0001145549-24-051661.txt : 20240827
0001145549-24-051661.hdr.sgml : 20240827
20240827104805
ACCESSION NUMBER: 0001145549-24-051661
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240827
DATE AS OF CHANGE: 20240827
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JOHN HANCOCK VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000756913
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04146
FILM NUMBER: 241244735
BUSINESS ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-663-3000
MAIL ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
FORMER COMPANY:
FORMER CONFORMED NAME: JOHN HANCOCK TRUST
DATE OF NAME CHANGE: 20050124
FORMER COMPANY:
FORMER CONFORMED NAME: MANUFACTURERS INVESTMENT TRUST
DATE OF NAME CHANGE: 19971022
FORMER COMPANY:
FORMER CONFORMED NAME: NASL SERIES FUND INC
DATE OF NAME CHANGE: 19881030
0000756913
S000008214
Total Bond Market Trust
C000022342
NAV
JAGUX
C000117965
Series I
JTBMX
C000117966
Series II
JAGVX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000756913
XXXXXXXX
S000008214
C000117965
C000117966
C000022342
John Hancock Variable Insurance Trust
811-04146
0000756913
Z5DUWKEPW78QKD87GA06
200 Berkeley Street
Boston
02116
617-543-9634
Total Bond Market Trust
S000008214
549300K2P0QTR2OC8M77
2024-12-31
2024-06-30
N
952940499.180000000000
131384.770000000000
952809114.410000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
Southern California Gas Company
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 11/52 6.35
842434CX8
500000
PA
USD
538934.31
0.0565626737
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.350000000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO SR UNSECURED 05/25 5.25
844741BJ6
1200000
PA
USD
1194499.3
0.1253660657
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.250000000000
N
N
N
N
N
N
Stanley Black and Decker Inc.
549300DJ09SMTO561131
STANLEY BLACK and DECKER INC SR UNSECURED 11/50 2.75
854502AN1
300000
PA
USD
171756.54
0.0180263326
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.750000000000
N
N
N
N
N
N
Starbucks Corporation
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP SR UNSECURED 08/29 3.55
855244AT6
300000
PA
USD
280960.05
0.0294875485
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.550000000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc.
N/A
SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 03/26 3.784
86562MAC4
550000
PA
USD
535374.53
0.0561890647
Long
DBT
CORP
JP
N
2
2026-03-09
Fixed
3.784000000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc.
N/A
SUMITOMO MITSUI FINANCIAL GROU SR UNSECURED 07/27 3.364
86562MAR1
900000
PA
USD
854277.26
0.0896588044
Long
DBT
CORP
JP
N
2
2027-07-12
Fixed
3.364000000000
N
N
N
N
N
N
Sun Communities Operating Limited Partnership
N/A
SUN COMMUNITIES OPERATING LP COMPANY GUAR 01/33 5.7
866677AJ6
1000000
PA
USD
984755.54
0.1033528673
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.700000000000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMPANY GUAR 04/50 6.6
871829BN6
1000000
PA
USD
1112995.34
0.1168119955
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.600000000000
N
N
N
N
N
N
TCI Communications Inc.
N/A
TCI COMMUNICATIONS INC SR UNSECURED 02/28 7.125
872287AL1
110000
PA
USD
118194.23
0.0124048173
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.125000000000
N
N
N
N
N
N
The TJX Companies Inc.
V167QI9I69W364E2DY52
TJX COS INC/THE SR UNSECURED 04/30 3.875
872540AT6
600000
PA
USD
568669.28
0.0596834425
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
The TJX Companies Inc.
V167QI9I69W364E2DY52
TJX COS INC/THE SR UNSECURED 04/50 4.5
872540AU3
600000
PA
USD
531184.73
0.0557493334
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/52 4
912810TL2
6000000
PA
USD
5466093.72
0.5736819303
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/53 3.625
912810TN8
5000000
PA
USD
4253515.6
0.4464184416
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.625000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/40 FIXED 4.5
31417VQW6
94380.41
PA
USD
91939.24
0.0096492822
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/31 FIXED 4
31417YWB9
1349965.69
PA
USD
1313253.51
0.1378296545
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/45 FIXED 4
31418BWU6
565058.59
PA
USD
527627.3
0.0553759711
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/36 FIXED 3.5
31418BX35
795951.2
PA
USD
751433.17
0.0788650275
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/48 FIXED 5
31418C2E3
433490.48
PA
USD
426170.3
0.0447277732
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/48 FIXED 4
31418CWT7
531986.15
PA
USD
494085.75
0.0518556910
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/41 FIXED 2
31418D3R1
2167894.12
PA
USD
1806599.61
0.1896077171
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/36 FIXED 1.5
31418D6F4
2971019.24
PA
USD
2543204.95
0.2669165221
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
1.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED 4
31418DFS6
740144.69
PA
USD
685795.35
0.0719761534
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/49 FIXED 3.5
31418DGM8
809328.74
PA
USD
724860.64
0.0760761656
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/35 FIXED 2
31418DLX8
736963.4
PA
USD
655653.05
0.0688126341
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 08/45 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 08/45 FIXED 4
36179RLQ0
97195.05
PA
USD
91337.05
0.0095860806
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 04/47 FIXED 3
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 04/47 FIXED 3
36179S2N6
763871.24
PA
USD
673858.49
0.0707233463
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 05/53 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 05/53 FIXED 5
36179X2K1
952195.21
PA
USD
927399.67
0.0973332072
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 05/53 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 05/53 FIXED 5.5
36179X2L9
1008505.7
PA
USD
1000729.92
0.1050294235
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 10/33 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 10/33 FIXED 5
36200MWW9
4171.54
PA
USD
4142.43
0.0004347597
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 05/32 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 05/32 FIXED 7
36200Q6R0
1643.04
PA
USD
1681.36
0.0001764635
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
7.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 09/37 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 09/37 FIXED 6.5
36202EPN3
17203.75
PA
USD
17895.52
0.0018781852
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 06/38 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 06/38 FIXED 5.5
36202ET25
24928.04
PA
USD
25337.54
0.0026592462
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 08/38 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 08/38 FIXED 5.5
36202EVN6
33451.18
PA
USD
34007.97
0.0035692322
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 11/38 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 11/38 FIXED 5
36202EXS3
6402.1
PA
USD
6389.77
0.0006706244
Long
ABS-MBS
USGA
US
N
2
2038-11-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 09/39 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 09/39 FIXED 5.5
36202FBK1
24922.39
PA
USD
25371.43
0.0026628030
Long
ABS-MBS
USGA
US
N
2
2039-09-20
Fixed
5.500000000000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO SR UNSECURED 08/42 3.25
110122AU2
500000
PA
USD
370973.85
0.0389347503
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 11/39 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 11/39 FIXED 5
36202FCP9
104478.02
PA
USD
104338.12
0.0109505795
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/40 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/40 FIXED 5
36202FHY5
27272.29
PA
USD
27244.86
0.0028594248
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
5.000000000000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO SR UNSECURED 02/48 4.55
110122DL9
300000
PA
USD
257076.84
0.0269809384
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.550000000000
N
N
N
N
N
N
Province of British Columbia
54930058TO7MEKUHWL16
PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 01/26 6.5
110709DL3
490000
PA
USD
499873.8
0.0524631631
Long
DBT
NUSS
CA
N
2
2026-01-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 10/40 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 10/40 FIXED 4.5
36202FLP9
55164.87
PA
USD
53798.11
0.0056462632
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/33 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 09/33 FIXED 5.5
36213UZY9
8112.61
PA
USD
8202.2
0.0008608440
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.500000000000
N
N
N
N
N
N
British Telecommunications plc
549300OWFMSO9NYV4H90
BRITISH TELECOMMUNICATIONS PLC SR UNSECURED 12/30 9.625
111021AE1
190000
PA
USD
231991.55
0.0243481665
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.625000000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 05/29 4.125
11120VAH6
700000
PA
USD
660701.42
0.0693424748
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 02/32 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 02/32 FIXED 6.5
36213YP63
2695.89
PA
USD
2755.06
0.0002891513
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 08/29 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 08/29 FIXED 7
36225BFR4
909.59
PA
USD
921.47
0.0000967109
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.000000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC SR UNSECURED 144A 11/35 3.137
11135FBP5
600000
PA
USD
480472.55
0.0504269473
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.137000000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTHERN SANTA FE L SR UNSECURED 03/42 4.4
12189LAJ0
50000
PA
USD
43660.25
0.0045822662
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.400000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5
3128MJ5J5
238236.03
PA
USD
227871.26
0.0239157305
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/35 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/35 FIXED 5.5
3128MJCS7
27205.49
PA
USD
27685.49
0.0029056701
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/36 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/36 FIXED 6
3128MJE63
36683.4
PA
USD
37882.34
0.0039758583
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 08/46 FIXED 3
3128MJYM6
336866.26
PA
USD
294924.56
0.0309531632
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.000000000000
N
N
N
N
N
N
CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4
N/A
CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4
12515GAD9
1090000
PA
USD
1011053.81
0.1061129448
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Fixed
3.631000000000
N
N
N
N
N
N
Comm 2014-Ccre21 Mortgage Trust
N/A
COMM 2014-CCRE21 MORTGAGE TRUS COMM 2014 CR21 A3
12592RBF5
437381.3
PA
USD
428629.91
0.0449859162
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.528000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/31 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/31 FIXED 2.5
3128MMUV3
427261.74
PA
USD
402226.04
0.0422147557
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/27 FIXED 5.5
3128P7D75
9731.73
PA
USD
9744.41
0.0010227033
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
5.500000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 07/25 3.875
126650CL2
650000
PA
USD
638211.06
0.0669820482
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.875000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8
161175BU7
600000
PA
USD
490390.91
0.0514679071
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.800000000000
N
N
N
N
N
N
Chevron Corporation
N/A
CHEVRON CORP SR UNSECURED 05/26 2.954
166764BL3
800000
PA
USD
769666.95
0.0807787141
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.954000000000
N
N
N
N
N
N
Choice Hotels International Inc.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7
169905AG1
200000
PA
USD
176449.37
0.0185188583
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.700000000000
N
N
N
N
N
N
Cisco Systems Inc.
N/A
CISCO SYSTEMS INC SR UNSECURED 02/39 5.9
17275RAD4
80000
PA
USD
85081.46
0.0089295388
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.900000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SUBORDINATED 09/25 5.5
172967HB0
400000
PA
USD
399559.31
0.0419348749
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.500000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 04/25 3.3
172967JP7
600000
PA
USD
589664.3
0.0618869290
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.300000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SUBORDINATED 09/27 4.45
172967KA8
500000
PA
USD
487366.93
0.0511505319
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.450000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 04/48 VAR
172967LJ8
500000
PA
USD
416354.04
0.0436975291
Long
DBT
CORP
US
N
2
2048-04-24
Variable
4.281000000000
N
N
N
N
N
N
The Coca-Cola Company
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE SR UNSECURED 09/29 2.125
191216CM0
400000
PA
USD
352143.6
0.0369584626
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.125000000000
N
N
N
N
N
N
The Coca-Cola Company
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE SR UNSECURED 06/40 2.5
191216CW8
400000
PA
USD
280777.73
0.0294684135
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 11/35 6.5
20030NAK7
52000
PA
USD
56753.49
0.0059564386
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.500000000000
N
N
N
N
N
N
Fox Corporation
N/A
FOX CORP SR UNSECURED 04/30 3.5
35137LAL9
600000
PA
USD
547192.85
0.0574294307
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.500000000000
N
N
N
N
N
N
GE Capital International Funding Company Unlimited Company
549300G6UZOB126GBY72
GE CAPITAL INTERNATIONAL FUNDI COMPANY GUAR 11/35 4.418
36164QNA2
822000
PA
USD
758501.31
0.0796068487
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 11/26 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 11/26 FIXED 4
36176WXU0
22887.31
PA
USD
22530.68
0.0023646583
Long
ABS-MBS
USGA
US
N
2
2026-11-15
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/46 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/46 FIXED 3.5
36179SGL5
378486.02
PA
USD
344857.27
0.0361937417
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/47 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/47 FIXED 3.5
36179SWX1
597765.28
PA
USD
543159
0.0570060668
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 08/48 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 08/48 FIXED 4
36179T7K5
559155.65
PA
USD
522659.23
0.0548545582
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 06/47 FIXED 3
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 06/47 FIXED 3
36179TAJ4
463949.88
PA
USD
409279.14
0.0429549984
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 07/29 FIXED 4.5
3128P7ME0
47401.03
PA
USD
46636.58
0.0048946404
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 05/31 FIXED 4.5
3128P7QX4
114556.13
PA
USD
112898.32
0.0118489966
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/25 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/25 FIXED 3.5
3128PTLB9
64814.5
PA
USD
63761.47
0.0066919459
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/53 FIXED 5
3132DQ3C8
991433.81
PA
USD
962298.94
0.1009959839
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/47 FIXED 4
3138WKQG3
161262.26
PA
USD
150075.79
0.0157508768
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Utah State of
N/A
STATE OF UTAH UTS 07/24 FIXED 4.554
917542QR6
55000
PA
USD
55000
0.0057724049
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
4.554000000000
N
N
N
N
N
N
Utah State of
N/A
STATE OF UTAH UTS 07/25 FIXED 3.539
917542QV7
181657.85
PA
USD
180312.67
0.0189243225
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
3.539000000000
N
N
N
N
N
N
Vale Overseas Ltd.
N/A
VALE OVERSEAS LTD COMPANY GUAR 11/39 6.875
91911TAK9
350000
PA
USD
373209.2
0.0391693566
Long
DBT
CORP
BR
N
2
2039-11-10
Fixed
6.875000000000
N
N
N
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
VALERO ENERGY CORP SR UNSECURED 04/32 7.5
91913YAE0
270000
PA
USD
304720.6
0.0319812852
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.500000000000
N
N
N
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
VALERO ENERGY CORP SR UNSECURED 04/25 2.85
91913YAY6
600000
PA
USD
586545.34
0.0615595853
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.850000000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC SR UNSECURED 09/48 4.522
92343VCX0
1260000
PA
USD
1080156.77
0.1133654951
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.522000000000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
ZOETIS INC SR UNSECURED 05/30 2
98978VAS2
500000
PA
USD
421128.49
0.0441986211
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/36 FIXED 6.5
31409VX32
25267.56
PA
USD
26356.19
0.0027661564
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/53 FIXED 6
3140A1VK0
1312434.12
PA
USD
1318546.91
0.1383852117
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.000000000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte. Ltd.
N/A
PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3
716973AG7
1000000
PA
USD
964518.03
0.1012288837
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.300000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/51 FIXED 3
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/51 FIXED 3
36179WJS8
2121637.33
PA
USD
1851241.02
0.1942929588
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 11/51 FIXED 2.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 11/51 FIXED 2.5
36179WR26
2033338.69
PA
USD
1709833.28
0.1794518182
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 01/52 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 01/52 FIXED 3.5
36179WVW5
2321456.17
PA
USD
2088895.48
0.2192354637
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.500000000000
N
N
N
N
N
N
Pfizer Inc.
765LHXWGK1KXCLTFYQ30
PFIZER INC SR UNSECURED 05/44 4.4
717081DK6
264000
PA
USD
234438.19
0.0246049483
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.400000000000
N
N
N
N
N
N
Pfizer Inc.
765LHXWGK1KXCLTFYQ30
PFIZER INC SR UNSECURED 06/26 2.75
717081DV2
713000
PA
USD
681823.68
0.0715593155
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
2.750000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/39 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/39 FIXED 5.5
3128M7CW4
20558.76
PA
USD
20974.7
0.0022013538
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/39 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 05/39 FIXED 4.5
3128M7L61
70574.25
PA
USD
68854.98
0.0072265241
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/39 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/39 FIXED 5
3128M7TS5
33225.62
PA
USD
33285.81
0.0034934395
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 03/45 FIXED 3.5
3128MAFA2
862396.59
PA
USD
784739.42
0.0823606122
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Phillips 66 Company
N/A
PHILLIPS 66 CO COMPANY GUAR 03/28 3.75
718547AH5
200000
PA
USD
190848.16
0.0200300519
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.750000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/33 FIXED 4.5
31402UR87
6470.41
PA
USD
6319.66
0.0006632661
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/33 FIXED 4.5
31402VTU4
3960.18
PA
USD
3868.47
0.0004060068
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/36 FIXED VAR
31403C6L0
32478.76
PA
USD
32405.98
0.0034010989
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/34 FIXED VAR
31403DBZ1
311447.22
PA
USD
310374.32
0.0325746590
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/36 FIXED VAR
31403DPZ6
25586.27
PA
USD
25533.08
0.0026797687
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/34 FIXED 5.5
31403VPJ2
38353.98
PA
USD
38900.74
0.0040827422
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K047 A2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K047 A2
3137BKRJ1
696735.73
PA
USD
684129.55
0.0718013230
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Variable
3.329000000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 A2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 A2
3137BLW95
700000
PA
USD
684822.39
0.0718740385
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Variable
3.334000000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K755 A2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K755 A2
3137HCH39
600000
PA
USD
612942.48
0.0643300395
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Fixed
5.203000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/30 FIXED VAR
31384VYZ9
201.72
PA
USD
207.69
0.0000217977
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
8.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/31 FIXED VAR
31384WLP3
1086.14
PA
USD
1121.93
0.0001177497
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/31 FIXED VAR
31385HS94
558.01
PA
USD
577.89
0.0000606512
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/31 FIXED VAR
31385HSH6
1489.89
PA
USD
1538.93
0.0001615150
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/45 FIXED 3.5
3138WFFF8
755347.44
PA
USD
683830.69
0.0717699568
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 3
3138WHKG6
1562193.77
PA
USD
1367795.63
0.1435540036
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/31 FIXED 2.5
3138WHP48
430855.23
PA
USD
404752.47
0.0424799117
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 04/49 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 04/49 FIXED 4
36179UQ54
1037171.52
PA
USD
968502.36
0.1016470503
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/51 FIXED 2
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/51 FIXED 2
36179V7D6
10615024.79
PA
USD
8601545.66
0.9027564420
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/51 FIXED 2.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/51 FIXED 2.5
36179V7E4
7780016.38
PA
USD
6544642.36
0.6868786477
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 08/53 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 08/53 FIXED 5.5
36179YDK7
750833.79
PA
USD
745279.35
0.0782191667
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/54 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/54 FIXED 6
36179YRJ5
2025475.44
PA
USD
2035597.35
0.2136416748
Long
ABS-MBS
USGA
US
N
2
2054-02-20
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 01/43 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 01/43 FIXED 3.5
36180CYU7
1327114.51
PA
USD
1223241.79
0.1283826709
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 08/43 FIXED 3
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 08/43 FIXED 3
36181LT73
436851.79
PA
USD
390629.68
0.0409976851
Long
ABS-MBS
USGA
US
N
2
2043-08-15
Fixed
3.000000000000
N
N
N
N
N
N
GLP Capital L.P. / GLP Financing II Inc.
N/A
GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/29 5.3
361841AL3
600000
PA
USD
591164.52
0.0620443813
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.300000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 04/45 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 04/45 FIXED 3.5
36184SPN4
312413.11
PA
USD
285045.5
0.0299163280
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/32 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/32 FIXED 6
36201LTM6
8994.63
PA
USD
9130.45
0.0009582664
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 11/32 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 11/32 FIXED 5.5
36201UCF9
11083.18
PA
USD
11189.65
0.0011743853
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/39 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/39 FIXED 4.5
36202E7G8
96723.57
PA
USD
94339.98
0.0099012466
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/35 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/35 FIXED 4.5
36202EEF2
4879.58
PA
USD
4766.23
0.0005002293
Long
ABS-MBS
USGA
US
N
2
2035-07-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/37 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/37 FIXED 5.5
36202EMA4
20127.21
PA
USD
20458.98
0.0021472276
Long
ABS-MBS
USGA
US
N
2
2037-02-20
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 12/40 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 12/40 FIXED 4
36202FM78
376976
PA
USD
358081.85
0.0375816986
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 03/34 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 03/34 FIXED 5.5
36202V7K1
9807.25
PA
USD
9921.15
0.0010412526
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 08/33 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 08/33 FIXED 5
36202VDP3
7947.59
PA
USD
7892.13
0.0008283013
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 06/34 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 06/34 FIXED 5
36202VXU0
4379.31
PA
USD
4349.68
0.0004565112
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 03/31 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 03/31 FIXED 7
36207LH35
4186.13
PA
USD
4251.38
0.0004461943
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
7.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 05/28 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 05/28 FIXED 6.5
36209JAX9
1533.61
PA
USD
1555.52
0.0001632562
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 01/31 FIXED 7.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 01/31 FIXED 7.5
36209Y5K0
243.87
PA
USD
249.9
0.0000262277
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
7.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/31 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/31 FIXED 6.5
36209YFQ6
860.84
PA
USD
876.44
0.0000919848
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 01/34 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 01/34 FIXED 6
36210RW63
1865.59
PA
USD
1897.3
0.0001991270
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 05/31 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 05/31 FIXED 6.5
36210SSG4
4617.36
PA
USD
4708.41
0.0004941609
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 07/29 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 07/29 FIXED 6
36211LJJ2
14058.38
PA
USD
14168.64
0.0014870387
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/30 FIXED 7.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 09/30 FIXED 7.5
36211RXD6
2925.61
PA
USD
3012.98
0.0003162207
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
7.500000000000
N
N
N
N
N
N
Telefonica Emisiones S.A.U.
N/A
TELEFONICA EMISIONES SA COMPANY GUAR 06/36 7.045
87938WAC7
230000
PA
USD
250241.78
0.0262635796
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.045000000000
N
N
N
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC SR UNSECURED 03/39 3.875
882508BF0
200000
PA
USD
174559.01
0.0183204597
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.875000000000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
STATE OF TEXAS TXS 04/39 FIXED 5.517
882722KF7
260000
PA
USD
267760.12
0.0281021787
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
5.517000000000
N
N
N
N
N
N
TEXAS DEPARTMENT OF TRANSPORTA TXSTRN 04/30 FIXED 5.178
N/A
TEXAS DEPARTMENT OF TRANSPORTA TXSTRN 04/30 FIXED 5.178
88283LHU3
310000
PA
USD
310287.31
0.0325655271
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.178000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/37 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/37 FIXED 5.5
3128M43K7
26673.1
PA
USD
27185.84
0.0028532305
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.500000000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/31 2
883556CL4
400000
PA
USD
327141.42
0.0343344134
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.000000000000
N
N
N
N
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
THOMSON REUTERS CORP SR UNSECURED 05/43 4.5
884903BM6
250000
PA
USD
202419.63
0.0212445103
Long
DBT
CORP
CA
N
2
2043-05-23
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/37 FIXED 6.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 08/37 FIXED 6.5
3128M4ZM8
5818.67
PA
USD
6094.95
0.0006396822
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/38 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/38 FIXED 5.5
3128M5NM8
23074.61
PA
USD
23526.29
0.0024691504
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/38 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/38 FIXED 6
3128M5Q52
7879.78
PA
USD
8158.86
0.0008562953
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 01/29 1.75
91282CDW8
29000000
PA
USD
25857577.98
2.7138256330
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.750000000000
N
N
N
N
N
N
3M Company
LUZQVYP4VS22CLWDAR65
3M CO SR UNSECURED 08/25 3
88579YAR2
330000
PA
USD
321607.82
0.0337536465
Long
DBT
CORP
US
N
2
2025-08-07
Fixed
3.000000000000
N
N
N
N
N
N
Time Warner Cable Enterprises LLC
N/A
TIME WARNER CABLE ENTERPRISES SR SECURED 07/33 8.375
88731EAJ9
525000
PA
USD
580036.88
0.0608765041
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/32 2.875
91282CEP2
5000000
PA
USD
4504882.8
0.4728001372
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/32 2.75
91282CFF3
5000000
PA
USD
4449414.05
0.4669785356
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/27 3.125
91282CFH9
4000000
PA
USD
3837500
0.4027564327
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 09/29 3.875
91282CFL0
10000000
PA
USD
9771484.4
1.0255448077
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.875000000000
N
N
N
N
N
N
Toll Brothers Finance Corp.
N/A
TOLL BROTHERS FINANCE CORP COMPANY GUAR 11/29 3.8
88947EAU4
200000
PA
USD
184999.15
0.0194161818
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.800000000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE SR UNSECURED 09/31 2
89114TZJ4
800000
PA
USD
650380.52
0.0682592673
Long
DBT
CORP
CA
N
2
2031-09-10
Fixed
2.000000000000
N
N
N
N
N
N
Tosco Corporation
N/A
TOSCO CORP COMPANY GUAR 02/30 8.125
891490AT1
383000
PA
USD
443059.24
0.0465003150
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 09/27 4.125
91282CFM8
10000000
PA
USD
9886718.8
1.0376389825
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/25 4.25
91282CFP1
10000000
PA
USD
9906250
1.0396888370
Long
DBT
UST
US
N
2
2025-10-15
Fixed
4.250000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 11/32 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 11/32 FIXED 6
36225BVU9
4735.2
PA
USD
4805.49
0.0005043497
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/29 4
91282CFT3
15000000
PA
USD
14746289.1
1.5476645717
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 02/38 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 02/38 FIXED 5.5
36241KQ27
10776.62
PA
USD
10952.1
0.0011494537
Long
ABS-MBS
USGA
US
N
2
2038-02-15
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 10/40 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 10/40 FIXED 4
36241LP42
89917.9
PA
USD
85549.97
0.0089787103
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
4.000000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 03/42 5.15
00206RDH2
50000
PA
USD
46293.58
0.0048586416
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.150000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 04/31 7.625
00206RHZ8
285000
PA
USD
316020.21
0.0331672111
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
7.625000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 07/45 4.85
00206RJL7
500000
PA
USD
442960.58
0.0464899604
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.850000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 12/33 2.55
00206RMM1
665000
PA
USD
528772.77
0.0554961914
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.550000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 07/40 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 07/40 FIXED 4.5
36241LUE4
121638.65
PA
USD
118342.96
0.0124204269
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.500000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2 GSMS 2016 GS4 A3
N/A
GS MORTGAGE SECURITIES TRUST 2 GSMS 2016 GS4 A3
36251XAQ0
2846635.23
PA
USD
2709438.8
0.2843632328
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Fixed
3.178000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 12/57 3.8
00206RMN9
609000
PA
USD
425469.27
0.0446541982
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.800000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 02/34 5.4
00206RMT6
1000000
PA
USD
1000010.17
0.1049538837
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.400000000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES SR UNSECURED 03/25 2.95
002824BB5
300000
PA
USD
295148.45
0.0309766611
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.950000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/42 4.4
00287YAM1
260000
PA
USD
227976.2
0.0239267443
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.400000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 05/26 3.2
00287YAY5
716000
PA
USD
691369.74
0.0725612014
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.200000000000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 08/29 3.8
03027XAW0
525000
PA
USD
487981.05
0.0512149855
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.800000000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER CAPITAL CORP SR UNSECURED 09/45 4.3
03040WAM7
350000
PA
USD
296601.87
0.0311292016
Long
DBT
CORP
US
N
2
2045-09-01
Fixed
4.300000000000
N
N
N
N
N
N
Ameriprise Financial Inc.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC SR UNSECURED 05/33 5.15
03076CAM8
700000
PA
USD
701136.97
0.0735862996
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.150000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSECURED 05/45 4.4
031162BZ2
260000
PA
USD
218772.07
0.0229607449
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.400000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSECURED 06/51 4.663
031162CF5
659000
PA
USD
563033.72
0.0590919746
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.663000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSECURED 03/33 5.25
031162DR8
1000000
PA
USD
997085.71
0.1046469534
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.250000000000
N
N
N
N
N
N
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9
N/A
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9
03522AAJ9
500000
PA
USD
460979.82
0.0483811304
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000
N
N
N
N
N
N
Anheuser Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/29 4.75
035240AQ3
500000
PA
USD
497164.35
0.0521787987
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.750000000000
N
N
N
N
N
N
Anheuser Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 06/50 4.5
035240AT7
400000
PA
USD
357446.94
0.0375150630
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Elevance Health Inc.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC SR UNSECURED 03/28 4.101
036752AG8
350000
PA
USD
338254.41
0.0355007530
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.101000000000
N
N
N
N
N
N
Elevance Health Inc.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1
036752AX1
333000
PA
USD
349035.1
0.0366322167
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.100000000000
N
N
N
N
N
N
Essential Utilities Inc.
N/A
ESSENTIAL UTILITIES INC SR UNSECURED 05/49 4.276
03836WAC7
500000
PA
USD
394636.66
0.0414182289
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.276000000000
N
N
N
N
N
N
Arch Capital Finance LLC
N/A
ARCH CAPITAL FINANCE LLC COMPANY GUAR 12/26 4.011
03939CAA1
400000
PA
USD
387689.83
0.0406891395
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.011000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 01/26 3.875
04010LAZ6
1000000
PA
USD
965529.77
0.1013350686
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875000000000
N
N
N
N
N
N
Arizona Public Service Company
YG6VT0TPHRH4TFVAQV64
ARIZONA PUBLIC SERVICE CO SR UNSECURED 05/50 3.35
040555DB7
500000
PA
USD
333674.7
0.0350200995
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.350000000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC SR UNSECURED 04/26 0.7
046353AV0
500000
PA
USD
462812.28
0.0485734522
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.700000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC SR UNSECURED 01/26 4.375
06738EAN5
500000
PA
USD
491544.93
0.0515890248
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.375000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC SR UNSECURED 11/33 VAR
06738ECE3
700000
PA
USD
769813.26
0.0807940697
Long
DBT
CORP
GB
N
2
2033-11-02
Variable
7.437000000000
N
N
N
N
N
N
Baxalta Inc.
5493000JW8DCO3T45R55
ABANCA CORP BANCARIA SA COMPANY GUAR 06/25 4
07177MAB9
500000
PA
USD
492698.12
0.0517100553
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.000000000000
N
N
N
N
N
N
The Cigna Group
N/A
CIGNA GROUP/THE COMPANY GUAR 10/28 4.375
125523AH3
500000
PA
USD
485535.62
0.0509583308
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.375000000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP SR UNSECURED 11/25 3.35
126408HD8
420000
PA
USD
409146.31
0.0429410575
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.350000000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP SR UNSECURED 04/50 3.8
126408HS5
1000000
PA
USD
763309.08
0.0801114377
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.800000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/37 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/37 FIXED 5.5
3128M6AR9
26281.49
PA
USD
26772.79
0.0028098797
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED VAR
3140XMJ64
2116762.97
PA
USD
1952728.23
0.2049443273
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS7106
3140XN3Q5
1073075.43
PA
USD
1065228.46
0.1117987269
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/53 FIXED VAR
3140XNHU1
1931054.86
PA
USD
1977834.47
0.2075792979
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/37 FIXED VAR
31410GUR2
17844.68
PA
USD
18667.2
0.0019591752
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/37 FIXED VAR
31410GW90
15428.06
PA
USD
16119.68
0.0016918058
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/38 FIXED VAR
31410KJY1
26244.51
PA
USD
27118.67
0.0028461808
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/37 FLOATING VAR
31410KLQ5
35409.65
PA
USD
36049.18
0.0037834630
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
6.515000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/34 FLOATING VAR
31410KLS1
33811.68
PA
USD
34035.9
0.0035721636
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Floating
5.862000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/38 FIXED VAR
31410KXK5
42842.72
PA
USD
43649.08
0.0045810939
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 01/39 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 01/39 FIXED 5.5
36296XHC1
3750.09
PA
USD
3819.34
0.0004008505
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 12/38 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 12/38 FIXED 6.5
36296YTP7
21727.33
PA
USD
22553.11
0.0023670124
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.500000000000
N
N
N
N
N
N
Georgia Power Company
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO SR UNSECURED 02/39 5.95
373334JN2
335000
PA
USD
338879.76
0.0355663852
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
5.950000000000
N
N
N
N
N
N
Gilead Sciences Inc.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC SR UNSECURED 03/26 3.65
375558BF9
600000
PA
USD
583181.58
0.0612065493
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.650000000000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc.
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC COMPANY GUAR 05/38 6.375
377372AE7
210000
PA
USD
231583.57
0.0243053479
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.375000000000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc.
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC COMPANY GUAR 05/25 3.625
377372AM9
500000
PA
USD
492456.44
0.0516846903
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.625000000000
N
N
N
N
N
N
Grupo Televisa S.A.B.
N/A
GRUPO TELEVISA SAB SR UNSECURED 01/40 6.625
40049JAZ0
220000
PA
USD
217441.17
0.0228210632
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.625000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 02/27 4.5
404119BU2
500000
PA
USD
488579
0.0512777421
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.500000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 06/47 5.5
404119BV0
400000
PA
USD
369790.25
0.0388105282
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/40 FIXED 3.5
31412RMK0
388358.61
PA
USD
359046.93
0.0376829865
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/37 FIXED 6
31412SFF7
7638.34
PA
USD
7913.47
0.0008305410
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/37 FIXED 6
31413BQR5
20271.79
PA
USD
20963.64
0.0022001931
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/37 FLOATING VAR
31413KDN8
5431.49
PA
USD
5587.65
0.0005864396
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Floating
6.175000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/38 FIXED 5.5
31414PUU1
16065.63
PA
USD
16362
0.0017172380
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/38 FIXED 5
31414S3W1
25251.96
PA
USD
25252.56
0.0026503273
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/38 FIXED 6
31415PNF1
4889.99
PA
USD
5057.08
0.0005307548
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/38 FIXED 7
31415RZ80
17321.38
PA
USD
18246.94
0.0019150677
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/33 FIXED 4.5
31416JMP3
6646.75
PA
USD
6489.71
0.0006811133
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/39 FIXED 5
31416M6W9
14345.13
PA
USD
14339.95
0.0015050181
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/39 FIXED 4.5
31416PPP6
17046.73
PA
USD
16609.89
0.0017432547
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/39 FIXED 4.5
31416QV36
9098.41
PA
USD
8863.78
0.0009302787
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/49 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/49 FIXED 3.5
3132DM5B7
3077347.81
PA
USD
2737706.78
0.2873300369
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 04/51 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 04/51 FIXED 3
3132DMUD5
4848615.96
PA
USD
4171013.64
0.4377596285
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/39 FIXED 4.5
31416RRB1
47751.11
PA
USD
46527.16
0.0048831565
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/24 FIXED 4.5
31416TEJ4
23.27
PA
USD
23.18
0.0000024328
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 3.5
3132DN5W9
2473384.29
PA
USD
2205193.75
0.2314412947
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 4.5
3132DNNQ2
2106984.1
PA
USD
2000798.63
0.2099894512
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 04/52 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 04/52 FIXED 2.5
3132DNPG2
7399791.03
PA
USD
6109776.58
0.6412382593
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/53 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/53 FIXED 6
3132DP2K3
1335125.22
PA
USD
1345182.18
0.1411806583
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/39 FIXED 4
31416TML0
74909.53
PA
USD
71388.06
0.0074923780
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/39 FIXED 5
31416TYE3
38194.93
PA
USD
38211.49
0.0040104035
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 04/53 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 04/53 FIXED 5.5
3132DP3N6
1844873.94
PA
USD
1822158.75
0.1912406926
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 6
3132DPRD2
1086893.56
PA
USD
1096982.76
0.1151314301
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/42 FIXED 4
31417BZ91
63278.26
PA
USD
59947.68
0.0062916778
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/43 FIXED 3.5
31417FQ92
2170856.56
PA
USD
1994661.59
0.2093453515
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/53 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/53 FIXED 5.5
3132DQUC8
982085.39
PA
USD
976070.02
0.1024412976
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/53 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/53 FIXED 6
3132DQXR2
938227.34
PA
USD
946936.53
0.0993836557
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 04/50 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 04/50 FIXED 3.5
36179VKM1
686693.51
PA
USD
621388.48
0.0652164710
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 04/50 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 04/50 FIXED 4.5
36179VKP4
448342.23
PA
USD
430632.26
0.0451960685
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 07/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 07/46 FIXED 3
3132WFG52
564890.44
PA
USD
495264.59
0.0519794136
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5
3132Y33P7
521908.5
PA
USD
499202.19
0.0523926758
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 08/50 FIXED 2.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 08/50 FIXED 2.5
36179VSG6
2750364.3
PA
USD
2320515.09
0.2435445941
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 08/50 FIXED 3
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 08/50 FIXED 3
36179VSH4
4474978.08
PA
USD
3931225.73
0.4125932121
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5
31335BRF5
598279.16
PA
USD
538422.47
0.0565089546
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/50 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/50 FIXED 2.5
3133A86T9
3143424.39
PA
USD
2591989.48
0.2720365959
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 05/51 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 05/51 FIXED 3.5
36179WFJ2
1443479.88
PA
USD
1305752.85
0.1370424391
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 05/32 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 05/32 FIXED 6.5
36200Q7M0
1130.25
PA
USD
1155.78
0.0001213024
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 07/34 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 07/34 FIXED 6
36200R2R2
2855.65
PA
USD
2913.22
0.0003057506
Long
ABS-MBS
USGA
US
N
2
2034-07-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 03/33 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 03/33 FIXED 5.5
36201CYE8
5051.56
PA
USD
5099.33
0.0005351890
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 4.5
3133BGCX4
932822.4
PA
USD
885096.87
0.0928934092
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSO NOTES 05/30 7.25
31359MFP3
1450000
PA
USD
1660658.61
0.1742907981
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
7.250000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSO NOTES 06/25 0.5
3135G04Z3
3000000
PA
USD
2869920
0.3012061867
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSO NOTES 04/26 2.125
3135G0K36
2000000
PA
USD
1908573.02
0.2003101137
Long
DBT
USGSE
US
N
2
2026-04-24
Fixed
2.125000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSO NOTES 04/27 5.25
3135GAQZ7
1000000
PA
USD
999654.02
0.1049165048
Long
DBT
USGSE
US
N
2
2027-04-02
Fixed
5.250000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/31 FIXED 6.5
31371J7A6
8505.84
PA
USD
8716.62
0.0009148338
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/30 FIXED 8.5
31371JPX6
164.61
PA
USD
172.79
0.0000181348
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
8.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/30 FIXED 7.5
31371JSC9
114.24
PA
USD
118.96
0.0000124852
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/31 FIXED 7
31371JWB6
1397.49
PA
USD
1439.11
0.0001510386
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/36 FIXED 5.5
31371MT23
11051.42
PA
USD
11250.79
0.0011808021
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/36 FIXED 6
31371MWJ2
37575.25
PA
USD
38727.19
0.0040645277
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.000000000000
N
N
N
N
N
N
Waste Management Inc.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMPANY GUAR 11/50 2.5
94106LBM0
300000
PA
USD
179397.71
0.0188282949
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.500000000000
N
N
N
N
N
N
Elevance Health Inc.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC SR UNSECURED 08/44 4.65
94973VBK2
150000
PA
USD
130618.29
0.0137087574
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.650000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 10/26 3
949746SH5
1000000
PA
USD
949935.72
0.0996984292
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C29
549300NYO16WLNMVJJ46
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C29 AS
94989KAX1
500000
PA
USD
486584.6
0.0510684242
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Variable
4.013000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 02/31 VAR
95000U2J1
2000000
PA
USD
1730940.32
0.1816670615
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.572000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 04/41 VAR
95000U2Q5
1250000
PA
USD
916602.63
0.0962000275
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068000000000
N
N
N
N
N
N
Extra Space Storage LP
N/A
EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35
30225VAG2
500000
PA
USD
398294.97
0.0418021788
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.350000000000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSECURED 08/39 2.995
30231GAY8
400000
PA
USD
303810.65
0.0318857834
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.995000000000
N
N
N
N
N
N
Exxon Mobil Corporation
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSECURED 03/30 3.482
30231GBK7
700000
PA
USD
652615.98
0.0684938851
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.482000000000
N
N
N
N
N
N
Meta Platforms Inc.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC SR UNSECURED 05/33 4.95
30303M8N5
700000
PA
USD
703505.59
0.0738348930
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.950000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/34 FIXED 5.5
31283H4Z5
36256.79
PA
USD
36839.78
0.0038664387
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/30 FIXED 7.5
31283HHG3
159.97
PA
USD
166.71
0.0000174967
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
7.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/32 FIXED 7
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/32 FIXED 7
31283HRL1
1298
PA
USD
1343.95
0.0001410513
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/29 FIXED 7
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/29 FIXED 7
31292GZV1
1761.03
PA
USD
1810.9
0.0001900591
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/30 FIXED 7.5
31292HF33
444.09
PA
USD
463.88
0.0000486855
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
7.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 08/31 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 08/31 FIXED 7
36213DG44
894.89
PA
USD
910.88
0.0000955994
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
7.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSO NOTES 01/30 7.125
31359MFJ7
209000
PA
USD
236578.38
0.0248295673
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
7.125000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/27 FIXED 6
31371NGL3
10754.54
PA
USD
10817.4
0.0011353166
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/31 FIXED VAR
31385HV82
1535.43
PA
USD
1579.47
0.0001657698
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
8.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/30 FIXED 7.5
31385SK56
1943.82
PA
USD
2019.46
0.0002119480
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/32 FIXED VAR
31385WWD7
1084.54
PA
USD
1120.84
0.0001176353
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/31 FIXED 7
31386X6C5
160.58
PA
USD
165.13
0.0000173309
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/31 FIXED 7.5
31387SF50
732.73
PA
USD
765.64
0.0000803561
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/31 FIXED 7.5
31387SN51
6914.26
PA
USD
7248.46
0.0007607463
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/31 FIXED 7
31388UEA4
1562.4
PA
USD
1619.33
0.0001699532
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/32 FIXED 7
31389X5W9
1089.73
PA
USD
1136.22
0.0001192495
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 01/33 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 01/33 FIXED 6.5
36213FLD3
3205.28
PA
USD
3271.55
0.0003433584
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/33 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/33 FIXED 6
36213FQU0
3359.7
PA
USD
3415.6
0.0003584768
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 01/32 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 01/32 FIXED 6.5
36213GV57
2797.55
PA
USD
2861.62
0.0003003351
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 11/33 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 11/33 FIXED 6
36213MWX2
3611.94
PA
USD
3675.26
0.0003857289
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 12/30 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 12/30 FIXED 7
36225BLL0
2872.85
PA
USD
2912.77
0.0003057034
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
7.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/31 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 09/31 FIXED 7
36225BPM4
1682.46
PA
USD
1712.52
0.0001797338
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/41 FIXED 4.5
3138AHXY7
697574.5
PA
USD
678804.79
0.0712424745
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/27 FIXED 3
3138E0YE3
117705.75
PA
USD
114705.63
0.0120386789
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/42 FIXED 4
3138E4AC5
29976.13
PA
USD
28407.01
0.0029813957
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/48 FIXED 4.5
3140HMN59
369393.21
PA
USD
352854.77
0.0370331019
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED 5
3140MYAK8
3414186.98
PA
USD
3308200.71
0.3472049816
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/50 FIXED 2.5
3140QDZH0
3455122.93
PA
USD
2849008.34
0.2990114491
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/50 FIXED 2.5
3140QEBH4
1892656.5
PA
USD
1560637.42
0.1637932925
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/35 FIXED 2.5
3140QFKK4
1156343.23
PA
USD
1047663.27
0.1099552108
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED 5
3140QRVZ3
974867.16
PA
USD
945000.54
0.0991804681
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED 6.5
3140QRYG2
887073.85
PA
USD
909117.55
0.0954144473
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/53 FIXED 5.5
3140QSA43
544926.05
PA
USD
538557.17
0.0565230918
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/53 FIXED 5.5
3140QSQC8
1215296.08
PA
USD
1201092.19
0.1260580080
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED VAR
3140X4UW4
471962.72
PA
USD
422704.87
0.0443640666
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED VAR
3140X4XJ0
564766.95
PA
USD
523472.21
0.0549398827
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/34 FIXED VAR
3140X6BM2
546049.35
PA
USD
518767.14
0.0544460724
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/40 FIXED VAR
3140X76Q7
1208676.72
PA
USD
1052168.31
0.1104280274
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/50 FIXED VAR
3140X8KF3
4074614.52
PA
USD
3226200.73
0.3385988527
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/51 FIXED VAR
3140XCVX3
8072137.86
PA
USD
6411542.5
0.6729094425
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/50 FIXED VAR
3140XDEL6
2135799.72
PA
USD
1982971.08
0.2081183996
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/25 FIXED VAR
31419AMS3
30836.53
PA
USD
30333.41
0.0031835768
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/41 FIXED VAR
31419BBT1
342050.8
PA
USD
324777.82
0.0340863469
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/41 FIXED VAR
31419BBY0
79069.19
PA
USD
76980.62
0.0080793329
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/40 FIXED 4
31419CAH6
162687.76
PA
USD
154576.47
0.0162232359
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FedEx Corporation
549300E707U7WNPZN687
FEDEX CORP COMPANY GUAR 08/42 3.875
31428XAT3
420000
PA
USD
328198.22
0.0344453275
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.875000000000
N
N
N
N
N
N
FedEx Corporation
549300E707U7WNPZN687
FEDEX CORP COMPANY GUAR 01/47 4.4
31428XBN5
350000
PA
USD
285314.4
0.0299445498
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.400000000000
N
N
N
N
N
N
Fifth Third Bank National Association
N/A
FIFTH THIRD BANK NA SR UNSECURED 02/27 2.25
31677QBR9
500000
PA
USD
462477.76
0.0485383434
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.250000000000
N
N
N
N
N
N
Fiserv Inc.
GI7UBEJLXYLGR2C7GV83
FISERV INC SR UNSECURED 06/27 2.25
337738BB3
600000
PA
USD
553635.37
0.0581055913
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.250000000000
N
N
N
N
N
N
Five Corners Funding Trust II
N/A
FIVE CORNERS FUNDING TRUST II SR UNSECURED 144A 05/30 2.85
33834DAA2
800000
PA
USD
704378.9
0.0739265493
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.850000000000
N
N
N
N
N
N
Florida Power and Light Company
A89MY1K3YLIGJMYWVX50
FLORIDA POWER and LIGHT CO 1ST MORTGAGE 02/37 5.65
341081EV5
290000
PA
USD
296846.27
0.0311548521
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.650000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/28 6.798
345397D59
1420000
PA
USD
1467277.03
0.1539948567
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.798000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 11/39 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 11/39 FIXED 5
3620A9V24
103090.64
PA
USD
102660.72
0.0107745317
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 02/41 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 02/41 FIXED 4
3620AR4A6
278329.97
PA
USD
264660.68
0.0277768837
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 06/40 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 06/40 FIXED 4.5
3620C0W53
107386.81
PA
USD
104482.94
0.0109657788
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.500000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR
46647PBN5
1860000
PA
USD
1266395.12
0.1329117345
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.109000000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR
539439AV1
900000
PA
USD
881820.25
0.0925495188
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.438000000000
N
N
N
N
N
N
Lockheed Martin Corporation
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP SR UNSECURED 03/45 3.8
539830BD0
400000
PA
USD
318853.3
0.0334645518
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.800000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/48 FIXED VAR
3140J9ZL8
590417.46
PA
USD
530641.77
0.0556923482
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/49 FIXED 4
3140JQQS5
803413.55
PA
USD
744669.4
0.0781551508
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Lowe`s Companies Inc.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC SR UNSECURED 04/32 3.75
548661EH6
700000
PA
USD
635530.81
0.0667007484
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.750000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 03/47 5.2
55336VAL4
155000
PA
USD
138405.22
0.0145260176
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.200000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/49 FIXED 3
3140K5FK8
1993084.56
PA
USD
1725758.71
0.1811232370
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/50 FIXED 2
3140KELG1
2953553.44
PA
USD
2334874.37
0.2450516410
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 02/29 4.8
55336VAS9
400000
PA
USD
392075.48
0.0411494258
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.800000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/29 VAR
61744YAP3
550000
PA
USD
523549.14
0.0549479567
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.772000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/35 FIXED 2
3140KPKQ5
1254646.01
PA
USD
1107201.14
0.1162038779
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/50 FIXED 2.5
3140KRCZ0
2541553.91
PA
USD
2093319.36
0.2196997623
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/47 4.375
61746BEG7
1050000
PA
USD
898336.77
0.0942829740
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.375000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 07/27 VAR
61747YEC5
500000
PA
USD
462251.95
0.0485146440
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.512000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 10/28 VAR
61747YEV3
1000000
PA
USD
1031755.02
0.1082855951
Long
DBT
CORP
US
N
2
2028-10-18
Variable
6.296000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/29 VAR
61747YFD2
1000000
PA
USD
996754.65
0.1046122077
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.164000000000
N
N
N
N
N
N
Hewlett Packard Enterprise Company
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/35 6.2
42824CAX7
400000
PA
USD
421089.55
0.0441945342
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.200000000000
N
N
N
N
N
N
The Home Depot Inc.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE SR UNSECURED 12/36 5.875
437076AS1
280000
PA
USD
296673.3
0.0311366984
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.875000000000
N
N
N
N
N
N
The Home Depot Inc.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE SR UNSECURED 04/46 4.25
437076BH4
390000
PA
USD
328002.85
0.0344248229
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.250000000000
N
N
N
N
N
N
The Home Depot Inc.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE SR UNSECURED 09/25 3.35
437076BK7
752000
PA
USD
735423.6
0.0771847780
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.350000000000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC SR UNSECURED 06/30 1.95
438516BZ8
500000
PA
USD
426374.66
0.0447492214
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.950000000000
N
N
N
N
N
N
Humana Inc.
N/A
HUMANA INC SR UNSECURED 03/27 3.95
444859BF8
350000
PA
USD
338393.89
0.0355153918
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.950000000000
N
N
N
N
N
N
Huntsman International LLC
N/A
HUNTSMAN INTERNATIONAL LLC SR UNSECURED 05/29 4.5
44701QBE1
500000
PA
USD
473736.93
0.0497200250
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.500000000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
STATE OF ILLINOIS ILS 06/33 FIXED 5.1
452151LF8
108235.29
PA
USD
106201.55
0.0111461518
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.100000000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
STATE OF ILLINOIS ILS 07/35 FIXED 7.35
452152GS4
240000
PA
USD
257537.93
0.0270293311
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.350000000000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS STATE TOLL HIGHWAY AU ILSTRN 01/34 FIXED 6.184
452252FH7
150000
PA
USD
156966.44
0.0164740700
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.184000000000
N
N
N
N
N
N
Indiana Michigan Power Company
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER CO SR UNSECURED 03/37 6.05
454889AM8
187000
PA
USD
193866.97
0.0203468845
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.050000000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
JAPAN BANK FOR INTERNATIONAL C GOVT GUARANT 10/28 3.5
471048BV9
830000
PA
USD
790944.16
0.0830118172
Long
DBT
NUSS
JP
N
2
2028-10-31
Fixed
3.500000000000
N
N
N
N
N
N
Johnson and Johnson
549300G0CFPGEF6X2043
JOHNSON + JOHNSON SR UNSECURED 09/40 2.1
478160CR3
500000
PA
USD
333665.02
0.0350190836
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.100000000000
N
N
N
N
N
N
Johnson Controls Inc.
3LB2NG8VUULSCV2NO430
JOHNSON CONTROLS INC SR UNSECURED 03/41 5.7
478366AW7
150000
PA
USD
138504.23
0.0145364090
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.700000000000
N
N
N
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
KELLANOVA SR UNSECURED 04/26 3.25
487836BP2
400000
PA
USD
385802.22
0.0404910295
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.250000000000
N
N
N
N
N
N
Kenvue Inc.
N/A
KENVUE INC COMPANY GUAR 03/33 4.9
49177JAK8
500000
PA
USD
494497.96
0.0518989536
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.900000000000
N
N
N
N
N
N
Keurig Dr Pepper Inc.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMPANY GUAR 05/28 4.597
49271VAF7
500000
PA
USD
489944.81
0.0514210877
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.597000000000
N
N
N
N
N
N
Keybank National Association
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH SR UNSECURED 01/33 5
49327M3H5
500000
PA
USD
461169.55
0.0484010431
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/38 FIXED 6.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 08/38 FIXED 6.5
3128M6M62
15427.48
PA
USD
16171.72
0.0016972676
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/36 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/36 FIXED 5
3128M6PR3
20557.37
PA
USD
20536.44
0.0021553572
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
NUCOR CORP SR UNSECURED 06/30 2.7
670346AS4
300000
PA
USD
265068.81
0.0278197181
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.700000000000
N
N
N
N
N
N
NVIDIA Corporation
549300S4KLFTLO7GSQ80
NVIDIA CORP SR UNSECURED 06/31 2
67066GAN4
400000
PA
USD
336129.13
0.0352776989
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/38 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/38 FIXED 6
3128M6YH5
28072.14
PA
USD
29117.24
0.0030559363
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 07/31 FIXED 7
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 07/31 FIXED 7
31292HKL7
234.57
PA
USD
243.22
0.0000255266
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/31 FIXED 7
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 08/31 FIXED 7
31292HKY9
862.79
PA
USD
896.82
0.0000941238
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/45 FIXED 3.5
3140E0VN2
871042.25
PA
USD
788299.25
0.0827342264
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 3.5
3140EVK97
345931.53
PA
USD
312746.11
0.0328235850
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/37 FIXED 3
3140H3ZJ8
755096.76
PA
USD
688033.45
0.0722110483
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/48 FIXED 4
3140HBFK9
891222
PA
USD
827728.49
0.0868724362
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.000000000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 1ST MORTGAGE 01/39 6
695114CL0
335000
PA
USD
340087.26
0.0356931157
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
6.000000000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.7
698299AW4
370000
PA
USD
358577.51
0.0376337196
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.700000000000
N
N
N
N
N
N
PayPal Holdings Inc.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85
70450YAE3
500000
PA
USD
450742.37
0.0473066812
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.850000000000
N
N
N
N
N
N
PayPal Holdings Inc.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSECURED 06/30 2.3
70450YAH6
600000
PA
USD
517228.81
0.0542846203
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.300000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625
706451BG5
230000
PA
USD
174871.78
0.0183532858
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.625000000000
N
N
N
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSECURED 01/40 5.5
713448BP2
280000
PA
USD
283475.41
0.0297515426
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.500000000000
N
N
N
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSECURED 03/42 4
713448BZ0
270000
PA
USD
230464.83
0.0241879330
Long
DBT
CORP
US
N
2
2042-03-05
Fixed
4.000000000000
N
N
N
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSECURED 02/26 2.85
713448DF2
495000
PA
USD
478121.38
0.0501801854
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.850000000000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/37 6.55
715638AU6
250000
PA
USD
266750.1
0.0279961743
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.550000000000
N
N
N
N
N
N
Rio Tinto Finance (USA) Limited
N/A
RIO TINTO FINANCE USA LTD COMPANY GUAR 11/40 5.2
767201AL0
250000
PA
USD
242170.52
0.0254164781
Long
DBT
CORP
AU
N
2
2040-11-02
Fixed
5.200000000000
N
N
N
N
N
N
Rio Tinto Finance (USA) Inc
N/A
RIO TINTO FINANCE USA PLC COMPANY GUAR 03/42 4.75
76720AAD8
270000
PA
USD
249286.2
0.0261632888
Long
DBT
CORP
GB
N
2
2042-03-22
Fixed
4.750000000000
N
N
N
N
N
N
Global Payments Inc.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSECURED 06/28 4.45
891906AF6
400000
PA
USD
386469.93
0.0405611076
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.450000000000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP SR UNSECURED 08/27 1.125
89788MAC6
700000
PA
USD
617947.27
0.0648553063
Long
DBT
CORP
US
N
2
2027-08-03
Fixed
1.125000000000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR
89788MAR3
700000
PA
USD
698176.82
0.0732756236
Long
DBT
CORP
US
N
2
2030-01-24
Variable
5.435000000000
N
N
N
N
N
N
Turkey Government International Bond
N/A
TURKIYE GOVERNMENT INTERNATION SR UNSECURED 01/41 6
900123BJ8
400000
PA
USD
332000
0.0348443350
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.000000000000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSECURED 10/51 3.799
907818EM6
313000
PA
USD
239474.83
0.0251335579
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.799000000000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSECURED 04/71 3.799
907818FS2
800000
PA
USD
562424.88
0.0590280751
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
3.799000000000
N
N
N
N
N
N
United Airlines 2016-2 Class AA Pass Through Trust
N/A
UNITED AIRLINES 2016-2 CLASS A PASS THRU CE 04/30 2.875
90932EAA1
199932.32
PA
USD
182202.36
0.0191226508
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.875000000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/40 6.05
91086QAV0
930000
PA
USD
898152.22
0.0942636050
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.050000000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/28 3.75
91087BAE0
2000000
PA
USD
1890246.18
0.1983866602
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.750000000000
N
N
N
N
N
N
United Parcel Service Inc.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC SR UNSECURED 03/29 3.4
911312BR6
400000
PA
USD
375965.46
0.0394586339
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.400000000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP SR UNSECURED 07/26 2.375
91159HHN3
1000000
PA
USD
943677.54
0.0990416155
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
2.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/43 3.875
912810TQ1
4000000
PA
USD
3615625
0.3794700266
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/53 3.625
912810TR9
5000000
PA
USD
4254882.8
0.4465619331
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/43 3.875
912810TS7
5000000
PA
USD
4511328.1
0.4734765896
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/53 4.125
912810TT5
1725000
PA
USD
1606338.87
0.1685897884
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/53 4.75
912810TV0
1410000
PA
USD
1457587.5
0.1529779132
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/54 4.25
912810TX6
6660000
PA
USD
6341568.75
0.6655655004
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/44 4.5
912810TZ1
1910000
PA
USD
1873590.63
0.1966386133
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/54 4.625
912810UA4
1000000
PA
USD
1013906.25
0.1064123165
Long
DBT
UST
US
N
2
2054-05-15
Fixed
4.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/44 4.625
912810UB2
1000000
PA
USD
998125
0.1047560298
Long
DBT
UST
US
N
2
2044-05-15
Fixed
4.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/26 2.125
9128286X3
2000000
PA
USD
1904531.24
0.1998859175
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/26 1.375
912828YD6
3000000
PA
USD
2796914.07
0.2935440087
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 01/27 1.5
912828Z78
30000000
PA
USD
27764062.5
2.9139165527
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 03/27 0.625
912828ZE3
1000000
PA
USD
899531.25
0.0944083381
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 07/27 0.375
91282CAD3
1800000
PA
USD
1587656.25
0.1666289948
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/25 0.25
91282CAT8
3300000
PA
USD
3101355.48
0.3254959921
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/27 0.5
91282CAU5
12000000
PA
USD
10533281.28
1.1054975357
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 07/32 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 07/32 FIXED 3
3128MFFD5
317739.27
PA
USD
302444.79
0.0317424325
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/34 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/34 FIXED 3.5
3128MFV70
453891.5
PA
USD
433345.42
0.0454808223
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/33 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/33 FIXED 3
3128MFVK1
721467.25
PA
USD
682207.74
0.0715996236
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Nomura Holdings Inc.
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103
65535HAQ2
1000000
PA
USD
884030.71
0.0927815128
Long
DBT
CORP
JP
N
2
2030-01-16
Fixed
3.103000000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP SR UNSECURED 01/28 3.25
666807BN1
300000
PA
USD
282533.67
0.0296527044
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.250000000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP SR UNSECURED 05/30 4.4
666807BS0
200000
PA
USD
193110.83
0.0202675255
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.400000000000
N
N
N
N
N
N
Oncor Electric Delivery Company LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 09/38 7.5
68233JAF1
188000
PA
USD
224974.35
0.0236116916
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.500000000000
N
N
N
N
N
N
ONEOK Partners L.P.
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP COMPANY GUAR 10/36 6.65
68268NAC7
268000
PA
USD
283217.02
0.0297244239
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.650000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/27 4.125
91282CFU0
10000000
PA
USD
9887890.6
1.0377619662
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/32 4.125
91282CFV8
8000000
PA
USD
7865312.48
0.8254866962
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/25 4.5
91282CFW6
10000000
PA
USD
9939453.1
1.0431735958
Long
DBT
UST
US
N
2
2025-11-15
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 04/30 3.5
91282CGZ8
2500000
PA
USD
2390234.38
0.2508618299
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/26 3.625
91282CHB0
4000000
PA
USD
3918437.52
0.4112510534
Long
DBT
UST
US
N
2
2026-05-15
Fixed
3.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/33 4.5
91282CJJ1
37615000
PA
USD
37961763.28
3.9841939698
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/28 4.375
91282CJN2
8245000
PA
USD
8243711.72
0.8652007622
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 12/28 3.75
91282CJR3
9800000
PA
USD
9549640.58
1.0022616740
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 01/29 4
91282CJW2
4245000
PA
USD
4179666.82
0.4386678042
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/26 4.625
91282CKB6
2000000
PA
USD
1992812.5
0.2091512843
Long
DBT
UST
US
N
2
2026-02-28
Fixed
4.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 03/29 4.125
91282CKG5
3000000
PA
USD
2969414.07
0.3116483696
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 03/26 4.5
91282CKH3
21530000
PA
USD
21417303.8
2.2478063524
Long
DBT
UST
US
N
2
2026-03-31
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 04/31 4.625
91282CKN0
6000000
PA
USD
6096562.5
0.6398514044
Long
DBT
UST
US
N
2
2031-04-30
Fixed
4.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 04/29 4.625
91282CKP5
6000000
PA
USD
6068906.28
0.6369488062
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/34 4.375
91282CKQ3
1000000
PA
USD
1000312.5
0.1049856141
Long
DBT
UST
US
N
2
2034-05-15
Fixed
4.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/27 4.5
91282CKR1
4700000
PA
USD
4693757.84
0.4926231046
Long
DBT
UST
US
N
2
2027-05-15
Fixed
4.500000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 06/28 5.75
00774MBC8
1000000
PA
USD
1010429.68
0.1060474406
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.750000000000
N
N
N
N
N
N
Aetna Inc.
549300QKBENKLBXQ8968
AETNA INC SR UNSECURED 11/24 3.5
00817YAQ1
200000
PA
USD
198374.32
0.0208199436
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.500000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 12/27 3.625
00912XAY0
400000
PA
USD
377326.12
0.0396014390
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.625000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 12/30 3.125
00914AAK8
600000
PA
USD
524259.38
0.0550224984
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.125000000000
N
N
N
N
N
N
Air Products and Chemicals Inc.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS AND CHEMICALS INC SR UNSECURED 05/27 1.85
009158AY2
500000
PA
USD
459473.17
0.0482230032
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.850000000000
N
N
N
N
N
N
Rio Tinto Alcan Inc.
N/A
RIO TINTO ALCAN INC SR UNSECURED 12/33 6.125
013716AU9
100000
PA
USD
105978.51
0.0111227431
Long
DBT
CORP
CA
N
2
2033-12-15
Fixed
6.125000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/27 2.25
9128283F5
20595000
PA
USD
19158177.06
2.0107046386
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/28 2.875
9128284N7
6800000
PA
USD
6424140.61
0.6742316496
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/25 3
9128285J5
2000000
PA
USD
1949453.12
0.2046005953
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/29 2.375
9128286T2
5000000
PA
USD
4566015.6
0.4792161967
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.375000000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc.
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIE COMPANY GUAR 02/33 1.875
015271AV1
400000
PA
USD
300930.57
0.0315835108
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.875000000000
N
N
N
N
N
N
The Allstate Corporation
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE SR UNSECURED 12/26 3.28
020002BD2
500000
PA
USD
478363.49
0.0502055955
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.280000000000
N
N
N
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
ALPHABET INC SR UNSECURED 08/30 1.1
02079KAD9
300000
PA
USD
245013.21
0.0257148264
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.100000000000
N
N
N
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
ALPHABET INC SR UNSECURED 08/50 2.05
02079KAF4
400000
PA
USD
227447.78
0.0238712851
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.050000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/53 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/53 FIXED 5.5
3132DSGS5
1206179.78
PA
USD
1193891.7
0.1253022963
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 02/54 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 02/54 FIXED 6
3132DSJF0
683011.25
PA
USD
691976.73
0.0726249067
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/53 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/53 FIXED 6
3132E0NN8
1785951.32
PA
USD
1803869.06
0.1893211382
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/41 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/41 FIXED 4.5
3132GK5A0
184509.89
PA
USD
179718.43
0.0188619554
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/42 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/42 FIXED 3
3132HM4M0
871685.29
PA
USD
780172.02
0.0818812507
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/47 FIXED 4
3132L8YS0
672703.35
PA
USD
626231.93
0.0657248047
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.000000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/27 0.75
459058JN4
1000000
PA
USD
880593.89
0.0924208088
Long
DBT
NUSS
US
N
2
2027-11-24
Fixed
0.750000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONST SR UNSECURED 07/26 0.875
459058JX2
1000000
PA
USD
925338.33
0.0971168638
Long
DBT
NUSS
US
N
2
2026-07-15
Fixed
0.875000000000
N
N
N
N
N
N
International Business Machines Corporation
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINE SR UNSECURED 11/39 5.6
459200GS4
21000
PA
USD
21349.01
0.0022406387
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.600000000000
N
N
N
N
N
N
International Business Machines Corporation
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINE SR UNSECURED 06/42 4
459200HF1
210000
PA
USD
171641.64
0.0180142735
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.000000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR
46647PDG8
1000000
PA
USD
989755.23
0.1038775989
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.851000000000
N
N
N
N
N
N
Johnson and Johnson
549300G0CFPGEF6X2043
JOHNSON + JOHNSON SR UNSECURED 07/38 5.85
478160AT1
285000
PA
USD
307767.03
0.0323010166
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
5.850000000000
N
N
N
N
N
N
Laboratory Corporation of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CORP OF AMERICA HOL SR UNSECURED 12/29 2.95
50540RAW2
500000
PA
USD
446576.38
0.0468694488
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.950000000000
N
N
N
N
N
N
Lennar Corporation
N/A
LENNAR CORP COMPANY GUAR 11/27 4.75
526057CD4
300000
PA
USD
295819.04
0.0310470414
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.750000000000
N
N
N
N
N
N
Eli Lilly and Company
FRDRIPF3EKNDJ2CQJL29
ELI LILLY and CO SR UNSECURED 05/50 2.25
532457BY3
500000
PA
USD
291525.98
0.0305964726
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.250000000000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP SR UNSECURED 06/40 7
534187BA6
150000
PA
USD
162277.62
0.0170314932
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.000000000000
N
N
N
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP SR UNSECURED 12/26 3.625
534187BF5
500000
PA
USD
478378.48
0.0502071688
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.625000000000
N
N
N
N
N
Lowe`s Companies Inc.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC SR UNSECURED 09/25 3.375
548661DH7
460000
PA
USD
448836.94
0.0471067009
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.375000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 10/38 4.6
20030NCL3
400000
PA
USD
364127.58
0.0382162150
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.600000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 02/50 3.45
20030NCZ2
500000
PA
USD
352776.48
0.0370248851
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.450000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 11/51 2.887
20030NDS7
256000
PA
USD
159716.78
0.0167627259
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.887000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 03/33 5
55336VBV1
145000
PA
USD
138531.2
0.0145392396
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.000000000000
N
N
N
N
N
N
Martin Marietta Materials Inc.
N/A
MARTIN MARIETTA MATERIALS INC SR UNSECURED 07/31 2.4
573284AW6
300000
PA
USD
248186.11
0.0260478312
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.400000000000
N
N
N
N
N
N
Consolidated Edison Company of New York Inc.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW SR UNSECURED 04/50 3.95
209111FY4
700000
PA
USD
546170.51
0.0573221332
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.950000000000
N
N
N
N
N
N
Constellation Brands Inc.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5
21036PAT5
350000
PA
USD
292532.51
0.0307021108
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.500000000000
N
N
N
N
N
N
Costco Wholesale Corporation
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP SR UNSECURED 04/30 1.6
22160KAP0
500000
PA
USD
420270.87
0.0441086114
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.600000000000
N
N
N
N
N
N
Crown Castle Inc.
54930012H97VSM0I2R19
CROWN CASTLE INC SR UNSECURED 06/26 3.7
22822VAC5
400000
PA
USD
386552.89
0.0405698145
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.700000000000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
MASTERCARD INC SR UNSECURED 11/26 2.95
57636QAG9
300000
PA
USD
286361.82
0.0300544795
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.950000000000
N
N
N
N
N
N
Mastercard Incorporated
AR5L2ODV9HN37376R084
MASTERCARD INC SR UNSECURED 11/31 2
57636QAU8
350000
PA
USD
287675.18
0.0301923203
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.000000000000
N
N
N
N
N
N
Crown Castle Inc.
54930012H97VSM0I2R19
CROWN CASTLE INC SR UNSECURED 07/31 2.5
22822VAY7
300000
PA
USD
247879.83
0.0260156863
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.500000000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 05/49 5.3
25470DBG3
400000
PA
USD
311968.83
0.0327420073
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.300000000000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
MCDONALD'S CORP SR UNSECURED 07/25 3.3
58013MFN9
1000000
PA
USD
979074.8
0.1027566577
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.300000000000
N
N
N
N
N
N
Medtronic Inc.
D56MRZY2INAN94ZONZ37
MEDTRONIC INC COMPANY GUAR 03/35 4.375
585055BT2
500000
PA
USD
470965.49
0.0494291546
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.375000000000
N
N
N
N
N
N
Merck and Co. Inc.
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC SR UNSECURED 02/25 2.75
58933YAR6
850000
PA
USD
836179.54
0.0877593977
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.750000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SUBORDINATED 05/38 7.75
59023VAA8
480000
PA
USD
570784.54
0.0599054450
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.750000000000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SR UNSECURED 10/25 3.9
25746UCE7
242000
PA
USD
236951.13
0.0248686884
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.900000000000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SR UNSECURED 04/30 3.375
25746UDG1
600000
PA
USD
541976.69
0.0568819800
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.375000000000
N
N
N
N
N
N
MetLife Inc.
C4BXATY60WC6XEOZDX54
METLIFE INC SR UNSECURED 05/46 4.6
59156RBR8
500000
PA
USD
435631.66
0.0457207696
Long
DBT
CORP
US
N
2
2046-05-13
Fixed
4.600000000000
N
N
N
N
N
N
Utah Acquisition Sub Inc.
N/A
UTAH ACQUISITION SUB INC COMPANY GUAR 06/26 3.95
62854AAN4
500000
PA
USD
484796.07
0.0508807129
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.950000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMPANY GUAR 06/44 4.5
29250NAJ4
400000
PA
USD
331354.63
0.0347766016
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.500000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMPANY GUAR 07/27 3.7
29250NAR6
400000
PA
USD
383265.77
0.0402248220
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.700000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMPANY GUAR 03/33 5.7
29250NBR5
700000
PA
USD
705505.11
0.0740447482
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.700000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 02/42 6.5
29273RAR0
50000
PA
USD
51717.52
0.0054278994
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.500000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 12/45 6.125
29273RBJ7
350000
PA
USD
343143.6
0.0360138872
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 06/27 5.5
29278NAN3
600000
PA
USD
601704.76
0.0631506092
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.500000000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2023-B TAOT 2023 B A4
N/A
TOYOTA AUTO RECEIVABLES 2023-B TAOT 2023 B A4
891941AE6
1250000
PA
USD
1234861.13
0.1296021534
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
4.660000000000
N
N
N
N
N
N
Toyota Motor Credit Corporation
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/28 3.05
89236TEM3
300000
PA
USD
281693.1
0.0295644842
Long
DBT
CORP
US
N
2
2028-01-11
Fixed
3.050000000000
N
N
N
N
N
N
Toyota Motor Credit Corporation
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/27 1.15
89236THG3
500000
PA
USD
446353.96
0.0468461052
Long
DBT
CORP
US
N
2
2027-08-13
Fixed
1.150000000000
N
N
N
N
N
N
NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4
N/A
NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4
62954HAY4
520000
PA
USD
471153.86
0.0494489245
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.400000000000
N
N
N
N
N
N
Nasdaq Inc.
549300L8X1Q78ERXFD06
NASDAQ INC SR UNSECURED 01/31 1.65
63111XAD3
500000
PA
USD
401384.52
0.0421264358
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.650000000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
NATIONAL RURAL UTILITIES COOPE COLLATERAL T 11/32 4.023
637432MS1
700000
PA
USD
642108.49
0.0673910944
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
4.023000000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY TURNPIKE AUTHORITY NJSTRN 01/41 FIXED 7.102
646139X83
90000
PA
USD
102823.37
0.0107916023
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.102000000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK STATE DORMITORY AUTHO NYSHGR 03/39 FIXED 5.628
64990FMT8
340000
PA
USD
344669.12
0.0361739949
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.628000000000
N
N
N
N
N
N
New York State Urban Development Corporation
54930039Y2EMGXN6LM88
NEW YORK STATE URBAN DEVELOPME NYSDEV 03/39 FIXED 5.77
650035TD0
270000
PA
USD
273583.79
0.0287133893
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.770000000000
N
N
N
N
N
N
Newmont Corporation
549300VSP3RIX7FGDZ51
NEWMONT CORP COMPANY GUAR 03/42 4.875
651639AP1
270000
PA
USD
249215.54
0.0261558728
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.875000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25
65339KBR0
700000
PA
USD
596801.62
0.0626360108
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.250000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 05/30 3.75
29278NAQ6
430000
PA
USD
395559.09
0.0415150405
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.750000000000
N
N
N
N
N
N
Entergy Texas Inc.
LWXX58X12AJXISQ28573
ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75
29365TAK0
700000
PA
USD
564174.85
0.0592117394
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.750000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 03/33 6.875
293791AF6
130000
PA
USD
144584.45
0.0151745452
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.875000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 02/30 FIXED 8
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 02/30 FIXED 8
31292HAX2
252.16
PA
USD
257.72
0.0000270484
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
8.000000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 02/53 5.25
65339KCQ1
700000
PA
USD
651384.99
0.0683646892
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
5.250000000000
N
N
N
N
N
N
NIKE Inc.
787RXPR0UX0O0XUXPZ81
NIKE INC SR UNSECURED 03/25 2.4
654106AH6
1000000
PA
USD
978456.94
0.1026918115
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.400000000000
N
N
N
N
N
N
Toyota Motor Credit Corporation
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/31 1.9
89236TJQ9
700000
PA
USD
568119.53
0.0596257447
Long
DBT
CORP
US
N
2
2031-09-12
Fixed
1.900000000000
N
N
N
N
N
N
TransCanada Pipelines Limited
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD SR UNSECURED 03/36 5.85
89352HAB5
405000
PA
USD
407703.99
0.0427896820
Long
DBT
CORP
CA
N
2
2036-03-15
Fixed
5.850000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/35 FIXED 2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/35 FIXED 2
3132D55M0
613224
PA
USD
542691.53
0.0569570045
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.000000000000
N
N
N
N
N
N
Travelers Property Casualty Corp.
N/A
TRAVELERS PROPERTY CASUALTY CO COMPANY GUAR 04/26 7.75
893939AE8
50000
PA
USD
52045.59
0.0054623312
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.750000000000
N
N
N
N
N
N
The Travelers Companies Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE SR UNSECURED 03/48 4.05
89417EAN9
300000
PA
USD
244087.74
0.0256176957
Long
DBT
CORP
US
N
2
2048-03-07
Fixed
4.050000000000
N
N
N
N
N
N
NiSource Inc.
N/A
NISOURCE INC SR UNSECURED 06/33 5.4
65473PAP0
1000000
PA
USD
989779.34
0.1038801293
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.400000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/29 4.5
91282CKT7
2500000
PA
USD
2516992.2
0.2641654201
Long
DBT
UST
US
N
2
2029-05-31
Fixed
4.500000000000
N
N
N
N
N
N
Tyson Foods Inc.
WD6L6041MNRW1JE49D58
TYSON FOODS INC SR UNSECURED 03/29 4.35
902494BK8
400000
PA
USD
384103.41
0.0403127346
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.350000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 04/26 4.55
902613BB3
800000
PA
USD
786139.02
0.0825075042
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.550000000000
N
N
N
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSECURED 08/25 3.25
907818ED6
500000
PA
USD
488538.07
0.0512734463
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.250000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC COMPANY GUAR 144A 02/33 2.6
11135FBF7
1000000
PA
USD
810405.69
0.0850543596
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.600000000000
N
N
N
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC SR UNSECURED 04/50 3.25
149123CJ8
400000
PA
USD
285452.94
0.0299590900
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.250000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 12/27 4.25
15135BAR2
700000
PA
USD
668350.52
0.0701452694
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
Cenovus Energy Inc.
N/A
CENOVUS ENERGY INC SR UNSECURED 04/27 4.25
15135UAM1
300000
PA
USD
291704.56
0.0306152151
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.250000000000
N
N
N
N
N
N
CenterPoint Energy Inc.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC SR UNSECURED 03/30 2.95
15189TAX5
700000
PA
USD
619620.73
0.0650309407
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.950000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 05/47 5.375
161175BL7
500000
PA
USD
399453.35
0.0419237541
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.375000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/29 5.05
161175BR4
400000
PA
USD
384677.07
0.0403729419
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.050000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 01/27 2.35
20030NBW0
455000
PA
USD
425983.15
0.0447081313
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.350000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 11/49 3.999
20030NCE9
500000
PA
USD
390194.33
0.0409519939
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.999000000000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 11/52 4.049
20030NCG4
1000000
PA
USD
774452.79
0.0812810014
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.049000000000
N
N
N
N
N
N
The Dow Chemical Company
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE SR UNSECURED 05/39 9.4
260543BY8
130000
PA
USD
172100.22
0.0180624028
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
9.400000000000
N
N
N
N
N
N
The Dow Chemical Company
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE SR UNSECURED 11/42 4.375
260543CG6
590000
PA
USD
486304.87
0.0510390657
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.375000000000
N
N
N
N
N
N
DuPont de Nemours Inc.
N/A
DUPONT DE NEMOURS INC SR UNSECURED 11/38 5.319
26078JAE0
242000
PA
USD
248933.11
0.0261262310
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.319000000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSECURED 12/45 4.8
26441CAP0
500000
PA
USD
431578.8
0.0452954105
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
4.800000000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSECURED 06/30 2.45
26441CBH7
435000
PA
USD
373505.53
0.0392004573
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.450000000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSECURED 08/52 5
26441CBU8
600000
PA
USD
521239.33
0.0547055357
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.000000000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSECURED 09/33 5.75
26441CBZ7
500000
PA
USD
507741.74
0.0532889256
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.750000000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 1ST REF MORT 01/38 6
26442CAB0
200000
PA
USD
207996.76
0.0218298458
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.000000000000
N
N
N
N
N
N
Eastman Chemical Company
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO SR UNSECURED 10/44 4.65
277432AP5
500000
PA
USD
417959.11
0.0438659857
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.650000000000
N
N
N
N
N
N
Eaton Corporation
0NZWDMRCE180888QQE14
EATON CORP COMPANY GUAR 09/27 3.103
278062AG9
500000
PA
USD
472075.99
0.0495457047
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.103000000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
OVINTIV INC COMPANY GUAR 08/34 6.5
292505AD6
270000
PA
USD
282400.64
0.0296387425
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.500000000000
N
N
N
N
N
N
Exelon Corporation
3SOUA6IRML7435B56G12
EXELON CORP SR UNSECURED 04/26 3.4
30161NAU5
542000
PA
USD
524425.21
0.0550399028
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.400000000000
N
N
N
N
N
N
Expedia Group Inc.
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25
30212PAR6
300000
PA
USD
270414.51
0.0283807644
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.250000000000
N
N
N
N
N
N
Evernorth Health Inc.
5493003UA6VMND084504
EVERNORTH HEALTH INC SR UNSECURED 11/41 6.125
30219GAG3
330000
PA
USD
309189.07
0.0324502637
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.125000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 03/32 FIXED 7.5
31292HQE7
2956.35
PA
USD
3122.35
0.0003276994
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/40 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/40 FIXED 4
31292K6A0
217725.72
PA
USD
206931.53
0.0217180469
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 03/39 FIXED 4.5
312932C20
27789.91
PA
USD
27117.02
0.0028460076
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/39 FIXED 4.5
3129366F9
56349.3
PA
USD
54975.21
0.0057698031
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/40 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/40 FIXED 4
312942NF8
67809.83
PA
USD
64522.52
0.0067718202
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 02/30 FIXED 7
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 02/30 FIXED 7
31294DAF8
1405.36
PA
USD
1450.61
0.0001522456
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/33 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 08/33 FIXED 4.5
31296K5E9
6666.29
PA
USD
6520.26
0.0006843197
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/33 FIXED 4.5
31296N6S1
2427.88
PA
USD
2375.19
0.0002492829
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/31 FIXED 7
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 05/31 FIXED 7
31298NJZ9
648.85
PA
USD
674.91
0.0000708337
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/36 FIXED 1.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/36 FIXED 1.5
3132CWUG7
1455211.53
PA
USD
1256126.51
0.1318340149
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
1.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/43 FIXED 3
3138WPG24
1376580.16
PA
USD
1226615.79
0.1287367817
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 05/53 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 05/53 FIXED 6
36179X2M7
1035597.04
PA
USD
1041662.22
0.1093253837
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/52 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/52 FIXED 4.5
36179XBU9
2214401.1
PA
USD
2108938.03
0.2213389858
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.500000000000
N
N
N
N
N
N
BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A4
N/A
BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A4
06054AAX7
145000
PA
USD
141000.02
0.0147983492
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.705000000000
N
N
N
N
N
N
The Home Depot Inc.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE SR UNSECURED 04/30 2.7
437076CB6
700000
PA
USD
623613.08
0.0654499491
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.700000000000
N
N
N
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP SR UNSECURED 07/46 3.2
494368BV4
300000
PA
USD
213214.34
0.0223774455
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.200000000000
N
N
N
N
N
N
Kinder Morgan Energy Partners L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 09/39 6.5
494550BD7
180000
PA
USD
186895.53
0.0196152122
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
6.500000000000
N
N
N
N
N
N
Kinder Morgan Energy Partners L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/41 6.375
494550BH8
60000
PA
USD
61037.79
0.0064060880
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.375000000000
N
N
N
N
N
N
Kinder Morgan Inc.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMPANY GUAR 02/29 5
494553AD2
700000
PA
USD
692223.71
0.0726508279
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.000000000000
N
N
N
N
N
N
Kinder Morgan Inc.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMPANY GUAR 06/45 5.55
49456BAH4
375000
PA
USD
349774.46
0.0367098147
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.550000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875
50076QAR7
40000
PA
USD
44421.16
0.0046621258
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.875000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3
50077LAD8
458000
PA
USD
438633.52
0.0460358233
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.000000000000
N
N
N
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
KROGER CO/THE SR UNSECURED 02/26 3.5
501044DC2
500000
PA
USD
485203.67
0.0509234917
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.500000000000
N
N
N
N
N
N
L3Harris Technologies Inc.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC SR UNSECURED 12/29 2.9
502431AF6
300000
PA
USD
267566.99
0.0280819092
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.900000000000
N
N
N
N
N
N
LYB International Finance II B.V.
N/A
LYB INTERNATIONAL FINANCE II B COMPANY GUAR 03/27 3.5
50247WAB3
400000
PA
USD
383156.54
0.0402133580
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.500000000000
N
N
N
N
N
N
METROPOLITAN WASHINGTON AIRPOR METAPT 10/46 FIXED 7.462
N/A
METROPOLITAN WASHINGTON AIRPOR METAPT 10/46 FIXED 7.462
592643AA8
40000
PA
USD
48282.16
0.0050673487
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
7.462000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 11/52 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 11/52 FIXED 5
36179XLH7
1813744.73
PA
USD
1767647.68
0.1855196023
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 11/52 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 11/52 FIXED 6.5
36179XLL8
1104725.6
PA
USD
1120493.02
0.1175988981
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
6.500000000000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP SR UNSECURED 11/25 3.125
594918BJ2
438000
PA
USD
427139.57
0.0448295008
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.125000000000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP SR UNSECURED 06/50 2.525
594918CC6
1538000
PA
USD
971121.36
0.1019219217
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.525000000000
N
N
N
N
N
N
Mid-America Apartments L.P.
549300FXWGE3QSYCUJ38
MID-AMERICA APARTMENTS LP SR UNSECURED 03/29 3.95
59523UAQ0
800000
PA
USD
765270.82
0.0803173278
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.950000000000
N
N
N
N
N
N
Berkshire Hathaway Energy Company
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 04/36 6.125
59562VAM9
436000
PA
USD
456275.22
0.0478873694
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.125000000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc.
N/A
MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/27 VAR
606822BY9
1600000
PA
USD
1480598.19
0.1553929499
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.538000000000
N
N
N
N
N
N
Mizuho Financial Group Inc.
N/A
MIZUHO FINANCIAL GROUP INC SR UNSECURED 05/27 VAR
60687YBP3
800000
PA
USD
739496.15
0.0776122036
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.234000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 01/53 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 01/53 FIXED 5.5
36179XQX7
893571.83
PA
USD
886961.45
0.0930891022
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/53 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/53 FIXED 4
36179XTA4
931412.84
PA
USD
860795.45
0.0903429068
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/53 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/53 FIXED 5
36179XTC0
1414798.22
PA
USD
1377956.31
0.1446203955
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 02/53 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 02/53 FIXED 5.5
36179XTD8
1303653.97
PA
USD
1294009.93
0.1358099865
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
5.500000000000
N
N
N
N
N
N
Mondelez International Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC SR UNSECURED 05/48 4.625
609207AP0
300000
PA
USD
249732.18
0.0262100956
Long
DBT
CORP
US
N
2
2048-05-07
Fixed
4.625000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4
61691YAJ0
2000000
PA
USD
1700244.2
0.1784454173
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
2.728000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/31 VAR
6174468P7
1000000
PA
USD
917614.49
0.0963062250
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.622000000000
N
N
N
N
N
N
NiSource Inc.
N/A
NISOURCE INC SR UNSECURED 03/48 3.95
65473QBG7
400000
PA
USD
300012.74
0.0314871820
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.950000000000
N
N
N
N
N
N
Norfolk Southern Corporation
N/A
NORFOLK SOUTHERN CORP SR UNSECURED 10/41 4.837
655844BH0
240000
PA
USD
218855.4
0.0229694906
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.837000000000
N
N
N
N
N
N
Novartis Capital Corporation
N/A
NOVARTIS CAPITAL CORP COMPANY GUAR 11/25 3
66989HAJ7
500000
PA
USD
486350.39
0.0510438432
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.000000000000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMPANY GUAR 11/28 5.65
682680BJ1
370000
PA
USD
375560.52
0.0394161343
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.650000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 05/25 2.95
68389XBC8
550000
PA
USD
537411.69
0.0564028704
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.950000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 03/53 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 03/53 FIXED 4.5
36179XVR4
1548468.42
PA
USD
1473269.37
0.1546237696
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
4.500000000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 05/38 6.375
718172AC3
300000
PA
USD
322258.61
0.0338219487
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.375000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 05/45 4.125
68389XBF1
500000
PA
USD
391494.44
0.0410884441
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.125000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 07/26 2.65
68389XBM6
310000
PA
USD
293791.07
0.0308342002
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.650000000000
N
N
N
N
N
N
Plains All American Pipeline L.P. and PAA Finance Corp.
N/A
PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 02/45 4.9
72650RBH4
500000
PA
USD
423826.16
0.0444817491
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.900000000000
N
N
N
N
N
N
Precision Castparts Corp.
0XOOAY5P5J7Q734SEC89
PRECISION CASTPARTS CORP SR UNSECURED 06/25 3.25
740189AM7
500000
PA
USD
490251.79
0.0514533061
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.250000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 11/47 4
68389XBQ7
400000
PA
USD
302831.76
0.0317830461
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.000000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 03/31 2.875
68389XCE3
400000
PA
USD
345389.93
0.0362496459
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.875000000000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 03/28 3.55
741503BC9
300000
PA
USD
285262.02
0.0299390524
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.550000000000
N
N
N
N
N
N
The Procter and Gamble Company
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO/THE SR UNSECURED 03/50 3.6
742718FK0
600000
PA
USD
473563.2
0.0497017916
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
3.600000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I SR UNSECURED 04/29 3.45
693475AW5
1000000
PA
USD
927391.04
0.0973323015
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.450000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/27 VAR
693475BL8
500000
PA
USD
493882.53
0.0518343625
Long
DBT
CORP
US
N
2
2027-01-26
Variable
4.758000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/31 2.5
694308JG3
600000
PA
USD
494590.47
0.0519086628
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/48 3
912810SA7
6700000
PA
USD
5098019.55
0.5350515096
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.000000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3
00774MAX3
500000
PA
USD
429608.19
0.0450885895
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.300000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/48 3
912810SD1
1750000
PA
USD
1327744.15
0.1393504879
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/49 3
912810SF6
3000000
PA
USD
2272382.82
0.2384929768
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.000000000000
N
N
N
N
N
N
Public Service Company of Colorado
N/A
PUBLIC SERVICE CO OF COLORADO 1ST MORTGAGE 09/42 3.6
744448CG4
500000
PA
USD
375414.36
0.0394007944
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.600000000000
N
N
N
N
N
N
QUALCOMM Incorporated
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC SR UNSECURED 05/32 1.65
747525BP7
566000
PA
USD
445814.26
0.0467894622
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.650000000000
N
N
N
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMPANY GUAR 05/43 4.5
02209SAQ6
500000
PA
USD
409293.41
0.0429564961
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.500000000000
N
N
N
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMPANY GUAR 02/41 3.4
02209SBM4
400000
PA
USD
288497.08
0.0302785811
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.400000000000
N
N
N
N
N
N
Vodafone Group Public Limited Company
N/A
VODAFONE GROUP PLC SR UNSECURED 05/28 4.375
92857WBK5
400000
PA
USD
391557.77
0.0410950907
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.375000000000
N
N
N
N
N
N
Vodafone Group Public Limited Company
N/A
VODAFONE GROUP PLC SR UNSECURED 05/48 5.25
92857WBM1
300000
PA
USD
276387.94
0.0290076927
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.250000000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSECURED 08/47 4.05
023135BJ4
600000
PA
USD
499525.81
0.0524266406
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.050000000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSECURED 06/50 2.5
023135BT2
800000
PA
USD
489219.42
0.0513449559
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.500000000000
N
N
N
N
N
N
Vulcan Materials Company
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO SR UNSECURED 06/30 3.5
929160AZ2
300000
PA
USD
273247.61
0.0286781062
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
WALMART INC SR UNSECURED 06/48 4.05
931142EC3
500000
PA
USD
415216.64
0.0435781558
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.050000000000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
WALMART INC SR UNSECURED 07/29 3.25
931142EN9
600000
PA
USD
563527.01
0.0591437468
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
3.250000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 03/33 VAR
95000U2U6
1000000
PA
USD
867205.6
0.0910156701
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.350000000000
N
N
N
N
N
N
Shell International Finance B.V.
N/A
SHELL INTERNATIONAL FINANCE BV COMPANY GUAR 12/38 6.375
822582AD4
90000
PA
USD
99183.68
0.0104096066
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.375000000000
N
N
N
N
N
N
Shell International Finance B.V.
N/A
SHELL INTERNATIONAL FINANCE BV COMPANY GUAR 05/45 4.375
822582BF8
1000000
PA
USD
852440.89
0.0894660722
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.375000000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSECURED 05/31 2.1
023135BZ8
400000
PA
USD
336987.88
0.0353678271
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.100000000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSECURED 12/32 4.7
023135CR5
700000
PA
USD
693749.9
0.0728110058
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.700000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 10/25 2.6
097023BP9
438000
PA
USD
418842.54
0.0439587042
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.600000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 02/30 2.95
097023CN3
400000
PA
USD
342450.81
0.0359411770
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.950000000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC COMPANY GUAR 01/31 2.75
95040QAL8
500000
PA
USD
430700.95
0.0452032777
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.750000000000
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP SR UNSECURED 06/26 1.15
961214ER0
800000
PA
USD
743007.34
0.0779807129
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.150000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 02/50 3.75
097023CQ6
400000
PA
USD
261744.64
0.0274708371
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.750000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 05/50 5.805
097023CW3
600000
PA
USD
540720
0.0567500869
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
Ameren Corporation
XRZQ5S7HYJFPHJ78L959
AMEREN CORP SR UNSECURED 01/31 3.5
023608AJ1
1000000
PA
USD
901532.34
0.0946183581
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.500000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.2
N/A
AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.2
023765AA8
195600
PA
USD
181376.32
0.0190359556
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.200000000000
N
N
N
N
N
N
Whirlpool Corporation
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP SR UNSECURED 03/43 5.15
96332HCG2
300000
PA
USD
265016.38
0.0278142155
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.150000000000
N
N
N
N
N
N
The Williams Companies Inc.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5
969457BX7
400000
PA
USD
362562.56
0.0380519618
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.500000000000
N
N
N
N
N
N
The Williams Companies Inc.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE SR UNSECURED 09/45 5.1
96949LAC9
400000
PA
USD
360372.28
0.0378220857
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.100000000000
N
N
N
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC SR UNSECURED 06/25 3.3
98389BAR1
400000
PA
USD
391071.08
0.0410440112
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.300000000000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 08/33 VAR
025816DA4
1000000
PA
USD
943443.35
0.0990170366
Long
DBT
CORP
US
N
2
2033-08-03
Variable
4.420000000000
N
N
N
N
N
N
American Honda Finance Corporation
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP SR UNSECURED 01/31 1.8
02665WDT5
600000
PA
USD
491731.25
0.0516085796
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
1.800000000000
N
N
N
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP I SR UNSECURED 05/36 6.25
026874AZ0
430000
PA
USD
455452.38
0.0478010100
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.250000000000
N
N
N
N
N
N
Automatic Data Processing Inc.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING INC SR UNSECURED 09/25 3.375
053015AE3
752000
PA
USD
736524.98
0.0773003710
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.375000000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc.
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS INC SR UNSECURED 01/26 3.05
98956PAS1
500000
PA
USD
482804.74
0.0506717172
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.050000000000
N
N
N
N
N
N
AutoZone Inc.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC SR UNSECURED 04/25 3.25
053332AR3
1000000
PA
USD
981375.76
0.1029981499
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.250000000000
N
N
N
N
N
N
AvalonBay Communities Inc.
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC SR UNSECURED 01/32 2.05
053484AB7
400000
PA
USD
327294.58
0.0343504879
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.050000000000
N
N
N
N
N
N
The Sherwin-Williams Company
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE SR UNSECURED 06/27 3.45
824348AW6
300000
PA
USD
285702.89
0.0299853229
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.450000000000
N
N
N
N
N
N
Simon Property Group L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP SR UNSECURED 09/25 3.5
828807CV7
440000
PA
USD
430534.5
0.0451858083
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Simon Property Group L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP SR UNSECURED 06/27 3.375
828807DC8
500000
PA
USD
476947.32
0.0500569645
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.375000000000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
N/A
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
830867AB3
200000
PA
USD
194781.57
0.0204428743
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
Avery Dennison Corporation
549300PW7VPFCYKLIV37
AVERY DENNISON CORP SR UNSECURED 04/30 2.65
053611AK5
400000
PA
USD
347937.27
0.0365169964
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.650000000000
N
N
N
N
N
N
B.A.T Capital Corporation
N/A
BAT CAPITAL CORP COMPANY GUAR 09/26 3.215
05526DBJ3
500000
PA
USD
477194.95
0.0500829539
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.215000000000
N
N
N
N
N
N
Southern California Edison Company
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 07/35 5.35
842400FA6
130000
PA
USD
128422.2
0.0134782716
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.350000000000
N
N
N
N
N
N
Southern California Edison Company
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 06/30 2.25
842400GU1
700000
PA
USD
593573.58
0.0622972189
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.250000000000
N
N
N
N
N
N
B.A.T Capital Corporation
N/A
BAT CAPITAL CORP COMPANY GUAR 03/31 2.726
05526DBS3
600000
PA
USD
505984.63
0.0531045119
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.726000000000
N
N
N
N
N
N
BMO 2022-C1 MORTGAGE TRUST BMO 2022 C1 A5
N/A
BMO 2022-C1 MORTGAGE TRUST BMO 2022 C1 A5
05609MCC7
2000000
PA
USD
1752721.4
0.1839530472
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
3.374000000000
N
N
N
N
N
N
AEP Transmission Company LLC
N/A
AEP TRANSMISSION CO LLC SR UNSECURED 12/47 3.75
00115AAH2
400000
PA
USD
297123.35
0.0311839324
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.750000000000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
SOUTHERN CO/THE SR UNSECURED 07/26 3.25
842587CV7
572000
PA
USD
549925.12
0.0577161901
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.250000000000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
SOUTHERN CO/THE SR UNSECURED 07/46 4.4
842587CX3
500000
PA
USD
417499.73
0.0438177725
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.400000000000
N
N
N
N
N
N
Baidu Inc.
N/A
BAIDU INC SR UNSECURED 06/25 4.125
056752AG3
250000
PA
USD
246704.5
0.0258923321
Long
DBT
CORP
CN
N
2
2025-06-30
Fixed
4.125000000000
N
N
N
N
N
N
BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 12/27 3.337
N/A
BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 12/27 3.337
05723KAE0
500000
PA
USD
472661.98
0.0496072060
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.337000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 05/46 4.75
00206RCQ3
900000
PA
USD
778385.6
0.0816937609
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.750000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 03/41 6.375
00206RDG4
360000
PA
USD
379510.84
0.0398307315
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.375000000000
N
N
N
N
N
N
BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486
N/A
BAKER HUGHES HOLDINGS LLC / BA SR UNSECURED 05/30 4.486
05724BAA7
500000
PA
USD
486138.27
0.0510215806
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.486000000000
N
N
N
N
N
N
Baltimore Gas and Electric Company
N/A
BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/52 4.55
059165EP1
700000
PA
USD
583405.08
0.0612300062
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.550000000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES SR UNSECURED 11/26 3.75
002824BF6
283000
PA
USD
276026.12
0.0289697187
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.750000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/29 3.2
00287YBX6
1000000
PA
USD
917602.38
0.0963049541
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.200000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 09/27 VAR
05964HAN5
700000
PA
USD
641915.52
0.0673708417
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.722000000000
N
N
N
N
N
N
BANK 2017-BNK6 BANK 2017 BNK6 A4
N/A
BANK 2017-BNK6 BANK 2017 BNK6 A4
060352AE1
2000000
PA
USD
1884028.8
0.1977341286
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.254000000000
N
N
N
N
N
N
Chubb INA Holdings LLC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS LLC COMPANY GUAR 05/26 3.35
00440EAV9
300000
PA
USD
290293.13
0.0304670816
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.350000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 04/26 4.45
00774MAL9
400000
PA
USD
392622.84
0.0412068728
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.450000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SUBORDINATED 03/26 4.45
06051GFU8
700000
PA
USD
688368.49
0.0722462117
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.450000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 01/48 VAR
06051GGG8
500000
PA
USD
426311.23
0.0447425642
Long
DBT
CORP
US
N
2
2048-01-20
Variable
4.443000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 08/26 2.45
037833BZ2
1060000
PA
USD
1006935.9
0.1056807586
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.450000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 05/30 1.65
037833DU1
900000
PA
USD
758420.93
0.0795984126
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.650000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 5.5
3133BPUN6
1342093.11
PA
USD
1324104.77
0.1389685248
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/50 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/50 FIXED 4.5
3133KKG86
1176016.8
PA
USD
1119781.09
0.1175241791
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 01/26 VAR
06051GGZ6
1200000
PA
USD
1183393.5
0.1242004807
Long
DBT
CORP
US
N
2
2026-01-23
Variable
3.366000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 12/28 VAR
06051GHD4
1312000
PA
USD
1233704.68
0.1294807807
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.419000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 03/29 VAR
06051GHG7
500000
PA
USD
478071.42
0.0501749419
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.970000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 02/30 VAR
06051GHQ5
2000000
PA
USD
1894047.34
0.1987856026
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.974000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 01/35 VAR
06051GMA4
560000
PA
USD
559433.53
0.0587141245
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.468000000000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/T SR UNSECURED 05/27 3.25
06406RAD9
800000
PA
USD
763725.95
0.0801551894
Long
DBT
CORP
US
N
2
2027-05-16
Fixed
3.250000000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE SR UNSECURED 02/30 4.85
06417XAP6
700000
PA
USD
688751.95
0.0722864569
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.850000000000
N
N
N
N
N
N
BANK 2022-BNK39 BANK 2022 BNK39 A4
N/A
BANK 2022-BNK39 BANK 2022 BNK39 A4
06539VAJ7
2000000
PA
USD
1699926.4
0.1784120633
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
2.928000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS5 A3
N/A
GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS5 A3
36252HAC5
2742203.92
PA
USD
2620543.03
0.2750333714
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
3.409000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A4
N/A
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A4
362548AE9
1300000
PA
USD
1294317.44
0.1358422606
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
5.090000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/51 FIXED 1.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/51 FIXED 1.5
3133KLHG5
4225520.47
PA
USD
3181428.17
0.3338998465
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/51 FIXED 2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/51 FIXED 2
3133KLZW0
4982608.86
PA
USD
3917105.86
0.4111112919
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/52 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/52 FIXED 3
3133KNVT7
2020819.87
PA
USD
1730828.78
0.1816553551
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/53 FIXED 6.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/53 FIXED 6.5
3133KR5Y6
1876147.74
PA
USD
1928046.49
0.2023539092
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/53 FIXED 5
3133KRB29
948362.13
PA
USD
917529.36
0.0962972904
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANKS BONDS 07/36 5.5
3133XGAY0
1690000
PA
USD
1839769.47
0.1930889873
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE COR NOTES 09/29 6.75
3134A3U46
1200000
PA
USD
1329057.78
0.1394883571
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
6.750000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE COR NOTES 07/32 6.25
3134A4KX1
450000
PA
USD
503601.82
0.0528544293
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.250000000000
N
N
N
N
N
N
GE HealthCare Technologies Inc.
N/A
GE HEALTHCARE TECHNOLOGIES INC COMPANY GUAR 03/30 5.857
36267VAH6
225000
PA
USD
231236.41
0.0242689125
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.857000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/33 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 09/33 FIXED 5
36290QKC8
3514.62
PA
USD
3489.93
0.0003662780
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 08/33 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 08/33 FIXED 4.5
36290SFJ5
4816.6
PA
USD
4704.53
0.0004937537
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 10/33 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 10/33 FIXED 5
36290SKY6
5241.83
PA
USD
5204.78
0.0005462563
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 06/34 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 06/34 FIXED 5.5
36291KAF4
1921.99
PA
USD
1946.21
0.0002042602
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 10/38 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 10/38 FIXED 6
36295K3P6
28004.91
PA
USD
28762.4
0.0030186949
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/30 FIXED VAR
31368HKV4
680.59
PA
USD
707.44
0.0000742478
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/42 FIXED VAR
3138EK2D6
640817.73
PA
USD
607115.52
0.0637184837
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 05/38 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 05/38 FIXED 6.5
36295QDY3
39814.58
PA
USD
41321.47
0.0043368047
Long
ABS-MBS
USGA
US
N
2
2038-05-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 07/38 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 07/38 FIXED 6
36296G6H9
23802.93
PA
USD
24391.38
0.0025599440
Long
ABS-MBS
USGA
US
N
2
2038-07-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 10/38 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 10/38 FIXED 6
36296LQK9
7669.62
PA
USD
7860.32
0.0008249627
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 06/39 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 06/39 FIXED 5
36296QV55
107589.75
PA
USD
107136.05
0.0112442302
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/43 FIXED 3
3138W6WK8
686245.43
PA
USD
612911.73
0.0643268122
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/28 FIXED 3
3138WAFC6
417995.77
PA
USD
403205.91
0.0423175958
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/38 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 09/38 FIXED 6
36296RZ34
19396.38
PA
USD
19926.09
0.0020912993
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
6.000000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/26 3.75
38143U8H7
500000
PA
USD
487052.48
0.0511175295
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.750000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/28 FIXED 2.5
3138WQRK0
162386.83
PA
USD
155631.28
0.0163339411
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/35 FIXED VAR
31402QYV7
57781.8
PA
USD
58605.61
0.0061508238
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.500000000000
N
N
N
N
N
N
Healthpeak OP LLC
N/A
HEALTHPEAK OP LLC COMPANY GUAR 07/29 3.5
40414LAR0
400000
PA
USD
369498.49
0.0387799072
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.500000000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SUBORDINATED 09/37 6.5
404280AH2
660000
PA
USD
684237.19
0.0718126201
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.500000000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR
404280BT5
1000000
PA
USD
966670.88
0.1014548313
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.583000000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR
404280CH0
1000000
PA
USD
864445.33
0.0907259720
Long
DBT
CORP
GB
N
2
2031-06-04
Variable
2.848000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/34 FIXED 4.5
31404YHA3
1707.41
PA
USD
1666.9
0.0001749458
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/34 FIXED 5.5
31405NMD4
13447
PA
USD
13598.14
0.0014271631
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.500000000000
N
N
N
N
N
N
The Hartford Financial Services Group Inc.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SERVICES GR SR UNSECURED 10/36 5.95
416515AS3
170000
PA
USD
176749.49
0.0185503568
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.950000000000
N
N
N
N
N
N
HP Inc.
WHKXQACZ14C5XRO8LW03
HP INC SR UNSECURED 09/41 6
428236BR3
500000
PA
USD
510889.82
0.0536193255
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/35 FLOATING VAR
31406BMG2
10070.93
PA
USD
10166.37
0.0010669892
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Floating
5.710000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/36 FLOATING VAR
31406L5A2
36305.43
PA
USD
36729.82
0.0038548981
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Floating
6.981000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/36 FIXED 6
31407HRF5
27916.73
PA
USD
28696.16
0.0030117428
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/35 FIXED 5
31408FGD5
56318.92
PA
USD
56172.2
0.0058954306
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/36 FIXED 5.5
31409ECM1
22883.13
PA
USD
23259.67
0.0024411679
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/51 FIXED 1.5
3140QHJA4
1740155.1
PA
USD
1309632.9
0.1374496612
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/51 FIXED 2.5
3140QL6V3
9207201.25
PA
USD
7600660.64
0.7977107403
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/51 FIXED 2
3140QMH80
17956935.93
PA
USD
14285292.01
1.4992816288
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/36 FIXED 1.5
3140QMPF5
1336053.19
PA
USD
1153270.02
0.1210389366
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
1.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED 4
3140QPFQ5
3387547.2
PA
USD
3114184.67
0.3268424517
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/53 FIXED 5
3132DPUP1
561640.28
PA
USD
546188.66
0.0573240381
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/36 FIXED 5.5
31411EE45
7198.92
PA
USD
7330.71
0.0007693787
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/37 FIXED 5.5
31411UMW8
3465.03
PA
USD
3532.14
0.0003707080
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/37 FLOATING VAR
31411UQM6
56368.39
PA
USD
57700.13
0.0060557911
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
6.983000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/39 FIXED 4
31412N3P9
68003.52
PA
USD
64763.53
0.0067971149
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/28 3.75
694308JK4
30000
PA
USD
28168.99
0.0029564148
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.750000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/25 3.45
694308JL2
30000
PA
USD
29266.33
0.0030715838
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.450000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/30 4.55
694308JM0
227000
PA
USD
215115.94
0.0225770237
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.550000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95
694308JN8
827000
PA
USD
683284.76
0.0717126599
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.950000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7
71643VAB1
173000
PA
USD
144849.22
0.0152023336
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.700000000000
N
N
N
N
N
N
Suncor Energy Inc.
N/A
SUNCOR ENERGY INC SR UNSECURED 05/35 5.95
71644EAG7
235000
PA
USD
233857.33
0.0245439854
Long
DBT
CORP
CA
N
2
2035-05-15
Fixed
5.950000000000
N
N
N
N
N
N
Public Service Electric and Gas Company
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 05/25 3
74456QBL9
250000
PA
USD
245018.43
0.0257153743
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.000000000000
N
N
N
N
N
N
Quest Diagnostics Incorporated
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC SR UNSECURED 03/45 4.7
74834LAY6
500000
PA
USD
445166.35
0.0467214622
Long
DBT
CORP
US
N
2
2045-03-30
Fixed
4.700000000000
N
N
N
N
N
N
Quest Diagnostics Incorporated
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC SR UNSECURED 06/29 4.2
74834LBA7
500000
PA
USD
481459.05
0.0505304833
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.200000000000
N
N
N
N
N
N
Raymond James Financial Inc.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC SR UNSECURED 07/46 4.95
754730AF6
600000
PA
USD
539985.77
0.0566730273
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.950000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/42 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/42 FIXED 3.5
36176XKS7
699394.88
PA
USD
645053.65
0.0677001973
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/45 FIXED 3.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/45 FIXED 3.5
36179RJE0
528389.59
PA
USD
482762.78
0.0506673134
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 07/45 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 07/45 FIXED 4
36179RJF7
243890.22
PA
USD
229190.81
0.0240542210
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/33 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/33 FIXED 5.5
36200MFY4
3537.88
PA
USD
3571.86
0.0003748768
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.500000000000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
REALTY INCOME CORP SR UNSECURED 01/31 3.25
756109AX2
200000
PA
USD
176918.89
0.0185681358
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.250000000000
N
N
N
N
N
N
Realty Income Corporation
549300CUWDAUZSH43859
REALTY INCOME CORP SR UNSECURED 06/26 4.875
756109BF0
185000
PA
USD
183326.12
0.0192405926
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.875000000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC SR UNSECURED 09/50 2.8
75886FAF4
1000000
PA
USD
612823.82
0.0643175858
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.800000000000
N
N
N
N
N
N
Republic Services Inc.
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC SR UNSECURED 03/33 2.375
760759BA7
400000
PA
USD
319767.28
0.0335604766
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.375000000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC COMPANY GUAR 03/42 4.5
775109CJ8
700000
PA
USD
592700.68
0.0622056056
Long
DBT
CORP
CA
N
2
2042-03-15
Fixed
4.500000000000
N
N
N
N
N
N
Roper Technologies Inc.
N/A
ROPER TECHNOLOGIES INC SR UNSECURED 09/28 4.2
776743AF3
500000
PA
USD
483291.51
0.0507228051
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.200000000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA SR UNSECURED 11/31 2.3
78016EYH4
800000
PA
USD
662650.43
0.0695470289
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
2.300000000000
N
N
N
N
N
N
SandP Global Inc.
Y6X4K52KMJMZE7I7MY94
SandP GLOBAL INC COMPANY GUAR 03/32 2.9
78409VBK9
600000
PA
USD
518475.58
0.0544154723
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.900000000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A
78450MAA0
932563.63
PA
USD
853016.23
0.0895264557
Long
ABS-O
CORP
US
N
2
2051-02-15
Fixed
1.680000000000
N
N
N
N
N
N
Salesforce Inc.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC SR UNSECURED 07/41 2.7
79466LAK0
400000
PA
USD
279951.92
0.0293817424
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.700000000000
N
N
N
N
N
N
San Diego Gas and Electric Company
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 09/37 6.125
797440BJ2
202000
PA
USD
203910.47
0.0214009781
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.125000000000
N
N
N
N
N
N
The Charles Schwab Corporation
N/A
CHARLES SCHWAB CORP/THE SR UNSECURED 01/28 3.2
808513AU9
300000
PA
USD
281572.3
0.0295518059
Long
DBT
CORP
US
N
2
2028-01-25
Fixed
3.200000000000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
STATE STREET CORP SR UNSECURED 05/34 VAR
857477CC5
700000
PA
USD
691780.25
0.0726042855
Long
DBT
CORP
US
N
2
2034-05-18
Variable
5.159000000000
N
N
N
N
N
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
STIFEL FINANCIAL CORP SR UNSECURED 07/24 4.25
860630AD4
500000
PA
USD
499579.87
0.0524323143
Long
DBT
CORP
US
N
2
2024-07-18
Fixed
4.250000000000
N
N
N
N
N
N
Stryker Corporation
5493002F0SC4JTBU5137
STRYKER CORP SR UNSECURED 03/46 4.625
863667AJ0
350000
PA
USD
307535.31
0.0322766969
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.625000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 04/50 4.5
87264AAZ8
700000
PA
USD
584616.28
0.0613571251
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.500000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 04/30 3.875
87264ABF1
600000
PA
USD
560896
0.0588676149
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 02/41 3
87264ABL8
400000
PA
USD
286216.76
0.0300392550
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.000000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 01/54 5.75
87264ADB8
700000
PA
USD
696702.06
0.0731208434
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.750000000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4
87612BBU5
500000
PA
USD
450468.7
0.0472779587
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.000000000000
N
N
N
N
N
N
Target Corporation
8WDDFXB5T1Z6J0XC1L66
TARGET CORP SR UNSECURED 11/47 3.9
87612EBG0
500000
PA
USD
395017.97
0.0414582485
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.900000000000
N
N
N
N
N
N
Teck Resources Limited
T8KI5SQ2JRWHL7XY0E11
TECK RESOURCES LTD SR UNSECURED 07/41 6.25
878742AW5
270000
PA
USD
270469.21
0.0283865053
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.250000000000
N
N
N
N
N
N
Telefonica Europe B.V.
N/A
TELEFONICA EUROPE BV COMPANY GUAR 09/30 8.25
879385AD4
350000
PA
USD
395821.11
0.0415425403
Long
DBT
CORP
NL
N
2
2030-09-15
Fixed
8.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/41 4.375
912810QQ4
1830000
PA
USD
1794615.23
0.1883499227
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/47 3
912810RV2
11185000
PA
USD
8572253.91
0.8996821903
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/47 2.75
912810RY6
3000000
PA
USD
2185312.5
0.2293547015
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.750000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/36 FIXED 6
31409ELR0
13378.11
PA
USD
13776.3
0.0014458615
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/36 FIXED 5.5
31409TRH3
18725.85
PA
USD
19047.87
0.0019991276
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED 2
3140MAEB6
13685967.27
PA
USD
10823452.78
1.1359518519
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED 3
3140MHTC3
7083807.35
PA
USD
6118183.82
0.6421206228
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.000000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
346603.62
NS
USD
3464927.11
0.3636538586
Long
STIV
RF
US
N
1
N
N
CubeSmart L.P.
N/A
CUBESMART LP COMPANY GUAR 11/25 4
22966RAC0
200000
PA
USD
195492.76
0.0205175157
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.000000000000
N
N
N
N
N
N
DH Europe Finance II Sarl
N/A
DH EUROPE FINANCE II SARL COMPANY GUAR 11/39 3.25
23291KAJ4
300000
PA
USD
237169.17
0.0248915723
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.250000000000
N
N
N
N
N
N
D.R. Horton Inc.
N/A
DR HORTON INC COMPANY GUAR 10/27 1.4
23331ABP3
200000
PA
USD
177880.93
0.0186691046
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.400000000000
N
N
N
N
N
N
DTE Electric Company
N/A
DTE ELECTRIC CO GENL REF MOR 08/47 3.75
23338VAG1
300000
PA
USD
228040.32
0.0239334738
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.750000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/36 FIXED VAR
3140XDK88
2247079.64
PA
USD
1994942.47
0.2093748307
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/35 FIXED VAR
3140XDMF0
699893.7
PA
USD
666803.08
0.0699828612
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFTG6
9900528.65
PA
USD
8205496.76
0.8611899945
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFY39
2446048.66
PA
USD
2165534.33
0.2272789268
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/37 FIXED VAR
3140XGNY1
2955658.92
PA
USD
2683410.52
0.2816314915
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/37 FIXED VAR
3140XGPQ6
3288545.57
PA
USD
2906189.34
0.3050127561
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/36 FIXED VAR
3140XHT31
961681.87
PA
USD
845660.63
0.0887544648
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED VAR
3140XJGG2
1839686.73
PA
USD
1739498.49
0.1825652656
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/53 FIXED VAR
3140XMEB8
1214512.89
PA
USD
1203354.43
0.1262954365
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/39 4.25
912810QB7
3860000
PA
USD
3772245.29
0.3959077671
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/40 4.625
912810QE1
5000000
PA
USD
5079687.5
0.5331275093
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/40 4.25
912810QL5
750000
PA
USD
726562.5
0.0762547806
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/41 4.75
912810QN1
2000000
PA
USD
2054062.5
0.2155796443
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/49 2.875
912810SH2
1500000
PA
USD
1108007.82
0.1162885412
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/49 2.25
912810SJ8
2000000
PA
USD
1292656.24
0.1356679130
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/50 1.25
912810SN9
8000000
PA
USD
3965000
0.4161379168
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/51 2
912810SZ2
12000000
PA
USD
7208437.44
0.7565458108
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/41 2
912810TC2
7000000
PA
USD
4808945.33
0.5047123561
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/52 3
912810TJ7
1000000
PA
USD
752304.69
0.0789564960
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/42 3.375
912810TK4
8000000
PA
USD
6756875.04
0.7091530652
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 03/26 0.75
91282CBT7
4000000
PA
USD
3730312.48
0.3915068006
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 09/26 0.875
91282CCZ2
5000000
PA
USD
4601757.8
0.4829674413
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/31 1.375
91282CDJ7
3000000
PA
USD
2440312.5
0.2561176696
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.375000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 08/62 4.1
037833ER7
700000
PA
USD
566285.08
0.0594332140
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.100000000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 05/53 4.85
037833EW6
470000
PA
USD
454530.05
0.0477042089
Long
DBT
CORP
US
N
2
2053-05-10
Fixed
4.850000000000
N
N
N
N
N
N
Applied Materials Inc.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC SR UNSECURED 10/25 3.9
038222AJ4
470000
PA
USD
463308.06
0.0486254857
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.900000000000
N
N
N
N
N
N
Applied Materials Inc.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC SR UNSECURED 10/35 5.1
038222AK1
470000
PA
USD
476846.84
0.0500464188
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.100000000000
N
N
N
N
N
N
Boston Properties Limited Partnership
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55
10112RBE3
500000
PA
USD
389906.35
0.0409217695
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.550000000000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65
101137BA4
500000
PA
USD
438900.26
0.0460638184
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.650000000000
N
N
N
N
N
N
BP Capital Markets America Inc.
N/A
BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 09/25 3.796
10373QAB6
800000
PA
USD
786040.67
0.0824971821
Long
DBT
CORP
US
N
2
2025-09-21
Fixed
3.796000000000
N
N
N
N
N
N
Brazilian Government International Bond
N/A
BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 01/25 4.25
105756BV1
1612000
PA
USD
1593234.97
0.1672144972
Long
DBT
NUSS
BR
N
2
2025-01-07
Fixed
4.250000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC COMPANY GUAR 11/32 4.3
11135FAS0
700000
PA
USD
654268.77
0.0686673501
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.300000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 03/28 4.3
126650CX6
389000
PA
USD
375625.58
0.0394229625
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.300000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 03/48 5.05
126650CZ1
500000
PA
USD
430803.55
0.0452140459
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 06/53 5.875
126650DZ0
366000
PA
USD
350722.68
0.0368093330
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.875000000000
N
N
N
N
N
N
California State of
N/A
STATE OF CALIFORNIA CAS 04/34 FIXED 7.5
13063A5E0
80000
PA
USD
92335.59
0.0096908802
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.500000000000
N
N
N
N
N
N
California State of
N/A
STATE OF CALIFORNIA CAS 10/39 FIXED 7.3
13063A7D0
400000
PA
USD
457615.96
0.0480280838
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.300000000000
N
N
N
N
N
N
Canadian Natural Resources Limited
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD SR UNSECURED 03/38 6.25
136385AL5
290000
PA
USD
297526.34
0.0312262273
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.250000000000
N
N
N
N
N
N
Canadian Pacific Railway Company
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 11/29 2.875
13648TAC1
500000
PA
USD
447609.9
0.0469779196
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
2.875000000000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/25 3.2
14040HBG9
2000000
PA
USD
1969565.16
0.2067114105
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.200000000000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SR UNSECURED 05/33 VAR
14040HCT0
480000
PA
USD
463211.24
0.0486153242
Long
DBT
CORP
US
N
2
2033-05-10
Variable
5.268000000000
N
N
N
N
N
N
Cardinal Health Inc.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC SR UNSECURED 09/25 3.75
14149YBE7
500000
PA
USD
489794.2
0.0514052807
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.750000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A4
N/A
CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A4
14318UAE1
1000000
PA
USD
1008160
0.1058092313
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.700000000000
N
N
N
N
N
N
Carrier Global Corporation
N/A
CARRIER GLOBAL CORP SR UNSECURED 04/50 3.577
14448CAS3
500000
PA
USD
363688.6
0.0381701428
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.577000000000
N
N
N
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC SR UNSECURED 04/30 2.6
149123CH2
560000
PA
USD
497208.75
0.0521834586
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.600000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 01/31 VAR
172967ML2
1000000
PA
USD
870802.99
0.0913932263
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.666000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 06/27 VAR
172967NA5
600000
PA
USD
556096.46
0.0583638896
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.462000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/28 VAR
172967NS6
1000000
PA
USD
984074.19
0.1032813577
Long
DBT
CORP
US
N
2
2028-05-24
Variable
4.658000000000
N
N
N
N
N
N
DTE Electric Company
N/A
DTE ELECTRIC CO 1ST MORTGAGE 04/33 5.2
23338VAS5
230000
PA
USD
229751.49
0.0241130659
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.200000000000
N
N
N
N
N
N
Deere and Company
PWFTNG3EI0Y73OXWDH08
DEERE and CO SR UNSECURED 04/30 3.1
244199BJ3
500000
PA
USD
454725.31
0.0477247019
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.100000000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP SR UNSECURED 01/25 2.05
24422EVC0
500000
PA
USD
491210.29
0.0515539034
Long
DBT
CORP
US
N
2
2025-01-09
Fixed
2.050000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3
N/A
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3
24703TAG1
600000
PA
USD
603385.12
0.0633269677
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.300000000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY 11/26 VAR
251526CE7
600000
PA
USD
569401.98
0.0597603414
Long
DBT
CORP
US
N
2
2026-11-24
Variable
2.129000000000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
N/A
DEUTSCHE TELEKOM INTERNATIONAL COMPANY GUAR 06/30 8.75
25156PAC7
146000
PA
USD
170195.04
0.0178624488
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.750000000000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
DEVON ENERGY CORP SR UNSECURED 06/45 5
25179MAU7
885000
PA
USD
754389.42
0.0791752943
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.000000000000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
DEVON ENERGY CORP SR UNSECURED 09/31 7.875
25179SAD2
170000
PA
USD
192102.08
0.0201616543
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.875000000000
N
N
N
N
N
N
Diageo Capital plc
N/A
DIAGEO CAPITAL PLC COMPANY GUAR 04/30 2
25243YBD0
300000
PA
USD
255712.23
0.0268377187
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.000000000000
N
N
N
N
N
N
Digital Realty Trust L.P.
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45
25389JAT3
200000
PA
USD
193809.55
0.0203408581
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.450000000000
N
N
N
N
N
N
Dignity Health
N/A
DIGNITY HEALTH UNSECURED 11/42 4.5
254010AB7
300000
PA
USD
261486.58
0.0274437530
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.500000000000
N
N
N
N
N
N
The Walt Disney Company
N/A
WALT DISNEY CO/THE COMPANY GUAR 01/31 2.65
254687FX9
400000
PA
USD
349132.34
0.0366424224
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.650000000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP COMPANY GUAR 06/44 4.125
25468PDB9
500000
PA
USD
416937.9
0.0437588068
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.125000000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP COMPANY GUAR 09/25 3.15
25468PDF0
500000
PA
USD
487262.3
0.0511395507
Long
DBT
CORP
US
N
2
2025-09-17
Fixed
3.150000000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 05/29 4.125
25470DBF5
900000
PA
USD
830848.86
0.0871999278
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/42 4.85
29379VAW3
280000
PA
USD
252895.21
0.0265420645
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
4.850000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/52 3.2
29379VCA9
700000
PA
USD
465133.45
0.0488170656
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.200000000000
N
N
N
N
N
N
Equifax Inc.
5493004MCF8JDC86VS77
EQUIFAX INC SR UNSECURED 05/30 3.1
294429AS4
1200000
PA
USD
1069956.5
0.1122949480
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.100000000000
N
N
N
N
N
N
Equinix Inc.
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSECURED 07/30 2.15
29444UBH8
400000
PA
USD
335370.33
0.0351980607
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.150000000000
N
N
N
N
N
N
Essex Portfolio L.P.
5493003GN3O58H286O74
ESSEX PORTFOLIO LP COMPANY GUAR 01/30 3
29717PAU1
400000
PA
USD
355305.1
0.0372902709
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.000000000000
N
N
N
N
N
N
The Estee Lauder Companies Inc.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE SR UNSECURED 04/30 2.6
29736RAQ3
600000
PA
USD
526033.69
0.0552087173
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.600000000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK SR UNSECURED 02/36 4.875
298785DV5
1000000
PA
USD
1031648.61
0.1082744271
Long
DBT
NUSS
LU
N
2
2036-02-15
Fixed
4.875000000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK SR UNSECURED 03/27 4.375
298785KB1
1500000
PA
USD
1489444.61
0.1563214066
Long
DBT
NUSS
LU
N
2
2027-03-19
Fixed
4.375000000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY SR UNSECURED 04/29 4.25
30040WAF5
500000
PA
USD
475817.12
0.0499383468
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.250000000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/39 6.25
30161MAG8
160000
PA
USD
165258.83
0.0173443796
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.250000000000
N
N
N
N
N
N
FREDDIE MAC NON GOLD POOL FH 08/37 FLOATING VAR
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL FH 08/37 FLOATING VAR
3128JNYP4
236754.74
PA
USD
242644.7
0.0254662446
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
6.091000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 07/35 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 07/35 FIXED 5
3128K64H0
50236.71
PA
USD
50169.75
0.0052654566
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/35 FIXED 4.5
3128LXC32
66179.05
PA
USD
64654.07
0.0067856267
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/36 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/36 FIXED 5
3128LXS92
18124.6
PA
USD
18110.22
0.0019007186
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/36 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/36 FIXED 5.5
3128LXTD2
34359.42
PA
USD
35019.61
0.0036754067
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/36 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/36 FIXED 6
3128LXUE8
32962.8
PA
USD
34026.37
0.0035711634
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/31 FIXED 7
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 05/31 FIXED 7
31292HJU9
128.11
PA
USD
132.77
0.0000139346
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 09/47 FIXED 3
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 09/47 FIXED 3
36179TG33
1801450.37
PA
USD
1588608.83
0.1667289708
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 09/47 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 09/47 FIXED 4
36179TG58
368055.24
PA
USD
344377.11
0.0361433476
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 01/48 FIXED 4
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 01/48 FIXED 4
36179TQQ1
267294.74
PA
USD
249931.78
0.0262310442
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL G2 10/48 FIXED 4.5
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL G2 10/48 FIXED 4.5
36179UEA6
266831.72
PA
USD
256708.52
0.0269422822
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
4.500000000000
N
N
N
N
N
N
General Dynamics Corporation
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMPANY GUAR 04/30 3.625
369550BM9
500000
PA
USD
468711.89
0.0491926329
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.625000000000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 03/44 4.5
369604BH5
500000
PA
USD
434793.75
0.0456328286
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
4.500000000000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 01/39 6.875
36962G4B7
168000
PA
USD
189938.49
0.0199345795
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875000000000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75
36962GXZ2
66000
PA
USD
72279.5
0.0075859371
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.750000000000
N
N
N
N
N
N
General Mills Inc.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC SR UNSECURED 04/30 2.875
370334CL6
600000
PA
USD
532194.44
0.0558553053
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.875000000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 04/48 5.4
37045VAQ3
300000
PA
USD
268416.02
0.0281710173
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.400000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 03/26 5.25
37045XBG0
650000
PA
USD
646354.3
0.0678367041
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.250000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6
37045XCY0
420000
PA
USD
377187.16
0.0395868547
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.600000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4
37045XDP8
300000
PA
USD
265120.82
0.0278251767
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.400000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/32 3.1
37045XDS2
350000
PA
USD
294161.81
0.0308731104
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.100000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/30 2.6
38141GXG4
700000
PA
USD
613411.4
0.0643792540
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.600000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/42 VAR
38141GYC2
1000000
PA
USD
739333.64
0.0775951477
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.210000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/33 VAR
38141GZM9
1000000
PA
USD
854062.6
0.0896362752
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.102000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR
38141GZU1
1000000
PA
USD
977314.74
0.1025719344
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.482000000000
N
N
N
N
N
N
Indiana Michigan Power Company
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER CO SR UNSECURED 05/28 3.85
454889AS5
600000
PA
USD
570941.94
0.0599219646
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.850000000000
N
N
N
N
N
N
TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED
549300UCF0D858BIOV83
TRANE TECHNOLOGIES GLOBAL HOLD COMPANY GUAR 02/48 4.3
45687AAN2
600000
PA
USD
497356.61
0.0521989769
Long
DBT
CORP
US
N
2
2048-02-21
Fixed
4.300000000000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
INTEL CORP SR UNSECURED 08/31 2
458140BU3
500000
PA
USD
406895.95
0.0427048759
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.000000000000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
INTEL CORP SR UNSECURED 02/33 5.2
458140CG3
1000000
PA
USD
998438.07
0.1047888874
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.200000000000
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 06/25 7
458182BV3
325000
PA
USD
330196.62
0.0346550652
Long
DBT
NUSS
US
N
2
2025-06-15
Fixed
7.000000000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 07/26 2
4581X0DJ4
1000000
PA
USD
945953.45
0.0992804787
Long
DBT
NUSS
US
N
2
2026-07-23
Fixed
2.000000000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/31 1.125
4581X0DS4
2000000
PA
USD
1621568.5
0.1701881810
Long
DBT
NUSS
US
N
2
2031-01-13
Fixed
1.125000000000
N
N
N
N
N
N
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC COMPANY GUAR 09/27 3.1
45866FAF1
400000
PA
USD
375609.6
0.0394212854
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.100000000000
N
N
N
N
N
N
Intercontinental Exchange Inc.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6
45866FAW4
500000
PA
USD
477157.5
0.0500790235
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.600000000000
N
N
N
N
N
N
International Business Machines Corporation
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINE SR UNSECURED 02/26 3.45
459200JG7
1115000
PA
USD
1083474.95
0.1137137474
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.450000000000
N
N
N
N
N
N
International Paper Company
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO SR UNSECURED 09/35 5
460146CM3
500000
PA
USD
468973.38
0.0492200770
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.000000000000
N
N
N
N
N
N
REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375
N/A
REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 06/33 5.375
465410BG2
1000000
PA
USD
985647.65
0.1034464968
Long
DBT
NUSS
IT
N
2
2033-06-15
Fixed
5.375000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 05/38 6.4
46625HHF0
125000
PA
USD
138244.89
0.0145091906
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.400000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/26 3.3
46625HQW3
700000
PA
USD
677650.92
0.0711213726
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.300000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR
46647PAF3
700000
PA
USD
668059.04
0.0701146777
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.540000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR
46647PAM8
500000
PA
USD
472831.36
0.0496249829
Long
DBT
CORP
US
N
2
2029-01-23
Variable
3.509000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 12/29 VAR
46647PAX4
600000
PA
USD
582489.92
0.0611339576
Long
DBT
CORP
US
N
2
2029-12-05
Variable
4.452000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR
46647PBL9
1000000
PA
USD
864326.63
0.0907135141
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.522000000000
N
N
N
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSECURED 04/30 3.95
071813BY4
500000
PA
USD
466267.91
0.0489361303
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.950000000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL AUTHORITY BAYTRN 10/50 FIXED 6.907
072024PY2
50000
PA
USD
58657.18
0.0061562362
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
6.907000000000
N
N
N
N
N
N
Becton Dickinson and Company
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO SR UNSECURED 12/44 4.685
075887BG3
400000
PA
USD
352415.86
0.0369870370
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.685000000000
N
N
N
N
N
N
Berkshire Hathaway Energy Company
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 02/45 4.5
084659AF8
500000
PA
USD
437611.25
0.0459285332
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corporation
N/A
BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 05/42 4.4
084664BU4
600000
PA
USD
543604.21
0.0570527928
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.400000000000
N
N
N
N
N
N
Berkshire Hathaway Inc.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC SR UNSECURED 03/26 3.125
084670BS6
500000
PA
USD
483964.99
0.0507934887
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.125000000000
N
N
N
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
BIOGEN INC SR UNSECURED 02/51 3.25
09062XAK9
561000
PA
USD
372536.77
0.0390987832
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.250000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 09/31 8.75
097023AE5
90000
PA
USD
102641.64
0.0107725292
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
8.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/31 4.625
91282CKU4
5550000
PA
USD
5640187.5
0.5919535629
Long
DBT
UST
US
N
2
2031-05-31
Fixed
4.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 06/27 4.625
91282CKV2
3000000
PA
USD
3008671.86
0.3157685852
Long
DBT
UST
US
N
2
2027-06-15
Fixed
4.625000000000
N
N
N
N
N
N
RTX Corporation
I07WOS4YJ0N7YRFE7309
RTX CORP SR UNSECURED 07/38 6.125
913017BP3
225000
PA
USD
235784.17
0.0247462127
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.125000000000
N
N
N
N
N
N
RTX Corporation
I07WOS4YJ0N7YRFE7309
RTX CORP SR UNSECURED 11/48 4.625
913017CX5
500000
PA
USD
429141.8
0.0450396405
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.625000000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8
91324PAR3
300000
PA
USD
313708.21
0.0329245602
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.800000000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC SR UNSECURED 03/42 4.375
91324PBW1
50000
PA
USD
43777.18
0.0045945383
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.375000000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC SR UNSECURED 12/48 4.45
91324PDQ2
300000
PA
USD
257209.43
0.0269948541
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.450000000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC SR UNSECURED 05/50 2.9
91324PDZ2
400000
PA
USD
259420.37
0.0272268984
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.900000000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC SR UNSECURED 05/31 2.3
91324PED0
500000
PA
USD
419534.67
0.0440313452
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.300000000000
N
N
N
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35
91324PER9
700000
PA
USD
709250.37
0.0744378238
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.350000000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC SR UNSECURED 12/29 4.016
92343VEU4
500000
PA
USD
472568.52
0.0495973971
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.016000000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC SR UNSECURED 11/50 2.875
92343VFU3
500000
PA
USD
314523.43
0.0330101198
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.875000000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC SR UNSECURED 10/30 1.68
92343VFX7
400000
PA
USD
325096.56
0.0341197996
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.680000000000
N
N
N
N
N
N
Verisk Analytics Inc.
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC SR UNSECURED 03/29 4.125
92345YAF3
600000
PA
USD
576795.75
0.0605363384
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.125000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOMCBS INC SR UNSECURED 05/50 4.95
92556HAC1
470000
PA
USD
327407.38
0.0343623266
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.950000000000
N
N
N
N
N
N
Viatris Inc
N/A
VIATRIS INC COMPANY GUAR 06/30 2.7
92556VAD8
500000
PA
USD
424374.27
0.0445392748
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.700000000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/38 8.875
927804FG4
190000
PA
USD
245236.93
0.0257383065
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
8.875000000000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
VISA INC SR UNSECURED 12/25 3.15
92826CAD4
463000
PA
USD
450280.72
0.0472582297
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.150000000000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
VISA INC SR UNSECURED 12/45 4.3
92826CAF9
463000
PA
USD
401550.49
0.0421438548
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.300000000000
N
N
N
N
N
N
Visa Inc.
549300JZ4OKEHW3DPJ59
VISA INC SR UNSECURED 04/30 2.05
92826CAM4
600000
PA
USD
515181.82
0.0540697829
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.050000000000
N
N
N
N
N
N
VMware LLC
549300BUDHS3LRWBE814
VMWARE LLC SR UNSECURED 08/28 1.8
928563AK1
400000
PA
USD
350344.18
0.0367696084
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.800000000000
N
N
N
N
N
N
2024-07-30
John Hancock Variable Insurance Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer