21000000
0.032077910532
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2048#BH9215
3140GYGZ6
58192.69500000
PA
USD
52544.41000000
0.002671014504
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.6% 04/01/2044
23311VAF4
80000.00000000
PA
USD
76184.82000000
0.003872738494
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.2% 03/01/2029
694308KB2
200000.00000000
PA
USD
188555.01000000
0.009584904781
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04200000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 2.45% 06/01/2030
26441CBH7
200000.00000000
PA
USD
171018.52000000
0.008693464204
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02450000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 1% 10/12/2024
89352HBB4
340000.00000000
PA
USD
330204.26000000
0.016785427184
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
0.01000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 3.9% 04/15/2028
931142FB4
100000.00000000
PA
USD
97575.09000000
0.004960080067
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.03900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 05/31/2027
91282CET4
3110000.00000000
PA
USD
2943809.38000000
0.149644035458
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.02625000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 3.25% 08/26/2049
88579YBK6
100000.00000000
PA
USD
69135.41000000
0.003514392547
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
0.03250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 05/01/2053#SD8324
3132DWG98
754584.21700000
PA
USD
746929.64000000
0.037969022822
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.05500000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO INC 4.3% 02/01/2049
26442EAG5
65000.00000000
PA
USD
52893.03000000
0.002688736067
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
0.04300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2050#SD8106
3132DWAF0
2160584.84100000
PA
USD
1708194.89000000
0.086833467691
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 10/31/2027
91282CFU0
7580000.00000000
PA
USD
7517820.35000000
0.382156868806
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.04125000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 5.25% 03/01/2054
438516CT1
120000.00000000
PA
USD
119756.07000000
0.006087616170
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
0.05250000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 1.375% 03/15/2031
437076CF7
240000.00000000
PA
USD
189917.23000000
0.009654151146
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01375000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028
161175BJ2
150000.00000000
PA
USD
138225.00000000
0.007026455904
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2052#BU8845
3140MAZK3
841831.80900000
PA
USD
749270.38000000
0.038088010750
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2053#
3132DWF40
333357.71200000
PA
USD
315706.32000000
0.016048446637
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.04500000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTL FIN CORP 0.375% 07/16/2025
45950KCT5
160000.00000000
PA
USD
150431.21000000
0.007646939871
Long
DBT
CORP
US
N
2
2025-07-16
Fixed
0.00375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 11/15/2041
912810TC2
5180000.00000000
PA
USD
3586340.63000000
0.182306126221
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2052#MA4654
31418EE48
193399.39000000
PA
USD
172134.66000000
0.008750201470
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.03500000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC 3.075% 04/07/2025
056752AQ1
210000.00000000
PA
USD
204372.00000000
0.010388937212
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
0.03075000
N
N
N
N
N
N
SCHLUMBERGER INVT SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INVT SA 4.85% 05/15/2033
806854AL9
70000.00000000
PA
USD
69237.84000000
0.003519599419
Long
DBT
CORP
LU
N
2
2033-05-15
Fixed
0.04850000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030
893574AP8
535000.00000000
PA
USD
481230.20000000
0.024462599243
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03250000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
REVVITY INC 2.25% 09/15/2031
714046AN9
100000.00000000
PA
USD
81314.44000000
0.004133494860
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2033
91282CJJ1
12920000.00000000
PA
USD
13164268.75000000
0.669185414311
Long
DBT
UST
US
N
2
2033-11-15
Fixed
0.04500000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028
10112RBA1
280000.00000000
PA
USD
264538.77000000
0.013447422698
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.375% 06/01/2046
50077LAB2
50000.00000000
PA
USD
41424.00000000
0.002105725515
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 06/30/2028
91282CCH2
3624000.00000000
PA
USD
3189686.25000000
0.162142809089
Long
DBT
UST
US
N
2
2028-06-30
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 05/31/2028
91282CHE4
13510000.00000000
PA
USD
13151668.33000000
0.668544891283
Long
DBT
UST
US
N
2
2028-05-31
Fixed
0.03625000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031
31620MBT2
200000.00000000
PA
USD
167481.94000000
0.008513687583
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.02250000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 4.45% 05/06/2044
037833AT7
100000.00000000
PA
USD
93542.99000000
0.004755114447
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
0.04450000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048
110122DL9
159000.00000000
PA
USD
140001.63000000
0.007116768166
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
0.04550000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 11/20/2045#MA3247
36179RTC3
29617.51600000
PA
USD
29658.56000000
0.001507647415
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 06/30/2028
91282CHK0
9110000.00000000
PA
USD
9000039.48000000
0.457503205276
Long
DBT
UST
US
N
2
2028-06-30
Fixed
0.04000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.65% 03/02/2053
031162DT4
460000.00000000
PA
USD
459808.65000000
0.023373667599
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
0.05650000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.45% 02/04/2032
02209SBL6
520000.00000000
PA
USD
416462.58000000
0.021170236602
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 03/01/2049#CA3240
3140QAS68
194855.65600000
PA
USD
191878.55000000
0.009753851840
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.05000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.125% 07/20/2045
126650CN8
420000.00000000
PA
USD
382031.40000000
0.019419980368
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
0.05125000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 6.75% 11/17/2028
50212YAH7
80000.00000000
PA
USD
83504.92000000
0.004244844552
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
0.06750000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP 4% 03/15/2029
512807AU2
210000.00000000
PA
USD
202744.49000000
0.010306205237
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 11/15/2045
912810RP5
76000.00000000
PA
USD
59888.59000000
0.003044344632
Long
DBT
UST
US
N
2
2045-11-15
Fixed
0.03000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL CORP
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS CAP 5.75% 09/15/2033
8426EPAG3
100000.00000000
PA
USD
102459.37000000
0.005208364951
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
0.05750000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.8% 12/05/2034
023135AP1
230000.00000000
PA
USD
230036.21000000
0.011693537971
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
0.04800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2052#BW1905
3140MTDK6
531941.56000000
PA
USD
474284.47000000
0.024109523710
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 1.75% 12/02/2026
13645RBE3
200000.00000000
PA
USD
183410.80000000
0.009323406754
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
0.01750000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 5.441%/VAR 02/22/2034
606822CX0
240000.00000000
PA
USD
242795.99000000
0.012342161820
Long
DBT
CORP
JP
N
2
2034-02-22
Variable
0.05441000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.723% 06/25/2031
3137H1YS9
650000.00000000
PA
USD
531344.84000000
0.027010100116
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Fixed
0.01723000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2048#MA3536
31418C4W1
221024.48100000
PA
USD
206207.24000000
0.010482228823
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 10/20/2052#MA8345
36179XHW9
662206.30500000
PA
USD
598792.44000000
0.030438695430
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#SD8177
3132DWCN1
1711918.96300000
PA
USD
1349192.27000000
0.068584120039
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4% 03/01/2048
20030NCK5
150000.00000000
PA
USD
118919.72000000
0.006045101601
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 5.5% 02/15/2034
11120VAM5
80000.00000000
PA
USD
77880.25000000
0.003958923078
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
0.05500000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032
47233JDX3
110000.00000000
PA
USD
88774.34000000
0.004512707437
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
0.02750000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH 3.91% 10/01/2050
20268JAG8
150000.00000000
PA
USD
115249.02000000
0.005858507195
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
0.03910000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 3.75% 03/26/2025
902613AX6
800000.00000000
PA
USD
783509.34000000
0.039828495776
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 01/31/2026
91282CBH3
9105000.00000000
PA
USD
8395805.90000000
0.426787917837
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.00375000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC 2.539% 02/01/2032
071813CS6
330000.00000000
PA
USD
270566.50000000
0.013753833109
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.02539000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2052#BW8591
3140N1RM7
588038.11500000
PA
USD
541174.30000000
0.027509765641
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04000000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 2.35% 06/24/2040
58933YBA2
210000.00000000
PA
USD
145597.10000000
0.007401205303
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
0.02350000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 4.8% 02/01/2049
29379VBU6
56000.00000000
PA
USD
50733.48000000
0.002578958655
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
0.04800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2034#QN1099
3133G7GG2
34754.01000000
PA
USD
32525.04000000
0.001653360530
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048
893574AM5
190000.00000000
PA
USD
166668.78000000
0.008472351842
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04600000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC 5.95% 08/15/2053
63111XAK7
168000.00000000
PA
USD
172747.66000000
0.008781362385
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
0.05950000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030
084664CW9
900000.00000000
PA
USD
734297.27000000
0.037326875665
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.01450000
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GRP OF AMERICA INC 3.9% 05/15/2029
759351AN9
120000.00000000
PA
USD
113233.52000000
0.005756052343
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03900000
N
N
N
N
N
N
JAPAN BANK INTERNATIONAL COOPERATION
549300TJ3QFYVCTSCJ29
JAPAN BANK INTL COOPERATION 2.5% 05/23/2024
471048BY3
1510000.00000000
PA
USD
1499804.80000000
0.076240277035
Long
DBT
CORP
JP
N
2
2024-05-23
Fixed
0.02500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.21%/VAR 04/20/2028
61747YER2
575000.00000000
PA
USD
556527.79000000
0.028290236761
Long
DBT
CORP
US
N
2
2028-04-20
Variable
0.04210000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.563% 06/15/2048
031162CD0
120000.00000000
PA
USD
104011.43000000
0.005287261541
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04563000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 6%/VAR 09/01/2052
744320BK7
230000.00000000
PA
USD
229377.92000000
0.011660074808
Long
DBT
CORP
US
N
2
2052-09-01
Variable
0.06000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.45% 03/15/2043
35671DBC8
160000.00000000
PA
USD
148983.34000000
0.007573339620
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.05450000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.75% 02/12/2045
594918BD5
100000.00000000
PA
USD
85627.22000000
0.004352728418
Long
DBT
CORP
US
N
2
2045-02-12
Fixed
0.03750000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 3.85% 04/15/2045
666807BJ0
130000.00000000
PA
USD
103355.63000000
0.005253924953
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
0.03850000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 4.967%/VAR 07/22/2033
91159HJG6
150000.00000000
PA
USD
140190.11000000
0.007126349258
Long
DBT
CORP
US
N
2
2033-07-22
Variable
0.04967000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 09/01/2050#FP0045
3140XTBP5
1553728.49600000
PA
USD
1233259.41000000
0.062690850886
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02000000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC 4.223% 06/15/2048
745332CH7
70000.00000000
PA
USD
56343.89000000
0.002864155243
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04223000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 5% 09/20/2037
25470DAS8
340000.00000000
PA
USD
291228.71000000
0.014804164869
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
0.05000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 2.375% 11/07/2029
822582CD2
100000.00000000
PA
USD
88065.77000000
0.004476688367
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
0.02375000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.75% 11/01/2046
913017CJ6
100000.00000000
PA
USD
76330.44000000
0.003880140863
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
0.03750000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC 4.85% 02/01/2049
682680BZ5
130000.00000000
PA
USD
111059.72000000
0.005645550554
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
0.04850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 05/01/2037#CB3440
3140QNZE5
272915.54100000
PA
USD
248483.30000000
0.012631267502
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.02500000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
KITE REALTY GROUP LP 5.5% 03/01/2034
49803XAE3
70000.00000000
PA
USD
68401.39000000
0.003477079766
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
0.05500000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2023-2
N/A
CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028
142921AD7
480000.00000000
PA
USD
478490.50000000
0.024323330795
Long
ABS-CBDO
CORP
US
N
2
2028-01-18
Fixed
0.05050000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 4% 03/15/2049
717081EV1
300000.00000000
PA
USD
247649.52000000
0.012588883575
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04000000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 4.456% 06/08/2032
89115A2E1
100000.00000000
PA
USD
95349.78000000
0.004846959846
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
0.04456000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#BQ7453
3140KTH73
24709.14400000
PA
USD
20303.28000000
0.001032086103
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 5.2% 03/01/2034
23338VAV8
110000.00000000
PA
USD
109451.25000000
0.005563786448
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
0.05200000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026
61690U4T4
1710000.00000000
PA
USD
1699148.44000000
0.086373605278
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
0.04754000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.5% 09/15/2053
00206RKJ0
1009000.00000000
PA
USD
693523.37000000
0.035254196985
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 12/20/2049#MA6339
36179VBG4
116321.80600000
PA
USD
106173.21000000
0.005397152312
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.75% 08/15/2041
912810TA6
6137000.00000000
PA
USD
4087098.15000000
0.207761366831
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.01750000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS INC
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030
573284AV8
110000.00000000
PA
USD
95331.77000000
0.004846044335
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.02500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.6% 07/15/2041
46625HJB7
325000.00000000
PA
USD
335316.23000000
0.017045286339
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
0.05600000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 11/20/2051#MA7704
36179WRZ3
2825938.20000000
PA
USD
2301243.71000000
0.116980195007
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
0.02000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 2.65% 03/15/2032
29717PAV9
210000.00000000
PA
USD
170896.88000000
0.008687280821
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02650000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 6.625% 06/15/2037
91913YAL4
200000.00000000
PA
USD
214182.68000000
0.010887648085
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
0.06625000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE SERVICES INC 5.95% 08/15/2034
12505BAG5
100000.00000000
PA
USD
100917.25000000
0.005129973645
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
0.05950000
N
N
N
N
N
N
CENTERPOINT ENERGY RES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES CORP 5.4% 03/01/2033
15189YAH9
120000.00000000
PA
USD
121029.96000000
0.006152372415
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
0.05400000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 2.875% 06/15/2052
12189LBH3
100000.00000000
PA
USD
65091.76000000
0.003308839800
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
0.02875000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 2.5% 03/19/2024
459058GQ0
300000.00000000
PA
USD
299629.18000000
0.015231189879
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.02500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.25% 03/16/2037
92343VDU5
102000.00000000
PA
USD
101843.99000000
0.005177083052
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
0.05250000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.85% 03/01/2048
96949LAE5
50000.00000000
PA
USD
44034.46000000
0.002238424246
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04850000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026
251526BZ1
154000.00000000
PA
USD
150217.10000000
0.007636055918
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.04100000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC 4.9% 03/27/2028
04621XAJ7
100000.00000000
PA
USD
97939.55000000
0.004978606832
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
0.04900000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 4.875% 03/09/2028
57636QAW4
210000.00000000
PA
USD
212346.81000000
0.010794324449
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
0.04875000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 5.2% 04/15/2048
628530BJ5
74000.00000000
PA
USD
60831.71000000
0.003092286691
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.05200000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.328%/VAR 04/22/2052
46647PCE4
320000.00000000
PA
USD
227169.69000000
0.011547822823
Long
DBT
CORP
US
N
2
2052-04-22
Variable
0.03328000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 3.02%/VAR 11/18/2036
961214EX7
130000.00000000
PA
USD
105756.27000000
0.005375957806
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
0.03020000
N
N
N
N
N
N
UNIVERSITY SOUTHN CALIF
0GMCSQ6M60R4T46U5511
UNIVERSITY SOUTHN CALIF 2.945% 10/01/2051
914886AF3
350000.00000000
PA
USD
243894.46000000
0.012398000858
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
0.02945000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 1.95% 07/15/2031
79466LAJ3
100000.00000000
PA
USD
81892.10000000
0.004162859320
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.01950000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.043% 08/26/2027
961214FC2
230000.00000000
PA
USD
225093.19000000
0.011442267130
Long
DBT
CORP
AU
N
2
2027-08-26
Fixed
0.04043000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 10/01/2053#DA1581
3140A1XK8
36232.92700000
PA
USD
36401.92000000
0.001850435780
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.06000000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 2.875% 10/15/2027
88579YAY7
210000.00000000
PA
USD
194408.91000000
0.009882478810
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.02875000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.5% 06/17/2025
3135G04Z3
650000.00000000
PA
USD
615121.74000000
0.031268770354
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.00500000
N
N
N
N
N
N
AMERICAN MUN PWR REV
N/A
AMERICAN MUN PWR-OHIO INC TAXABLE-COMB HYDROELEC PROJS-B
02765UEJ9
170000.00000000
PA
USD
207780.34000000
0.010562194949
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
0.07834000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 11/30#G16390
3128MFKB3
47804.15000000
PA
USD
45904.75000000
0.002333497570
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
0.03000000
N
N
N
N
N
N
ARCHER DANIELS MIDLAND CO
549300LO13MQ9HYSTR83
ARCHER DANIELS MIDLAND CO 3.25% 03/27/2030
039482AB0
330000.00000000
PA
USD
298376.90000000
0.015167532146
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
0.03250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.25% 02/15/2054
912810TX6
2190000.00000000
PA
USD
2148937.50000000
0.109237942385
Long
DBT
UST
US
N
2
2054-02-15
Fixed
0.04250000
N
N
N
N
N
N
HUNTSMAN INTL LLC
3YTEJFW18LGIUQ2N5J61
HUNTSMAN INTL LLC 4.5% 05/01/2029
44701QBE1
120000.00000000
PA
USD
113976.70000000
0.005793830759
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04500000
N
N
N
N
N
N
OWENS CORNING NEW
JO5M6676RDJIZ2U8X907
OWENS CORNING NEW 4.3% 07/15/2047
690742AG6
110000.00000000
PA
USD
90227.78000000
0.004586590830
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
0.04300000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037
927804FB5
120000.00000000
PA
USD
124587.74000000
0.006333226705
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
0.06000000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050
209111FY4
245000.00000000
PA
USD
196249.68000000
0.009976051531
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.03950000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 2.9% 06/15/2026
655844BS6
370000.00000000
PA
USD
352658.97000000
0.017926877932
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.02900000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.375% 03/15/2051
437076CG5
250000.00000000
PA
USD
147089.76000000
0.007477082385
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
0.02375000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 0.7% 02/08/2026
037833EB2
2500000.00000000
PA
USD
2311039.40000000
0.117478143886
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.00700000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 08/01/2053#
3132DWH48
467157.23000000
PA
USD
475410.50000000
0.024166763718
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2025
91282CFW6
2900000.00000000
PA
USD
2888898.45000000
0.146852722538
Long
DBT
UST
US
N
2
2025-11-15
Fixed
0.04500000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 5% 08/15/2052
26441CBU8
100000.00000000
PA
USD
89090.72000000
0.004528790129
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.05000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES 4.75% 04/15/2043
002824BN9
170000.00000000
PA
USD
163071.49000000
0.008289489121
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
0.04750000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 5.6% 05/15/2053
30303M8Q8
150000.00000000
PA
USD
155301.78000000
0.007894527828
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
0.05600000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2033#G18683
3128MMXM0
191940.09400000
PA
USD
178644.35000000
0.009081111578
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 05/01/2035#FM3340
3140X6WA5
179765.71500000
PA
USD
172110.63000000
0.008748979941
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.03500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SOFR 04/22/2041
46647PBM7
220000.00000000
PA
USD
165520.06000000
0.008413958422
Long
DBT
CORP
US
N
2
2041-04-22
Variable
0.03109000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2052#QE6058
3133BFWT3
149131.08400000
PA
USD
141327.76000000
0.007184179951
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 11/20/2050#MA6995
36179VXY1
641839.81100000
PA
USD
545522.06000000
0.027730777354
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2048#FM9750
3140XDZQ2
816648.99400000
PA
USD
727001.76000000
0.036956019601
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.03000000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 3% 02/01/2028
718286CC9
200000.00000000
PA
USD
185606.00000000
0.009434996380
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
0.03000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 4% 06/15/2029
91529YAN6
100000.00000000
PA
USD
93517.04000000
0.004753795318
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
KANSAS ST DEV FIN AUTH REV
N/A
KS ST DEV FI 4.927% 4/15/45
485429Z72
140000.00000000
PA
USD
134299.54000000
0.006826911165
Long
DBT
MUN
US
N
2
2045-04-15
Fixed
0.04927000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC 4.75% 03/15/2044
00817YAP3
100000.00000000
PA
USD
86241.54000000
0.004383956433
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.04750000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 6.82% 11/17/2033
961214FP3
100000.00000000
PA
USD
107310.35000000
0.005454957080
Long
DBT
CORP
AU
N
2
2033-11-17
Fixed
0.06820000
N
N
N
N
N
N
EXPORT IMPORT BANK KOREA
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA 5.125% 09/18/2028
302154DY2
290000.00000000
PA
USD
293665.60000000
0.014928040435
Long
DBT
CORP
KR
N
2
2028-09-18
Fixed
0.05125000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 5.1% 11/15/2027
539830BV0
210000.00000000
PA
USD
212322.86000000
0.010793106987
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05100000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC.
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 3.875% 03/15/2039
882508BF0
210000.00000000
PA
USD
184972.56000000
0.009402796429
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.03875000
N
N
N
N
N
N
ONTARIO PROVINCE CDA
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE CDA 2.5% 04/27/2026
68323ADP6
300000.00000000
PA
USD
286080.00000000
0.014542438092
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
0.02500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 5.7% 04/15/2040
913017BS7
160000.00000000
PA
USD
160528.61000000
0.008160225716
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.05700000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES INC
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC 2.75% 04/01/2031
879360AE5
100000.00000000
PA
USD
84884.71000000
0.004314984060
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02750000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.5% 06/01/2042
913017BT5
40000.00000000
PA
USD
34972.38000000
0.001777767306
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
0.04500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 2.125% 04/15/2027
74340XBN0
170000.00000000
PA
USD
156118.62000000
0.007936050637
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02125000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC 6.165% 07/15/2027
15089QAM6
650000.00000000
PA
USD
659890.38000000
0.033544515515
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.06165000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032
13607HR53
270000.00000000
PA
USD
241318.80000000
0.012267071132
Long
DBT
CORP
CA
N
2
2032-04-07
Fixed
0.03600000
N
N
N
N
N
N
VERALTO CORP
S4BKK9OTCEWQ3YHPFM11
VERALTO CORP 5.45% 09/18/2033 144A
92338CAE3
110000.00000000
PA
USD
110483.42000000
0.005616255227
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
0.05450000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.5% 06/01/2050
50077LBJ4
590000.00000000
PA
USD
573863.58000000
0.029171475061
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.05500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.25/VAR 04/21/2034
61747YFE0
1480000.00000000
PA
USD
1452669.46000000
0.073844224309
Long
DBT
CORP
US
N
2
2034-04-21
Variable
0.05250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.075/VAR 04/23/2029
172967LW9
770000.00000000
PA
USD
734888.99000000
0.037356954843
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04075000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 4% 04/17/2025
370334CF9
130000.00000000
PA
USD
127923.54000000
0.006502796983
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
0.04000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.973/VAR 05/22/2030
404280CC1
214000.00000000
PA
USD
198426.32000000
0.010086697687
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
0.03973000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 07/01/2035#SB8053
3132D55N8
88815.04500000
PA
USD
80919.56000000
0.004113421741
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 04/01/2037#CB3441
3140QNZF2
102789.71500000
PA
USD
93362.81000000
0.004745955273
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 01/01/2053#SD8312
3132DWGV9
29988.60900000
PA
USD
24641.37000000
0.001252606256
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#ZS8690
3132A9UP0
10362.84700000
PA
USD
9779.18000000
0.000497109618
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032
91087BAK6
200000.00000000
PA
USD
188100.00000000
0.009561775045
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2053#
3132DWGM9
81812.49500000
PA
USD
72785.05000000
0.003699916399
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 09/20/2052#MA8269
36179XFJ0
733577.61100000
PA
USD
716585.31000000
0.036426515339
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2049#MA3616
31418DAS1
24006.91100000
PA
USD
23052.70000000
0.001171848652
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/49#CA4421
3140QB4F2
105997.99000000
PA
USD
92066.95000000
0.004680082217
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.35% 01/25/2033
3137H9UD9
500000.00000000
PA
USD
484060.35000000
0.024606465578
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
Fixed
0.04350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 09/01/2036#MA4418
31418D4C3
215275.27500000
PA
USD
190182.55000000
0.009667638281
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
0.02000000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 2.1% 09/01/2040
478160CR3
590000.00000000
PA
USD
400960.90000000
0.020382232472
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.02100000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 11/20/2050#MA7000
36179VX54
45012.26900000
PA
USD
44363.48000000
0.002255149473
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.05000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP 3.95% 05/23/2025
670346AX3
450000.00000000
PA
USD
442949.53000000
0.022516660088
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
0.03950000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.4% 03/02/2026
969457CH1
160000.00000000
PA
USD
160372.03000000
0.008152266212
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.05400000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA
13063A5G5
160000.00000000
PA
USD
194719.20000000
0.009898251927
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
0.07550000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.9% 02/20/2028
110122DE5
270000.00000000
PA
USD
260678.75000000
0.013251204501
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
0.03900000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 4.75% 11/15/2048
126408HN6
160000.00000000
PA
USD
146328.67000000
0.007438393542
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
0.04750000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 3.125% 03/27/2025
168863BW7
840000.00000000
PA
USD
817983.60000000
0.041580941916
Long
DBT
NUSS
CL
N
2
2025-03-27
Fixed
0.03125000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
UNIVERSITY OF CHICAGO 3% 10/01/2052
91412NBG4
120000.00000000
PA
USD
85336.84000000
0.004337967396
Long
DBT
CORP
US
N
2
2052-10-01
Fixed
0.03000000
N
N
N
N
N
N
LAUDER ESTEE COS INC
549300VFZ8XJ9NUPU221
LAUDER ESTEE COS INC 1.95% 03/15/2031
29736RAR1
330000.00000000
PA
USD
270754.03000000
0.013763365909
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01950000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 10/15/2027
00774MAR6
270000.00000000
PA
USD
261593.32000000
0.013297695265
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.04625000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 5.15% 01/20/2063
907818GD4
150000.00000000
PA
USD
143685.69000000
0.007304041707
Long
DBT
CORP
US
N
2
2063-01-20
Fixed
0.05150000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2050#MA6599
36179VKL3
273140.30900000
PA
USD
241497.25000000
0.012276142364
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.03000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC 2.75% 08/15/2051
00115AAN9
100000.00000000
PA
USD
62308.88000000
0.003167376363
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
0.02750000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 5.516%/VAR 09/30/2028
639057AF5
290000.00000000
PA
USD
290060.35000000
0.014744773080
Long
DBT
CORP
GB
N
2
2028-09-30
Variable
0.05516000
N
N
N
N
N
N
WEST VA UNIV HEALTH SYS OBLIGATED GROUP
N/A
WEST VA UNIV HEALTH SYS OBLIGATED GROUP 3.129% 06/01/2050
956708AB7
70000.00000000
PA
USD
44060.81000000
0.002239763708
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.03129000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK 1.625% 01/19/2031
500630DH8
250000.00000000
PA
USD
202411.99000000
0.010289303109
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
0.01625000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 5.05% 06/01/2052
70450YAM5
160000.00000000
PA
USD
150117.04000000
0.007630969521
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
0.05050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 04/01/2033#BJ5714
3140H7K48
22028.82800000
PA
USD
20476.66000000
0.001040899609
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.02500000
N
N
N
N
N
N
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
549300XK5HGW68R8K327
SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026
82481LAD1
594000.00000000
PA
USD
565812.19000000
0.028762194997
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
0.03200000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 4.4% 05/06/2044
66989HAH1
120000.00000000
PA
USD
109205.84000000
0.005551311407
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
0.04400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#
31418DQ96
770246.09000000
PA
USD
666126.23000000
0.033861505387
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 06/20/2050#MA6710
36179VN30
686351.14300000
PA
USD
606409.01000000
0.030825872086
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
0.03000000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2025
42824CAW9
1108000.00000000
PA
USD
1100432.63000000
0.055938805216
Long
DBT
CORP
US
N
2
2025-10-15
Variable
0.04900000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO 4.5% 12/01/2028
277432AW0
406000.00000000
PA
USD
393983.53000000
0.020027548568
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.8% 07/15/2028
87264ADA0
350000.00000000
PA
USD
345492.49000000
0.017562580911
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04800000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 4.625% 08/01/2030
35671DCH6
190000.00000000
PA
USD
181067.06000000
0.009204266326
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.04625000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 4.65% 05/16/2028
373334KS9
170000.00000000
PA
USD
167541.33000000
0.008516706583
Long
DBT
CORP
US
N
2
2028-05-16
Fixed
0.04650000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 2.75% 09/01/2049
254687FM3
160000.00000000
PA
USD
103255.37000000
0.005248828390
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
0.02750000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051
02666TAD9
110000.00000000
PA
USD
72507.65000000
0.003685815196
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2049#FM7075
3140XA2H4
357983.16900000
PA
USD
335103.07000000
0.017034450678
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55141
3132XXWB1
869.50700000
PA
USD
815.80000000
0.000041469941
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.75% 06/01/2031
00206RJY9
401000.00000000
PA
USD
341730.05000000
0.017371323043
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02750000
N
N
N
N
N
N
MID AMERICA APTS LP
549300FXWGE3QSYCUJ38
MID AMERICA APTS LP 4.2% 06/15/2028
59523UAP2
260000.00000000
PA
USD
251592.90000000
0.012789339250
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 1.5% 04/01/2037#
31418ECT5
337863.92000000
PA
USD
291613.56000000
0.014823728129
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2050#SD0506
3132DMR31
1123778.46700000
PA
USD
1023482.03000000
0.052027139470
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 03/46#MA3522
36179R4F3
17333.16420000
PA
USD
16436.26000000
0.000835512071
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
0.04000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 3.4% 02/01/2028
816851BG3
50000.00000000
PA
USD
47019.63000000
0.002390170785
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.03400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/46#BM5900
3140JARW0
363200.37000000
PA
USD
323364.08000000
0.016437717123
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
REGENCY CTRS LP
5493008PTR2GAOYBXW28
REGENCY CTRS LP 3.7% 06/15/2030
75884RBA0
150000.00000000
PA
USD
136742.41000000
0.006951090715
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.03700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 02/20/2050#MA6474
36179VFP0
21971.28200000
PA
USD
19415.63000000
0.000986963776
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2035#SB8026
3132D54K5
296052.95100000
PA
USD
270196.99000000
0.013735049635
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.02500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.4% 03/15/2027
292480AK6
170000.00000000
PA
USD
165676.13000000
0.008421892001
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04400000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 3.95% 05/13/2050
67077MAX6
170000.00000000
PA
USD
132762.73000000
0.006748789785
Long
DBT
CORP
CA
N
2
2050-05-13
Fixed
0.03950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 02/28/2025
91282CGN5
7510000.00000000
PA
USD
7478610.53000000
0.380163697735
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.04625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 10/01/2050#
3132DV7L3
1099119.81000000
PA
USD
912410.79000000
0.046381003314
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02500000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 5.45% 07/05/2033
256677AP0
120000.00000000
PA
USD
119184.26000000
0.006058549086
Long
DBT
CORP
US
N
2
2033-07-05
Fixed
0.05450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 09/01/2053#SD8364
3132DWJH7
1030097.54100000
PA
USD
1048296.27000000
0.053288533308
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.06500000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 3.961% 03/02/2028
606822AV6
100000.00000000
PA
USD
96304.61000000
0.004895497164
Long
DBT
CORP
JP
N
2
2028-03-02
Fixed
0.03961000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 10/01/2053#MA5167
31418EW55
1044655.33100000
PA
USD
1063111.26000000
0.054041630605
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.06500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 08/20/2051#MA7533
36179WLN6
3677089.06000000
PA
USD
2995509.72000000
0.152272142959
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
0.02000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 3.25% 11/15/2049
458140BJ8
180000.00000000
PA
USD
124724.28000000
0.006340167507
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
0.03250000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 4.35% 04/15/2049
210518DD5
210000.00000000
PA
USD
181713.91000000
0.009237147953
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04350000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.557% 08/15/2027
05526DBB0
450000.00000000
PA
USD
425408.93000000
0.021625010585
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03557000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP 2.25% 04/06/2027
49326EEK5
280000.00000000
PA
USD
250103.72000000
0.012713639068
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 03/15/2025
91282CED9
3230000.00000000
PA
USD
3122628.66000000
0.158734039335
Long
DBT
UST
US
N
2
2025-03-15
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3.5% 05/01/2029#MA3656
31418DB27
57327.12000000
PA
USD
55602.51000000
0.002826468328
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 10/01/2051#BU3311
3140M4VD7
1221925.14700000
PA
USD
914885.66000000
0.046506809535
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2052#CB4020
3140QPPE1
649749.86900000
PA
USD
600658.34000000
0.030533545595
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.04000000
N
N
N
N
N
N
BAYLOR SCOTT and WHITE HLDGS
549300JQDKSBWYRGGV95
BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050
072863AJ2
250000.00000000
PA
USD
165663.05000000
0.008421227100
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
0.02839000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2035#MA3931
31418DLM2
39809.75600000
PA
USD
37219.22000000
0.001891981972
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2052#QF3241
3133BQS64
308932.27000000
PA
USD
284311.85000000
0.014452556898
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.04000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
INGREDION INC 3.2% 10/01/2026
457187AB8
270000.00000000
PA
USD
257566.97000000
0.013093021937
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.03200000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC 5.319% 11/15/2038
26078JAE0
310000.00000000
PA
USD
306436.09000000
0.015577208711
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
0.05319000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.875% 08/22/2037
023135BF2
280000.00000000
PA
USD
249673.02000000
0.012691745094
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
0.03875000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
00774MAV7
400000.00000000
PA
USD
368956.31000000
0.018755328219
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.625% 08/01/2031
15135BAZ4
300000.00000000
PA
USD
245481.00000000
0.012478650186
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.02625000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 4.375% 08/04/2025
21684AAC0
290000.00000000
PA
USD
284426.86000000
0.014458403255
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
0.04375000
N
N
N
N
N
N
ALLINA HEALTH SYSTEM
5493001V00JCD7SQ0G44
ALLINA HEALTH SYSTEM 3.887% 04/15/2049
01959LAC6
40000.00000000
PA
USD
32645.30000000
0.001659473763
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.03887000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 5.8% 09/15/2062
548661EN3
50000.00000000
PA
USD
49886.20000000
0.002535888475
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
0.05800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 5.50% 7/24 #255321
31371LSJ9
22.46800000
PA
USD
22.37000000
0.000001137144
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
0.05500000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
ENTERGY CORP NEW 2.4% 06/15/2031
29364GAP8
120000.00000000
PA
USD
98842.18000000
0.005024490644
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.02400000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
HEALTHPEAK OP LLC 3% 01/15/2030
42250PAA1
320000.00000000
PA
USD
280397.34000000
0.014253568785
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 2.7% 06/22/2030
92556VAD8
428000.00000000
PA
USD
360485.51000000
0.018324728091
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 12/01/2035#MA4206
31418DU83
2001401.69800000
PA
USD
1774995.93000000
0.090229196119
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.02000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.742% 03/16/2032
05526DBW4
170000.00000000
PA
USD
159922.90000000
0.008129435377
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
0.04742000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO 5.25% 07/15/2043
843646AJ9
90000.00000000
PA
USD
83050.65000000
0.004221752433
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
0.05250000
N
N
N
N
N
N
ARCHER DANIELS MIDLAND CO
549300LO13MQ9HYSTR83
ARCHER DANIELS MIDLAND CO 3.75% 09/15/2047
039483BM3
100000.00000000
PA
USD
75787.17000000
0.003852524566
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
0.03750000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 6.75% 04/01/2038
209111EU3
110000.00000000
PA
USD
122542.85000000
0.006229277858
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
0.06750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2048#BM2007
3140J6GR2
169206.46800000
PA
USD
158021.68000000
0.008032789774
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041
46647PBV7
340000.00000000
PA
USD
233632.74000000
0.011876362058
Long
DBT
CORP
US
N
2
2041-11-19
Variable
0.02525000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 2.55% 02/04/2030
446150AS3
100000.00000000
PA
USD
84368.47000000
0.004288741792
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
0.02550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL 30YR 3% 03/50#QA8169
3133A3CE6
248461.92000000
PA
USD
216040.15000000
0.010982069724
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BN35 2.285% 06/15/2064
06540CBF3
700000.00000000
PA
USD
577730.93000000
0.029368065867
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
0.02285000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 3.25% 05/11/2041
62954HAU2
190000.00000000
PA
USD
139537.90000000
0.007093195163
Long
DBT
CORP
NL
N
2
2041-05-11
Fixed
0.03250000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048
209111FT5
80000.00000000
PA
USD
69926.98000000
0.003554630794
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04650000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 3.45% 03/15/2029
717081ET6
100000.00000000
PA
USD
94021.42000000
0.004779434702
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 04/30/2027
91282CEN7
1920000.00000000
PA
USD
1826925.00000000
0.092868930759
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.02750000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 2.491%/VAR 11/03/2036
91159HJB7
100000.00000000
PA
USD
77274.64000000
0.003928137822
Long
DBT
CORP
US
N
2
2036-11-03
Variable
0.02491000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 09/01/2050#MA4119
31418DSH6
336743.01200000
PA
USD
266655.65000000
0.013555031047
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2049#FM3102
3140X6NU1
183609.46300000
PA
USD
171128.35000000
0.008699047244
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/28/2030
91282CGQ8
2170000.00000000
PA
USD
2137365.24000000
0.108649684295
Long
DBT
UST
US
N
2
2030-02-28
Fixed
0.04000000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 5.375% 03/15/2044
12527GAE3
130000.00000000
PA
USD
121544.96000000
0.006178551650
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.05375000
N
N
N
N
N
N
GS MTG SECS TR 2020-GC45
N/A
GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053
36258YBG2
300000.00000000
PA
USD
263917.05000000
0.013415818516
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
0.02910600
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 5.05% 02/26/2034
17275RBT8
300000.00000000
PA
USD
301980.52000000
0.015350716642
Long
DBT
CORP
US
N
2
2034-02-26
Fixed
0.05050000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP 2.3% 11/15/2028
46188BAB8
170000.00000000
PA
USD
148688.49000000
0.007558351373
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.02300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 10/01/2034#SB8010
3132D53T7
83381.38500000
PA
USD
76359.79000000
0.003881632825
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.02500000
N
N
N
N
N
N
AMEREN ILL CO
RC71E2BZ6UOMFPDJSE79
AMEREN ILL CO 4.5% 03/15/2049
02361DAT7
210000.00000000
PA
USD
182186.81000000
0.009261187100
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 2.95% 03/01/2027
375558BM4
430000.00000000
PA
USD
406254.95000000
0.020651347385
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2049#BN7677
3140JQQ71
18378.89500000
PA
USD
17123.82000000
0.000870463130
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.04000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.5% 04/01/2025
68389XBT1
5100000.00000000
PA
USD
4937266.04000000
0.250978347775
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 01/01/2036#
3132D56V9
21799.04700000
PA
USD
19333.06000000
0.000982766457
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.02000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 5.45% 04/01/2053
927804GL2
80000.00000000
PA
USD
78344.47000000
0.003982520990
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
0.05450000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 2.45% 01/15/2031
00130HCG8
100000.00000000
PA
USD
81573.15000000
0.004146645986
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02450000
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN 5.45% 08/07/2026
94988J6D4
800000.00000000
PA
USD
806852.92000000
0.041015130867
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
0.05450000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 3.25% 01/15/2028
666807BN1
100000.00000000
PA
USD
93780.36000000
0.004767180787
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2047#BJ0973
3140H2CK2
13822.12000000
PA
USD
12480.52000000
0.000634428095
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
TOTALENERGIES CAPITAL SA
529900QI55ZLJVCMPA71
TOTALENERGIES CAPITAL SA 3.883% 10/11/2028
89152UAH5
470000.00000000
PA
USD
453074.60000000
0.023031352494
Long
DBT
CORP
FR
N
2
2028-10-11
Fixed
0.03883000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP 6.625% 08/01/2037
494368BC6
140000.00000000
PA
USD
161006.55000000
0.008184521063
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
0.06625000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025
06738EBH7
200000.00000000
PA
USD
199224.51000000
0.010127272452
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
0.03932000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 08/15/2045
912810RN0
268000.00000000
PA
USD
206956.72000000
0.010520327490
Long
DBT
UST
US
N
2
2045-08-15
Fixed
0.02875000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3% 08/15/2026
126650DF4
38000.00000000
PA
USD
36081.03000000
0.001834123829
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2047
912810RV2
83000.00000000
PA
USD
64840.51000000
0.003296067891
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.03000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 3.032/VAR 11/28/2035
639057AB4
200000.00000000
PA
USD
164777.80000000
0.008376226773
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
0.03032000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 3% 03/10/2040
74432QCJ2
110000.00000000
PA
USD
81986.07000000
0.004167636141
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
0.03000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 2.7% 04/15/2040
92826CAK8
120000.00000000
PA
USD
88608.60000000
0.004504282298
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 02/01/2038#FS6194
3140XM3C8
387433.56700000
PA
USD
373747.71000000
0.018998891690
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
0.04000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.758% 09/06/2049
05526DBK0
260000.00000000
PA
USD
201146.30000000
0.010224963699
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
0.04758000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 3.9% 03/01/2062
78409VBM5
200000.00000000
PA
USD
155607.02000000
0.007910044236
Long
DBT
CORP
US
N
2
2062-03-01
Fixed
0.03900000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 6.1% 06/01/2040
893526DJ9
170000.00000000
PA
USD
173465.96000000
0.008817876064
Long
DBT
CORP
CA
N
2
2040-06-01
Fixed
0.06100000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 1.75% 08/21/2030
126650DN7
735000.00000000
PA
USD
597023.88000000
0.030348793395
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
0.01750000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 0.375% 09/04/2025
3130AK5E2
175000.00000000
PA
USD
163744.34000000
0.008323692419
Long
DBT
USGSE
US
N
2
2025-09-04
Fixed
0.00375000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 4.2% 01/31/2050
29379VBW2
370000.00000000
PA
USD
305490.12000000
0.015529121776
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
0.04200000
N
N
N
N
N
N
ELI LILLY and CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY and CO 2.25% 05/15/2050
532457BY3
200000.00000000
PA
USD
120941.07000000
0.006147853828
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02250000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 4.65% 03/01/2068
126408HL0
280000.00000000
PA
USD
241021.58000000
0.012251962409
Long
DBT
CORP
US
N
2
2068-03-01
Fixed
0.04650000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 2.894%/VAR 02/04/2030
961214EM1
390000.00000000
PA
USD
378140.22000000
0.019222178200
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
0.02894000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.45% 04/13/2029
023135CG9
100000.00000000
PA
USD
94765.94000000
0.004817281234
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
0.03450000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC 4.45% 08/15/2052
30303M8J4
480000.00000000
PA
USD
419376.75000000
0.021318373965
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.04450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 12/20/2050#MA7052
36179VZR4
197434.14100000
PA
USD
167682.77000000
0.008523896469
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2052#CB3906
3140QPKU0
92961.85700000
PA
USD
82798.58000000
0.004208938841
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 01/01/2052#BT6590
3140LVKC2
391975.14300000
PA
USD
293481.51000000
0.014918682502
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/31/2030
91282CGJ4
5650000.00000000
PA
USD
5420689.44000000
0.275552434977
Long
DBT
UST
US
N
2
2030-01-31
Fixed
0.03500000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 3.8% 03/15/2052
20826FAV8
100000.00000000
PA
USD
76656.89000000
0.003896735448
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.03800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2044#FM1130
3140X4HG4
596341.57900000
PA
USD
530734.05000000
0.026979051543
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.03000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 1.8% 01/13/2031
02665WDT5
140000.00000000
PA
USD
114939.31000000
0.005842763562
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
0.01800000
N
N
N
N
N
N
DUKE ENERGY IND INC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND INC 6.35% 08/15/2038
263901AA8
170000.00000000
PA
USD
181830.29000000
0.009243063952
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.06350000
N
N
N
N
N
N
AMERICAN AIRLS PASS THRU TR 2021-1A
N/A
AMERICAN AIRLS PASS THRU TR 2021-1A 2.875% 01/11/2036
02379KAA2
193108.69000000
PA
USD
164155.52000000
0.008344594124
Long
DBT
CORP
US
N
2
2036-01-11
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2049#CA4406
3140QB3Q9
133538.73700000
PA
USD
116280.20000000
0.005910925649
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 5.55% 03/15/2034
655844CT3
230000.00000000
PA
USD
236125.93000000
0.012003099549
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05550000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
AON NORTH AMERICA INC 5.45% 03/01/2034
03740MAD2
300000.00000000
PA
USD
300189.93000000
0.015259694745
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
0.05450000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053
694308KH9
340000.00000000
PA
USD
363843.37000000
0.018495419754
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
0.06750000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.8% 08/22/2024
023135AZ9
117000.00000000
PA
USD
115597.73000000
0.005876233333
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
0.02800000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC.
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 5.05% 05/18/2063
882926AA6
100000.00000000
PA
USD
95612.39000000
0.004860309222
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
0.05050000
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053
716973AG7
878000.00000000
PA
USD
858857.03000000
0.043658680050
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
0.05300000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
CUMMINS INC 1.5% 09/01/2030
231021AT3
190000.00000000
PA
USD
153570.98000000
0.007806545264
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.01500000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.8% 08/01/2028
655844BZ0
72000.00000000
PA
USD
68940.25000000
0.003504471887
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.03800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 09/30/2026
91282CCZ2
6070000.00000000
PA
USD
5543617.19000000
0.281801278637
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.00875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 04/01/2053#RA8728
3133KQVV5
1720941.98000000
PA
USD
1681203.71000000
0.085461412447
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2050#
31418DLT7
659936.32800000
PA
USD
571552.77000000
0.029054008578
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 1.5% 02/12/2025
3137EAEP0
630000.00000000
PA
USD
609102.90000000
0.030962811853
Long
DBT
USGSE
US
N
2
2025-02-12
Fixed
0.01500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 4.5% 08/25/2028
045167FZ1
630000.00000000
PA
USD
632657.83000000
0.032160190598
Long
DBT
CORP
PH
N
2
2028-08-25
Fixed
0.04500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029
110122EF1
190000.00000000
PA
USD
189553.04000000
0.009635638106
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
0.04900000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER CO
549300BXF2DWUNN57U06
POTOMAC ELECTRIC POWER CO 4.15% 03/15/2043
737679DE7
110000.00000000
PA
USD
92551.93000000
0.004704735431
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.04150000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052
084664DB4
220000.00000000
PA
USD
174532.41000000
0.008872087414
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.03850000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 07/47#MA4587
36179TCY9
93543.31680000
PA
USD
88527.55000000
0.004500162245
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 04/35#MA3985
31418DNB4
27202.69900000
PA
USD
25364.53000000
0.001289366985
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.03000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027
89788MAD4
950000.00000000
PA
USD
872039.58000000
0.044328794764
Long
DBT
CORP
US
N
2
2027-03-02
Variable
0.01267000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 05/01/2051#SD8147
3132DWBQ5
1951086.72000000
PA
USD
1612336.31000000
0.081960643777
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 11/30/2026
91282CDK4
429000.00000000
PA
USD
393708.05000000
0.020013544964
Long
DBT
UST
US
N
2
2026-11-30
Fixed
0.01250000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 2.65% 12/10/2045
718286CL9
610000.00000000
PA
USD
399293.80000000
0.020297488000
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
0.02650000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030
209111FX6
270000.00000000
PA
USD
246838.04000000
0.012547633233
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2050#
31418DVA7
8953562.20300000
PA
USD
7078837.59000000
0.359841853388
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 04/20/2050#MA6602
36179VKP4
145186.62500000
PA
USD
139620.26000000
0.007097381807
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC VAR/3.887 01/10/2028
172967LD1
140000.00000000
PA
USD
134557.18000000
0.006840007899
Long
DBT
CORP
US
N
2
2028-01-10
Variable
0.03887000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 05/01/2035#MA4067
31418DQV7
39257.16300000
PA
USD
38128.05000000
0.001938180951
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.04000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 3.001% 03/17/2052
10373QBS8
200000.00000000
PA
USD
132713.43000000
0.006746283696
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
0.03001000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2048#MA3333
31418CV35
107684.75500000
PA
USD
100600.29000000
0.005113861470
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2048#FS0098
3140XFDC2
776518.44200000
PA
USD
780460.28000000
0.039673501486
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/15/2027
91282CKA8
8850000.00000000
PA
USD
8777402.39000000
0.446185790223
Long
DBT
UST
US
N
2
2027-02-15
Fixed
0.04000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
1000000.00000000
PA
USD
970500.79000000
0.049333919382
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 05/01/2029#ZK6913
3131XAVE8
148966.75700000
PA
USD
144187.68000000
0.007329559598
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.03000000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 3.6% 11/15/2050
260543DD2
170000.00000000
PA
USD
123785.05000000
0.006292423190
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
0.03600000
N
N
N
N
N
N
KAISER FNDTN HOSPS
DW4Z57L3G4IRMHYZYK62
KAISER FNDTN HOSPS 4.15% 05/01/2047
48305QAD5
60000.00000000
PA
USD
51735.68000000
0.002629903955
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.04150000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025
86562MCA6
650000.00000000
PA
USD
617730.69000000
0.031401392327
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
0.01474000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2049#FM3155
3140X6QH7
68702.35800000
PA
USD
67695.63000000
0.003441203538
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 11/20/2048#MA5596
36179UGD8
29236.97500000
PA
USD
28248.53000000
0.001435970703
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
0.04500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.459% 09/15/2026
11135FAN1
432000.00000000
PA
USD
414514.94000000
0.021071231310
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03459000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.6% 04/01/2034
404119CU1
700000.00000000
PA
USD
696922.10000000
0.035426966213
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
0.05600000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 3.65% 08/01/2048
595620AS4
280000.00000000
PA
USD
213784.29000000
0.010867396540
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
0.03650000
N
N
N
N
N
N
TARGA RES CORP
5493003QENHHS261UR94
TARGA RES CORP 6.125% 03/15/2033
87612GAC5
250000.00000000
PA
USD
257389.37000000
0.013083993913
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.06125000
N
N
N
N
N
N
INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP
N/A
INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 2.852% 11/01/2051
455170AB6
200000.00000000
PA
USD
131346.36000000
0.006676790789
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
0.02852000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.95% 09/11/2049
037833DQ0
180000.00000000
PA
USD
125857.38000000
0.006397766908
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
0.02950000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 4.875% 05/15/2048
89352HAY5
80000.00000000
PA
USD
69802.15000000
0.003548285252
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
0.04875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 08/20/2052#MA8201
36179XDE3
553539.58300000
PA
USD
529808.95000000
0.026932025503
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
0.04500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5% 06/04/2042
50076QAE6
100000.00000000
PA
USD
92447.59000000
0.004699431467
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/01/2054 #TBA
21H030633
1250000.00000000
PA
USD
1096187.00000000
0.055722985126
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.03000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 5.3% 11/01/2038
205887CD2
121000.00000000
PA
USD
114548.63000000
0.005822903944
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
0.05300000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 3.8% 05/13/2060
254687GA8
60000.00000000
PA
USD
45767.58000000
0.002326524744
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
0.03800000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 2.25% 01/15/2031
22822VAT8
100000.00000000
PA
USD
81713.00000000
0.004153755046
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 03/01/2052#MA4563
31418EB90
3198377.69000000
PA
USD
2631076.96000000
0.133746762467
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 11/01/2037#SB0908
3132CXAH5
571761.38300000
PA
USD
493492.68000000
0.025085943609
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
0.01500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.95% 08/16/2025
913017DD8
80000.00000000
PA
USD
78470.24000000
0.003988914315
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 6.75% 03/15/2031
3134A4AA2
870000.00000000
PA
USD
994560.73000000
0.050556969536
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
0.06750000
N
N
N
N
N
N
FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST
N/A
FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST 1.875% 08/20/2035
314353AA1
203211.44300000
PA
USD
166735.84000000
0.008475760734
Long
DBT
CORP
US
N
2
2035-08-20
Fixed
0.01875000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 5% 02/15/2033
438516CK0
310000.00000000
PA
USD
310552.10000000
0.015786439767
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.05000000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 2.65% 03/08/2027
06368FAJ8
460000.00000000
PA
USD
429522.10000000
0.021834097275
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
0.02650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 06/01/2049#SD0067
3132DMCC7
109282.43500000
PA
USD
109847.25000000
0.005583916501
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2048#Q54557
3132XXB32
203358.28000000
PA
USD
183859.47000000
0.009346214206
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 08/01/2051#QC5857
3133AQQJ9
219625.19800000
PA
USD
187946.48000000
0.009553971092
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 12/01/2053#MA5217
31418EYP9
2355600.66800000
PA
USD
2397217.07000000
0.121858853586
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
0.06500000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCO INC 4.65% 03/15/2026
92940PAB0
400000.00000000
PA
USD
394813.76000000
0.020069752037
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.04650000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO 3% 07/15/2026
60871RAG5
254000.00000000
PA
USD
241917.34000000
0.012297496995
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
WESTLAKE CORP 3.6% 08/15/2026
960413AT9
858000.00000000
PA
USD
825505.42000000
0.041963302101
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03600000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 2.5% 05/15/2051
126408HT3
110000.00000000
PA
USD
67011.93000000
0.003406448697
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
0.02500000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048
842400GK3
140000.00000000
PA
USD
111967.58000000
0.005691700225
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04125000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4.25% 09/15/2027
701094AR5
170000.00000000
PA
USD
166375.15000000
0.008457425611
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04250000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 2.05% 04/15/2030
92826CAM4
430000.00000000
PA
USD
368902.65000000
0.018752600495
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 10/50#SD8100
3132DV7M1
959651.91500000
PA
USD
829028.99000000
0.042142417378
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 10/20/2048#MA5530
36179UEB4
8658.42500000
PA
USD
8549.86000000
0.000434619021
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
0.05000000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 4.7% 02/19/2046
459200JH5
204000.00000000
PA
USD
183428.83000000
0.009324323282
Long
DBT
CORP
US
N
2
2046-02-19
Fixed
0.04700000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2052#SD4526
3132DSA36
2992443.47200000
PA
USD
2352784.44000000
0.119600188978
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 03/01/2049#MA3617
31418DAT9
20986.51900000
PA
USD
20678.99000000
0.001051184745
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.05000000
N
N
N
N
N
N
BALTIMORE GAS and ELECTRIC CO
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS and ELECTRIC CO 3.75% 08/15/2047
059165EJ5
210000.00000000
PA
USD
158259.49000000
0.008044878480
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2052#QE0454
3133B9QF4
107584.92600000
PA
USD
95957.43000000
0.004877848801
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03500000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MA SCH BLDG 3.395% 10/15/2040
576000XQ1
250000.00000000
PA
USD
206248.15000000
0.010484308420
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
0.03395000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC 3.8% 05/01/2050
49271VAK6
430000.00000000
PA
USD
327110.77000000
0.016628174363
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.03800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 01/01/2051#CA8780
3140QGXJ1
282463.56700000
PA
USD
223320.47000000
0.011352153627
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/01/2034#BK0494
3140HDRQ9
379323.99000000
PA
USD
347380.89000000
0.017658574829
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.02500000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD 4% 12/06/2037
01609WAU6
140000.00000000
PA
USD
120355.20000000
0.006118072025
Long
DBT
CORP
KY
N
2
2037-12-06
Fixed
0.04000000
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
549300OI9J7XOWZMUN85
GE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/2032
36267VAK9
230000.00000000
PA
USD
239030.28000000
0.012150737727
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
0.05905000
N
N
N
N
N
N
ILLINOIS ST
N/A
ILLINOIS ST TXBL
452151LF8
750000.00000000
PA
USD
738576.30000000
0.037544393593
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
0.05100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.457%/VAR 04/22/2039
61744YAR9
250000.00000000
PA
USD
224559.97000000
0.011415161709
Long
DBT
CORP
US
N
2
2039-04-22
Variable
0.04457000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/48#G08814
3128MJ3Y4
37459.28800000
PA
USD
35028.36000000
0.001780612964
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC 4.75% 01/15/2028
92939UAL0
200000.00000000
PA
USD
197679.25000000
0.010048721529
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.7% 05/01/2025
56585ABH4
370000.00000000
PA
USD
366503.86000000
0.018630661684
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 01/01/2049#BM5152
3140J9WN7
73564.18400000
PA
USD
73944.39000000
0.003758849670
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/46#AS7125
3138WG4K7
7013.11100000
PA
USD
5970.81000000
0.000303516970
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.5% 12/20/2052#MA8491
36179XNG7
1295490.48800000
PA
USD
1288753.55000000
0.065511810392
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#
3140XFW98
908537.05000000
PA
USD
777489.76000000
0.039522499657
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 07/01/2050#
31418DQ88
129085.26900000
PA
USD
107157.37000000
0.005447180576
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2050#BQ7835
3140KTV51
96521.04300000
PA
USD
92269.86000000
0.004690396835
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 10/20/2048#MA5531
36179UEC2
9887.69600000
PA
USD
10021.67000000
0.000509436226
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
0.05500000
N
N
N
N
N
N
GALLAGHER (ARTHUR J.) and CO
54930049QLLMPART6V29
GALLAGHER (ARTHUR J.) and CO 5.75% 03/02/2053
04316JAE9
100000.00000000
PA
USD
98541.10000000
0.005009185704
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
0.05750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 07/20/2053#MA9015
36179YAQ7
1185599.82700000
PA
USD
1132364.14000000
0.057561994560
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
0.04500000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 3.125% 11/23/2031
46817MAL1
64000.00000000
PA
USD
52913.15000000
0.002689758837
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
0.03125000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFORMN SVCS INC 5.625% 07/15/2052
31620MBZ8
100000.00000000
PA
USD
99292.04000000
0.005047358587
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
0.05625000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.1% 06/15/2050
03027XBD1
120000.00000000
PA
USD
78522.31000000
0.003991561213
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.03100000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 4.15% 02/15/2050
695114CV8
250000.00000000
PA
USD
194552.01000000
0.009889753080
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
0.04150000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 1.25% 02/14/2031
298785JL1
630000.00000000
PA
USD
514545.17000000
0.026156114654
Long
DBT
CORP
LU
N
2
2031-02-14
Fixed
0.01250000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.512%/VAR 07/20/2027
61747YEC5
470000.00000000
PA
USD
429973.02000000
0.021857019101
Long
DBT
CORP
US
N
2
2027-07-20
Variable
0.01512000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.95% 10/01/2026
46625HRV4
190000.00000000
PA
USD
180619.39000000
0.009181509708
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.02950000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 5.7% 09/15/2063
20826FBH8
130000.00000000
PA
USD
132792.34000000
0.006750294964
Long
DBT
CORP
US
N
2
2063-09-15
Fixed
0.05700000
N
N
N
N
N
N
CBOE GLOBAL MARKETS INC
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC 1.625% 12/15/2030
12503MAC2
130000.00000000
PA
USD
105472.82000000
0.005361549060
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
0.01625000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 5.5% 11/01/2053#QH6935
3133CKV47
26339.95700000
PA
USD
26064.53000000
0.001324950412
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.05500000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 3.35% 05/15/2024
00440EAR8
110000.00000000
PA
USD
109500.32000000
0.005566280846
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03350000
N
N
N
N
N
N
RIO TINTO FINANCE (USA) LTD
213800RX94ZKEZXPKH58
RIO TINTO FINANCE (USA) LTD 2.75% 11/02/2051
767201AT3
110000.00000000
PA
USD
69785.24000000
0.003547425658
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
0.02750000
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP
4NYF266XZC35SCTGX023
NATIONAL RURAL UTL COOP FIN 4.15% 12/15/2032
637432NZ4
340000.00000000
PA
USD
313278.50000000
0.015925032130
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.04150000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 04/01/2054 #TBA
01F022642
1450000.00000000
PA
USD
1192738.25000000
0.060631019857
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 12/31/2029
91282CGB1
5560000.00000000
PA
USD
5444673.42000000
0.276771623820
Long
DBT
UST
US
N
2
2029-12-31
Fixed
0.03875000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 7.399%/VAR 11/30/2034
404280EC9
310000.00000000
PA
USD
332357.17000000
0.016894867062
Long
DBT
CORP
GB
N
2
2034-11-13
Variable
0.07399000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 0.55% 09/01/2025
478160CN2
100000.00000000
PA
USD
93817.95000000
0.004769091617
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.00550000
N
N
N
N
N
N
BENCHMARK 2023-B39 C MTG TR
N/A
BENCHMARK 2023-B39 A5 MTG TR 5.75359% 07/15/2056
081925AD1
500000.00000000
PA
USD
521398.75000000
0.026504505883
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Fixed
0.05753590
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 04/01/2053#RA8883
3133KQ2Q8
1490900.51000000
PA
USD
1475776.67000000
0.075018843894
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.05500000
N
N
N
N
N
N
PROCTER and GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO 2.85% 08/11/2027
742718EV7
140000.00000000
PA
USD
132246.67000000
0.006722556667
Long
DBT
CORP
US
N
2
2027-08-11
Fixed
0.02850000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
ATHENE HOLDING LTD 4.125% 01/12/2028
04686JAA9
90000.00000000
PA
USD
86209.56000000
0.004382330779
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
0.04125000
N
N
N
N
N
N
PPL ELEC UTILS CORP
549300GCZLSGYEYPIR35
PPL ELEC UTILS CORP 3% 10/01/2049
69351UAW3
70000.00000000
PA
USD
47694.14000000
0.002424458467
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2032#BH5036
3140GTS27
20618.30670000
PA
USD
19223.52000000
0.000977198159
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.02500000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.452% 04/15/2051
30231GBM3
610000.00000000
PA
USD
451471.17000000
0.022949844589
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
0.03452000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 05/01/2039#ZA6860
31329QTR2
104935.04500000
PA
USD
100228.56000000
0.005094965145
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
0.04000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES 5.3% 05/27/2040
002824AY6
390000.00000000
PA
USD
398618.48000000
0.020263159143
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
0.05300000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC CO 2.625% 03/15/2051
906548CS9
140000.00000000
PA
USD
84551.29000000
0.004298035166
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
0.02625000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 6% 01/15/2039
695114CL0
330000.00000000
PA
USD
339459.39000000
0.017255897524
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
0.06000000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO 0.805%/VAR 05/19/2025
95000U2T9
2910000.00000000
PA
USD
2875260.42000000
0.146159454197
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.00805000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.987% 10/30/2056
92343VFW9
692000.00000000
PA
USD
429950.87000000
0.021855893140
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
0.02987000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 4.101% 03/01/2028
036752AG8
130000.00000000
PA
USD
125759.72000000
0.006392802511
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04101000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.54% 08/15/2047
05526DBF1
128000.00000000
PA
USD
96003.03000000
0.004880166808
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.04540000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 2.565% 02/15/2030
68902VAK3
220000.00000000
PA
USD
191858.76000000
0.009752845846
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02565000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO 5.25% 07/01/2028
42824CBP3
140000.00000000
PA
USD
140176.09000000
0.007125636573
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 11/20/2049#MA6287
36179U6Y3
29784.66800000
PA
USD
29504.29000000
0.001499805336
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2046#FM8703
3140XCU55
108087.39900000
PA
USD
95367.95000000
0.004847883490
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT K730 A2 3.59% 01/25/2025
3137FEUA6
47438.08000000
PA
USD
46719.22000000
0.002374899904
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
0.03590000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.2% 03/01/2029
097023CD5
320000.00000000
PA
USD
289504.37000000
0.014716510689
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2050#MA6600
36179VKM1
170259.55700000
PA
USD
155338.61000000
0.007896400025
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.03500000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 5.8% 07/13/2028
86562MDB3
300000.00000000
PA
USD
308373.58000000
0.015675698043
Long
DBT
CORP
JP
N
2
2028-07-13
Fixed
0.05800000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 2.8% 10/01/2041
032654AW5
150000.00000000
PA
USD
106664.49000000
0.005422125777
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 04/01/2033#BK4390
3140HH2Y0
10287.77100000
PA
USD
9708.33000000
0.000493508067
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2047#MA3007
31418CKV5
225964.64830000
PA
USD
197608.37000000
0.010045118453
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.03000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 4.279% 03/15/2032
55903VBC6
345000.00000000
PA
USD
304354.53000000
0.015471395800
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04279000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 3.05% 12/15/2061
171239AJ5
90000.00000000
PA
USD
59867.42000000
0.003043268488
Long
DBT
CORP
US
N
2
2061-12-15
Fixed
0.03050000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 1% 09/10/2025
02665WDN8
240000.00000000
PA
USD
225532.36000000
0.011464591663
Long
DBT
CORP
US
N
2
2025-09-10
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/15/2027
91282CJT9
7640000.00000000
PA
USD
7550468.75000000
0.383816500153
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2051#RA5605
3133KMGN9
682190.94500000
PA
USD
562895.26000000
0.028613917334
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2051#FM5561
3140X9FB6
759040.36500000
PA
USD
629152.32000000
0.031981993373
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02500000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 4.25% 07/15/2049
595620AU9
100000.00000000
PA
USD
84198.93000000
0.004280123486
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
0.04250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.125% 08/15/2053
912810TT5
4510000.00000000
PA
USD
4317620.31000000
0.219479607326
Long
DBT
UST
US
N
2
2053-08-15
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 09/01/2051#RA5759
3133KMMG7
938471.85000000
PA
USD
771133.97000000
0.039199412819
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
BAY AREA TOLL AU CA BRIDGE REV
N/A
BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1
072024NV0
55000.00000000
PA
USD
67095.31000000
0.003410687192
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
0.07043000
N
N
N
N
N
N
ROCKWELL AUTOMATION INC
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMATION INC 4.2% 03/01/2049
773903AJ8
100000.00000000
PA
USD
85157.83000000
0.004328867697
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.04200000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 5.95% 06/15/2041
65473QAX1
110000.00000000
PA
USD
111240.47000000
0.005654738703
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
0.05950000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 3% 01/15/2030
29717PAU1
120000.00000000
PA
USD
105277.18000000
0.005351604001
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 05/15/2053
912810TR9
6910000.00000000
PA
USD
6045710.19000000
0.307324406325
Long
DBT
UST
US
N
2
2053-05-15
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/01/2052#SD8244
3132DWER0
373601.99900000
PA
USD
343944.46000000
0.017483889180
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032
46647PCR5
1080000.00000000
PA
USD
889312.04000000
0.045206813780
Long
DBT
CORP
US
N
2
2032-11-08
Variable
0.02545000
N
N
N
N
N
N
ITALY REPUBLIC OF
815600DE60799F5A9309
ITALY REPUBLIC OF 1.25% 02/17/2026
465410CA4
1161000.00000000
PA
USD
1071760.90000000
0.054481321790
Long
DBT
NUSS
IT
N
2
2026-02-17
Fixed
0.01250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2035#MA4099
31418DRV6
442351.31900000
PA
USD
403027.13000000
0.020487266105
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 08/31/2030
91282CHW4
6720000.00000000
PA
USD
6659362.48000000
0.338518479442
Long
DBT
UST
US
N
2
2030-08-31
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/52#SD8188
3132DWCZ4
3835450.62600000
PA
USD
3017989.14000000
0.153414849802
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2043#AL9571
3138ERT59
78504.75000000
PA
USD
74459.53000000
0.003785036022
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
0.04000000
N
N
N
N
N
N
PECO ENERGY COMPANY
YH65D4JBECK76IFEJ279
PECO ENERGY COMPANY 4.6% 05/15/2052
693304BD8
210000.00000000
PA
USD
186277.10000000
0.009469110719
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
0.04600000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.804/VAR 05/24/2032
404280CT4
340000.00000000
PA
USD
281106.31000000
0.014289608188
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
0.02804000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
GENUINE PARTS CO 2.75% 02/01/2032
372460AC9
100000.00000000
PA
USD
82435.18000000
0.004190465959
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.02750000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
INGERSOLL RAND INC 5.4% 08/14/2028
45687VAA4
220000.00000000
PA
USD
221772.92000000
0.011273486296
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
0.05400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 4.375% 01/12/2026
06738EAN5
210000.00000000
PA
USD
205725.00000000
0.010457714892
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
0.04375000
N
N
N
N
N
N
ITALY REPUBLIC OF
815600DE60799F5A9309
ITALY REPUBLIC OF 3.875% 05/06/2051
465410CC0
200000.00000000
PA
USD
137647.20000000
0.006997084328
Long
DBT
NUSS
IT
N
2
2051-05-06
Fixed
0.03875000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027
251526CP2
250000.00000000
PA
USD
227111.08000000
0.011544843473
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 02/28/2026
91282CBQ3
5602000.00000000
PA
USD
5164781.38000000
0.262543741185
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.00500000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP TEXAS INC 4.15% 05/01/2049
00108WAJ9
120000.00000000
PA
USD
94126.23000000
0.004784762558
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
0.04150000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SVC ENTERPRISE GRP INC 6.125% 10/15/2033
744573AX4
50000.00000000
PA
USD
52108.89000000
0.002648875513
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
0.06125000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 6.6% 04/01/2050
871829BN6
140000.00000000
PA
USD
158206.47000000
0.008042183290
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.06600000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 07/31/2027
91282CFB2
4190000.00000000
PA
USD
3974607.81000000
0.202043092903
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2048#CA1051
3140Q8EZ4
88474.15900000
PA
USD
79886.70000000
0.004060917887
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 07/20/2053#MA9016
36179YAR5
1679544.61900000
PA
USD
1640509.15000000
0.083392766895
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
0.05000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.65% 06/01/2051
00206RKA9
220000.00000000
PA
USD
157421.91000000
0.008002301386
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.03650000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.5% 04/01/2048
56585ABE1
280000.00000000
PA
USD
230259.58000000
0.011704892642
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 3.875% 01/15/2026
04010LAZ6
200000.00000000
PA
USD
191877.15000000
0.009753780673
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 6.05% 02/15/2063
91324PET5
320000.00000000
PA
USD
346550.83000000
0.017616380002
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
0.06050000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 4.875% 02/15/2036
298785DV5
400000.00000000
PA
USD
414433.27000000
0.021067079741
Long
DBT
CORP
LU
N
2
2036-02-15
Fixed
0.04875000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 4% 01/12/2028
4581X0EH7
1500000.00000000
PA
USD
1474837.98000000
0.074971127028
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2052#BQ7487
3140KTJ97
1079136.49700000
PA
USD
923481.96000000
0.046943789263
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 2.8% 08/15/2041
031162DA5
200000.00000000
PA
USD
142625.15000000
0.007250130782
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
0.02800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 04/30/2028
91282CHA2
4370000.00000000
PA
USD
4234461.83000000
0.215252373520
Long
DBT
UST
US
N
2
2028-04-30
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2053#BX7341
3140NCEP0
499950.81400000
PA
USD
473165.80000000
0.024052657836
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#BP2187
3140K9ND7
27919.93400000
PA
USD
24276.66000000
0.001234066782
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2053#
31418EVV9
499999.18500000
PA
USD
460151.65000000
0.023391103478
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.04000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 4.9% 07/15/2033
756109BT0
150000.00000000
PA
USD
143112.99000000
0.007274929380
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.04900000
N
N
N
N
N
N
MEMORIAL SLOAN KETTERING CANCER CTR
549300IZ71UAMEHWL382
MEMORIAL SLOAN KTTRNG CNCR CTR 2.955% 01/01/2050
586054AD0
160000.00000000
PA
USD
108517.03000000
0.005516296807
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
0.02955000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC 5.6% 07/31/2053
502431AR0
100000.00000000
PA
USD
100810.22000000
0.005124532939
Long
DBT
CORP
US
N
2
2053-07-31
Fixed
0.05600000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP 1.85% 07/30/2026
25468PDM5
470000.00000000
PA
USD
437036.68000000
0.022216089425
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
0.01850000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 2.4% 02/01/2031
92936UAG4
140000.00000000
PA
USD
115225.49000000
0.005857311084
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.02400000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC 2.2% 06/17/2025
40434LAA3
190000.00000000
PA
USD
182406.91000000
0.009272375546
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
0.02200000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 4.25% 03/15/2052
25278XAT6
160000.00000000
PA
USD
126535.96000000
0.006432261481
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.04250000
N
N
N
N
N
N
SOUTHERN COPPER CORP DEL
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP DEL 3.875% 04/23/2025
84265VAH8
210000.00000000
PA
USD
205751.70000000
0.010459072146
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
0.03875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 05/15/2041
912810QQ4
433000.00000000
PA
USD
428467.03000000
0.021780464409
Long
DBT
UST
US
N
2
2041-05-15
Fixed
0.04375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 08/20/2047#MA4652
36179TEZ4
612646.38380000
PA
USD
561684.37000000
0.028552363597
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
0.03500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.25% 06/15/2049
404119BZ1
120000.00000000
PA
USD
108054.07000000
0.005492762945
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.05250000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034
110122EH7
280000.00000000
PA
USD
282274.75000000
0.014349004043
Long
DBT
CORP
US
N
2
2034-02-22
Fixed
0.05200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 08/01/2052#QE7647
3133BHP83
241735.84000000
PA
USD
234786.61000000
0.011935017270
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.4% 11/01/2034
92343VCQ5
100000.00000000
PA
USD
93012.65000000
0.004728155426
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
0.04400000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 5.141% 03/15/2052
55903VBE2
651000.00000000
PA
USD
528999.74000000
0.026890890554
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
0.05141000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP 3% 05/18/2027
22160KAM7
210000.00000000
PA
USD
200351.92000000
0.010184582610
Long
DBT
CORP
US
N
2
2027-05-18
Fixed
0.03000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1.75% 02/15/2031
776743AL0
60000.00000000
PA
USD
47984.07000000
0.002439196614
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 11/15/2044
912810RJ9
1614000.00000000
PA
USD
1280103.75000000
0.065072111073
Long
DBT
UST
US
N
2
2044-11-15
Fixed
0.03000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO 6.95% 10/01/2027
962166AW4
150000.00000000
PA
USD
158928.70000000
0.008078896745
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.06950000
N
N
N
N
N
N
IDAHO ENERGY RES AUTH TRANSMISSION FACS REV
N/A
IDAHO ENERGY RE 2.861% 9/1/2046
451174AX4
75000.00000000
PA
USD
52333.02000000
0.002660268818
Long
DBT
MUN
US
N
2
2046-09-01
Fixed
0.02861000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 05/20/2049#MA5933
36179USW3
41212.87700000
PA
USD
40696.13000000
0.002068725360
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.05000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026
60687YBD0
200000.00000000
PA
USD
191823.76000000
0.009751066675
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
0.02226000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
TEXTRON INC 4% 03/15/2026
883203BW0
200000.00000000
PA
USD
194599.75000000
0.009892179869
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/01/2051#FM9148
3140XDEW2
384250.60000000
PA
USD
332788.92000000
0.016916814411
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.03000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC 4.375% 05/14/2024
056752AM0
480000.00000000
PA
USD
478123.20000000
0.024304659663
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
0.04375000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 2.75% 12/10/2051
58933YBF1
150000.00000000
PA
USD
96753.39000000
0.004918310207
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/31/2025
912828ZT0
3401000.00000000
PA
USD
3210358.00000000
0.163193625799
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.00250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.5% 11/20/2052#MA8429
36179XLJ3
292040.05800000
PA
USD
290521.36000000
0.014768207816
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
0.05500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041
06051GJE0
1480000.00000000
PA
USD
1030512.90000000
0.052384542965
Long
DBT
CORP
US
N
2
2041-06-19
Variable
0.02676000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 3.625% 05/04/2027
78016EZD2
410000.00000000
PA
USD
393121.21000000
0.019983713853
Long
DBT
CORP
CA
N
2
2027-05-04
Fixed
0.03625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2050#MA6601
36179VKN9
78256.13700000
PA
USD
73583.20000000
0.003740489131
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.04000000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 4.5% 07/17/2025
80282KAE6
406000.00000000
PA
USD
398100.17000000
0.020236811649
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
0.04500000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
LEAR CORP 3.55% 01/15/2052
521865BD6
80000.00000000
PA
USD
54354.12000000
0.002763008337
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
0.03550000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP STEP 07/15/2047
337932AJ6
150000.00000000
PA
USD
129245.36000000
0.006569989675
Long
DBT
CORP
US
N
2
2047-07-15
Variable
0.05100000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 4.153% 03/07/2039
606822BE3
150000.00000000
PA
USD
135052.48000000
0.006865185715
Long
DBT
CORP
JP
N
2
2039-03-07
Fixed
0.04153000
N
N
N
N
N
N
SIXTH STREET SPECIALTY LENDING INC
549300TX61566GJWCN05
SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029
83012AAC3
80000.00000000
PA
USD
78750.66000000
0.004003169035
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06125000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 0% 06/29/2037
500769CH5
1000000.00000000
PA
USD
548460.28000000
0.027880137262
Long
DBT
CORP
DE
N
2
2037-06-29
Fixed
0.00000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2048#BJ5511
3140H7DR5
133845.51200000
PA
USD
125416.40000000
0.006375350366
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
AHS HOSPITAL CORP
549300D7W3C9Z4RGJG34
AHS HOSPITAL CORP 2.78% 07/01/2051
001306AC3
250000.00000000
PA
USD
163515.73000000
0.008312071380
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
0.02780000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 09/20/2053#MA9171
36179YFL3
593040.29000000
PA
USD
589400.33000000
0.029961261921
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
0.05500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 1.625% 03/15/2031
74340XBS9
150000.00000000
PA
USD
119129.14000000
0.006055747145
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01625000
N
N
N
N
N
N
TJX COMPANIES INC
V167QI9I69W364E2DY52
TJX COMPANIES INC NEW 1.6% 05/15/2031
872540AW9
250000.00000000
PA
USD
201735.64000000
0.010254921894
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.01600000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 10/20/2053#MA9241
36179YHS6
1092529.81100000
PA
USD
1085824.08000000
0.055196201979
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
0.05500000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025
136385AV3
100000.00000000
PA
USD
98370.64000000
0.005000520631
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2052#BV4158
3140MHTQ2
1132734.95800000
PA
USD
1007834.05000000
0.051231698403
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 3.875% 03/15/2024
571748BF8
170000.00000000
PA
USD
169905.72000000
0.008636896723
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03875000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032
927804GG3
110000.00000000
PA
USD
90792.93000000
0.004615319364
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
0.02400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 09/20/2052#MA8267
36179XFG6
559071.81000000
PA
USD
520490.10000000
0.026458316054
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 08/15/2026
91282CHU8
210000.00000000
PA
USD
209302.73000000
0.010639583310
Long
DBT
UST
US
N
2
2026-08-15
Fixed
0.04375000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026
06738EBZ7
250000.00000000
PA
USD
248403.56000000
0.012627214042
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
0.05304000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP 3.45% 08/15/2027
126117AU4
190000.00000000
PA
USD
179946.66000000
0.009147312510
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03450000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 4.25% 05/15/2030
31428XBZ8
130000.00000000
PA
USD
123998.52000000
0.006303274610
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 6.11% 01/29/2037
59022CAJ2
508000.00000000
PA
USD
532655.08000000
0.027076704157
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
0.06110000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 4% 10/01/2037#SB0750
3132CWZP2
344115.45600000
PA
USD
331959.78000000
0.016874666351
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 06/30/2025
912828XZ8
237000.00000000
PA
USD
230639.88000000
0.011724224610
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 6.55% 03/14/2037
715638AU6
275000.00000000
PA
USD
296615.00000000
0.015077968661
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
0.06550000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 04/01/2054 #TBA
21H062644
900000.00000000
PA
USD
911671.92000000
0.046343443991
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
0.06500000
N
N
N
N
N
N
AON PLC UK
VVT2B79I2Z4U3R6BY589
AON PLC UK 4.75% 05/15/2045
00185AAH7
140000.00000000
PA
USD
123489.36000000
0.006277392242
Long
DBT
CORP
GB
N
2
2045-05-15
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2033#G18680
3128MMXJ7
23277.68100000
PA
USD
21665.23000000
0.001101318743
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.02500000
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC T5Y 5.641%/VAR 05/21/2037
174610BE4
70000.00000000
PA
USD
64255.21000000
0.003266315064
Long
DBT
CORP
US
N
2
2037-05-21
Variable
0.05641000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 05/15/2047
912810RX8
1607000.00000000
PA
USD
1254150.51000000
0.063752817918
Long
DBT
UST
US
N
2
2047-05-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2054#BY1299
3140NHNR5
99999.82700000
PA
USD
88965.54000000
0.004522426795
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2047#BH4495
3140GS7H9
22773.14070000
PA
USD
20591.21000000
0.001046722583
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 08/15/2030
91282CAE1
644000.00000000
PA
USD
512684.38000000
0.026061524248
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.00625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2053#BX8432
3140NDLN5
297098.23000000
PA
USD
273513.77000000
0.013903653060
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 11/01/2053#SD8373
3132DWJS3
1067397.49000000
PA
USD
1072375.83000000
0.054512580814
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.06000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 1.9% 08/15/2040
02079KAE7
100000.00000000
PA
USD
66254.74000000
0.003367958105
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
0.01900000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 4.663% 02/15/2030
595112BQ5
120000.00000000
PA
USD
116088.96000000
0.005901204257
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04663000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP 4.125% 10/15/2044
049560AM7
210000.00000000
PA
USD
179116.47000000
0.009105111074
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2044#AL9273
3138ERJT8
73791.24950000
PA
USD
73968.01000000
0.003760050357
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.25% 05/15/2050
912810SN9
238000.00000000
PA
USD
120877.97000000
0.006144646236
Long
DBT
UST
US
N
2
2050-05-15
Fixed
0.01250000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 1.8% 07/28/2031
06406RAW7
170000.00000000
PA
USD
137033.22000000
0.006965873596
Long
DBT
CORP
US
N
2
2031-07-28
Fixed
0.01800000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.25% 11/14/2028
00287YBF5
92000.00000000
PA
USD
89892.06000000
0.004569525019
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2049#BO1021
3140JVD33
512116.72400000
PA
USD
460489.32000000
0.023408268415
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 3.7% 06/26/2028
931142EE9
140000.00000000
PA
USD
135434.71000000
0.006884615791
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
0.03700000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 1.7% 02/15/2031
65473PAL9
370000.00000000
PA
USD
293873.19000000
0.014938592954
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01700000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 5.2% 02/10/2033
458140CG3
540000.00000000
PA
USD
540599.76000000
0.027480559782
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
0.05200000
N
N
N
N
N
N
BENCHMARK 2019-B12 MTG TR
N/A
BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052
08162FAE3
89000.00000000
PA
USD
80250.80000000
0.004079426352
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.03115600
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.45% 04/01/2062
548661EF0
270000.00000000
PA
USD
215576.97000000
0.010958524679
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
0.04450000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.25% 04/01/2052
548661EJ2
140000.00000000
PA
USD
112479.55000000
0.005717725435
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
0.04250000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027
12189LBA8
550000.00000000
PA
USD
524788.45000000
0.026676816085
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03250000
N
N
N
N
N
N
WACHOVIA CORP
N/A
WACHOVIA CORP 5.5% 08/01/2035
929903AM4
350000.00000000
PA
USD
343212.32000000
0.017446671966
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 5/43#AT2722
3138WQAY8
266761.77800000
PA
USD
237426.87000000
0.012069230838
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 2.875% 04/06/2025
29446MAD4
400000.00000000
PA
USD
390432.70000000
0.019847047570
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
0.02875000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031
01609WAX0
340000.00000000
PA
USD
280741.40000000
0.014271058548
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
0.02125000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 4.6% 01/15/2045
124857AN3
110000.00000000
PA
USD
75509.04000000
0.003838386254
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
0.04600000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 2.891% 04/06/2036
907818FQ6
390000.00000000
PA
USD
314576.62000000
0.015991020069
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
0.02891000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 4.95% 09/15/2052
437076CT7
280000.00000000
PA
USD
265957.93000000
0.013519563521
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
0.04950000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 4.05% 02/15/2048
31428XBQ8
80000.00000000
PA
USD
63004.61000000
0.003202742730
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
0.04050000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 1.65% 08/15/2028
031162DB3
550000.00000000
PA
USD
479138.36000000
0.024356263765
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.01650000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036
59562VAM9
110000.00000000
PA
USD
116147.72000000
0.005904191232
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
0.06125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/01/2053#RA8693
3133KQUS3
421151.50000000
PA
USD
398588.18000000
0.020261618889
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 08/20/2052#MA8199
36179XDC7
363956.79500000
PA
USD
329245.91000000
0.016736710931
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2049#
31418DFR8
51117.48700000
PA
USD
45932.29000000
0.002334897524
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.7% 04/15/2048
55336VAN0
226000.00000000
PA
USD
189350.09000000
0.009625321454
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04700000
N
N
N
N
N
N
CHURCH and DWIGHT INC
POOXSI30AWAQGYJZC921
CHURCH and DWIGHT INC 3.95% 08/01/2047
171340AL6
150000.00000000
PA
USD
119177.75000000
0.006058218160
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
0.03950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2050#BP7516
3140KFK61
152056.38800000
PA
USD
121073.67000000
0.006154594346
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.6% 03/02/2043
031162DS6
250000.00000000
PA
USD
250272.62000000
0.012722224841
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
0.05600000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 2.8% 08/12/2041
458140BV1
220000.00000000
PA
USD
156287.20000000
0.007944620143
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
0.02800000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.554% 05/11/2025
166764BW9
70000.00000000
PA
USD
67165.80000000
0.003414270443
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01554000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 09/20/2053#MA9173
36179YFN9
593756.87400000
PA
USD
602189.35000000
0.030611372141
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
0.06500000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 5.6% 11/30/2039
459200GS4
540000.00000000
PA
USD
555975.57000000
0.028262165504
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
0.05600000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 2.5% 02/01/2031
694308JG3
320000.00000000
PA
USD
262231.64000000
0.013330143283
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.02500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3.564%/VAR 09/23/2035
06738EBP9
240000.00000000
PA
USD
201163.37000000
0.010225831427
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
0.03564000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 5% 06/15/2052
65473PAM7
70000.00000000
PA
USD
63485.21000000
0.003227173294
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
0.05000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.05% 05/15/2041
91324PEE8
100000.00000000
PA
USD
74297.92000000
0.003776820826
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
0.03050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 09/01/2041#
3133KYVS5
5017231.04600000
PA
USD
4203458.25000000
0.213676354075
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.02000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 4.375% 05/13/2045
037833BH2
120000.00000000
PA
USD
109549.12000000
0.005568761520
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#MA4493
31418D7F3
945805.82700000
PA
USD
778342.49000000
0.039565846879
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2049#
31418DFQ0
258883.46600000
PA
USD
224535.48000000
0.011413916797
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03000000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 4.125% 11/20/2045
760942AY8
130000.00000000
PA
USD
113118.20000000
0.005750190228
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 04/01/2043#AT2016
3138WPG24
188086.47500000
PA
USD
167343.38000000
0.008506644098
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2049#ZT1595
3132ADXY9
26146.50400000
PA
USD
25107.25000000
0.001276288551
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.8% 01/15/2051
20030NDL2
120000.00000000
PA
USD
75015.53000000
0.003813299430
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2048#BH9277
3140GYJX8
184166.02800000
PA
USD
166290.54000000
0.008453124591
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 5.5% 01/15/2040
17275RAF9
192000.00000000
PA
USD
198382.88000000
0.010084489481
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 01/01/2035#CA5501
3140QDDF8
28181.16000000
PA
USD
26857.81000000
0.001365275584
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03500000
N
N
N
N
N
N
PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP
N/A
PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.7% 10/01/2051
743820AB8
280000.00000000
PA
USD
168765.38000000
0.008578929288
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
0.02700000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030
694308JM0
603000.00000000
PA
USD
565936.27000000
0.028768502414
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2052#SD8199
3132DWDC4
45539.59100000
PA
USD
35833.60000000
0.001821546104
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 0.9% 02/26/2027
3130AL5A8
3290000.00000000
PA
USD
2959138.58000000
0.150423271832
Long
DBT
USGSE
US
N
2
2027-02-26
Fixed
0.00900000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.65% 07/15/2026
68389XBM6
100000.00000000
PA
USD
94187.29000000
0.004787866449
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2049#MA3818
31418DG48
15812.65800000
PA
USD
15556.24000000
0.000790777604
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.05000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORP 4.75% 11/29/2027
526057CD4
100000.00000000
PA
USD
98403.71000000
0.005002201694
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
0.04750000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 5.375% 07/15/2040
68389XAM7
270000.00000000
PA
USD
258452.33000000
0.013138027855
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
0.05375000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 5.55% 01/21/2045
91086QBE7
560000.00000000
PA
USD
516527.20000000
0.026256868110
Long
DBT
NUSS
MX
N
2
2045-01-21
Fixed
0.05550000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.25% 02/01/2049
15189XAT5
185000.00000000
PA
USD
156807.25000000
0.007971056087
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
0.04250000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.3% 10/01/2029
24703TAG1
90000.00000000
PA
USD
90211.00000000
0.004585737845
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05300000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.35% 01/17/2027
37045XBT2
1130000.00000000
PA
USD
1099806.30000000
0.055906966691
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
0.04350000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045
26442CAP9
150000.00000000
PA
USD
116054.69000000
0.005899462194
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.03750000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTL FIN CORP 0.75% 08/27/2030
45950KCU2
100000.00000000
PA
USD
79342.32000000
0.004033245164
Long
DBT
CORP
US
N
2
2030-08-27
Fixed
0.00750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#FM8575
3140XCQ50
352401.84300000
PA
USD
313631.76000000
0.015942989560
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/01/2049#QA5533
3133A0EE0
469437.33800000
PA
USD
421379.02000000
0.021420156290
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 6.1% 03/15/2034
75513ECW9
500000.00000000
PA
USD
527914.94000000
0.026835746409
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.06100000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CA ST 3.50% 4/1/2028
13063DGC6
175000.00000000
PA
USD
168151.29000000
0.008547712964
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
0.03500000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 3.375% 03/27/2050
654106AM5
150000.00000000
PA
USD
113829.80000000
0.005786363323
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
0.03375000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 2.55% 05/28/2040
717081EZ2
120000.00000000
PA
USD
84186.97000000
0.004279515518
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
0.02550000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/20/2049#MA6340
36179VBH2
145899.26500000
PA
USD
137392.29000000
0.006984126369
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.04000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029
06051GLG2
200000.00000000
PA
USD
198916.67000000
0.010111623877
Long
DBT
CORP
US
N
2
2029-04-25
Variable
0.05202000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 2.7% 05/28/2050
717081FA6
100000.00000000
PA
USD
66013.22000000
0.003355680806
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
0.02700000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 7.2% 03/15/2039
717081CY7
230000.00000000
PA
USD
273326.04000000
0.013894110093
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.07200000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032
251526CF4
250000.00000000
PA
USD
204775.46000000
0.010409446482
Long
DBT
CORP
US
N
2
2032-01-14
Variable
0.03729000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC 1.851% 07/16/2025
65535HAR0
666000.00000000
PA
USD
632506.50000000
0.032152497969
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
0.01851000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032
015271AW9
250000.00000000
PA
USD
193303.12000000
0.009826267672
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
0.02000000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.85% 06/15/2046
209111FH1
100000.00000000
PA
USD
78574.49000000
0.003994213704
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2040#AE1789
31419B7B5
13093.76600000
PA
USD
12452.51000000
0.000633004249
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 03/01/2050#SD8049
3132DV5J0
163942.09900000
PA
USD
136246.72000000
0.006925893074
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 10/20/2049#MA6221
36179U4E9
16666.35200000
PA
USD
16113.31000000
0.000819095403
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 08/15/2043
912810TU2
4130000.00000000
PA
USD
4043528.13000000
0.205546551680
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2347
3140QMTD6
1276203.44400000
PA
USD
1018958.35000000
0.051797185134
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 05/01/2053#
31418ESA9
353316.79000000
PA
USD
359779.66000000
0.018288847288
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.06500000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 2.677/VAR 01/27/2033
91159HJD3
190000.00000000
PA
USD
155377.54000000
0.007898378972
Long
DBT
CORP
US
N
2
2033-01-27
Variable
0.02677000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 5.75% 01/15/2040
084664BL4
100000.00000000
PA
USD
107516.04000000
0.005465413016
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
0.05750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 01/20/2050#MA6410
36179VDP2
655753.74200000
PA
USD
598541.92000000
0.030425960630
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2029#ZS8517
3132A9PA9
51631.70800000
PA
USD
49516.67000000
0.002517103984
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
0.03000000
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP 2.9% 03/03/2032
808513CA1
160000.00000000
PA
USD
135690.68000000
0.006897627634
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
0.02900000
N
N
N
N
N
N
BBCMS MTG TR 2021 C10
N/A
BBCMS MTG TR 2021 C10 2.492% 07/15/2054 144A
05551VBJ1
450000.00000000
PA
USD
379241.69000000
0.019278169738
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
0.02492000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.875% 05/15/2043
912810TS7
7160000.00000000
PA
USD
6543569.11000000
0.332632301049
Long
DBT
UST
US
N
2
2043-05-15
Fixed
0.03875000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.785%/VAR 03/17/2033
172967NN7
100000.00000000
PA
USD
88483.39000000
0.004497917440
Long
DBT
CORP
US
N
2
2033-03-17
Variable
0.03785000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 2.5% 11/20/2024
500769GK4
280000.00000000
PA
USD
274541.46000000
0.013955894105
Long
DBT
CORP
DE
N
2
2024-11-20
Fixed
0.02500000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.5% 03/01/2031
15135BAX9
110000.00000000
PA
USD
90125.81000000
0.004581407342
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 03/01/2035#FM3387
3140X6XR7
33561.18400000
PA
USD
32090.07000000
0.001631249497
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.03500000
N
N
N
N
N
N
OHIO POWER CO
06ZODLC132CY1O2Y7D77
OHIO POWER CO 4% 06/01/2049
677415CR0
100000.00000000
PA
USD
77555.77000000
0.003942428635
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
0.04000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 3.25% 06/14/2029
701094AN4
210000.00000000
PA
USD
193100.21000000
0.009815953053
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
0.03250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 07/15/2025
91282CEY3
910000.00000000
PA
USD
887712.11000000
0.045125483792
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.03000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
FKUZOUT82DOBGXFS6K20
ENTERGY MISSISSIPPI LLC 5% 09/01/2033
29366WAD8
100000.00000000
PA
USD
98076.49000000
0.004985567967
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
0.05000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 4.6% 05/13/2046
59156RBR8
272000.00000000
PA
USD
243009.36000000
0.012353008157
Long
DBT
CORP
US
N
2
2046-05-13
Fixed
0.04600000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.322%/VAR 11/23/2031
961214DF7
270000.00000000
PA
USD
259301.73000000
0.013181205801
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
0.04322000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 11/20/2048#MA5597
36179UGE6
8167.20400000
PA
USD
8064.80000000
0.000409961740
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 06/01/2053#SD3269
3132DQT22
71024.73700000
PA
USD
69055.11000000
0.003510310619
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.65% 03/15/2033
969457CJ7
80000.00000000
PA
USD
81348.38000000
0.004135220148
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.05650000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.3% 04/15/2047
29273RBL2
50000.00000000
PA
USD
44782.33000000
0.002276441071
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
0.05300000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NATURAL GAS CO 2.5% 03/15/2031
720186AN5
120000.00000000
PA
USD
100358.63000000
0.005101577054
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.02500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.6% 04/01/2040
68389XBW4
340000.00000000
PA
USD
262489.69000000
0.013343260859
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03600000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP INC
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL GROUP INC 3.4% 05/15/2025
74251VAK8
390000.00000000
PA
USD
380971.95000000
0.019366124852
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03400000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 11/15/2043
912810TW8
18010000.00000000
PA
USD
18533415.63000000
0.942117762292
Long
DBT
UST
US
N
2
2043-11-15
Fixed
0.04750000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.125% 03/01/2027
55336VAK6
60000.00000000
PA
USD
58178.74000000
0.002957427029
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04125000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
SOUTHWEST GAS CORP 3.18% 08/15/2051
845011AD7
100000.00000000
PA
USD
63475.51000000
0.003226680210
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
0.03180000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC 2.3% 11/15/2030
620076BT5
330000.00000000
PA
USD
271998.48000000
0.013826625617
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.02300000
N
N
N
N
N
N
ORANGE
969500MCOONR8990S771
ORANGE 5.375% 01/13/2042
35177PAX5
270000.00000000
PA
USD
265677.15000000
0.013505290500
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
0.05375000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP BILLITON FIN USA LTD 5.5% 09/08/2053
055451BF4
50000.00000000
PA
USD
51151.41000000
0.002600203485
Long
DBT
CORP
AU
N
2
2053-09-08
Fixed
0.05500000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 7.15% 02/01/2032
867229AC0
90000.00000000
PA
USD
98552.62000000
0.005009771305
Long
DBT
CORP
CA
N
2
2032-02-01
Fixed
0.07150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 07/01/2050#CA6399
3140QEDD1
586866.16100000
PA
USD
489741.92000000
0.024895279476
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 05/01/2033#CA1799
3140Q87M1
110753.30000000
PA
USD
105898.57000000
0.005383191408
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 08/20/2052#MA8200
36179XDD5
1111019.84000000
PA
USD
1034348.03000000
0.052579495917
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
0.04000000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054
12189LBK6
240000.00000000
PA
USD
235415.03000000
0.011966962037
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
0.05200000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 6% 12/20/2052#MA8492
36179XNH5
1532181.36400000
PA
USD
1542724.30000000
0.078422024000
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
0.06000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030
723787AQ0
210000.00000000
PA
USD
174927.23000000
0.008892157483
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01900000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.05% 09/11/2026
037833DN7
290000.00000000
PA
USD
271259.61000000
0.013789066293
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
0.02050000
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 3.9% 04/26/2028
91159HHS2
550000.00000000
PA
USD
526797.14000000
0.026778924760
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 11/01/2053#BY8663
3140NRTV8
40758.59000000
PA
USD
40999.64000000
0.002084153825
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.06000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026
693475BB0
400000.00000000
PA
USD
363297.22000000
0.018467657057
Long
DBT
CORP
US
N
2
2026-08-13
Fixed
0.01150000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 4.1% 06/15/2030
745310AK8
253000.00000000
PA
USD
229046.19000000
0.011643211823
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04100000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 2.875% 11/15/2029
74340XBY6
370000.00000000
PA
USD
331598.13000000
0.016856282428
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.02875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 6.5% 12/20/2052#MA8493
36179XNJ1
394729.00900000
PA
USD
400211.56000000
0.020344140922
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
0.06500000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO 1.75% 04/01/2026
42824CBK4
180000.00000000
PA
USD
167243.11000000
0.008501547027
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.01750000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 4.7% 04/15/2050
30161NAY7
110000.00000000
PA
USD
95468.26000000
0.004852982595
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04700000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 3.95% 02/15/2027
29379VBL6
214000.00000000
PA
USD
208825.66000000
0.010615332188
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2051#CA8820
3140QGYS0
1008820.84600000
PA
USD
800112.86000000
0.040672510253
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2049#SD8001
3132DV3J2
214711.22500000
PA
USD
193065.80000000
0.009814203873
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03500000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 3.5% 05/15/2029
459200KA8
170000.00000000
PA
USD
158860.53000000
0.008075431427
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03500000
N
N
N
N
N
N
QUEBEC PROVINCE CDA
549300WN65YFEQH74Y36
QUEBEC PROVINCE CDA 2.5% 04/09/2024
748149AQ4
130000.00000000
PA
USD
129671.10000000
0.006591631516
Long
DBT
NUSS
CA
N
2
2024-04-09
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 08/15/2043
912810RC4
86000.00000000
PA
USD
75814.38000000
0.003853907744
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.03625000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 3.1% 08/15/2050
210518DF0
200000.00000000
PA
USD
138702.65000000
0.007050736510
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
0.03100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 01/01/2052#FS0490
3140XFRL7
894208.40400000
PA
USD
703064.11000000
0.035739185872
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 07/01/2053#SD3448
3132DQZM1
196016.22000000
PA
USD
167804.12000000
0.008530065110
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.03000000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 3.95% 01/20/2040
718286BZ9
300000.00000000
PA
USD
257034.00000000
0.013065929224
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
0.03950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 03/31/2025
912828ZF0
6279000.00000000
PA
USD
5984181.36000000
0.304196682607
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.00500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 5.25% 05/15/2050
31428XCA2
98000.00000000
PA
USD
92374.07000000
0.004695694191
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.05250000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 2.85% 12/15/2051
171239AH9
100000.00000000
PA
USD
67794.55000000
0.003446231985
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
0.02850000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 4.6% 12/01/2048
927804GA6
208000.00000000
PA
USD
180751.29000000
0.009188214642
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2043#AU9992
3138XAC61
38340.13500000
PA
USD
36264.49000000
0.001843449737
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034
693475BS3
200000.00000000
PA
USD
203755.19000000
0.010357582622
Long
DBT
CORP
US
N
2
2034-08-18
Variable
0.05939000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 3% 02/01/2051
370334CP7
110000.00000000
PA
USD
70870.67000000
0.003602601828
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/46#BC2843
3140EXER0
81174.93400000
PA
USD
76519.44000000
0.003889748388
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.04000000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 4.35% 06/01/2028
67103HAG2
150000.00000000
PA
USD
146277.44000000
0.007435789343
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04350000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 4.2% 04/17/2028
370334CG7
200000.00000000
PA
USD
194195.36000000
0.009871623324
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
0.04200000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 3.65% 02/01/2026
10112RAX2
130000.00000000
PA
USD
125008.52000000
0.006354616411
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03650000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.755% 03/15/2027
55903VBA0
180000.00000000
PA
USD
170322.98000000
0.008658107495
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03755000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033
38141GZM9
140000.00000000
PA
USD
118722.86000000
0.006035094524
Long
DBT
CORP
US
N
2
2033-02-24
Variable
0.03102000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 3% 01/15/2052
65339KCA6
110000.00000000
PA
USD
69786.60000000
0.003547494792
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 11/15/2041
912810QT8
229000.00000000
PA
USD
190651.44000000
0.009691473585
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.03125000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 4.5% 02/01/2045
084659AF8
180000.00000000
PA
USD
159713.02000000
0.008118766449
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2048#BK1693
3140HE3B6
24772.68200000
PA
USD
23904.16000000
0.001215131316
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 08/01/2034#MA3739
31418DEM0
40064.35100000
PA
USD
38182.98000000
0.001940973234
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030
3137FX3Q9
710000.00000000
PA
USD
580132.55000000
0.029490148537
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Fixed
0.01406000
N
N
N
N
N
N
CANADIAN NATIONAL RAILWAY CO
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 2.75% 03/01/2026
136375CJ9
150000.00000000
PA
USD
143918.82000000
0.007315892513
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 02/15/2030
912828Z94
724000.00000000
PA
USD
619359.38000000
0.031484184285
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028
14041NFV8
111000.00000000
PA
USD
103574.31000000
0.005265041216
Long
ABS-CBDO
CORP
US
N
2
2028-08-15
Fixed
0.02060000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 2.8% 09/15/2041
548661EE3
100000.00000000
PA
USD
69845.90000000
0.003550509216
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
0.02800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.561%/VAR 05/01/2032
172967MY4
600000.00000000
PA
USD
493995.83000000
0.025111520468
Long
DBT
CORP
US
N
2
2032-05-01
Variable
0.02561000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWER CO 3.95% 03/30/2028
605417CB8
120000.00000000
PA
USD
114924.21000000
0.005841995977
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
0.03950000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027
760942BB7
140000.00000000
PA
USD
137935.00000000
0.007011714199
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#CA2058
3140Q9JC8
98524.80000000
PA
USD
94793.45000000
0.004818679663
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
M and T BANK CORP
549300WYXDDBYRASEG81
M and T BANK CORP SOFR 5.053%/VAR 01/27/2034
55261FAR5
190000.00000000
PA
USD
174431.89000000
0.008866977634
Long
DBT
CORP
US
N
2
2034-01-27
Variable
0.05053000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 5.8% 01/15/2055
695114DE5
220000.00000000
PA
USD
212451.28000000
0.010799635021
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
0.05800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 06/01/2051#
31418DZW5
1963372.74000000
PA
USD
1622489.22000000
0.082476751388
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.02500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.75% 09/15/2051
437076CK6
160000.00000000
PA
USD
102340.66000000
0.005202330510
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
0.02750000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3.65% 06/01/2051
842400HF3
110000.00000000
PA
USD
80784.53000000
0.004106557698
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.03650000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032
3137H6LZ6
1900000.00000000
PA
USD
1588088.97000000
0.080728067432
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
0.02250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 08/20/2048#MA5399
36179T7L3
188245.64600000
PA
USD
181999.05000000
0.009251642608
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 01/31/2026
91282CJV4
9250000.00000000
PA
USD
9180986.31000000
0.466701359894
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.04250000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.4% 02/04/2041
02209SBM4
180000.00000000
PA
USD
129445.26000000
0.006580151285
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
0.03400000
N
N
N
N
N
N
STORE CAPITAL LLC
254900Z9PIEFQ6AYXK50
STORE CAP CORP 4.5% 03/15/2028
862121AA8
110000.00000000
PA
USD
102949.20000000
0.005233264707
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04500000
N
N
N
N
N
N
STANLEY BLACK and DECKER INC
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC 6% 03/06/2028
854502AT8
100000.00000000
PA
USD
103285.96000000
0.005250383386
Long
DBT
CORP
US
N
2
2028-03-06
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031
3137FL2L7
165000.00000000
PA
USD
154520.22000000
0.007854798424
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
0.03718000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC 6.7% 11/15/2033
15089QAY0
140000.00000000
PA
USD
147067.96000000
0.007475974215
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
0.06700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 09/20/2050#MA6868
36179VTZ3
160052.99000000
PA
USD
149932.98000000
0.007621613113
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
0.04000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.3% 07/01/2025
58013MFN9
280000.00000000
PA
USD
273439.41000000
0.013899873084
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03300000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
SUTTER HEALTH 3.361% 08/15/2050
86944BAJ2
170000.00000000
PA
USD
124716.83000000
0.006339788798
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
0.03361000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 4.85% 02/01/2030
06417XAP6
210000.00000000
PA
USD
207205.85000000
0.010532991631
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
0.04850000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 4.85% 11/01/2028
205887CC4
510000.00000000
PA
USD
501001.03000000
0.025467619067
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04850000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN INC
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046
035242AN6
100000.00000000
PA
USD
92449.58000000
0.004699532626
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
0.04900000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 3.2% 03/10/2032
89114TZV7
190000.00000000
PA
USD
165686.89000000
0.008422438969
Long
DBT
CORP
CA
N
2
2032-03-10
Fixed
0.03200000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.663% 06/15/2051
031162CF5
100000.00000000
PA
USD
87028.85000000
0.004423978129
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
0.04663000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 3.379% 02/08/2061
10373QBQ2
110000.00000000
PA
USD
74082.60000000
0.003765875364
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
0.03379000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 07/31/2029
91282CFC0
18080000.00000000
PA
USD
16651256.20000000
0.846441073986
Long
DBT
UST
US
N
2
2029-07-31
Fixed
0.02625000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 1.7% 08/05/2031
037833EJ5
280000.00000000
PA
USD
228070.67000000
0.011593622759
Long
DBT
CORP
US
N
2
2031-08-05
Fixed
0.01700000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 06/20/2053#MA8947
36179X5G7
490125.01000000
PA
USD
478733.67000000
0.024335691969
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
0.05000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.25% 02/05/2050
907818FK9
270000.00000000
PA
USD
194434.18000000
0.009883763372
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
0.03250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 01/01/2053#QF6552
3133BUH59
275078.31000000
PA
USD
276619.16000000
0.014061510799
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.06000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY TRUST LP 3.7% 08/15/2027
25389JAR7
370000.00000000
PA
USD
352983.38000000
0.017943368817
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03700000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 3.375% 03/01/2029
88579YBG5
110000.00000000
PA
USD
101562.33000000
0.005162765298
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03375000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 5.85% 03/08/2053
828807DV6
130000.00000000
PA
USD
131609.65000000
0.006690174732
Long
DBT
CORP
US
N
2
2053-03-08
Fixed
0.05850000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PPTYS 4.5% 06/01/2027
26884UAD1
210000.00000000
PA
USD
198502.51000000
0.010090570689
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.04500000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCO INC 3.9% 06/01/2028
92940PAE4
170000.00000000
PA
USD
161112.77000000
0.008189920594
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.03900000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.746%/VAR 08/09/2033
06738ECA1
200000.00000000
PA
USD
198242.80000000
0.010077368729
Long
DBT
CORP
GB
N
2
2033-08-09
Variable
0.05746000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.75% 03/15/2039
571748BH4
120000.00000000
PA
USD
113606.96000000
0.005775035593
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.04750000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 4.5% 02/01/2028
053332BC5
240000.00000000
PA
USD
235073.75000000
0.011949613592
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 7.66%/VAR 11/09/2031
80282KBH8
130000.00000000
PA
USD
138905.74000000
0.007061060278
Long
DBT
CORP
US
N
2
2031-11-09
Variable
0.07660000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 2.75% 02/01/2026
097023DA0
140000.00000000
PA
USD
132948.62000000
0.006758239219
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.02750000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
TRAVELERS COS INC 2.55% 04/27/2050
89417EAQ2
100000.00000000
PA
USD
62249.44000000
0.003164354821
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
0.02550000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058
209111FQ1
220000.00000000
PA
USD
185070.24000000
0.009407761842
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2051#CB1634
3140QLY83
680375.19700000
PA
USD
582237.95000000
0.029597173317
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.03000000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 4.5% 06/01/2047
824348AX4
200000.00000000
PA
USD
173335.15000000
0.008811226538
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 3.05% 08/12/2051
458140BW9
50000.00000000
PA
USD
33086.18000000
0.001681885222
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
0.03050000
N
N
N
N
N
N
CHILDREN'S HOSPITAL OF PHILADELPHIA/THE
254900N2KNSY5WTR1Q61
CHILDREN'S HOSPITAL OF PHILADELPHIA/THE 2.704% 07/01/2050
16877PAA8
98000.00000000
PA
USD
63955.95000000
0.003251102640
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
0.02704000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.25% 05/15/2042
912810TH1
6160000.00000000
PA
USD
5180175.00000000
0.263326252252
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2048#BK5011
3140HJR94
19704.10000000
PA
USD
18401.63000000
0.000935418641
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.7% 05/30/2024
251526BY4
360000.00000000
PA
USD
357886.01000000
0.018192586495
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
0.03700000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033
161175CJ1
700000.00000000
PA
USD
611964.07000000
0.031108255042
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.04400000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 6.7% 04/01/2053
694308KK2
90000.00000000
PA
USD
96276.63000000
0.004894074844
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
0.06700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#MA3312
31418CVE1
109130.82000000
PA
USD
102984.24000000
0.005235045912
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2047#Q48875
3132WN2H4
2476663.99800000
PA
USD
2305879.19000000
0.117215832524
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027
136385AX9
152000.00000000
PA
USD
145682.00000000
0.007405521064
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.03850000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI FINL CORP 3.2% 12/17/2030
125491AN0
220000.00000000
PA
USD
175370.29000000
0.008914679759
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
0.03200000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 1.39% 07/15/2030
14041NFX4
280000.00000000
PA
USD
242604.85000000
0.012332445511
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.01390000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP 3.7% 12/01/2042
25468PCX2
250000.00000000
PA
USD
202632.18000000
0.010300496130
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
0.03700000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 4.45% 06/29/2029
89236TKD6
340000.00000000
PA
USD
334125.59000000
0.016984761981
Long
DBT
CORP
US
N
2
2029-06-29
Fixed
0.04450000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 5.7%/VAR 01/24/2035
89788MAS1
270000.00000000
PA
USD
267307.76000000
0.013588180059
Long
DBT
CORP
US
N
2
2035-01-24
Variable
0.05711000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 6% 01/20/2053#MA8571
36179XQY5
378192.70100000
PA
USD
380647.29000000
0.019349621259
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
0.06000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 4.1% 02/01/2045
31428XBB1
130000.00000000
PA
USD
104157.07000000
0.005294664927
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
0.04100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2053#CB6300
3140QSAA9
2428715.15400000
PA
USD
2235158.21000000
0.113620839958
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/01/2054 #TBA
21H020634
5100000.00000000
PA
USD
4150410.60000000
0.210979758136
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.02000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 4.45% 01/15/2049
084659AR2
100000.00000000
PA
USD
84343.79000000
0.004287487222
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.04450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/20/2045#MA3311
36179RVC0
9414.55920000
PA
USD
8936.23000000
0.000454259548
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
0.04000000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 2.1% 10/24/2024
06406RAL1
370000.00000000
PA
USD
361961.44000000
0.018399754729
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
0.02100000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 2.8% 09/08/2027
24422ETW9
290000.00000000
PA
USD
271566.71000000
0.013804677251
Long
DBT
CORP
US
N
2
2027-09-08
Fixed
0.02800000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032
46647PBX3
300000.00000000
PA
USD
241266.57000000
0.012264416100
Long
DBT
CORP
US
N
2
2032-02-04
Variable
0.01953000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 5% 11/01/2032
256677AL9
100000.00000000
PA
USD
97193.91000000
0.004940703366
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
0.05000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 4.625% 05/15/2052
927804GJ7
100000.00000000
PA
USD
86338.07000000
0.004388863387
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
0.04625000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC 3.875% 08/15/2047
00817YAZ1
180000.00000000
PA
USD
134579.43000000
0.006841138944
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#CA6301
3140QEAB8
130395.18500000
PA
USD
103581.62000000
0.005265412808
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.224% K064 A2 03/25/2027
3137BXQY1
250000.00000000
PA
USD
239610.88000000
0.012180251638
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
0.03224000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.25% 03/02/2033
031162DR8
310000.00000000
PA
USD
309149.94000000
0.015715163114
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
0.05250000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 1.875% 01/24/2030
045167ER0
1139000.00000000
PA
USD
988528.65000000
0.050250337999
Long
DBT
CORP
PH
N
2
2030-01-24
Fixed
0.01875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 10/15/2025
91282CFP1
10580000.00000000
PA
USD
10494864.01000000
0.533490317923
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.04250000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 4.812% 02/13/2033
10373QBU3
150000.00000000
PA
USD
146337.88000000
0.007438861718
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
0.04812000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
ATHENE HOLDING LTD 6.65% 02/01/2033
04686JAF8
100000.00000000
PA
USD
104656.10000000
0.005320032351
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
0.06650000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 6.8% 10/01/2027
37045VAU4
330000.00000000
PA
USD
344585.37000000
0.017516468857
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.06800000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 2.375% 01/15/2025
036752AJ2
1100000.00000000
PA
USD
1070111.74000000
0.054397489271
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 07/20/2052#MA8149
36179XBS4
457437.31900000
PA
USD
413954.06000000
0.021042719835
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
0.03500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 4.2% 06/10/2024
04010LAX1
180000.00000000
PA
USD
178912.83000000
0.009094759347
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
0.04200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 08/01/2053#QG8209
3133C9DN0
399999.17900000
PA
USD
387981.56000000
0.019722447627
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.35% 04/15/2047
75513ECK5
100000.00000000
PA
USD
83710.11000000
0.004255275071
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
0.04350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2047#MA4383
36179S2Q9
61189.86100000
PA
USD
57908.88000000
0.002943709110
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.04000000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 3% 05/15/2024
459200JY8
100000.00000000
PA
USD
99475.14000000
0.005056666195
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 6.377%/VAR 06/08/2034
14040HDA0
150000.00000000
PA
USD
154559.55000000
0.007856797704
Long
DBT
CORP
US
N
2
2034-06-08
Variable
0.06377000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO 2.8% 12/21/2051
291011BS2
220000.00000000
PA
USD
142014.84000000
0.007219106609
Long
DBT
CORP
US
N
2
2051-12-21
Fixed
0.02800000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.45% 05/14/2046
00287YAW9
280000.00000000
PA
USD
247623.21000000
0.012587546146
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
0.04450000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.6% 06/01/2050
191216CX6
230000.00000000
PA
USD
148805.44000000
0.007564296347
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2046#BE2267
3140FMQV1
26235.11900000
PA
USD
22983.87000000
0.001168349785
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR 2.831%/VAR 10/24/2051
06051GJM2
140000.00000000
PA
USD
89759.62000000
0.004562792635
Long
DBT
CORP
US
N
2
2051-10-24
Variable
0.02831000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.1% 03/25/2061
68389XCB9
720000.00000000
PA
USD
528184.23000000
0.026849435353
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
0.04100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/49#MA3692
31418DC67
188899.66400000
PA
USD
169856.35000000
0.008634387075
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2052#SD8194
3132DWC76
4145287.98000000
PA
USD
3410032.45000000
0.173343770262
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 3.85% 10/15/2030
455780CS3
750000.00000000
PA
USD
698610.00000000
0.035512768021
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
0.03850000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 5.2% 03/01/2048
49456BAQ4
264000.00000000
PA
USD
234600.75000000
0.011925569362
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.05200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2035#MA3956
31418DME9
6786.47000000
PA
USD
6344.85000000
0.000322530719
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.164/VAR 04/20/2029
61747YFD2
630000.00000000
PA
USD
626396.81000000
0.031841921247
Long
DBT
CORP
US
N
2
2029-04-20
Variable
0.05164000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030
3137FREH0
760000.00000000
PA
USD
665993.85000000
0.033854776053
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Fixed
0.02253000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 3.45% 03/25/2030
191216CT5
160000.00000000
PA
USD
149263.44000000
0.007587578074
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.03450000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032
45866FAN4
160000.00000000
PA
USD
123407.38000000
0.006273224915
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
0.01850000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
25470DBJ7
200000.00000000
PA
USD
175792.75000000
0.008936154865
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03625000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.244%/VAR 04/24/38
06051GGM5
480000.00000000
PA
USD
425805.37000000
0.021645163005
Long
DBT
CORP
US
N
2
2038-04-24
Variable
0.04244000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 05/20/2052#MA8043
36179W5C8
3974404.74900000
PA
USD
3484786.30000000
0.177143767590
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2048#BJ4582
3140H6CU1
37345.57910000
PA
USD
34888.65000000
0.001773511020
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.2% 06/15/2026
110122CN6
66000.00000000
PA
USD
63512.14000000
0.003228542240
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 5.05% 07/15/2033
87264ACY9
350000.00000000
PA
USD
342319.32000000
0.017401277680
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
0.05050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/01/2033#MA3282
31418CUG7
22547.75400000
PA
USD
20994.26000000
0.001067211012
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.5% 02/15/2046
912810RQ3
329000.00000000
PA
USD
236134.61000000
0.012003540783
Long
DBT
UST
US
N
2
2046-02-15
Fixed
0.02500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3.369%/VAR 12/14/2046
53944YAQ6
200000.00000000
PA
USD
135998.14000000
0.006913256891
Long
DBT
CORP
GB
N
2
2046-12-14
Variable
0.03369000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2048#BK4764
3140HJJJ1
15426.72900000
PA
USD
14397.36000000
0.000731867717
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04000000
N
N
N
N
N
N
STANLEY BLACK and DECKER INC
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC 3% 05/15/2032
854502AQ4
190000.00000000
PA
USD
160537.69000000
0.008160687284
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.03000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.5% 04/15/2027
437076CA8
750000.00000000
PA
USD
698917.17000000
0.035528382537
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02500000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 1.65% 06/01/2030
191216CV0
240000.00000000
PA
USD
200705.94000000
0.010202578674
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.01650000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059
03523TBW7
260000.00000000
PA
USD
276007.51000000
0.014030418509
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
0.05800000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS GROUP SA 4.5% 02/13/2026
902133AZ0
200000.00000000
PA
USD
197776.49000000
0.010053664576
Long
DBT
CORP
LU
N
2
2026-02-13
Fixed
0.04500000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.7% 04/15/2046
548661DN4
100000.00000000
PA
USD
75230.04000000
0.003824203717
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.03700000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 11/20/2047#MA4837
36179TLS2
112239.96600000
PA
USD
102903.46000000
0.005230939585
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
0.03500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 4.2% 05/19/2032
92556HAD9
150000.00000000
PA
USD
122295.40000000
0.006216699117
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
0.04200000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 5.625% 04/15/2053
548661EM5
230000.00000000
PA
USD
228266.58000000
0.011603581544
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
0.05625000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027
46647PCP9
360000.00000000
PA
USD
327107.93000000
0.016628029996
Long
DBT
CORP
US
N
2
2027-09-22
Variable
0.01470000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 06/01/2046#AS7375
3138WHFR8
31175.80900000
PA
USD
27341.50000000
0.001389863223
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03000000
N
N
N
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 5.25% 06/01/2025
361841AJ8
310000.00000000
PA
USD
307191.98000000
0.015615633219
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2052#BU1339
3140M2PZ9
22469.74900000
PA
USD
18484.26000000
0.000939619011
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053
29379VCB7
100000.00000000
PA
USD
69620.64000000
0.003539058470
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
0.03300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.875% 10/31/2028
91282CJF9
3722000.00000000
PA
USD
3813014.51000000
0.193828745303
Long
DBT
UST
US
N
2
2028-10-31
Fixed
0.04875000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 5.625% 04/15/2041
931142DB6
169000.00000000
PA
USD
179561.18000000
0.009127717225
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
0.05625000
N
N
N
N
N
N
BBCMS MTG TR 2021-C12
N/A
BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054
05552XBG2
300000.00000000
PA
USD
253951.08000000
0.012909213714
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
0.02689000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 09/01/2053#QH1480
3133CDUD4
190359.52000000
PA
USD
188369.01000000
0.009575449756
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2052#CB2870
3140QNFL1
26138.69500000
PA
USD
21502.44000000
0.001093043563
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO 4.68% 02/15/2045
718547AM4
100000.00000000
PA
USD
87490.53000000
0.004447446924
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
0.04680000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.125% 07/01/2049
161175BS2
200000.00000000
PA
USD
151908.35000000
0.007722028018
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.05125000
N
N
N
N
N
N
ELI LILLY and CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY and CO 4.95% 02/27/2063
532457CH9
110000.00000000
PA
USD
106113.70000000
0.005394127212
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
0.04950000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC 5.4% 06/15/2047
15135UAR0
171000.00000000
PA
USD
156655.80000000
0.007963357359
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
0.05400000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 4.2% 10/01/2027
37045VAN0
90000.00000000
PA
USD
86830.59000000
0.004413899886
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04200000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 0.375% 07/18/2025
500769JF2
208000.00000000
PA
USD
195507.03000000
0.009938300057
Long
DBT
CORP
DE
N
2
2025-07-18
Fixed
0.00375000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.462%/VAR 06/09/2027
172967NA5
300000.00000000
PA
USD
274772.15000000
0.013967620878
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2052#CB3066
3140QNMQ2
470958.43100000
PA
USD
370581.60000000
0.018837947343
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 6.051%/VAR 02/01/2035
14040HDF9
200000.00000000
PA
USD
202004.47000000
0.010268587455
Long
DBT
CORP
US
N
2
2035-02-01
Variable
0.06051000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 5.7% 08/15/2035
761713BA3
110000.00000000
PA
USD
105071.61000000
0.005341154165
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
0.05700000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SVC ENTERPRISE GRP INC 5.85% 11/15/2027
744573AV8
100000.00000000
PA
USD
102466.30000000
0.005208717226
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05850000
N
N
N
N
N
N
AMEREN ILL CO
RC71E2BZ6UOMFPDJSE79
AMEREN ILL CO 4.95% 06/01/2033
02361DBA7
90000.00000000
PA
USD
88594.79000000
0.004503580288
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 12/31/2025
91282CBC4
8153000.00000000
PA
USD
7542798.91000000
0.383426615599
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.00375000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 4.368% 06/15/2047
14149YBM9
30000.00000000
PA
USD
24662.11000000
0.001253660542
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
0.04368000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2046#BC1497
3140EVUX3
76349.85600000
PA
USD
71994.94000000
0.003659752369
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 06/01/2035#FM3869
3140X7JP5
103345.77000000
PA
USD
96717.64000000
0.004916492911
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.03000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5.95% 04/01/2049
37045VAT7
260000.00000000
PA
USD
250448.26000000
0.012731153231
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
0.05950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2049#FM1675
3140X42H8
215773.65300000
PA
USD
187010.51000000
0.009506392492
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2048#G61896
31335CC93
7552.91100000
PA
USD
6828.71000000
0.000347127000
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.8% 08/15/2029
03027XAW0
100000.00000000
PA
USD
92542.06000000
0.004704233705
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 06/01/2053#QG4497
3133C47J7
63343.30300000
PA
USD
62680.95000000
0.003186289971
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2047#AL9868
3138ER6E5
85677.59900000
PA
USD
72381.82000000
0.003679418821
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.02500000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 2.625% 11/15/2027
369550AZ1
180000.00000000
PA
USD
166498.03000000
0.008463672027
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.02625000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.95% 05/15/2062
91324PEL2
160000.00000000
PA
USD
147902.51000000
0.007518397285
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
0.04950000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 4.693% 02/13/2028
075887CQ0
130000.00000000
PA
USD
128084.40000000
0.006510974054
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
0.04693000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP 6.65% 10/01/2036
68268NAC7
350000.00000000
PA
USD
370835.42000000
0.018850849894
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
0.06650000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027
65339KBY5
300000.00000000
PA
USD
273732.06000000
0.013914749498
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.01875000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 6.875% 03/15/2039
097023AX3
160000.00000000
PA
USD
173699.78000000
0.008829761945
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.06875000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 1.45% 06/01/2027
191216CU2
120000.00000000
PA
USD
108608.29000000
0.005520935869
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.01450000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.5% 09/15/2050 144A
594918CL6
230000.00000000
PA
USD
146167.92000000
0.007430222062
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
0.02500000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.75% 06/15/2027
96949LAD7
460000.00000000
PA
USD
440217.45000000
0.022377778990
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03750000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP 6.6% 10/01/2037
565849AE6
120000.00000000
PA
USD
125117.26000000
0.006360144042
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
0.06600000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 3.6% 03/01/2024
713448CM8
190000.00000000
PA
USD
190000.00000000
0.009658358632
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03600000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 6.875% 01/15/2029
87612BBN1
620000.00000000
PA
USD
638761.20000000
0.032470446052
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035
91087BAV2
430000.00000000
PA
USD
440074.90000000
0.022370532680
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
0.06350000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX CORP 6.9% 05/01/2034
361448BN2
300000.00000000
PA
USD
326098.76000000
0.016576730387
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
0.06900000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 4.45% 04/14/2046
713448DD7
140000.00000000
PA
USD
126715.80000000
0.006441403372
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
0.04450000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.074% 01/25/2031
3137FXYV4
180000.00000000
PA
USD
152266.97000000
0.007740257916
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
0.02074000
N
N
N
N
N
N
PILGRIMS PRIDE CORP NEW
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP NEW 6.25% 07/01/2033
72147KAK4
180000.00000000
PA
USD
181926.72000000
0.009247965823
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
0.06250000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051
46647PBN5
50000.00000000
PA
USD
34311.86000000
0.001744190785
Long
DBT
CORP
US
N
2
2051-04-22
Variable
0.03109000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 10/20/2049#MA6220
36179U4D1
48875.04600000
PA
USD
46025.28000000
0.002339624528
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
0.04000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP 3.669% 07/20/2028
892331AD1
290000.00000000
PA
USD
281329.75000000
0.014300966418
Long
DBT
CORP
JP
N
2
2028-07-20
Fixed
0.03669000
N
N
N
N
N
N
ONCOR ELEC DELIVERY CO LLC
549300SP2X2BS1KERD24
ONCOR ELEC DELIVERY CO LLC 4.6% 06/01/2052
68233JCH5
150000.00000000
PA
USD
132641.78000000
0.006742641478
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
0.04600000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 3.25% 06/09/2028
3130AEB25
210000.00000000
PA
USD
201402.99000000
0.010238012142
Long
DBT
USGSE
US
N
2
2028-06-09
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#CB2090
3140QMKC7
270742.14400000
PA
USD
222889.44000000
0.011330242878
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2051#MA7313
36179WDS4
251154.70200000
PA
USD
220744.01000000
0.011221183234
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
0.03000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 4.9% 01/10/2034
02665WEZ0
140000.00000000
PA
USD
136440.06000000
0.006935721217
Long
DBT
CORP
US
N
2
2034-01-10
Fixed
0.04900000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
AVANGRID INC 3.2% 04/15/2025
05351WAC7
170000.00000000
PA
USD
165364.13000000
0.008406031960
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03200000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 5.35% 01/31/2033
29379VCD3
500000.00000000
PA
USD
506656.91000000
0.025755127054
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
0.05350000
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL 3.4% 11/15/2049
23291KAK1
80000.00000000
PA
USD
59858.37000000
0.003042808445
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
0.03400000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 4.75% 11/14/2033
459058KY8
530000.00000000
PA
USD
544283.35000000
0.027667809430
Long
DBT
CORP
US
N
2
2033-11-14
Fixed
0.04750000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC 2.9% 05/15/2030
37940XAD4
310000.00000000
PA
USD
267193.98000000
0.013582396227
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02900000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS LP
2HKVXE7U4NF5B6UGSU72
SPECTRA ENERGY PARTNERS LP 4.75% 03/15/2024
84756NAD1
151000.00000000
PA
USD
150879.25000000
0.007669715298
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.04750000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 2.1% 06/15/2030
03027XBC3
120000.00000000
PA
USD
98746.20000000
0.005019611648
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02100000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
WYETH LLC 5.95% 04/01/2037
983024AN0
50000.00000000
PA
USD
53419.50000000
0.002715498362
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
0.05950000
N
N
N
N
N
N
BARRICK NORTH AMERICA FINANCE LLC
N/A
BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041
06849RAG7
142000.00000000
PA
USD
144169.64000000
0.007328642563
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
0.05700000
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM INTERNATIONAL INC 4.55% 03/01/2029
749685AX1
120000.00000000
PA
USD
115424.21000000
0.005867412710
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 02/15/2026
912828P46
702000.00000000
PA
USD
662759.30000000
0.033690352664
Long
DBT
UST
US
N
2
2026-02-15
Fixed
0.01625000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 5.2% 03/01/2033
209111GE7
110000.00000000
PA
USD
110828.32000000
0.005633787690
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
0.05200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2051#FM7460
3140XBJE1
610361.75700000
PA
USD
569253.04000000
0.028937105330
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 08/01/2053#CB6841
3140QSS77
846035.61500000
PA
USD
820683.31000000
0.041718177534
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05000000
N
N
N
N
N
N
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
N/A
BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.875% 01/15/2027
11134LAH2
100000.00000000
PA
USD
96626.79000000
0.004911874691
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2050#BO8419
3140K4K90
49873.16100000
PA
USD
44736.26000000
0.002274099173
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.625% 10/15/2036
29273RAF6
280000.00000000
PA
USD
292942.23000000
0.014891269030
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
0.06625000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC 3.8% 02/15/2028
30212PAP0
100000.00000000
PA
USD
94577.69000000
0.004807711834
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03800000
N
N
N
N
N
N
KAISER FNDTN HOSPS
DW4Z57L3G4IRMHYZYK62
KAISER FNDTN HOSPS 3.266% 11/01/2049
48305QAE3
110000.00000000
PA
USD
80830.60000000
0.004108899596
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
0.03266000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 2.95% 05/05/2045
718286CH8
370000.00000000
PA
USD
256735.60000000
0.013050760518
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
0.02950000
N
N
N
N
N
N
CONNECTICUT LIGHT AND POWER CO(THE)
549300O45IUXEDS1VZ32
CONNECTICUT LT and PWR CO 5.25% 01/15/2053
207597EP6
120000.00000000
PA
USD
116971.64000000
0.005946073941
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
0.05250000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6% 06/15/2048
29278NAE3
330000.00000000
PA
USD
323450.01000000
0.016442085243
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 04/01/2054 #TBA
01F020646
4075000.00000000
PA
USD
3207295.58000000
0.163037952375
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
0.02000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 2.2% 11/02/2028
02005NBP4
100000.00000000
PA
USD
85038.22000000
0.004322787506
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
0.02200000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC 4.6% 02/23/2028
620076BL2
110000.00000000
PA
USD
108000.81000000
0.005490055555
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
0.04600000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.875% 10/15/2049
713448EP9
80000.00000000
PA
USD
55291.31000000
0.002810648953
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
0.02875000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 2.55% 11/15/2030
855244AZ2
400000.00000000
PA
USD
343588.05000000
0.017465771624
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.02550000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS 3.8% 04/05/2032
3133ENTX8
1000000.00000000
PA
USD
931530.99000000
0.047352949360
Long
DBT
USGSE
US
N
2
2032-04-05
Fixed
0.03800000
N
N
N
N
N
N
AB SVENSK EXPORTKREDIT
1FOLRR5RWTWWI397R131
AB SVENSK EXPORTKREDIT 2.25% 03/22/2027
87031CAE3
970000.00000000
PA
USD
903632.60000000
0.045934777487
Long
DBT
CORP
SE
N
2
2027-03-22
Fixed
0.02250000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.125% 06/15/2039
404119BY4
100000.00000000
PA
USD
92928.34000000
0.004723869656
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
0.05125000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 2.45% 12/02/2031
13645RBF0
200000.00000000
PA
USD
177858.04000000
0.009041140715
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 07/01/2053#BY8169
3140NRCF1
573660.57400000
PA
USD
568854.16000000
0.028916828877
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 08/01/2052#SD8238
3132DWEK5
1547548.55400000
PA
USD
1466572.61000000
0.074550969619
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.04500000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 3.625% 03/19/2050
713448EU8
100000.00000000
PA
USD
78927.38000000
0.004012152326
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
0.03625000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.6% 02/10/2048
91087BAD2
270000.00000000
PA
USD
213384.38000000
0.010847067729
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
0.04600000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031
233835AQ0
100000.00000000
PA
USD
121536.13000000
0.006178102791
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
0.08500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.984% 09/25/2050
05526DBU8
100000.00000000
PA
USD
68253.79000000
0.003469576746
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
0.03984000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 08/01/2049#
3132DV3P8
86581.42600000
PA
USD
80695.93000000
0.004102053853
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.04000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 2.375% 05/22/2030
29446MAK8
310000.00000000
PA
USD
269204.81000000
0.013684613686
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
0.02375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 09/01/2034#SB8006
3132D53P5
37269.76000000
PA
USD
34926.03000000
0.001775411175
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.03000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP SOFR 1.684%/VAR 11/18/2027
857477BQ5
515000.00000000
PA
USD
471544.91000000
0.023970262378
Long
DBT
CORP
US
N
2
2027-11-18
Variable
0.01684000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 2.55% 07/27/2033
168863DT2
1330000.00000000
PA
USD
1076209.40000000
0.054707454466
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
0.02550000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 2.4% 03/27/2025
654106AH6
1100000.00000000
PA
USD
1069469.75000000
0.054364854694
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
0.02400000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
TUCSON ELECTRIC POWER CO 1.5% 08/01/2030
898813AS9
100000.00000000
PA
USD
80277.97000000
0.004080807497
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 2% 08/20/2052#MA8196
36179XC95
617354.81200000
PA
USD
502344.14000000
0.025535894004
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
0.02000000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 4.45% 03/15/2043
12189LAN1
151000.00000000
PA
USD
134460.98000000
0.006835117720
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.04450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2053#MA5130
31418EVY3
200759.80100000
PA
USD
171770.85000000
0.008731707746
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.95% 04/21/2025
06051GFP9
1320000.00000000
PA
USD
1298242.11000000
0.065994146788
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
0.03950000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 3.49% 05/15/2027
65473QBE2
442000.00000000
PA
USD
420059.55000000
0.021353083056
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03490000
N
N
N
N
N
N
PUBLIC SERVICE CO OF CO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF CO 6.25% 09/01/2037
744448BZ3
130000.00000000
PA
USD
137583.77000000
0.006993859961
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
0.06250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.5% 01/20/2053#MA8570
36179XQX7
272080.43900000
PA
USD
270665.54000000
0.013758867656
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
0.05500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 4.2% 04/01/2043
437076BA9
300000.00000000
PA
USD
258710.76000000
0.013151164747
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
0.04200000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.375% 12/01/2027
828807DE4
150000.00000000
PA
USD
141484.06000000
0.007192125222
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03375000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.5% 02/12/2035
594918BC7
180000.00000000
PA
USD
163527.48000000
0.008312668674
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
0.03500000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027
681936BF6
140000.00000000
PA
USD
134629.57000000
0.006843687734
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04500000
N
N
N
N
N
N
INTERNATIONAL FLAVORS and FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVS and FRAG INC 4.45% 09/26/2028
459506AK7
130000.00000000
PA
USD
125377.10000000
0.006373352610
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
0.04450000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 3.25% 07/08/2029
931142EN9
220000.00000000
PA
USD
206728.92000000
0.010508747626
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
0.03250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/2050#MA6542
36179VHT0
854532.37800000
PA
USD
779644.15000000
0.039632014769
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2042#G08495
3128MJRR3
218704.99000000
PA
USD
201764.04000000
0.010256365565
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
0.03500000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC 5.1% 10/01/2035
038222AK1
120000.00000000
PA
USD
121551.90000000
0.006178904434
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
0.05100000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 09/01/2051#QC7083
3133AR2Q7
2975165.90600000
PA
USD
2451175.52000000
0.124601748646
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2052#BU8945
3140MA5F7
110963.14200000
PA
USD
95096.53000000
0.004834086270
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP 3.95% 05/15/2024
126117AS9
180000.00000000
PA
USD
179363.55000000
0.009117671007
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03950000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC 2.65% 06/17/2031
40434LAJ4
210000.00000000
PA
USD
175633.96000000
0.008928083019
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
0.02650000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044
026874DA2
115000.00000000
PA
USD
101465.31000000
0.005157833435
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2048#SI2017
3133USG21
244447.76300000
PA
USD
228136.64000000
0.011596976243
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04000000
N
N
N
N
N
N
ALBERTA PROVINCE CDA
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE CDA 1% 05/20/2025
013051EK9
260000.00000000
PA
USD
247709.80000000
0.012591947816
Long
DBT
NUSS
CA
N
2
2025-05-20
Fixed
0.01000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LTD
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HLDGS LTD 4.625% 04/29/2030
303901BF8
240000.00000000
PA
USD
226398.66000000
0.011508628695
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
0.04625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 08/01/2049#RA1827
3133KHA48
120039.84700000
PA
USD
118205.82000000
0.006008811589
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.05000000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027
15135BAR2
410000.00000000
PA
USD
390011.20000000
0.019825621264
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
KENTUCKY UTILITIES CO 5.125% 11/01/2040
491674BG1
170000.00000000
PA
USD
161275.73000000
0.008198204415
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2048#MA3496
31418C3E2
10666.17000000
PA
USD
10248.89000000
0.000520986606
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 11/15/2028
9128285M8
331000.00000000
PA
USD
314682.73000000
0.015996414009
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03125000
N
N
N
N
N
N
CENTERPOINT ENERGY RES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES CORP 1.75% 10/01/2030
15189YAF3
100000.00000000
PA
USD
81238.61000000
0.004129640158
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.01750000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 6.4% 02/14/2035
698299BT0
480000.00000000
PA
USD
443400.00000000
0.022539559039
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
0.06400000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.75% 05/15/2046
00206RCQ3
130000.00000000
PA
USD
113855.34000000
0.005787661610
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.04750000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS 1.4% 03/10/2028
3133EMSW3
2230000.00000000
PA
USD
1969642.71000000
0.100123766687
Long
DBT
USGSE
US
N
2
2028-03-10
Fixed
0.01400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2048#G08800
3128MJ3J7
155897.33600000
PA
USD
140949.28000000
0.007164940501
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.4% 10/01/2047
86765BAV1
80000.00000000
PA
USD
72560.55000000
0.003688504286
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
0.05400000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
AFLAC INC 3.6% 04/01/2030
001055BJ0
340000.00000000
PA
USD
315159.01000000
0.016020624972
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03600000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP INDUSTRIAL TRUST 6.75% 11/15/2028
529043AF8
130000.00000000
PA
USD
134211.82000000
0.006822452053
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3.5% 04/01/2033#ZS8694
3132A9UT2
17894.55800000
PA
USD
17126.95000000
0.000870622238
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.03500000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029
606822BM5
670000.00000000
PA
USD
609290.11000000
0.030972328386
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
0.03195000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 5.375% 04/15/2028
595112CA9
300000.00000000
PA
USD
301600.81000000
0.015331414667
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.05375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 10/20/2050#MA6931
36179VVY3
960865.15700000
PA
USD
816823.01000000
0.041521945103
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
0.02500000
N
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST
N/A
BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055
05609MCC7
300000.00000000
PA
USD
264432.03000000
0.013441996734
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
0.03374000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033
95000U3B7
200000.00000000
PA
USD
191229.74000000
0.009720870579
Long
DBT
CORP
US
N
2
2033-07-25
Variable
0.04897000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC 3.25% 04/30/2029
09247XAP6
180000.00000000
PA
USD
168658.28000000
0.008573485023
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
0.03250000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.164/VAR 10/21/2025
61747YEG6
100000.00000000
PA
USD
97037.15000000
0.004932734712
Long
DBT
CORP
US
N
2
2025-10-21
Variable
0.01164000
N
N
N
N
N
N
SAN DIEGO GAS and ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053
797440CD4
170000.00000000
PA
USD
164911.08000000
0.008383001858
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
0.05350000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.75% 07/31/2025
91282CHN4
4000000.00000000
PA
USD
3994843.76000000
0.203071756389
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.04750000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 1.15% 08/13/2027
89236THG3
470000.00000000
PA
USD
416521.68000000
0.021173240860
Long
DBT
CORP
US
N
2
2027-08-13
Fixed
0.01150000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 2.875% 12/04/2051
341081GE1
190000.00000000
PA
USD
123506.54000000
0.006278265561
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
0.02875000
N
N
N
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
KELLANOVA 3.25% 04/01/2026
487836BP2
290000.00000000
PA
USD
278783.24000000
0.014171518487
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03250000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 5.875% 12/16/2036
437076AS1
100000.00000000
PA
USD
106348.25000000
0.005406050202
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
0.05875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 6% 06/20/2053#MA8949
36179X5J1
317454.49300000
PA
USD
319242.08000000
0.016228181574
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
0.06000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029
60687YCZ0
430000.00000000
PA
USD
438103.50000000
0.022270319584
Long
DBT
CORP
JP
N
2
2029-07-06
Variable
0.05778000
N
N
N
N
N
N
ORLANDO HEALTH OBLIGATED GRP
N/A
ORLANDO HEALTH OBLIGATED GRP 3.327% 10/01/2050
686514AH3
68000.00000000
PA
USD
49824.06000000
0.002532729684
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
0.03327000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033
404280DH9
680000.00000000
PA
USD
668213.51000000
0.033967609065
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
0.05402000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
MARKEL GROUP INC 3.5% 11/01/2027
570535AR5
150000.00000000
PA
USD
141278.65000000
0.007181683519
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/47#AS8650
3138WJTG3
446822.51580000
PA
USD
391448.96000000
0.019898707588
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCO INC 4.9% 03/15/2029
92940PAD6
140000.00000000
PA
USD
138712.99000000
0.007051262128
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04900000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.799% 04/06/2071
907818FS2
330000.00000000
PA
USD
241819.78000000
0.012292537682
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
0.03799000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2052#FS3547
3140XJ5H2
909029.71600000
PA
USD
809079.72000000
0.041128326830
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
0.03500000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA 4% 02/01/2048
816851BJ7
136000.00000000
PA
USD
105755.07000000
0.005375896806
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.3% 11/15/2032
11135FAS0
410000.00000000
PA
USD
379683.86000000
0.019300646772
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
0.04300000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO 3.125% 08/01/2050
641423CE6
150000.00000000
PA
USD
98007.24000000
0.004982047749
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
0.03125000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 4.5% 05/09/2047
21036PAT5
100000.00000000
PA
USD
84365.06000000
0.004288568450
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
0.04500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.95% 03/25/2051
68389XCA1
200000.00000000
PA
USD
149190.44000000
0.007583867231
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
0.03950000
N
N
N
N
N
N
FORD CR FLOORPLAN MAST OWN TR
N/A
FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030
34528PAK2
60000.00000000
PA
USD
57675.33000000
0.002931836954
Long
ABS-CBDO
CORP
US
N
2
2030-11-15
Fixed
0.04060000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.7% 05/15/2046
539830BL2
136000.00000000
PA
USD
125341.87000000
0.006371561747
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.04700000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
91087BAH3
400000.00000000
PA
USD
354604.00000000
0.018025750549
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 07/20/2051#MA7471
36179WJQ2
2101204.91200000
PA
USD
1711728.93000000
0.087013115195
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
0.02000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 5.7% 02/10/2053
458140CJ7
120000.00000000
PA
USD
121642.62000000
0.006183516046
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
0.05700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#BC0791
3140EU2Z1
119728.48500000
PA
USD
108893.14000000
0.005535415782
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 1.7% 10/01/2028
032654AU9
150000.00000000
PA
USD
130981.49000000
0.006658243182
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.01700000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4.5% 11/20/2052#MA8427
36179XLG9
1821716.36000000
PA
USD
1740771.67000000
0.088489458346
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
0.04500000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC 2.125% 08/15/2050
278865BG4
150000.00000000
PA
USD
86738.26000000
0.004409206432
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
0.02125000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 6.95% 01/15/2038
494550AW6
100000.00000000
PA
USD
108269.37000000
0.005503707391
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.06950000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC.
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 4.9% 03/14/2033
882508CB8
270000.00000000
PA
USD
270354.39000000
0.013743050823
Long
DBT
CORP
US
N
2
2033-03-14
Fixed
0.04900000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 7% 03/01/2029
713448EG9
100000.00000000
PA
USD
110416.37000000
0.005612846843
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 03/01/2053#SD8308
3132DWGR8
926735.97000000
PA
USD
917624.67000000
0.046646042908
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.05500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.2% 11/02/2027
031162CQ1
70000.00000000
PA
USD
65823.84000000
0.003346053964
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2048#BN0341
3140JGLX1
448975.19000000
PA
USD
442396.13000000
0.022488528847
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.05000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 6.25% 01/15/2034
828807DW4
100000.00000000
PA
USD
105374.63000000
0.005356557722
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.06250000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 4.375% 03/15/2043
92553PAP7
100000.00000000
PA
USD
66920.90000000
0.003401821327
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.04375000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049
17290YAR9
480000.00000000
PA
USD
456401.04000000
0.023200446970
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
0.03209000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 6.3% 03/01/2038
58013MEF7
100000.00000000
PA
USD
109223.52000000
0.005552210143
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
0.06300000
N
N
N
N
N
N
DOMINION ENERGY SOUTH CAROLINA INC
3QRVFYR22IUIEOORTK28
DOMINION ENERGY SOUTH CAROLINA INC 2.3% 12/01/2031
25731VAA2
230000.00000000
PA
USD
188581.80000000
0.009586266610
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.02300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2049#FM0020
3140X3AW8
40758.39100000
PA
USD
36649.46000000
0.001863019096
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03500000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP 4.125% 06/01/2044
25468PDB9
192000.00000000
PA
USD
164484.87000000
0.008361336126
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.04125000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 4.414%/VAR 07/24/2026
06406RBJ5
500000.00000000
PA
USD
493127.57000000
0.025067383802
Long
DBT
CORP
US
N
2
2026-07-24
Variable
0.04414000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2052#
36179W2V9
1761951.45800000
PA
USD
1544891.55000000
0.078532192830
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
0.03000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP 2.85% 02/15/2052
049560AW5
100000.00000000
PA
USD
63982.21000000
0.003252437527
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
0.02850000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD 4.5% 11/28/2034
01609WAR3
230000.00000000
PA
USD
215029.30000000
0.010930684714
Long
DBT
CORP
KY
N
2
2034-11-28
Fixed
0.04500000
N
N
N
N
N
N
GRUPO TELEVISA SAB DE CV
549300O4AF0C816ILN62
GRUPO TELEVISA SAB DE CV 5% 05/13/2045
40049JBA4
100000.00000000
PA
USD
83638.00000000
0.004251609469
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
0.05000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 5.5% 03/25/2040
822582AN2
190000.00000000
PA
USD
195587.70000000
0.009942400792
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
0.05500000
N
N
N
N
N
N
VF CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORPORATION 2.8% 04/23/2027
918204BB3
150000.00000000
PA
USD
136190.31000000
0.006923025559
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
0.02800000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 03/01/2054 #TBA
01F022634
3300000.00000000
PA
USD
2711156.25000000
0.137817470371
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
0.02500000
N
N
N
N
N
N
ALBERTA PROVINCE CDA
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE CDA 3.3% 03/15/2028
013051EA1
225000.00000000
PA
USD
214074.00000000
0.010882123504
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
0.03300000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 2% 08/19/2031
615369AW5
140000.00000000
PA
USD
113077.85000000
0.005748139098
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 5% 10/31/2025
91282CJE2
3000000.00000000
PA
USD
3011552.40000000
0.153087647995
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2043#BM3704
3140J8DJ9
267555.94900000
PA
USD
238115.30000000
0.012104226122
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045
29250RAX4
110000.00000000
PA
USD
126635.67000000
0.006437330086
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
0.07375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 08/01/2050#MA4096
31418DRS3
1826556.38900000
PA
USD
1516276.70000000
0.077077600812
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
0.02500000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2022-3
N/A
CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027
14318MAD1
630000.00000000
PA
USD
620745.68000000
0.031554654720
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.03970000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.878%/VAR 01/24/2039
172967LU3
470000.00000000
PA
USD
395522.47000000
0.020105778223
Long
DBT
CORP
US
N
2
2039-01-24
Variable
0.03878000
N
N
N
N
N
N
GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV
N/A
GOLDEN ST TOBAC 3.293% 6/1/2042
38122NB68
60000.00000000
PA
USD
45662.33000000
0.002321174521
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
0.03293000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 3.5% 05/01/2050
13648TAG2
160000.00000000
PA
USD
117279.23000000
0.005961709807
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
0.03500000
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LTD
549300A5OEF3CJI2CO89
TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029
456873AD0
180000.00000000
PA
USD
170186.49000000
0.008651169235
Long
DBT
CORP
IE
N
2
2029-03-21
Fixed
0.03800000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.9% 11/17/2045
94974BGQ7
97000.00000000
PA
USD
85987.62000000
0.004371048799
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
0.04900000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP 4.15% 03/04/2026
56501RAC0
510000.00000000
PA
USD
499963.14000000
0.025414859521
Long
DBT
CORP
CA
N
2
2026-03-04
Fixed
0.04150000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 3.875% 03/19/2060
713448EV6
210000.00000000
PA
USD
168104.52000000
0.008545335483
Long
DBT
CORP
US
N
2
2060-03-19
Fixed
0.03875000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.27/VAR 11/17/2033
172967PA3
100000.00000000
PA
USD
104904.67000000
0.005332668026
Long
DBT
CORP
US
N
2
2033-11-17
Variable
0.06270000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 07/01/2035#MA4075
31418DQ54
121983.13600000
PA
USD
111139.07000000
0.005649584190
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.02500000
N
N
N
N
N
N
PPL ELEC UTILS CORP
549300GCZLSGYEYPIR35
PPL ELEC UTILS CORP 5.25% 05/15/2053
69351UBB8
100000.00000000
PA
USD
97158.50000000
0.004938903353
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
0.05250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.687%/VAR 04/22/2032
06051GJT7
410000.00000000
PA
USD
343345.16000000
0.017453424683
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02687000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 10/01/2034#BJ6277
3140H76P7
140487.48400000
PA
USD
128656.95000000
0.006540078755
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2043#G60538
31335AS33
360319.78400000
PA
USD
331736.88000000
0.016863335571
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2052#CB3899
3140QPKM8
594024.91000000
PA
USD
529638.61000000
0.026923366530
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC 4.5% 09/19/2028
52107QAJ4
100000.00000000
PA
USD
95830.77000000
0.004871410235
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2050#BK8267
3140HNFH0
406760.61000000
PA
USD
340078.76000000
0.017287382248
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.02500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 4% 01/12/2033
045167FV0
500000.00000000
PA
USD
484752.56000000
0.024641653012
Long
DBT
CORP
PH
N
2
2033-01-12
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 1.5% 02/01/2037#SB8140
3132D6BH2
164059.93000000
PA
USD
141601.68000000
0.007198104254
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 09/35#SB8062
3132D55X6
299159.75000000
PA
USD
272565.02000000
0.013855424809
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.02500000
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
MEDTRONIC INC 4.375% 03/15/2035
585055BT2
280000.00000000
PA
USD
263983.81000000
0.013419212158
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/31/2027
91282CFH9
3090000.00000000
PA
USD
2965072.26000000
0.150724901356
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.03125000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 5.9% 06/15/2032
694308KG1
300000.00000000
PA
USD
301660.24000000
0.015334435700
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
0.05900000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA .0701%/VAR T1Y+ 06/30/2024
05971KAK5
200000.00000000
PA
USD
200032.74000000
0.010168357584
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.05742000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2.25% 06/24/2024
298785HX7
210000.00000000
PA
USD
207932.22000000
0.010569915536
Long
DBT
CORP
LU
N
2
2024-06-24
Fixed
0.02250000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 2.15% 09/10/2024
02665WDD0
120000.00000000
PA
USD
117958.79000000
0.005996254198
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.02150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/46#BD9965
3140FJCB7
26764.57620000
PA
USD
23447.71000000
0.001191928380
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 08/15/2046
912810RT7
148000.00000000
PA
USD
100524.38000000
0.005110002701
Long
DBT
UST
US
N
2
2046-08-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2033
91282CHT1
4340000.00000000
PA
USD
4210478.13000000
0.214033198909
Long
DBT
UST
US
N
2
2033-08-15
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 10/01/2051#SD8173
3132DWCJ0
3662883.64300000
PA
USD
3015482.15000000
0.153287410810
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV
N/A
LOS ANGELE C DE 4.242% 5/15/2048
54445CAK9
300000.00000000
PA
USD
256941.51000000
0.013061227637
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
0.04242000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 1.375% 09/15/2030
171239AG1
380000.00000000
PA
USD
307595.71000000
0.015636156215
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.01375000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 4.8% 01/05/2034
89236TLM5
70000.00000000
PA
USD
68269.79000000
0.003470390081
Long
DBT
CORP
US
N
2
2034-01-05
Fixed
0.04800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 10/20/2052#MA8348
36179XHZ2
371792.68900000
PA
USD
363529.19000000
0.018479448896
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2050#FS5284
3140XL2S6
2451961.13800000
PA
USD
2203242.05000000
0.111998430908
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 09/01/2048#MA3472
31418C2E3
6377.33800000
PA
USD
6291.86000000
0.000319837054
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.05000000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 4.05% 06/15/2048
12189LBC4
182000.00000000
PA
USD
150628.21000000
0.007656954064
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04050000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 5.05% 08/05/2062
458140CC2
420000.00000000
PA
USD
387088.02000000
0.019677025891
Long
DBT
CORP
US
N
2
2062-08-05
Fixed
0.05050000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
EBAY INC 4% 07/15/2042
278642AF0
150000.00000000
PA
USD
119114.80000000
0.006055018193
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
0.04000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC 4.1% 05/15/2042
144141DB1
130000.00000000
PA
USD
107622.73000000
0.005470836438
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
0.04100000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 07/20/2052#MA8148
36179XBR6
363787.90700000
PA
USD
319341.28000000
0.016233224254
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
0.03000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
MOSAIC CO NEW 4.05% 11/15/2027
61945CAG8
170000.00000000
PA
USD
163303.63000000
0.008301289602
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04050000
N
N
N
N
N
N
SOUTHERN COPPER CORP DEL
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP DEL 5.875% 04/23/2045
84265VAJ4
178000.00000000
PA
USD
177110.00000000
0.009003115249
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
0.05875000
N
N
N
N
N
N
PG and E WILDFIRE RECOVERY
N/A
PG and E WILDFIRE RECOVERY 5.099% 06/01/2054
693342AK3
150000.00000000
PA
USD
147404.77000000
0.007493095435
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
0.05099000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027
880591EU2
145000.00000000
PA
USD
138322.46000000
0.007031410134
Long
DBT
USGSE
US
N
2
2027-02-01
Fixed
0.02875000
N
N
N
N
N
N
2024-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer