0001752724-23-090284.txt : 20230427
0001752724-23-090284.hdr.sgml : 20230427
20230427143648
ACCESSION NUMBER: 0001752724-23-090284
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230427
DATE AS OF CHANGE: 20230427
PERIOD START: 20230831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/
CENTRAL INDEX KEY: 0000751199
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04085
FILM NUMBER: 23855506
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 MORTGAGE SECURITIES FUND
DATE OF NAME CHANGE: 19851103
0000751199
S000062811
Fidelity Series Government Bond Index Fund
C000203458
Fidelity Series Government Bond Index Fund
FHNFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000751199
XXXXXXXX
S000062811
C000203458
Fidelity Income Fund
811-04085
0000751199
D66RCKM57LC8ELZCAY58
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Series Government Bond Index Fund
S000062811
5493008OUSCU404XH536
2023-08-31
2023-02-28
N
656022256.23
4274640.60
651747615.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/28/2025
912828ZC7
11337000.00000000
PA
USD
10548724.22000000
1.618529008319
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.25% 06/30/2027
91282CEW7
3060000.00000000
PA
USD
2936046.10000000
0.450488199663
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.03250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 08/15/2044
912810RH3
533000.00000000
PA
USD
455777.46000000
0.069931588404
Long
DBT
UST
US
N
2
2044-08-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/31/2025
9128284Z0
17000.00000000
PA
USD
16254.26000000
0.002493950052
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
4376000.00000000
PA
USD
3932588.15000000
0.603391260004
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 6.25% 7/15/32
3134A4KX1
585000.00000000
PA
USD
678734.51000000
0.104140697061
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
0.06250000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 1% 12/20/2024
3130AQF40
330000.00000000
PA
USD
307671.72000000
0.047207187663
Long
DBT
USGSE
US
N
2
2024-12-20
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 03/31/2029
91282CEE7
3930000.00000000
PA
USD
3561716.01000000
0.546487002726
Long
DBT
UST
US
N
2
2029-03-31
Fixed
0.02375000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.625% 01/07/2025
3135G0X24
15000.00000000
PA
USD
14144.63000000
0.002170261871
Long
DBT
USGSE
US
N
2
2025-01-07
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 11/15/2023
912828WE6
2000.00000000
PA
USD
1967.27000000
0.000301845369
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.375% 08/15/2050
912810SP4
2035000.00000000
PA
USD
1166468.35000000
0.178975468728
Long
DBT
UST
US
N
2
2050-08-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2025
9128285N6
629000.00000000
PA
USD
602218.36000000
0.092400546708
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2028
91282CDL2
10436000.00000000
PA
USD
9038146.74000000
1.386755627983
Long
DBT
UST
US
N
2
2028-11-30
Fixed
0.01500000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENN VLY AUTH 4.625% 9/15/60
880591EJ7
2440000.00000000
PA
USD
2342997.51000000
0.359494604017
Long
DBT
USGSE
US
N
2
2060-09-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 10/31/2025
9128285J5
9000.00000000
PA
USD
8644.92000000
0.001326421423
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.03000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 7.25% 5/15/30
31359MFP3
866000.00000000
PA
USD
1030374.51000000
0.158094097360
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
0.07250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 04/15/2023
912828ZH6
22000.00000000
PA
USD
21878.30000000
0.003356866902
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2025
9128284M9
47000.00000000
PA
USD
45198.95000000
0.006935038796
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 5.5% 08/15/2028
912810FE3
147000.00000000
PA
USD
156210.47000000
0.023967938854
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 07/15/2024
91282CCL3
11356000.00000000
PA
USD
10651129.56000000
1.634241430972
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.00375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 05/15/2048
912810SC3
5311000.00000000
PA
USD
4533643.85000000
0.695613415573
Long
DBT
UST
US
N
2
2048-05-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 06/30/2026
91282CCJ8
5006000.00000000
PA
USD
4461597.50000000
0.684559082841
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.00875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 11/15/2030
91282CAV3
5009000.00000000
PA
USD
4002504.06000000
0.614118711601
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.00875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 02/15/2051
912810SU3
3943000.00000000
PA
USD
2574347.71000000
0.394991504113
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.01875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.875% 08/15/2040
912810QK7
2366000.00000000
PA
USD
2321175.40000000
0.356146358549
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.03875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 02/15/2040
912810QE1
409000.00000000
PA
USD
440505.78000000
0.067588399164
Long
DBT
UST
US
N
2
2040-02-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 09/30/2025
9128285C0
2655000.00000000
PA
USD
2552118.75000000
0.391580834175
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 02/15/2052
912810TD0
5390000.00000000
PA
USD
3843112.10000000
0.589662625199
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.02250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 11/15/2049
912810SK5
259000.00000000
PA
USD
190992.27000000
0.029304636552
Long
DBT
UST
US
N
2
2049-11-15
Fixed
0.02375000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 2.75% 06/19/2023
3137EAEN5
11000.00000000
PA
USD
10923.08000000
0.001675967773
Long
DBT
USGSE
US
N
2
2023-06-19
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 08/15/2024
912828D56
200000.00000000
PA
USD
192460.94000000
0.029529979916
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.02375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.625% 11/15/2050
912810SS8
8694000.00000000
PA
USD
5326773.03000000
0.817306101664
Long
DBT
UST
US
N
2
2050-11-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 07/31/2026
91282CCP4
3440000.00000000
PA
USD
3030559.37000000
0.464989713398
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.00625000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.875% 08/05/2030
3135G05Q2
1057000.00000000
PA
USD
838617.25000000
0.128672085618
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.00875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 09/30/2024
91282CFN6
6464000.00000000
PA
USD
6391027.52000000
0.980598527210
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.04250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2028
9128284N7
5922000.00000000
PA
USD
5560665.50000000
0.853193071465
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS 1% 10/07/2026
3133ENAF7
1000000.00000000
PA
USD
875813.70000000
0.134379271821
Long
DBT
USGSE
US
N
2
2026-10-07
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 11/15/2026
912828U24
2652000.00000000
PA
USD
2439218.42000000
0.374258127149
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 10/31/2026
91282CDG3
1350000.00000000
PA
USD
1202554.69000000
0.184512326729
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2025
9128285T3
5827000.00000000
PA
USD
5540657.61000000
0.850123188351
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/31/2025
9128284R8
104000.00000000
PA
USD
99945.62000000
0.015335018894
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/31/2023
9128284X5
23000.00000000
PA
USD
22738.55000000
0.003488858179
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 02/15/2029
9128286B1
2771000.00000000
PA
USD
2550835.40000000
0.391383925130
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 07/31/2025
912828Y79
3667000.00000000
PA
USD
3521465.94000000
0.540311288533
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 06/30/2025
912828ZW3
273000.00000000
PA
USD
246787.74000000
0.037865537837
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.00250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 08/15/2049
912810SJ8
3614000.00000000
PA
USD
2592056.79000000
0.397708672473
Long
DBT
UST
US
N
2
2049-08-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 11/30/2027
91282CAY7
4558000.00000000
PA
USD
3862014.78000000
0.592562931935
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2024
9128285Z9
5342000.00000000
PA
USD
5216796.88000000
0.800432062180
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/31/2029
91282CFJ5
2850000.00000000
PA
USD
2691357.43000000
0.412944729747
Long
DBT
UST
US
N
2
2029-08-31
Fixed
0.03125000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 7.125% 1/15/30
31359MFJ7
6000.00000000
PA
USD
7065.67000000
0.001084111369
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
0.07125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 5.25% 02/15/2029
912810FG8
3824000.00000000
PA
USD
4040145.63000000
0.619894194180
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.05250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 07/31/2026
912828Y95
105000.00000000
PA
USD
96686.13000000
0.014834903524
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.01875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 08/15/2042
912810QX9
3058000.00000000
PA
USD
2491911.63000000
0.382343037433
Long
DBT
UST
US
N
2
2042-08-15
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 07/31/2024
91282CFA4
4110000.00000000
PA
USD
3993764.06000000
0.612777701708
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 12/31/2027
91282CGC9
5820000.00000000
PA
USD
5732784.39000000
0.879601896887
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 01/31/2028
91282CBJ9
2797000.00000000
PA
USD
2373516.72000000
0.364177277074
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 09/30/2025
91282CAM3
448000.00000000
PA
USD
401625.00000000
0.061622780102
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.00250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.5% 02/15/2045
912810RK6
160000.00000000
PA
USD
122231.25000000
0.018754383916
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 11/15/2042
912810QY7
370000.00000000
PA
USD
300697.26000000
0.046137070974
Long
DBT
UST
US
N
2
2042-11-15
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 11/15/2051
912810TB4
4779000.00000000
PA
USD
3108216.77000000
0.476904969877
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
2957000.00000000
PA
USD
2499589.06000000
0.383521013357
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
9444000.00000000
PA
USD
8450535.49000000
1.296596303130
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 06/15/2024
91282CCG4
18735000.00000000
PA
USD
17606508.89000000
2.701430502815
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 05/31/2026
91282CCF6
640000.00000000
PA
USD
569025.00000000
0.087307569119
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.00750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 02/15/2050
912810SL3
5143000.00000000
PA
USD
3478757.34000000
0.533758353168
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 05/31/2027
912828ZS2
5115000.00000000
PA
USD
4370327.92000000
0.670555260225
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.00500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.625% 04/22/2025
3135G03U5
814000.00000000
PA
USD
745392.82000000
0.114368323277
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
6420000.00000000
PA
USD
5834175.00000000
0.895158625837
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 08/15/2025
912828K74
6432000.00000000
PA
USD
6044070.00000000
0.927363576797
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2048
912810SA7
856000.00000000
PA
USD
713489.37000000
0.109473261257
Long
DBT
UST
US
N
2
2048-02-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 07/31/2027
91282CAD3
16032000.00000000
PA
USD
13555807.58000000
2.079916712375
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 12/31/2028
91282CDP3
1541000.00000000
PA
USD
1323935.70000000
0.203136255238
Long
DBT
UST
US
N
2
2028-12-31
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 12/31/2024
9128283P3
2514000.00000000
PA
USD
2398709.52000000
0.368042699731
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 11/30/2029
91282CFY2
930000.00000000
PA
USD
918084.38000000
0.140865015534
Long
DBT
UST
US
N
2
2029-11-30
Fixed
0.03875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 02/15/2043
912810QZ4
137000.00000000
PA
USD
118050.12000000
0.018112857978
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2031
91282CCB5
6273000.00000000
PA
USD
5273730.67000000
0.809167620030
Long
DBT
UST
US
N
2
2031-05-15
Fixed
0.01625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 05/15/2041
912810SY5
3180000.00000000
PA
USD
2416178.91000000
0.370723091585
Long
DBT
UST
US
N
2
2041-05-15
Fixed
0.02250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2049
912810SH2
1675000.00000000
PA
USD
1369835.94000000
0.210178895503
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.75% 11/15/2043
912810RD2
985000.00000000
PA
USD
933441.41000000
0.143221300333
Long
DBT
UST
US
N
2
2043-11-15
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 02/15/2024
91282CBM2
175000.00000000
PA
USD
166783.20000000
0.025590151156
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1% 07/31/2028
91282CCR0
1010000.00000000
PA
USD
856606.25000000
0.131432203119
Long
DBT
UST
US
N
2
2028-07-31
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/15/2024
91282CCC3
1038000.00000000
PA
USD
979044.84000000
0.150218399963
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2024
912828YV6
4023000.00000000
PA
USD
3794349.01000000
0.582180727478
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 11/15/2031
91282CDJ7
9853000.00000000
PA
USD
8020572.95000000
1.230625591510
Long
DBT
UST
US
N
2
2031-11-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 10/31/2028
91282CDF5
2290000.00000000
PA
USD
1972083.61000000
0.302583939351
Long
DBT
UST
US
N
2
2028-10-31
Fixed
0.01375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 02/15/2041
912810SW9
3726000.00000000
PA
USD
2663071.16000000
0.408604664771
Long
DBT
UST
US
N
2
2041-02-15
Fixed
0.01875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 05/31/2029
91282CES6
880000.00000000
PA
USD
813965.63000000
0.124889698171
Long
DBT
UST
US
N
2
2029-05-31
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 08/31/2027
91282CAH4
4183000.00000000
PA
USD
3548033.65000000
0.544387668617
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 5% 05/15/2037
912810PU6
1471000.00000000
PA
USD
1644532.03000000
0.252326512680
Long
DBT
UST
US
N
2
2037-05-15
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 08/15/2047
912810RY6
7951000.00000000
PA
USD
6320734.43000000
0.969813203518
Long
DBT
UST
US
N
2
2047-08-15
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
1670000.00000000
PA
USD
1578410.94000000
0.242181314077
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 08/15/2028
9128284V9
13312000.00000000
PA
USD
12475320.03000000
1.914133589570
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 12/31/2026
91282CDQ1
1130000.00000000
PA
USD
1007598.05000000
0.154599422512
Long
DBT
UST
US
N
2
2026-12-31
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 09/30/2027
91282CAL5
1530000.00000000
PA
USD
1286813.68000000
0.197440489100
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 08/31/2026
912828YD6
5158000.00000000
PA
USD
4658318.75000000
0.714742737569
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2029
91282CEM9
3060000.00000000
PA
USD
2852732.80000000
0.437705137937
Long
DBT
UST
US
N
2
2029-04-30
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 10/31/2024
91282CFQ9
7380000.00000000
PA
USD
7310812.50000000
1.121724471969
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/15/2032
91282CFV8
5820000.00000000
PA
USD
5912756.25000000
0.907215631971
Long
DBT
UST
US
N
2
2032-11-15
Fixed
0.04125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 02/15/2027
912828V98
1829000.00000000
PA
USD
1692610.90000000
0.259703428046
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
4626000.00000000
PA
USD
3997875.94000000
0.613408602367
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.00625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 08/15/2042
912810TK4
3690000.00000000
PA
USD
3322153.13000000
0.509730001357
Long
DBT
UST
US
N
2
2042-08-15
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 05/31/2023
9128284S6
237000.00000000
PA
USD
235712.78000000
0.036166266565
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
5091000.00000000
PA
USD
3421907.71000000
0.525035708292
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 01/15/2024
91282CBE0
3000.00000000
PA
USD
2872.62000000
0.000440756503
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.00125000
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 08/15/2048
912810SD1
519000.00000000
PA
USD
433162.27000000
0.066461657796
Long
DBT
UST
US
N
2
2048-08-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.5% 02/15/2036
912810FT0
1391000.00000000
PA
USD
1484946.83000000
0.227840776765
Long
DBT
UST
US
N
2
2036-02-15
Fixed
0.04500000
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 03/31/2023
9128284D9
67000.00000000
PA
USD
66877.70000000
0.010261288019
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 01/31/2026
9128286A3
998000.00000000
PA
USD
947671.17000000
0.145404624009
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/30/2024
91282CFX4
3580000.00000000
PA
USD
3554128.92000000
0.545322887996
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 11/15/2046
912810RU4
2801000.00000000
PA
USD
2282267.94000000
0.350176645877
Long
DBT
UST
US
N
2
2046-11-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/28/2027
912828ZB9
478000.00000000
PA
USD
423160.70000000
0.064927080644
Long
DBT
UST
US
N
2
2027-02-28
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2028
9128283W8
1089000.00000000
PA
USD
1018895.63000000
0.156332851178
Long
DBT
UST
US
N
2
2028-02-15
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.25% 11/15/2040
912810QL5
92000.00000000
PA
USD
94612.66000000
0.014516763503
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.04250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 01/31/2025
912828Z52
3446000.00000000
PA
USD
3230221.16000000
0.495624545841
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 12/31/2024
912828YY0
3061000.00000000
PA
USD
2894558.13000000
0.444122549984
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.01750000
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 11/15/2048
912810SE9
10000.00000000
PA
USD
8947.27000000
0.001372812080
Long
DBT
UST
US
N
2
2048-11-15
Fixed
0.03375000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 6.25% 5/15/29
31359MEU3
71000.00000000
PA
USD
78816.79000000
0.012093145891
Long
DBT
USGSE
US
N
2
2029-05-15
Fixed
0.06250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
420000.00000000
PA
USD
351421.88000000
0.053919933356
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 02/15/2041
912810QN1
12000.00000000
PA
USD
13117.97000000
0.002012737704
Long
DBT
UST
US
N
2
2041-02-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 03/31/2028
91282CBS9
520000.00000000
PA
USD
450876.56000000
0.069179625546
Long
DBT
UST
US
N
2
2028-03-31
Fixed
0.01250000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.875% 12/18/2026
3135G06L2
1200000.00000000
PA
USD
1040995.25000000
0.159723676011
Long
DBT
USGSE
US
N
2
2026-12-18
Fixed
0.00875000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS 1.3% 03/30/2027
3133EMUQ3
130000.00000000
PA
USD
113672.87000000
0.017441240638
Long
DBT
USGSE
US
N
2
2027-03-30
Fixed
0.01300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 11/15/2027
9128283F5
1113000.00000000
PA
USD
1019786.25000000
0.156469502234
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 10/31/2029
91282CFT3
5800000.00000000
PA
USD
5765789.05000000
0.884665921551
Long
DBT
UST
US
N
2
2029-10-31
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
199000.00000000
PA
USD
181058.91000000
0.027780525107
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 10/31/2026
912828YQ7
3500000.00000000
PA
USD
3178437.50000000
0.487679191112
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 05/15/2051
912810SX7
7199000.00000000
PA
USD
5284797.13000000
0.810865587117
Long
DBT
UST
US
N
2
2051-05-15
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 03/31/2025
9128284F4
1463000.00000000
PA
USD
1401736.88000000
0.215073572405
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.02625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 05/15/2040
912810SR0
301000.00000000
PA
USD
190511.84000000
0.029230922435
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2026
912828R36
222000.00000000
PA
USD
203416.17000000
0.031210880580
Long
DBT
UST
US
N
2
2026-05-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 08/15/2027
9128282R0
1597000.00000000
PA
USD
1468117.12000000
0.225258533332
Long
DBT
UST
US
N
2
2027-08-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/31/2023
91282CCD1
10000.00000000
PA
USD
9881.66000000
0.001516178926
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2027
912828X88
4000.00000000
PA
USD
3706.56000000
0.000568710941
Long
DBT
UST
US
N
2
2027-05-15
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 11/30/2025
91282CAZ4
1170000.00000000
PA
USD
1045139.06000000
0.160359475805
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 05/31/2024
912828XT2
928000.00000000
PA
USD
893055.00000000
0.137024667000
Long
DBT
UST
US
N
2
2024-05-31
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.375% 11/15/2040
912810ST6
12447000.00000000
PA
USD
8178554.15000000
1.254865219889
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 04/30/2028
91282CBZ3
3153000.00000000
PA
USD
2728207.16000000
0.418598717444
Long
DBT
UST
US
N
2
2028-04-30
Fixed
0.01250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 05/15/2042
912810QW1
3768000.00000000
PA
USD
3206774.07000000
0.492026973800
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
6342000.00000000
PA
USD
5597310.44000000
0.858815637490
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 05/15/2030
912828ZQ6
1227000.00000000
PA
USD
970480.31000000
0.148904313069
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.00625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 11/15/2047
912810RZ3
450000.00000000
PA
USD
357802.74000000
0.054898971844
Long
DBT
UST
US
N
2
2047-11-15
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 09/30/2028
91282CCY5
1080000.00000000
PA
USD
925129.68000000
0.141946001460
Long
DBT
UST
US
N
2
2028-09-30
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/15/2025
91282CFE6
270000.00000000
PA
USD
260655.47000000
0.039993313937
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.03125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2052
912810TG3
2080000.00000000
PA
USD
1703243.76000000
0.261334866312
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
3017000.00000000
PA
USD
2586723.94000000
0.396890433960
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.625% 09/06/2024
3135G0ZR7
9000.00000000
PA
USD
8686.55000000
0.001332808865
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
0.02625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 11/15/2039
912810QD3
523000.00000000
PA
USD
547066.17000000
0.083938346206
Long
DBT
UST
US
N
2
2039-11-15
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 03/15/2023
912828ZD5
95000.00000000
PA
USD
94847.03000000
0.014552723742
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.00500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 08/31/2025
91282CAJ0
7120000.00000000
PA
USD
6394650.00000000
0.981154337452
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.00250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 02/15/2038
912810PW2
410000.00000000
PA
USD
429442.97000000
0.065890992111
Long
DBT
UST
US
N
2
2038-02-15
Fixed
0.04375000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 3.25% 11/16/2028
3130AFFX0
1850000.00000000
PA
USD
1758966.61000000
0.269884625247
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
0.03250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 08/15/2040
912810SQ2
2054000.00000000
PA
USD
1293618.83000000
0.198484627941
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.01125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 6.25% 05/15/2030
912810FM5
1660000.00000000
PA
USD
1886758.59000000
0.289492212131
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.06250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2023
9128285P1
310000.00000000
PA
USD
304914.06000000
0.046784069889
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
7678000.00000000
PA
USD
6994777.93000000
1.073234141906
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 12/31/2024
91282CGD7
15010000.00000000
PA
USD
14841723.79000000
2.277219499399
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.04250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 04/30/2026
91282CBW0
7936000.00000000
PA
USD
7074509.98000000
1.085467719457
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 02/15/2025
91282CDZ1
4890000.00000000
PA
USD
4588195.31000000
0.703983443892
Long
DBT
UST
US
N
2
2025-02-15
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 10/31/2027
91282CAU5
5860000.00000000
PA
USD
4944832.78000000
0.758703624135
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 05/15/2044
912810RG5
1939000.00000000
PA
USD
1729345.63000000
0.265339770875
Long
DBT
UST
US
N
2
2044-05-15
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 11/15/2024
912828G38
196000.00000000
PA
USD
187455.63000000
0.028761997052
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 02/29/2024
9128286G0
6467000.00000000
PA
USD
6293451.98000000
0.965627158285
Long
DBT
UST
US
N
2
2024-02-29
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 08/31/2028
91282CCV1
1748000.00000000
PA
USD
1490101.72000000
0.228631710230
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.01125000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 1% 03/23/2026
3130ALGJ7
994500.00000000
PA
USD
887206.23000000
0.136127269010
Long
DBT
USGSE
US
N
2
2026-03-23
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 09/15/2024
91282CCX7
8936000.00000000
PA
USD
8327933.08000000
1.277784970789
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.00375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 5.25% 11/15/2028
912810FF0
505000.00000000
PA
USD
533208.99000000
0.081812188830
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.05250000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TVA 4.875% 1/15/48
880591EB4
630000.00000000
PA
USD
635315.49000000
0.097478759379
Long
DBT
USGSE
US
N
2
2048-01-15
Fixed
0.04875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 08/15/2031
91282CCS8
3684000.00000000
PA
USD
2986486.40000000
0.458227437796
Long
DBT
UST
US
N
2
2031-08-15
Fixed
0.01250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 08/15/2052
912810TJ7
2490000.00000000
PA
USD
2093156.25000000
0.321160553533
Long
DBT
UST
US
N
2
2052-08-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 05/15/2025
912828XB1
734000.00000000
PA
USD
694318.13000000
0.106531748386
Long
DBT
UST
US
N
2
2025-05-15
Fixed
0.02125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 10/31/2025
91282CAT8
1882000.00000000
PA
USD
1680714.23000000
0.257878078828
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 08/15/2026
9128282A7
192000.00000000
PA
USD
174255.00000000
0.026736576524
Long
DBT
UST
US
N
2
2026-08-15
Fixed
0.01500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.125% 04/24/2026
3135G0K36
221000.00000000
PA
USD
205767.88000000
0.031571711973
Long
DBT
USGSE
US
N
2
2026-04-24
Fixed
0.02125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 10/31/2024
912828YM6
641000.00000000
PA
USD
605845.16000000
0.092957019783
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2029
9128286T2
3505000.00000000
PA
USD
3171751.19000000
0.486653286323
Long
DBT
UST
US
N
2
2029-05-15
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 06/30/2024
91282CEX5
3430000.00000000
PA
USD
3337282.81000000
0.512051403022
Long
DBT
UST
US
N
2
2024-06-30
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
5195000.00000000
PA
USD
4680370.31000000
0.718126188382
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 11/30/2027
91282CFZ9
2240000.00000000
PA
USD
2208062.51000000
0.338791037672
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.03875000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
4187765.98100000
NS
USD
4188603.53000000
0.642672628107
Long
STIV
RF
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/28/2025
9128283Z1
971000.00000000
PA
USD
933487.54000000
0.143228378227
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.02750000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 0.375% 09/23/2025
3137EAEX3
3210000.00000000
PA
USD
2884849.73000000
0.442632954968
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
0.00375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.75% 08/15/2041
912810QS0
275000.00000000
PA
USD
263924.80000000
0.040494939094
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 08/15/2029
912828YB0
908000.00000000
PA
USD
784852.50000000
0.120422765067
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 06/30/2027
912828ZV5
4825000.00000000
PA
USD
4113124.04000000
0.631091536257
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.00500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.25% 06/30/2029
91282CEV9
3680000.00000000
PA
USD
3502037.48000000
0.537330309465
Long
DBT
UST
US
N
2
2029-06-30
Fixed
0.03250000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 3.375% 03/08/2024
3130AT3H8
2370000.00000000
PA
USD
2323808.77000000
0.356550406057
Long
DBT
USGSE
US
N
2
2024-03-08
Fixed
0.03375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 6.125% 08/15/2029
912810FJ2
443000.00000000
PA
USD
493218.21000000
0.075676258442
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.06125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2044
912810RE0
600000.00000000
PA
USD
556757.81000000
0.085425369675
Long
DBT
UST
US
N
2
2044-02-15
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 05/31/2027
91282CET4
1000000.00000000
PA
USD
935820.31000000
0.143586303587
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 10/31/2027
91282CFU0
10520000.00000000
PA
USD
10467400.00000000
1.606051138350
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.04125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 11/15/2041
912810TC2
4351000.00000000
PA
USD
3144787.24000000
0.482516109699
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 06/30/2028
91282CCH2
5360000.00000000
PA
USD
4620068.72000000
0.708873896766
Long
DBT
UST
US
N
2
2028-06-30
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 02/15/2032
91282CDY4
4530000.00000000
PA
USD
3837163.23000000
0.588749868504
Long
DBT
UST
US
N
2
2032-02-15
Fixed
0.01875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 11/15/2045
912810RP5
3162000.00000000
PA
USD
2635946.95000000
0.404442898874
Long
DBT
UST
US
N
2
2045-11-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 01/31/2026
91282CBH3
5750000.00000000
PA
USD
5107841.78000000
0.783714686100
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.00375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.75% 08/15/2041
912810TA6
3138000.00000000
PA
USD
2174535.94000000
0.333646934465
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.01750000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS 0.72% 10/27/2026
3133EMES7
500000.00000000
PA
USD
432575.69000000
0.066371656700
Long
DBT
USGSE
US
N
2
2026-10-27
Fixed
0.00720000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 0.5% 06/17/2025
3135G04Z3
5000.00000000
PA
USD
4544.04000000
0.000697208534
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.00500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 10/15/2024
91282CDB4
2810000.00000000
PA
USD
2621093.37000000
0.402163860233
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.00625000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS 3% 08/03/2026
3133END80
1560000.00000000
PA
USD
1483756.98000000
0.227658213765
Long
DBT
USGSE
US
N
2
2026-08-03
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 02/15/2025
912828J27
56000.00000000
PA
USD
53077.50000000
0.008143873291
Long
DBT
UST
US
N
2
2025-02-15
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 08/15/2045
912810RN0
66000.00000000
PA
USD
53826.09000000
0.008258732170
Long
DBT
UST
US
N
2
2045-08-15
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2047
912810RV2
5955000.00000000
PA
USD
4956607.03000000
0.760510190007
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 11/15/2029
912828YS3
2449000.00000000
PA
USD
2130821.32000000
0.326939641802
Long
DBT
UST
US
N
2
2029-11-15
Fixed
0.01750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 7.5% 11/15/2024
912810ES3
1230000.00000000
PA
USD
1282947.66000000
0.196847311633
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 09/30/2026
91282CCZ2
5616000.00000000
PA
USD
4967966.28000000
0.762253080925
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.00875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 11/30/2026
91282CDK4
2098000.00000000
PA
USD
1874022.11000000
0.287538007820
Long
DBT
UST
US
N
2
2026-11-30
Fixed
0.01250000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 6.75 3/15/2031
3134A4AA2
173000.00000000
PA
USD
203151.55000000
0.031170278974
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
0.06750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 08/15/2024
91282CCT6
18160000.00000000
PA
USD
16973925.00000000
2.604370862729
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.00375000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
3022928.97100000
NS
USD
3023231.26000000
0.463865334908
Long
STIV
RF
US
N
1
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/15/2031
91282CBL4
8959000.00000000
PA
USD
7290386.25000000
1.118590398363
Long
DBT
UST
US
N
2
2031-02-15
Fixed
0.01125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 05/15/2045
912810RM2
303000.00000000
PA
USD
252910.31000000
0.038804945953
Long
DBT
UST
US
N
2
2045-05-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 02/28/2026
91282CBQ3
8512000.00000000
PA
USD
7567367.52000000
1.161088638994
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.00500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 07/31/2027
91282CFB2
4416000.00000000
PA
USD
4148624.98000000
0.636538574213
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 6.5% 11/15/2026
912810EY0
980000.00000000
PA
USD
1050820.31000000
0.161231170594
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.06500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 11/15/2044
912810RJ9
265000.00000000
PA
USD
221658.01000000
0.034009792239
Long
DBT
UST
US
N
2
2044-11-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 05/15/2024
912828WJ5
200000.00000000
PA
USD
193851.56000000
0.029743347785
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/31/2025
912828ZT0
1615000.00000000
PA
USD
1462836.72000000
0.224448342413
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 06/30/2025
912828XZ8
1403000.00000000
PA
USD
1343756.14000000
0.206177377220
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 07/31/2024
912828Y87
720000.00000000
PA
USD
687290.62000000
0.105453492044
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.01750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 05/15/2047
912810RX8
8000.00000000
PA
USD
6661.88000000
0.001022156405
Long
DBT
UST
US
N
2
2047-05-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 08/15/2030
91282CAE1
9598000.00000000
PA
USD
7548677.08000000
1.158220897011
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.00625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.25% 05/15/2050
912810SN9
5591000.00000000
PA
USD
3101476.20000000
0.475870739780
Long
DBT
UST
US
N
2
2050-05-15
Fixed
0.01250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2043
912810RB6
2399000.00000000
PA
USD
1984610.22000000
0.304505942546
Long
DBT
UST
US
N
2
2043-05-15
Fixed
0.02875000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 5.625% 7/15/37
31398AFD9
163000.00000000
PA
USD
185071.89000000
0.028396251180
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
0.05625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/30/2024
912828YH7
1066000.00000000
PA
USD
1009785.15000000
0.154934997195
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.01500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FHLB 5.5% 7/15/36
3133XGAY0
100000.00000000
PA
USD
111749.28000000
0.017146097249
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2032
91282CEP2
7910000.00000000
PA
USD
7274728.13000000
1.116187916233
Long
DBT
UST
US
N
2
2032-05-15
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 08/15/2043
912810RC4
481000.00000000
PA
USD
447837.31000000
0.068713302398
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 03/31/2025
912828ZF0
3222000.00000000
PA
USD
2952660.94000000
0.453037474812
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 11/15/2041
912810QT8
1240000.00000000
PA
USD
1083837.50000000
0.166297117781
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 02/15/2030
912828Z94
8802000.00000000
PA
USD
7474135.74000000
1.146783748917
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 04/30/2026
9128286S4
626000.00000000
PA
USD
588219.92000000
0.090252715298
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 06/30/2024
9128286Z8
1098000.00000000
PA
USD
1051120.55000000
0.161277237506
Long
DBT
UST
US
N
2
2024-06-30
Fixed
0.01750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
2642000.00000000
PA
USD
2556238.20000000
0.392212896326
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 03/31/2024
912828W71
2417000.00000000
PA
USD
2340052.53000000
0.359042745056
Long
DBT
UST
US
N
2
2024-03-31
Fixed
0.02125000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 6.75% 9/15/29
3134A3U46
185000.00000000
PA
USD
209905.35000000
0.032206538998
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
0.06750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 07/31/2029
91282CFC0
1681000.00000000
PA
USD
1541398.19000000
0.236502313631
Long
DBT
UST
US
N
2
2029-07-31
Fixed
0.02625000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.875% 09/24/2026
3135G0Q22
674000.00000000
PA
USD
617740.11000000
0.094782105094
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
0.01875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.25% 05/15/2042
912810TH1
2120000.00000000
PA
USD
1873798.44000000
0.287503689321
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 10/15/2025
91282CFP1
830000.00000000
PA
USD
823029.29000000
0.126280368391
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.04250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 12/31/2025
91282CBC4
10554000.00000000
PA
USD
9415734.64000000
1.444690308670
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.00375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 02/15/2042
912810TF5
9080000.00000000
PA
USD
6984195.26000000
1.071610404473
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 10/31/2023
9128285K2
36000.00000000
PA
USD
35479.69000000
0.005443777491
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 02/15/2026
912828P46
10000.00000000
PA
USD
9211.72000000
0.001413387602
Long
DBT
UST
US
N
2
2026-02-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 08/31/2024
912828YE4
953000.00000000
PA
USD
900845.59000000
0.138220005473
Long
DBT
UST
US
N
2
2024-08-31
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 11/15/2028
9128285M8
4238000.00000000
PA
USD
4017326.03000000
0.616392900205
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03125000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS 4.25% 09/30/2025
3133ENP95
800000.00000000
PA
USD
791474.14000000
0.121438747303
Long
DBT
USGSE
US
N
2
2025-09-30
Fixed
0.04250000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.5% 02/05/2024
3135G0V34
690000.00000000
PA
USD
672498.76000000
0.103183923327
Long
DBT
USGSE
US
N
2
2024-02-05
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 1.25% 10/26/2026
3130APJ55
1060000.00000000
PA
USD
935604.35000000
0.143553168061
Long
DBT
USGSE
US
N
2
2026-10-26
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/31/2027
91282CFH9
1610000.00000000
PA
USD
1536480.86000000
0.235747829858
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.03125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 08/15/2046
912810RT7
1070000.00000000
PA
USD
772030.08000000
0.118455374670
Long
DBT
UST
US
N
2
2046-08-15
Fixed
0.02250000
N
N
N
N
N
N
2023-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer