0001752724-22-015918.txt : 20220127
0001752724-22-015918.hdr.sgml : 20220127
20220127162445
ACCESSION NUMBER: 0001752724-22-015918
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220127
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST
CENTRAL INDEX KEY: 0000939934
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07257
FILM NUMBER: 22563488
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000006762
SIIT LONG DURATION FUND
C000018351
SIIT LONG DURATION FUND - CLASS A
LDRAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000939934
XXXXXXXX
S000006762
C000018351
SEI INSTITUTIONAL INVESTMENTS TRUST
811-07257
0000939934
0N2JSH1PTH72JCCP2A88
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIIT LONG DURATION FUND
S000006762
1BMBUNURU48A1EP6KD61
2022-05-31
2021-11-30
N
1230868271.38
17779007.70
1213089263.68
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
295092.33000000
USD
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 6.125000% 10/15/2039
29379VAG8
385000.00000000
PA
USD
529336.22000000
0.043635389072
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 4.032000% 07/24/2048
46647PAK2
760000.00000000
PA
USD
909115.18000000
0.074942150360
Long
DBT
CORP
US
N
2
2048-07-24
Fixed
4.03200000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.800000% 11/15/2037
68389XBP9
2170000.00000000
PA
USD
2312072.16000000
0.190593736934
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 2.739000% 10/15/2030
46647PBE5
1885000.00000000
PA
USD
1936172.81000000
0.159606788055
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
TTX COMPANY
549300I8CNSYS1OGX775
TTX CO 144A 4.600000% 02/01/2049
87305QCN9
564000.00000000
PA
USD
750705.27000000
0.061883761770
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.60000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.280000% 08/14/2041
91087BAQ3
334000.00000000
PA
USD
343809.58000000
0.028341655498
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 5.930000% 05/01/2060
097023CX1
750000.00000000
PA
USD
1036683.68000000
0.085458153083
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO 3.100000% 12/02/2051
13645RBH6
1665000.00000000
PA
USD
1712421.36000000
0.141162024203
Long
DBT
NUSS
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051
92343VGB4
2603000.00000000
PA
USD
2854209.93000000
0.235284411086
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/13/2022
912796K73
1005000.00000000
PA
USD
1004960.99000000
0.082843119635
Long
DBT
UST
US
N
2
2022-01-13
None
0.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.800000% 12/01/2057
00206RMN9
9110000.00000000
PA
USD
9513757.93000000
0.784258686878
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 5.100000% 02/15/2045
29379VBC6
600000.00000000
PA
USD
750422.90000000
0.061860484835
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
SOUTHWESTERN ELECTRIC POWER COMPANY
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELECTRIC POWER CO 6.200000% 03/15/2040
845437BL5
1610000.00000000
PA
USD
2274737.59000000
0.187516092847
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 2.700000% 08/21/2040
126650DP2
410000.00000000
PA
USD
392458.45000000
0.032351984454
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 5.850000% 08/15/2045
761713BB1
650000.00000000
PA
USD
789347.00000000
0.065069160500
Long
DBT
CORP
GB
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.060000% 06/17/2041
10373QBR0
885000.00000000
PA
USD
892812.31000000
0.073598236892
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040
92343VFT6
170000.00000000
PA
USD
162304.08000000
0.013379401241
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE CO
TAE73CY392TBWJ3O3305
NEW YORK LIFE INSURANCE CO 144A 3.750000% 05/15/2050
64952GAT5
401000.00000000
PA
USD
461732.86000000
0.038062562568
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.000000% 11/15/2041
912810TC2
1815000.00000000
PA
USD
1860375.00000000
0.153358458911
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040
035240AS9
151000.00000000
PA
USD
177373.38000000
0.014621626397
Long
DBT
CORP
BE
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.375000% 02/08/2041
037833EE6
1130000.00000000
PA
USD
1106919.83000000
0.091248011431
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
KAISER FOUNDATION HOSPITALS
DW4Z57L3G4IRMHYZYK62
KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041
48305QAF0
580000.00000000
PA
USD
592028.66000000
0.048803387988
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TRUST
N/A
HARBORVIEW MORTGAGE LOAN TRUST 2004-8 HVMLT 2004-8 2A4A
41161PHC0
69776.90000000
PA
USD
67896.36000000
0.005596979713
Long
ABS-MBS
US
N
2
2034-11-19
Floating
0.48875040
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 4.150000% 04/01/2045
12189LAW1
190000.00000000
PA
USD
231503.72000000
0.019083815752
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
THE NEW YORK AND PRESBYTERIAN HOSPITAL
19EOSPKL8HML7MY3UE63
NEW YORK AND PRESBYTERIAN HOSPITAL/THE 4.763000% 08/01/2116
649322AE4
179000.00000000
PA
USD
257664.18000000
0.021240331417
Long
DBT
CORP
US
N
2
2116-08-01
Fixed
4.76300000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.330000% 03/15/2050
06051GHS1
1240000.00000000
PA
USD
1550282.73000000
0.127796261694
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 3.125000% 03/15/2051
202795JT8
1655000.00000000
PA
USD
1742484.62000000
0.143640263925
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.12500000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046
718286CP0
795000.00000000
PA
USD
791127.67000000
0.065215948544
Long
DBT
NUSS
PH
N
2
2046-07-06
Fixed
3.20000000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 3.000000% 05/15/2032
46590XAD8
1347000.00000000
PA
USD
1332331.17000000
0.109829606929
Long
DBT
NUSS
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.000000% 02/15/2041
87264ABL8
1780000.00000000
PA
USD
1698814.20000000
0.140040329336
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 6.600000% 04/01/2036
37045VAK6
210000.00000000
PA
USD
282118.87000000
0.023256233357
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.450000% 02/04/2032
02209SBL6
385000.00000000
PA
USD
362430.60000000
0.029876663725
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044
07274NBF9
1580000.00000000
PA
USD
1803033.18000000
0.148631533884
Long
DBT
CORP
DE
N
2
2044-07-15
Fixed
4.40000000
N
N
N
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC 3.950000% 08/15/2049
444859BL5
490000.00000000
PA
USD
569680.67000000
0.046961150102
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.95000000
N
N
N
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC 3.900000% 03/01/2035
94106LBB4
360000.00000000
PA
USD
404998.07000000
0.033385677552
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.90000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP 4.750000% 11/15/2048
126408HN6
202000.00000000
PA
USD
265546.87000000
0.021890134382
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 3.625000% 02/01/2031
097023DC6
74000.00000000
PA
USD
78611.83000000
0.006480300531
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.800000% 07/10/2045
026874DF1
70000.00000000
PA
USD
90962.81000000
0.007498443249
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOLDINGS
549300JQDKSBWYRGGV95
BAYLOR SCOTT & WHITE HOLDINGS 4.185000% 11/15/2045
072863AC7
1040000.00000000
PA
USD
1318691.29000000
0.108705214816
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.18500000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 5.300000% 12/01/2034
49456BAG6
3131000.00000000
PA
USD
3787530.50000000
0.312221912549
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 2.511000% 10/20/2032
61747YEH4
435000.00000000
PA
USD
436413.27000000
0.035975363319
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.000000% 02/04/2061
02209SBP7
1010000.00000000
PA
USD
970607.56000000
0.080011223333
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 144A 6.875000% 04/15/2040
77340RAM9
1135000.00000000
PA
USD
1265525.00000000
0.104322496117
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP 2.750000% 08/19/2041
615369AV7
455000.00000000
PA
USD
448284.94000000
0.036953994518
Long
DBT
CORP
US
N
2
2041-08-19
Fixed
2.75000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.281000% 04/24/2048
172967LJ8
1848000.00000000
PA
USD
2303807.59000000
0.189912454011
Long
DBT
CORP
US
N
2
2048-04-24
Fixed
4.28100000
N
N
N
N
N
N
INTERSTATE POWER AND LIGHT COMPANY
EF9UQIIO4KY2BWOK3P26
INTERSTATE POWER AND LIGHT CO 3.100000% 11/30/2051
461070AT1
330000.00000000
PA
USD
336858.56000000
0.027768653971
Long
DBT
CORP
US
N
2
2051-11-30
Fixed
3.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 05/15/2047
912810RX8
3625000.00000000
PA
USD
4500239.25000000
0.370973462937
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/09/2021
912796J59
1085000.00000000
PA
USD
1084992.76000000
0.089440471734
Long
DBT
UST
US
N
2
2021-12-09
None
0.00000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURANCE COMPANY
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTUAL INSURANCE CO 144A 4.350000% 04/30/2050
638671AN7
320000.00000000
PA
USD
371686.73000000
0.030639685069
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC 3.650000% 06/01/2049
57636QAL8
285000.00000000
PA
USD
332796.70000000
0.027433817936
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 2733 ME
31394NUA4
59620.30000000
PA
USD
66418.38000000
0.005475143667
Long
DBT
USGA
US
N
2
2034-01-15
Fixed
5.00000000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 7.300000% 07/01/2038
88732JAN8
450000.00000000
PA
USD
645601.21000000
0.053219596391
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.900000% 06/15/2047
437076BS0
607000.00000000
PA
USD
725584.59000000
0.059812959501
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.90000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038
38148YAA6
3750000.00000000
PA
USD
4281444.38000000
0.352937290617
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.01700000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC 4.750000% 03/15/2039
571748BH4
709000.00000000
PA
USD
901243.90000000
0.074293287970
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPITALS
DW4Z57L3G4IRMHYZYK62
KAISER FOUNDATION HOSPITALS 3.266000% 11/01/2049
48305QAE3
580000.00000000
PA
USD
641639.08000000
0.052892981515
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.26600000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALTY, L.P.
549300028US163ELJN70
REXFORD INDUSTRIAL REALTY LP 2.150000% 09/01/2031
76169XAB0
330000.00000000
PA
USD
315486.90000000
0.026006899034
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
Duke Energy Progress, LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC 4.375000% 03/30/2044
26442RAB7
2155000.00000000
PA
USD
2646178.81000000
0.218135539504
Long
DBT
CORP
US
N
2
2044-03-30
Fixed
4.37500000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.921000% 03/17/2052
594918CE2
3558000.00000000
PA
USD
3788401.28000000
0.312293694571
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052
161175CA0
745000.00000000
PA
USD
752741.04000000
0.062051578769
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 4.200000% 04/01/2043
437076BA9
460000.00000000
PA
USD
557939.28000000
0.045993258427
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.20000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE CO
TAE73CY392TBWJ3O3305
NEW YORK LIFE INSURANCE CO 144A 6.750000% 11/15/2039
64952GAF5
845000.00000000
PA
USD
1281524.64000000
0.105641413073
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.900000% 02/15/2045
72650RBH4
800000.00000000
PA
USD
887035.73000000
0.073122049346
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 2.950000% 10/01/2051
032654AX3
855000.00000000
PA
USD
893743.50000000
0.073674998762
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2007-68 SC
31396WJ80
13891.62000000
PA
USD
2729.48000000
0.000225002403
Long
DBT
USGA
US
N
2
2037-07-25
Floating
6.60800160
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 4.100000% 08/15/2047
883556BY7
360000.00000000
PA
USD
452634.41000000
0.037312539443
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.10000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 6.100000% 06/01/2037
26442CAA2
1210000.00000000
PA
USD
1665683.98000000
0.137309267328
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC 4.153000% 03/07/2039
606822BE3
325000.00000000
PA
USD
389587.93000000
0.032115355536
Long
DBT
NUSS
JP
N
2
2039-03-07
Fixed
4.15300000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.950000% 10/15/2054
29379VBF9
545000.00000000
PA
USD
684387.17000000
0.056416884601
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
4.95000000
N
N
N
N
N
N
CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO
N/A
CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER
167560PL9
1480000.00000000
PA
USD
2071732.86000000
0.170781567525
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
Appalachian Power Company
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO 4.450000% 06/01/2045
037735CV7
650000.00000000
PA
USD
783323.63000000
0.064572629026
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.150000% 03/15/2045
29273RBF5
200000.00000000
PA
USD
228161.44000000
0.018808297693
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
BACARDI LIMITED
549300R32WTQNHNN5055
BACARDI LTD 144A 5.300000% 05/15/2048
067316AH2
480000.00000000
PA
USD
643848.59000000
0.053075120626
Long
DBT
NUSS
BM
N
2
2048-05-15
Fixed
5.30000000
N
N
N
N
N
N
Glencore Finance (Canada) Limited
5493005TTO0UJ33KCK70
GLENCORE FINANCE CANADA LTD 144A 6.000000% 11/15/2041
98417EAN0
661000.00000000
PA
USD
881251.81000000
0.072645256732
Long
DBT
NUSS
CH
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 4.750000% 03/15/2042
828807CL9
45000.00000000
PA
USD
56318.30000000
0.004642552010
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.250000% 08/15/2031
91282CCS8
3882000.00000000
PA
USD
3819524.06000000
0.314859274940
Long
SN
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 3.577000% 04/05/2050
14448CAS3
355000.00000000
PA
USD
377049.53000000
0.031081763006
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.57700000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035
161175AZ7
2195000.00000000
PA
USD
2844902.38000000
0.234517150977
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
LOS ANGELES CALIF CMNTY COLLEGE DIST
N/A
LOS ANGELES CA CMNTY CLG DIST LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA
54438CPA4
590000.00000000
PA
USD
1036616.02000000
0.085452575588
Long
DBT
MUN
US
N
2
2049-08-01
Fixed
6.75000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.050000% 08/15/2052
655844BV9
664000.00000000
PA
USD
806633.98000000
0.066494198254
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05000000
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.250000% 05/01/2040
369604BX0
845000.00000000
PA
USD
1047072.56000000
0.086314551727
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
MOTIVA ENTERPRISES LLC
UQZ4EDMHL4ZESPZY3752
MOTIVA ENTERPRISES LLC 144A 6.850000% 01/15/2040
61980AAD5
995000.00000000
PA
USD
1247351.89000000
0.102824410976
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.85000000
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.250000% 10/01/2029
00914AAE2
255000.00000000
PA
USD
260657.60000000
0.021487091494
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
UNIV CALIF REGTS MED CTR POOLED REV
N/A
UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE
913366EP1
605000.00000000
PA
USD
961791.13000000
0.079284448292
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.54800000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINANCE CO. L.L.C.
549300D2L6J4NC1QVZ22
BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042
09256BAE7
1249000.00000000
PA
USD
1842408.02000000
0.151877365925
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
6.25000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.000000% 11/15/2047
68389XBQ7
590000.00000000
PA
USD
633620.05000000
0.052231939476
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES CORPORATION
549300GCZLSGYEYPIR35
PPL ELECTRIC UTILITIES CORP 4.150000% 06/15/2048
69351UAV5
455000.00000000
PA
USD
564547.89000000
0.046538033671
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.15000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 6.875000% 02/15/2038
91324PBK7
885000.00000000
PA
USD
1365066.60000000
0.112528124753
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.87500000
N
N
N
N
N
N
BAYCARE HEALTH SYSTEM, INC.
1H90SRZU22X0SF1UZR52
BAYCARE HEALTH SYSTEM INC 3.831000% 11/15/2050
072722AE1
365000.00000000
PA
USD
450507.28000000
0.037137191259
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.83100000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH 4.187000% 10/01/2049
20268JAC7
1381000.00000000
PA
USD
1637396.54000000
0.134977415844
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.522000% 09/15/2048
92343VCX0
705000.00000000
PA
USD
896994.05000000
0.073942955135
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52200000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 3.750000% 02/15/2051
11135FBG5
620000.00000000
PA
USD
644920.97000000
0.053163521375
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
BAY AREA TOLL AUTH CALIF TOLL BRDG REV
N/A
BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY
072024ND0
600000.00000000
PA
USD
1007366.82000000
0.083041442221
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
CONNECTICUT LIGHT AND POWER COMPANY THE
549300O45IUXEDS1VZ32
CONNECTICUT LIGHT AND POWER CO/THE 4.000000% 04/01/2048
207597EL5
470000.00000000
PA
USD
584660.27000000
0.048195980914
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.900000% 03/01/2038
20030NCJ8
1305000.00000000
PA
USD
1491691.51000000
0.122966343422
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP 4.550000% 04/01/2046
31428XBG0
1673000.00000000
PA
USD
2027141.38000000
0.167105706125
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA 144A 5.000000% 09/21/2048
268317AT1
335000.00000000
PA
USD
446703.62000000
0.036823639724
Long
DBT
NUSS
FR
N
2
2048-09-21
Fixed
5.00000000
N
N
N
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC 2.950000% 06/01/2041
94106LBR9
760000.00000000
PA
USD
796405.33000000
0.065651008037
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.95000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC 3.935000% 12/07/2049
744320BA9
130000.00000000
PA
USD
155511.94000000
0.012819496854
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.93500000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 3.050000% 02/15/2051
12189LBF7
195000.00000000
PA
USD
201711.49000000
0.016627918162
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 4.000000% 03/01/2048
202795JM3
155000.00000000
PA
USD
185390.36000000
0.015282499445
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
CRANE CO.
549300X1RO9ID7AUCA83
CRANE CO 4.200000% 03/15/2048
224399AT2
450000.00000000
PA
USD
489970.87000000
0.040390339331
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.729000% 10/15/2070
575767AN8
528000.00000000
PA
USD
601030.99000000
0.049545487541
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO 5.606000% 01/15/2044
949746RF0
220000.00000000
PA
USD
297435.00000000
0.024518805738
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.60600000
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC 5.450000% 11/15/2079
219350BQ7
665000.00000000
PA
USD
908239.11000000
0.074869932262
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044
29379VBA0
575000.00000000
PA
USD
696123.84000000
0.057384387187
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.050000% 05/15/2041
91324PEE8
560000.00000000
PA
USD
583694.76000000
0.048116389904
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC 3.700000% 09/15/2049
036752AK9
1000000.00000000
PA
USD
1119568.72000000
0.092290712111
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.70000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042
38141GYK4
295000.00000000
PA
USD
293666.69000000
0.024208168252
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.90800000
N
N
N
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 4.250000% 04/01/2040
369550BH0
580000.00000000
PA
USD
707740.71000000
0.058342014160
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO/MN 5.350000% 11/01/2039
665772CE7
1470000.00000000
PA
USD
2022140.04000000
0.166693424840
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.35000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC 144A 5.800000% 10/11/2041
05523RAC1
290000.00000000
PA
USD
397591.63000000
0.032775133858
Long
DBT
NUSS
GB
N
2
2041-10-11
Fixed
5.80000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.300000% 02/15/2051
87264ABN4
565000.00000000
PA
USD
549314.93000000
0.045282317340
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERVICE COMPANY
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUBLIC SERVICE CO 4.400000% 11/15/2048
845743BS1
550000.00000000
PA
USD
694535.72000000
0.057253471842
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2004-12 ZX
31393XBU0
1008247.76000000
PA
USD
1162429.11000000
0.095823872554
Long
DBT
USGA
US
N
2
2034-03-25
Fixed
6.00000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 6.750000% 04/01/2038
209111EU3
525000.00000000
PA
USD
771982.01000000
0.063637692057
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.75000000
N
N
N
N
N
N
BRK: CITIGROUP GLOBAL MARKET
N/A
BRK: CITIGROUP GLOBAL MARKET PAY: 1.785% FIXED
N/A
505000.00000000
NC
USD
-8859.08000000
-0.00073029085
N/A
DIR
XX
N
2
BRK: CITIGROUP GLOBAL MARKET
N/A
Y
2053-07-24
0.00000000
USD
0.00000000
USD
-505000.00000000
USD
-8859.08000000
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.375000% 06/30/2050
026874DP9
470000.00000000
PA
USD
592905.65000000
0.048875681926
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
NORTH TEX TWY AUTH REV
N/A
N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY
66285WFB7
490000.00000000
PA
USD
841560.79000000
0.069373360658
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 4.875000% 11/15/2044
718546AL8
960000.00000000
PA
USD
1190135.98000000
0.098107865235
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.87500000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.875000% 11/14/2048
00287YBD0
905000.00000000
PA
USD
1172128.25000000
0.096623413057
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 6.375000% 07/24/2042
617482V92
794000.00000000
PA
USD
1208173.67000000
0.099594787141
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
BRK: CITIGROUP GLOBAL MARKET
N/A
BRK: CITIGROUP GLOBAL MARKET REC: 1.0725% FIXED
N/A
4035000.00000000
NC
USD
-39860.30000000
-0.00328585052
N/A
DIR
XX
N
2
BRK: CITIGROUP GLOBAL MARKET
N/A
Y
2025-07-24
0.00000000
USD
0.00000000
USD
-4035000.00000000
USD
-39860.30000000
N
N
N
Northwest Airlines 2002-1 Pass Through Trusts
N/A
NORTHWEST AIRLINES 2001-1 CLASS A-1 PASS THROUGH T 7.041000% 04/01/2022
667294AW2
7113.28000000
PA
USD
7211.78000000
0.000594497059
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
7.04100000
N
N
N
N
N
N
Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III
254900G208H6Q0L5B953
PERUSAHAAN PENERBIT SBSN INDONESIA III 144A 3.550000% 06/09/2051
71567PAT7
175000.00000000
PA
USD
175295.75000000
0.014450358703
Long
DBT
NUSS
ID
N
2
2051-06-09
Fixed
3.55000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 4.300000% 11/15/2044
20826FAC0
1145000.00000000
PA
USD
1373955.78000000
0.113260896880
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP 2.875000% 06/15/2050
512807AW8
557000.00000000
PA
USD
568456.45000000
0.046860232550
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051
29379VBY8
140000.00000000
PA
USD
147725.07000000
0.012177592731
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS 5.900000% 05/15/2038
20825CAP9
1628000.00000000
PA
USD
2239610.85000000
0.184620449381
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
5.90000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.083000% 03/20/2051
06051GJA8
2210000.00000000
PA
USD
2697660.15000000
0.222379360758
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3.700000% 12/01/2047
010392FR4
1061000.00000000
PA
USD
1193343.55000000
0.098372278588
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.540000% 08/15/2047
05526DBF1
1765000.00000000
PA
USD
1851153.14000000
0.152598262586
Long
DBT
CORP
GB
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC 4.250000% 11/10/2044
718172BL2
230000.00000000
PA
USD
263868.24000000
0.021751757920
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 3.500000% 11/15/2050
855244BA6
130000.00000000
PA
USD
140423.08000000
0.011575659286
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.50000000
N
N
N
N
N
N
EXELON GENERATION COMPANY, LLC
S2PEWKCZFFECR4533P43
EXELON GENERATION CO LLC 6.250000% 10/01/2039
30161MAG8
883000.00000000
PA
USD
1131567.19000000
0.093279795962
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
CONTINENTAL AIRLINES INC
N/A
CONTINENTAL AIRLINES 2007-1 CLASS A PASS THROUGH T 5.983000% 04/19/2022
21079NAA9
887564.82000000
PA
USD
900783.06000000
0.074255299009
Long
DBT
CORP
US
N
2
2022-04-19
Fixed
5.98300000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 144A 2.987000% 11/01/2063
20030NDV0
2458000.00000000
PA
USD
2375093.63000000
0.195788859163
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 3.300000% 04/15/2041
25746UDK2
605000.00000000
PA
USD
636401.74000000
0.052461245767
Long
DBT
NUSS
US
N
2
2041-04-15
Fixed
3.30000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050
10373QBG4
5000.00000000
PA
USD
4887.46000000
0.000402893681
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.650000% 09/15/2059
00206RLV2
2531000.00000000
PA
USD
2561957.19000000
0.211192800621
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.561000% 05/01/2032
172967MY4
640000.00000000
PA
USD
642771.11000000
0.052986299462
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP 4.400000% 01/15/2047
31428XBN5
405000.00000000
PA
USD
476159.94000000
0.039251846855
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.40000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 2.350000% 03/15/2032
30225VAG2
230000.00000000
PA
USD
223400.42000000
0.018415826987
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 6.300000% 08/15/2037
209111ES8
865000.00000000
PA
USD
1218766.94000000
0.100468034504
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.30000000
N
N
N
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC/DELAWARE 5.900000% 02/15/2039
17275RAD4
751000.00000000
PA
USD
1088016.62000000
0.089689741107
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOLDINGS
549300JQDKSBWYRGGV95
BAYLOR SCOTT & WHITE HOLDINGS 2.839000% 11/15/2050
072863AJ2
40000.00000000
PA
USD
41346.67000000
0.003408378199
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.83900000
N
N
N
N
N
N
NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV
N/A
NEW YORK CITY NY MUNI WTR FIN NEW YORK CITY WATER & SEWER SYSTEM
64972FT63
570000.00000000
PA
USD
844937.96000000
0.069651754845
Long
DBT
MUN
US
N
2
2043-06-15
Fixed
5.44000000
N
N
N
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE 2.875000% 05/05/2041
191216DQ0
600000.00000000
PA
USD
624902.70000000
0.051513332011
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
2.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.500000% 04/15/2038
55336VAM2
575000.00000000
PA
USD
638121.79000000
0.052603036652
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041
38141GGM0
1986000.00000000
PA
USD
2882026.18000000
0.237577420416
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051
161175BV5
515000.00000000
PA
USD
499251.99000000
0.041155420705
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE CORPORATION
549300BJRHJVYNUMQZ30
WISCONSIN PUBLIC SERVICE CORP 2.850000% 12/01/2051
976843BN1
500000.00000000
PA
USD
509644.59000000
0.042012126004
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
2.85000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST STATE OF CALIFORNIA
13063A5E0
2565000.00000000
PA
USD
3950060.50000000
0.325619937317
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
AETNA INC.
549300QKBENKLBXQ8968
AETNA INC 4.125000% 11/15/2042
00817YAM0
550000.00000000
PA
USD
627743.96000000
0.051747548906
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.12500000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.250000% 02/05/2050
907818FK9
1460000.00000000
PA
USD
1575972.95000000
0.129914013517
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 4.100000% 02/15/2048
21036PAZ1
565000.00000000
PA
USD
644592.70000000
0.053136460712
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.10000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON 3.400000% 01/15/2038
478160CL6
790000.00000000
PA
USD
889552.67000000
0.073329531192
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.125000% 05/15/2045
68389XBF1
1180000.00000000
PA
USD
1290768.10000000
0.106403389976
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.12500000
N
N
N
N
N
N
ACTIVISION BLIZZARD, INC.
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC 4.500000% 06/15/2047
00507VAN9
295000.00000000
PA
USD
356793.18000000
0.029411947717
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.328000% 04/22/2052
46647PCE4
2721000.00000000
PA
USD
2964756.57000000
0.244397231000
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.950000% 02/14/2049
02209SBF9
935000.00000000
PA
USD
1179364.42000000
0.097219920685
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
BRK: CITIGROUP GLOBAL MARKET
N/A
BRK: CITIGROUP GLOBAL MARKET REC: 1.0335% FIXED
N/A
5980000.00000000
NC
USD
-63632.21000000
-0.00524546807
N/A
DIR
XX
N
2
BRK: CITIGROUP GLOBAL MARKET
N/A
Y
2025-07-24
0.00000000
USD
0.00000000
USD
-5980000.00000000
USD
-63632.21000000
N
N
N
NYU LANGONE HOSPITALS
N/A
NYU LANGONE HOSPITALS 4.428000% 07/01/2042
62952EAA5
745000.00000000
PA
USD
904942.72000000
0.074598197106
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.42800000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.700000% 07/10/2035
026874DE4
40000.00000000
PA
USD
48239.16000000
0.003976554854
Long
DBT
CORP
US
N
2
2035-07-10
Fixed
4.70000000
N
N
N
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO/THE 4.450000% 02/01/2047
501044DG3
1885000.00000000
PA
USD
2298064.33000000
0.189439013171
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.45000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.900000% 05/15/2050
91324PDZ2
240000.00000000
PA
USD
245426.67000000
0.020231542504
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC 4.950000% 10/01/2044
444859BE1
890000.00000000
PA
USD
1155482.44000000
0.095251229616
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.95000000
N
N
N
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 6.500000% 03/01/2041
56585AAF9
193000.00000000
PA
USD
266999.65000000
0.022009893088
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 3.700000% 04/15/2046
548661DN4
915000.00000000
PA
USD
1017870.09000000
0.083907270509
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042
38141GYC2
975000.00000000
PA
USD
1007375.20000000
0.083042133020
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL CORP.
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER CAPITAL CORP 3.450000% 05/01/2050
03040WAX3
1530000.00000000
PA
USD
1670337.58000000
0.137692882956
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC 5.875000% 02/06/2041
59156RAY4
280000.00000000
PA
USD
401664.02000000
0.033110837926
Long
DBT
CORP
US
N
2
2041-02-06
Fixed
5.87500000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 5.950000% 04/01/2049
37045VAT7
735000.00000000
PA
USD
1007484.46000000
0.083051139777
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
GLP Capital, L.P.
2549005PXW31DRW8EC44
GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029
361841AL3
965000.00000000
PA
USD
1101325.55000000
0.090786851633
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052
12189LBH3
220000.00000000
PA
USD
222705.75000000
0.018358562446
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.950000% 01/28/2060
71654QDF6
382000.00000000
PA
USD
314156.80000000
0.025897253351
Long
DBT
NUSS
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC 3.850000% 03/26/2050
57636QAQ7
170000.00000000
PA
USD
203385.59000000
0.016765921197
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
PROVIDENCE ST. JOSEPH HEALTH
N/A
PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 3.744000% 10/01/2047
743756AC2
525000.00000000
PA
USD
611070.18000000
0.050373059781
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.74400000
N
N
N
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 3.750000% 11/15/2047
911312BN5
595000.00000000
PA
USD
716492.63000000
0.059063471374
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.75000000
N
N
N
N
N
N
America Movil, S.A.B. de C.V.
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 6.125000% 03/30/2040
02364WAW5
570000.00000000
PA
USD
807854.41000000
0.066594803382
Long
DBT
NUSS
MX
N
2
2040-03-30
Fixed
6.12500000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP 3.734000% 12/08/2047
458140BG4
1460000.00000000
PA
USD
1680430.80000000
0.138524909115
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 2.802000% 01/25/2052
6174468Y8
1746000.00000000
PA
USD
1734938.30000000
0.143018189340
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80200000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 4.900000% 04/01/2044
12189LAS0
130000.00000000
PA
USD
172179.67000000
0.014193487252
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.750000% 08/15/2041
912810QS0
1985000.00000000
PA
USD
2624309.57000000
0.216332766975
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS INC 3.200000% 07/15/2051
573284AX4
245000.00000000
PA
USD
250762.48000000
0.020671395544
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.20000000
N
N
N
N
N
N
Lundin Energy Finance B.V.
549300JSNI1KL271GM17
LUNDIN ENERGY FINANCE BV 144A 3.100000% 07/15/2031
55037AAB4
345000.00000000
PA
USD
348608.38000000
0.028737240567
Long
DBT
NUSS
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
SPIRIT REALTY, L.P.
549300GTBVIBJRX5BW73
SPIRIT REALTY LP 3.200000% 02/15/2031
84861TAG3
1070000.00000000
PA
USD
1102161.33000000
0.090855748459
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.20000000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INCORPORATED
5493007Z86EDN0QFYU66
MASS GENERAL BRIGHAM INC 3.192000% 07/01/2049
70213HAE8
85000.00000000
PA
USD
93460.07000000
0.007704302791
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
Appalachian Power Company
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO 4.500000% 03/01/2049
037735CX3
470000.00000000
PA
USD
583464.90000000
0.048097441587
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.500000% 04/01/2040
67066GAG9
230000.00000000
PA
USD
259998.70000000
0.021432775623
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.850000% 06/15/2044
00287YDA4
630000.00000000
PA
USD
796081.24000000
0.065624291949
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 6.625000% 11/15/2037
91324PBE1
555000.00000000
PA
USD
831260.57000000
0.068524270627
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.62500000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 3.137000% 11/15/2035
11135FBP5
490000.00000000
PA
USD
481656.45000000
0.039704947065
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC 2.500000% 09/22/2041
931142EU3
590000.00000000
PA
USD
604244.78000000
0.049810413634
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA 6.000000% 10/15/2036
06050TJZ6
2690000.00000000
PA
USD
3688353.69000000
0.304046355072
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.217000% 04/22/2042
61772BAC7
990000.00000000
PA
USD
1043857.70000000
0.086049537429
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21700000
N
N
N
N
N
N
TUCSON ELECTRIC POWER COMPANY
YLF139GXSRKPBBTNZL03
TUCSON ELECTRIC POWER CO 3.250000% 05/01/2051
898813AT7
960000.00000000
PA
USD
1014911.55000000
0.083663385736
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD'S CORP MTN 3.625000% 09/01/2049
58013MFK5
610000.00000000
PA
USD
679768.62000000
0.056036158290
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC 3.100000% 05/01/2050
833034AM3
571000.00000000
PA
USD
615738.29000000
0.050757871529
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.10000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.300000% 07/08/2034
68389XAV7
925000.00000000
PA
USD
1044940.10000000
0.086138764168
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.900000% 03/15/2035
29273RBE8
1000000.00000000
PA
USD
1140904.24000000
0.094049487878
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV
N/A
NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR
64971M5L2
885000.00000000
PA
USD
1172397.91000000
0.096645642254
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
5.57200000
N
N
N
N
N
N
AGREE LIMITED PARTNERSHIP
549300DXY3G299V1BO77
AGREE LP 2.900000% 10/01/2030
008513AA1
335000.00000000
PA
USD
343380.09000000
0.028306250849
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 5.125000% 03/15/2043
42217KBB1
1299000.00000000
PA
USD
1632374.09000000
0.134563394374
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.12500000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO 2.450000% 12/02/2031
13645RBF0
205000.00000000
PA
USD
207501.35000000
0.017105200434
Long
DBT
NUSS
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC 144A 4.500000% 07/26/2047
01626PAG1
875000.00000000
PA
USD
1058885.58000000
0.087288348162
Long
DBT
NUSS
CA
N
2
2047-07-26
Fixed
4.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.750000% 05/15/2040
91324PDY5
135000.00000000
PA
USD
135978.51000000
0.011209274871
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
XLIT LTD.
635400XCGXK8NVDIVE95
XLIT LTD 5.250000% 12/15/2043
98420EAB1
587000.00000000
PA
USD
824461.11000000
0.067963762823
Long
DBT
NUSS
BM
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
BALTIMORE MD REV
N/A
BALTIMORE MD REVENUE CITY OF BALTIMORE MD
059231Y53
370000.00000000
PA
USD
379195.39000000
0.031258655183
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
2.81400000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036
74432QAQ8
1357000.00000000
PA
USD
1841317.14000000
0.151787440143
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
5.70000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 5.875000% 02/07/2042
06051GEN5
2445000.00000000
PA
USD
3482193.33000000
0.287051698028
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD MTN 2.871000% 01/14/2033
55608JAZ1
415000.00000000
PA
USD
415862.76000000
0.034281299196
Long
DBT
NUSS
AU
N
2
2033-01-14
Fixed
2.87100000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO/MN 3.200000% 04/01/2052
665772CU1
190000.00000000
PA
USD
208335.02000000
0.017173923324
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.20000000
N
N
N
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD'S CORP MTN 4.600000% 05/26/2045
58013MEV2
650000.00000000
PA
USD
815035.12000000
0.067186739212
Long
DBT
CORP
US
N
2
2045-05-26
Fixed
4.60000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.350000% 02/12/2048
71654QCL4
745000.00000000
PA
USD
588780.95000000
0.048535665727
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 5.250000% 08/01/2033
257469AJ5
2830000.00000000
PA
USD
3503180.14000000
0.288781728178
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP 6.920000% 05/15/2028
172062AF8
1984000.00000000
PA
USD
2567086.49000000
0.211615630181
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.92000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP 4.750000% 05/30/2042
126408GW7
1080000.00000000
PA
USD
1362721.98000000
0.112334847962
Long
DBT
CORP
US
N
2
2042-05-30
Fixed
4.75000000
N
N
N
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SERVICES GROUP INC/THE 6.625000% 03/30/2040
416515BA1
425000.00000000
PA
USD
626749.17000000
0.051665544223
Long
DBT
CORP
US
N
2
2040-03-30
Fixed
6.62500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 3.450000% 02/09/2045
037833BA7
950000.00000000
PA
USD
1064655.50000000
0.087763986697
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
THE AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP/THE 2.450000% 01/15/2031
00130HCG8
225000.00000000
PA
USD
220246.60000000
0.018155844470
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.439000% 10/06/2048
03523TBT4
1772000.00000000
PA
USD
2130580.06000000
0.175632587295
Long
DBT
CORP
BE
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 11/15/2031
91282CDJ7
15000000.00000000
PA
USD
14908593.75000000
1.228977470691
Long
SN
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 2748 ZT
31394PUB7
189973.23000000
PA
USD
195808.37000000
0.016141299396
Long
DBT
USGA
US
N
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP 2.491000% 11/03/2036
91159HJB7
780000.00000000
PA
USD
775463.38000000
0.063924675884
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
2.49100000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.050000% 05/01/2048
74456QBV7
255000.00000000
PA
USD
312648.81000000
0.025772943456
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.05000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 4.750000% 10/21/2045
38141GVS0
50000.00000000
PA
USD
65059.40000000
0.005363117286
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
4.75000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.250000% 10/26/2049
110122CR7
1798000.00000000
PA
USD
2242039.67000000
0.184820667128
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP 2.450000% 10/01/2033
10112RBF0
480000.00000000
PA
USD
462974.94000000
0.038164952395
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 4.500000% 05/15/2035
00206RCP5
3325000.00000000
PA
USD
3833462.16000000
0.316008250569
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 3.400000% 03/15/2051
125523CQ1
540000.00000000
PA
USD
572279.41000000
0.047175375063
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.40000000
N
N
N
N
N
N
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV
N/A
NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR
64971M4P4
1000000.00000000
PA
USD
1339443.40000000
0.110415897667
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.50800000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.750000% 05/18/2046
172967KR1
1760000.00000000
PA
USD
2212544.38000000
0.182389247538
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.750000% 11/15/2043
912810RD2
2520000.00000000
PA
USD
3381820.32000000
0.278777532804
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Piedmont Natural Gas Company, Inc.
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NATURAL GAS CO INC 4.650000% 08/01/2043
720186AG0
330000.00000000
PA
USD
403135.50000000
0.033232138150
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.65000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 6.000000% 01/15/2038
26442CAB0
614000.00000000
PA
USD
856590.44000000
0.070612317299
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 80610
36225CVC7
27403.77000000
PA
USD
28445.80000000
0.002344905758
Long
DBT
USGA
US
N
2
2032-06-20
Floating
1.87499880
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO/MN 3.400000% 08/15/2042
665772CJ6
460000.00000000
PA
USD
498260.97000000
0.041073726799
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.40000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.625000% 06/15/2032
172967BL4
1035000.00000000
PA
USD
1384857.29000000
0.114159553749
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.476000% 01/25/2039
35137LAJ4
415000.00000000
PA
USD
536320.29000000
0.044211115047
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.400000% 11/06/2042
00287YAM1
2039000.00000000
PA
USD
2443278.57000000
0.201409627729
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.379000% 02/08/2061
10373QBQ2
685000.00000000
PA
USD
707254.73000000
0.058301952805
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050
694308JJ7
295000.00000000
PA
USD
280779.67000000
0.023145837524
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
CI Financial Corp.
549300M9W7JJQSVCEM78
CI FINANCIAL CORP 4.100000% 06/15/2051
125491AP5
625000.00000000
PA
USD
693862.50000000
0.057197975513
Long
DBT
NUSS
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP REV
N/A
NEW YORK ST URBAN DEV CORP REV NEW YORK STATE URBAN DEVELOPMENT CORP
650035TD0
1470000.00000000
PA
USD
1831292.63000000
0.150961078036
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.77000000
N
N
N
N
N
N
W. W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC 4.200000% 05/15/2047
384802AD6
797000.00000000
PA
USD
1014631.22000000
0.083640276967
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 2.239000% 07/21/2032
61747YED3
500000.00000000
PA
USD
489979.70000000
0.040391067225
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.375000% 01/22/2047
61746BEG7
105000.00000000
PA
USD
133685.08000000
0.011020217885
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.37500000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 5.250000% 09/30/2040
68233JAH7
1200000.00000000
PA
USD
1627354.99000000
0.134149649059
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
5.25000000
N
N
N
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA 144A 5.700000% 10/01/2040
26874RAC2
340000.00000000
PA
USD
439423.57000000
0.036223514885
Long
DBT
NUSS
IT
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 6.750000% 02/01/2040
828807CE5
634000.00000000
PA
USD
946391.38000000
0.078014982766
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.75000000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 4.450000% 08/15/2049
855244AU3
305000.00000000
PA
USD
379073.85000000
0.031248636134
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 2.800000% 10/01/2041
032654AW5
360000.00000000
PA
USD
367592.40000000
0.030302172396
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE COMPANY
YG6VT0TPHRH4TFVAQV64
ARIZONA PUBLIC SERVICE CO 4.250000% 03/01/2049
040555CY8
170000.00000000
PA
USD
204191.29000000
0.016832338403
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.25000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046
822582BY7
220000.00000000
PA
USD
249647.43000000
0.020579477329
Long
DBT
NUSS
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.700000% 08/15/2049
91324PDU3
734000.00000000
PA
USD
852172.30000000
0.070248111619
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.70000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC.
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC 3.875000% 09/15/2049
970648AK7
510000.00000000
PA
USD
557990.80000000
0.045997505435
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.87500000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 5.500000% 03/25/2040
822582AN2
435000.00000000
PA
USD
597463.36000000
0.049251392942
Long
DBT
NUSS
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2004-80 XZ
31394BJY1
725796.29000000
PA
USD
808510.58000000
0.066648894208
Long
DBT
USGA
US
N
2
2034-11-25
Fixed
5.00000000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 4.875000% 06/19/2049
92857WBS8
541000.00000000
PA
USD
676496.21000000
0.055766399905
Long
DBT
NUSS
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
PAYPAL HOLDINGS, INC.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC 3.250000% 06/01/2050
70450YAJ2
250000.00000000
PA
USD
270229.44000000
0.022276138128
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP 5.875000% 04/01/2035
651639AW6
180000.00000000
PA
USD
235804.59000000
0.019438354378
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.87500000
N
N
N
N
N
N
DSLA MORTGAGE LOAN TRUST
N/A
DSLA MORTGAGE LOAN TRUST 2005-AR2 DSLA 2005-AR2 2A1A
23332UDC5
34009.41000000
PA
USD
34830.89000000
0.002871255318
Long
ABS-MBS
US
N
2
2045-03-19
Floating
0.50874840
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4.000000% 06/14/2049
701094AP9
305000.00000000
PA
USD
359912.80000000
0.029669110985
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
4.00000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032
38141GYN8
655000.00000000
PA
USD
656529.99000000
0.054120501240
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 5.600000% 07/15/2041
46625HJB7
1461000.00000000
PA
USD
2045950.42000000
0.168656213623
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSION, LP
549300SIOULUXXIDGA69
TEXAS EASTERN TRANSMISSION LP 7.000000% 07/15/2032
882389CC1
690000.00000000
PA
USD
942403.59000000
0.077686252629
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
CARLYLE HOLDINGS II FINANCE L.L.C.
N/A
CARLYLE HOLDINGS II FINANCE LLC 144A 5.625000% 03/30/2043
14310FAA0
1263000.00000000
PA
USD
1666793.46000000
0.137400726385
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.62500000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.268000% 11/15/2040
459506AR2
415000.00000000
PA
USD
426228.34000000
0.035135777123
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP 4.500000% 10/01/2049
302491AV7
455000.00000000
PA
USD
560702.63000000
0.046221052876
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES, INC.
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC MTN 4.350000% 04/15/2048
05348EBE8
80000.00000000
PA
USD
103679.55000000
0.008546737087
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.000000% 06/15/2048
29278NAE3
35000.00000000
PA
USD
43932.89000000
0.003621571084
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 4.875000% 05/15/2048
89352HAY5
195000.00000000
PA
USD
247426.95000000
0.020396433915
Long
DBT
NUSS
CA
N
2
2048-05-15
Fixed
4.87500000
N
N
N
N
N
N
NORTHERN NATURAL GAS COMPANY
5493007M02M6CT9EXE41
NORTHERN NATURAL GAS CO 144A 4.300000% 01/15/2049
665501AL6
275000.00000000
PA
USD
324574.56000000
0.026756032694
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC 4.875000% 11/13/2043
59156RBG2
655000.00000000
PA
USD
862912.34000000
0.071133457844
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.87500000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050
760942BA9
350000.00000000
PA
USD
453981.50000000
0.037423585682
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.500000% 09/15/2053
00206RKJ0
5456000.00000000
PA
USD
5511195.24000000
0.454310775390
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 3.250000% 10/25/2051
872898AE1
655000.00000000
PA
USD
704200.01000000
0.058050139514
Long
DBT
CORP
TW
N
2
2051-10-25
Fixed
3.25000000
N
N
N
N
N
N
TAMPA ELECTRIC COMPANY
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO 4.300000% 06/15/2048
875127BE1
975000.00000000
PA
USD
1208080.34000000
0.099587093561
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.30000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 144A 3.600000% 11/15/2060
87264ACN3
395000.00000000
PA
USD
393101.80000000
0.032405018473
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
CLECO POWER LLC
TM1ZH54SJKLNHFCBFK92
CLECO POWER LLC 6.000000% 12/01/2040
185508AG3
310000.00000000
PA
USD
429741.64000000
0.035425393074
Long
DBT
CORP
US
N
2
2040-12-01
Fixed
6.00000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 5.300000% 02/15/2040
26442CAH7
1880000.00000000
PA
USD
2509022.30000000
0.206829157187
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
5.30000000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY, LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC 3.800000% 06/15/2049
00115AAK5
385000.00000000
PA
USD
444511.95000000
0.036642971239
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.80000000
N
N
N
N
N
N
KKR GROUP FINANCE CO. II LLC
N/A
KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043
48249DAA9
588000.00000000
PA
USD
781870.67000000
0.064452855483
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 4.800000% 07/15/2046
125523CF5
1203000.00000000
PA
USD
1521416.42000000
0.125416691545
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC 5.950000% 03/15/2041
48203RAD6
208000.00000000
PA
USD
276766.92000000
0.022815049830
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.95000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048
459506AL5
880000.00000000
PA
USD
1160957.34000000
0.095702548424
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047
71654QCC4
670000.00000000
PA
USD
550338.00000000
0.045366653260
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 6.000000% 01/15/2039
695114CL0
530000.00000000
PA
USD
737464.87000000
0.060792300457
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
6.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.155000% 05/15/2055
655844CH9
229000.00000000
PA
USD
238141.51000000
0.019630996426
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
3.15500000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.041000% 03/17/2062
594918CF9
1452000.00000000
PA
USD
1568295.75000000
0.129281149949
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04100000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 5.050000% 02/15/2046
49456BAJ0
50000.00000000
PA
USD
59767.59000000
0.004926891349
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.375000% 04/15/2050
575767AQ1
942000.00000000
PA
USD
1009075.06000000
0.083182259559
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB BANK LTD 144A 2.375000% 10/22/2031
00216LAE3
615000.00000000
PA
USD
614038.79000000
0.050617774667
Long
DBT
NUSS
NZ
N
2
2031-10-22
Fixed
2.37500000
N
N
N
N
N
N
US Airways Pass Through Trusts
N/A
US AIRWAYS 2010-1 CLASS A PASS THROUGH TRUST 6.250000% 04/22/2023
90345KAA8
644256.74000000
PA
USD
662021.73000000
0.054573208239
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
PUGET SOUND ENERGY, INC.
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC 2.893000% 09/15/2051
745332CK0
335000.00000000
PA
USD
344350.78000000
0.028386268868
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.89300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.000000% 05/15/2050
29278NAR4
167000.00000000
PA
USD
191896.67000000
0.015818841675
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV
N/A
GRAND PARKWAY TRANSPRTN CORP T GRAND PARKWAY TRANSPORTATION CORP
38611TAV9
930000.00000000
PA
USD
1281001.72000000
0.105598306600
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.18400000
N
N
N
N
N
N
DTE ELECTRIC COMPANY
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO 4.050000% 05/15/2048
23338VAH9
480000.00000000
PA
USD
590499.30000000
0.048677316474
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE COMPANY
YG6VT0TPHRH4TFVAQV64
ARIZONA PUBLIC SERVICE CO 3.350000% 05/15/2050
040555DB7
400000.00000000
PA
USD
423962.35000000
0.034948982131
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENN VALLEY AUTH ZERO COUPON 01/15/2038
88059FBA8
3700000.00000000
PA
USD
2549253.97000000
0.210145621293
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 144A 3.950000% 05/15/2060
53079EBK9
55000.00000000
PA
USD
62888.08000000
0.005184126336
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.125000% 08/15/2040
912810SQ2
2509000.00000000
PA
USD
2218308.82000000
0.182864434334
Long
DBT
UST
US
N
1
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 6.200000% 08/15/2036
12189TAX2
1230000.00000000
PA
USD
1758719.01000000
0.144978532302
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
6.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5.500000% 02/15/2049
55336VAT7
120000.00000000
PA
USD
151559.82000000
0.012493707144
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 4.375000% 05/13/2045
037833BH2
2310000.00000000
PA
USD
2960162.18000000
0.244018496299
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.37500000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC 3.875000% 08/21/2042
718172AU3
795000.00000000
PA
USD
870347.78000000
0.071746392129
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 4.150000% 08/15/2044
010392FL7
795000.00000000
PA
USD
942446.11000000
0.077689757729
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041
694308JU2
260000.00000000
PA
USD
264866.58000000
0.021834055244
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.375000% 04/15/2040
87264AAX3
315000.00000000
PA
USD
357698.88000000
0.029486608340
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP 5.800000% 04/01/2047
42809HAH0
150000.00000000
PA
USD
197018.27000000
0.016241036492
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
SPIRIT REALTY, L.P.
549300GTBVIBJRX5BW73
SPIRIT REALTY LP 2.700000% 02/15/2032
84861TAJ7
335000.00000000
PA
USD
334076.20000000
0.027539292449
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.70000000
N
N
N
N
N
N
Health Care Service Corporation
549300TMJ1FKCKECR148
HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 3.200000% 06/01/2050
42218SAH1
912000.00000000
PA
USD
949101.65000000
0.078238401609
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 3.500000% 02/15/2041
11135FBJ9
1025000.00000000
PA
USD
1022354.25000000
0.084276918493
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC 4.500000% 03/20/2042
718172AP4
905000.00000000
PA
USD
1042504.30000000
0.085937971030
Long
DBT
CORP
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.750000% 09/15/2044
56585AAH5
80000.00000000
PA
USD
93969.73000000
0.007746316187
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORPORATION
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP 4.400000% 05/15/2042
084664BU4
1300000.00000000
PA
USD
1607532.17000000
0.132515571452
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.40000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.452000% 04/15/2051
30231GBM3
4064000.00000000
PA
USD
4439182.75000000
0.365940321368
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
BALTIMORE GAS AND ELECTRIC COMPANY
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS AND ELECTRIC CO 5.200000% 06/15/2033
059165DX5
1128000.00000000
PA
USD
1399193.73000000
0.115341366203
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.20000000
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC 4.300000% 12/14/2045
92826CAF9
565000.00000000
PA
USD
714687.51000000
0.058914667815
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 4.375000% 05/11/2045
822582BF8
1365000.00000000
PA
USD
1683744.00000000
0.138798029989
Long
DBT
NUSS
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
W.P. CAREY INC.
54930042CRNE713E3Q67
WP CAREY INC 2.250000% 04/01/2033
92936UAH2
180000.00000000
PA
USD
172123.37000000
0.014188846208
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 02/15/2041
912810SW9
22508000.00000000
PA
USD
22580975.21000000
1.861443826606
Long
DBT
UST
US
N
1
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.450000% 12/15/2050
927804GD0
265000.00000000
PA
USD
249073.23000000
0.020532143631
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 6.550000% 05/01/2037
88732JAJ7
995000.00000000
PA
USD
1332550.63000000
0.109847697930
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.875000% 10/01/2049
50077LAZ9
80000.00000000
PA
USD
99664.88000000
0.008215791119
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO 5.400000% 09/01/2035
341081EU7
2315000.00000000
PA
USD
3030407.62000000
0.249809120460
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
5.40000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 2.676000% 06/19/2041
06051GJE0
350000.00000000
PA
USD
339857.43000000
0.028015863314
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044
209111FD0
245000.00000000
PA
USD
292102.82000000
0.024079251935
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
UNIV CALIF REGTS MED CTR POOLED REV
N/A
UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE
913366KC3
795000.00000000
PA
USD
888519.98000000
0.073244402254
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
3.25600000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III, LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 4.200000% 10/15/2049
50249AAA1
830000.00000000
PA
USD
967554.08000000
0.079759512260
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.950000% 03/25/2051
68389XCA1
1065000.00000000
PA
USD
1147582.32000000
0.094599989824
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC.
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HOLDINGS INC 144A 4.750000% 10/07/2044
05523UAL4
828000.00000000
PA
USD
1025553.86000000
0.084540675670
Long
DBT
CORP
GB
N
2
2044-10-07
Fixed
4.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.250000% 02/15/2048
29379VBQ5
225000.00000000
PA
USD
254542.20000000
0.020982973604
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD'S CORP MTN 4.450000% 03/01/2047
58013MFC3
1645000.00000000
PA
USD
2036890.11000000
0.167909334538
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 5.750000% 05/01/2040
12189LAA9
180000.00000000
PA
USD
250244.45000000
0.020628692173
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.700000% 03/22/2061
92343VGC2
1578000.00000000
PA
USD
1743200.82000000
0.143699303274
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041
26442CAM6
850000.00000000
PA
USD
1012578.26000000
0.083471042924
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD MTN 2.691000% 06/23/2032
55607PAG0
905000.00000000
PA
USD
900434.45000000
0.074226561635
Long
DBT
NUSS
AU
N
2
2032-06-23
Fixed
2.69100000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 4.900000% 12/15/2048
125523AK6
225000.00000000
PA
USD
291526.12000000
0.024031712152
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.400000% 02/04/2041
02209SBM4
970000.00000000
PA
USD
897647.70000000
0.073996838227
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.600000% 04/15/2048
035240AN0
1065000.00000000
PA
USD
1304390.57000000
0.107526346910
Long
DBT
CORP
BE
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.030000% 03/15/2052
75513ECP4
1310000.00000000
PA
USD
1323812.17000000
0.109127350281
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.03000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO 5.690000% 03/01/2040
341081FC6
1201000.00000000
PA
USD
1704985.89000000
0.140549087445
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.69000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTALENERGIES CAPITAL INTERNATIONAL SA 3.127000% 05/29/2050
89153VAV1
1665000.00000000
PA
USD
1719755.61000000
0.141766616974
Long
DBT
NUSS
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
RESOLUTION FUNDING CORPORATION
N/A
RFC PRINCIPAL STRIP ZERO COUPON 04/15/2030
76116FAC1
17770000.00000000
PA
USD
15531145.44000000
1.280296999157
Long
DBT
USGA
US
N
2
2030-04-15
Fixed
0.00000000
N
N
N
N
N
N
Mylan II B.V.
N/A
UTAH ACQUISITION SUB INC 5.250000% 06/15/2046
62854AAP9
315000.00000000
PA
USD
385745.35000000
0.031798595663
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.675000% 06/01/2060
594918CD4
720000.00000000
PA
USD
717802.75000000
0.059171470022
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.875000% 09/16/2046
02209SAV5
980000.00000000
PA
USD
958229.78000000
0.078990871380
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.001000% 03/17/2052
10373QBS8
825000.00000000
PA
USD
808940.95000000
0.066684371399
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056
92343VFW9
3137000.00000000
PA
USD
3018050.32000000
0.248790456758
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 4.400000% 06/14/2046
94974BGT1
110000.00000000
PA
USD
131616.70000000
0.010849712707
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC 2.450000% 06/24/2050
58933YBB0
150000.00000000
PA
USD
142887.90000000
0.011778844663
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 5.705000% 05/01/2040
097023CV5
3845000.00000000
PA
USD
4910824.43000000
0.404819709235
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC 4.400000% 07/01/2049
337738AV0
400000.00000000
PA
USD
476204.86000000
0.039255549798
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.750000% 08/15/2041
912810TA6
53005000.00000000
PA
USD
52036002.34000000
4.289544380447
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORPORATION
K8TS3HOE1568DUBUJL44
KEYSPAN GAS EAST CORP 144A 5.819000% 04/01/2041
49338CAA1
925000.00000000
PA
USD
1238289.50000000
0.102077360427
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.81900000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 4.750000% 05/15/2038
89352HAX7
455000.00000000
PA
USD
542307.60000000
0.044704673945
Long
DBT
NUSS
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC 4.150000% 05/18/2043
58933YAJ4
605000.00000000
PA
USD
736008.38000000
0.060672235921
Long
DBT
CORP
US
N
2
2043-05-18
Fixed
4.15000000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENN VALLEY AUTHORITY 5.250000% 09/15/2039
880591EH1
2615000.00000000
PA
USD
3762533.62000000
0.310161315630
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
UNIVERSITY CALIF REVS
N/A
UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA
91412GXE0
475000.00000000
PA
USD
548128.53000000
0.045184517447
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
STRIP PRINC 0.000000% 08/15/2045
912803EP4
8130000.00000000
PA
USD
5204598.12000000
0.429036697943
Long
DBT
UST
US
N
2
2045-08-15
Fixed
0.00000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSION, LP
549300SIOULUXXIDGA69
TEXAS EASTERN TRANSMISSION LP 144A 4.150000% 01/15/2048
882384AE0
675000.00000000
PA
USD
780718.24000000
0.064357855878
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.15000000
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST
N/A
INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR7 INDX 2004-AR7 A2
45660NT96
10136.71000000
PA
USD
9718.27000000
0.000801117468
Long
ABS-MBS
US
N
2
2034-09-25
Floating
0.95199840
N
N
N
N
N
N
Fomento Economico Mexicano, S.A.B. de C.V.
549300A8MDWDJNMLV153
FOMENTO ECONOMICO MEXICANO SAB DE CV 3.500000% 01/16/2050
344419AC0
610000.00000000
PA
USD
653889.50000000
0.053902834653
Long
DBT
NUSS
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC 144A 3.132000% 12/01/2051
071813CT4
725000.00000000
PA
USD
745266.14000000
0.061435391633
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13200000
N
N
N
N
N
N
BHP BILLITON FINANCE (USA) LIMITED
5493003NUVITP3TMY274
BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043
055451AV0
655000.00000000
PA
USD
869496.30000000
0.071676201086
Long
DBT
NUSS
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.500000% 11/30/2028
91282CDL2
6790000.00000000
PA
USD
6849412.50000000
0.564625597231
Long
SN
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 3.850000% 05/04/2043
037833AL4
225000.00000000
PA
USD
266933.24000000
0.022004418635
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 3.375000% 01/15/2050
46513JXN6
1003000.00000000
PA
USD
1064965.34000000
0.087789528098
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE CO
TAE73CY392TBWJ3O3305
NEW YORK LIFE INSURANCE CO 144A 5.875000% 05/15/2033
64952GAE8
852000.00000000
PA
USD
1129320.84000000
0.093094619976
Long
DBT
CORP
US
Y
2
2033-05-15
Fixed
5.87500000
N
N
N
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC 4.950000% 05/19/2050
92556HAC1
578000.00000000
PA
USD
730028.41000000
0.060179282090
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.000000% 08/15/2051
912810SZ2
40361000.00000000
PA
USD
42265534.69000000
3.484124042264
Long
DBT
UST
US
N
1
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 3.700000% 03/01/2045
202795JF8
600000.00000000
PA
USD
694450.60000000
0.057246455045
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.600000% 04/01/2050
68389XBX2
110000.00000000
PA
USD
111316.98000000
0.009176322248
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 02/15/2051
912810SU3
21910000.00000000
PA
USD
22276307.81000000
1.836328824016
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
PORT AUTH N Y & N J
N/A
PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY
73358WJA3
350000.00000000
PA
USD
479361.37000000
0.039515754062
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
CYRUSONE LP
549300TDXOX1X4TWIB58
CYRUSONE LP / CYRUSONE FINANCE CORP 3.450000% 11/15/2029
23283PAR5
1920000.00000000
PA
USD
2048121.60000000
0.168835193033
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 8/15/2042
912810QX9
3700000.00000000
PA
USD
4270898.46000000
0.352067946512
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO 3.990000% 03/01/2049
341081FU6
360000.00000000
PA
USD
443616.39000000
0.036569146499
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.758000% 09/06/2049
05526DBK0
600000.00000000
PA
USD
645185.76000000
0.053185349117
Long
DBT
CORP
GB
N
2
2049-09-06
Fixed
4.75800000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032
00774MAX3
2115000.00000000
PA
USD
2131137.45000000
0.175678535274
Long
DBT
NUSS
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
INDIANA UNIVERSITY HEALTH, INC.
5493005H76YOO81B8D75
INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 2.852000% 11/01/2051
455170AB6
350000.00000000
PA
USD
359708.13000000
0.029652239185
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.85200000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 3.020000% 11/18/2036
961214EX7
290000.00000000
PA
USD
288308.85000000
0.023766499187
Long
DBT
NUSS
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 6.650000% 10/15/2034
293791AP4
1265000.00000000
PA
USD
1731986.62000000
0.142774870065
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
6.65000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-8 PS
38374TDP6
21873.99000000
PA
USD
1154.75000000
0.000095190851
Long
DBT
USGA
US
N
2
2038-08-16
Floating
6.21087120
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 2.545000% 11/08/2032
46647PCR5
1025000.00000000
PA
USD
1030175.14000000
0.084921627026
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 3.200000% 11/15/2049
202795JQ4
430000.00000000
PA
USD
462141.19000000
0.038096222910
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.20000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.964000% 11/15/2048
46647PAL0
1465000.00000000
PA
USD
1742523.30000000
0.143643452478
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96400000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC 144A 3.000000% 09/15/2050
05523RAE7
650000.00000000
PA
USD
636329.95000000
0.052455327818
Long
DBT
NUSS
GB
N
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 3.300000% 09/15/2051
12189LBG5
1015000.00000000
PA
USD
1108448.66000000
0.091374039255
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.30000000
N
N
N
N
N
N
DOLLAR TREE, INC.
549300PMSTQITB1WHR43
DOLLAR TREE INC 3.375000% 12/01/2051
256746AK4
665000.00000000
PA
USD
670966.07000000
0.055310527435
Long
DBT
NUSS
US
N
2
2051-12-01
Fixed
3.37500000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER CORP 5.050000% 10/01/2048
677050AN6
925000.00000000
PA
USD
1166424.10000000
0.096153196217
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC 4.450000% 08/20/2048
98978VAP8
205000.00000000
PA
USD
263746.47000000
0.021741719912
Long
DBT
CORP
US
N
2
2048-08-20
Fixed
4.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.950000% 10/01/2043
29273RAZ2
1580000.00000000
PA
USD
1928651.92000000
0.158986809771
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP 3.078000% 05/11/2050
166764CA6
514000.00000000
PA
USD
547708.79000000
0.045149916531
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.07800000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039
38141GXA7
595000.00000000
PA
USD
710266.08000000
0.058550190927
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41100000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 6.800000% 05/15/2038
71644EAJ1
520000.00000000
PA
USD
734389.44000000
0.060538779955
Long
DBT
NUSS
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD 3.175000% 07/09/2050
874060AZ9
807000.00000000
PA
USD
825219.74000000
0.068026299853
Long
DBT
NUSS
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 4.125000% 04/01/2040
126650DK3
595000.00000000
PA
USD
679703.86000000
0.056030819853
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
NATIONAL RETAIL PROPERTIES, INC.
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROPERTIES INC 4.800000% 10/15/2048
637417AM8
335000.00000000
PA
USD
430367.45000000
0.035476981198
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.80000000
N
N
N
N
N
N
BRK:CITI GROUP GLOBAL MARKET
N/A
BRK:CITI GROUP GLOBAL MARKET PAY:1.87% FIXED
N/A
775000.00000000
NC
USD
-29249.09000000
-0.00241112429
N/A
DIR
XX
N
2
BRK:CITI GROUP GLOBAL MARKET
N/A
Y
2053-09-28
0.00000000
USD
0.00000000
USD
-775000.00000000
USD
-29249.09000000
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.125000% 02/15/2043
912810QZ4
3145000.00000000
PA
USD
3841814.06000000
0.316696732468
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 3.000000% 05/28/2051
046353AZ1
213000.00000000
PA
USD
225486.62000000
0.018587801141
Long
DBT
NUSS
GB
N
2
2051-05-28
Fixed
3.00000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.300000% 04/29/2053
698299BB9
80000.00000000
PA
USD
83737.60000000
0.006902839099
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST
N/A
INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR5 INDX 2004-AR5 2A1B
45660NS48
29112.96000000
PA
USD
27698.70000000
0.002283319194
Long
ABS-MBS
US
N
2
2034-08-25
Floating
0.89163000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.969000% 11/01/2047
20030NCC3
3083000.00000000
PA
USD
3575581.21000000
0.294750049897
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
THE BROOKLYN UNION GAS COMPANY
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION GAS CO/THE 144A 4.273000% 03/15/2048
114259AQ7
710000.00000000
PA
USD
817171.70000000
0.067362866399
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
BG ENERGY CAPITAL PLC
S2M8QDKEE05NZN8JD460
BG ENERGY CAPITAL PLC 144A 5.125000% 10/15/2041
05541VAF3
205000.00000000
PA
USD
266246.65000000
0.021947820162
Long
DBT
NUSS
GB
N
2
2041-10-15
Fixed
5.12500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049
03523TBV9
1541000.00000000
PA
USD
2125524.11000000
0.175215804280
Long
DBT
CORP
BE
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 4.250000% 04/01/2046
437076BH4
960000.00000000
PA
USD
1196149.67000000
0.098603598746
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.400000% 05/01/2045
031162BZ2
4135000.00000000
PA
USD
4971374.67000000
0.409811117684
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE 7.625000% 11/30/2028
254687DT0
1000.00000000
PA
USD
1353.22000000
0.000111551560
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.62500000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 2.939000% 06/04/2051
10373QBP4
768000.00000000
PA
USD
747426.52000000
0.061613480753
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.350000% 05/15/2045
86765BAQ2
520000.00000000
PA
USD
603693.78000000
0.049764992410
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.750000% 04/15/2058
035240AP5
170000.00000000
PA
USD
215616.16000000
0.017774138017
Long
DBT
CORP
BE
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/06/2022
912796K65
4730000.00000000
PA
USD
4729778.49000000
0.389895338423
Long
DBT
UST
US
N
2
2022-01-06
None
0.00000000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 4.050000% 09/15/2049
744448CR0
133000.00000000
PA
USD
163488.47000000
0.013477035441
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.950000% 10/01/2041
031162BE9
825000.00000000
PA
USD
1032945.62000000
0.085150009230
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.375000% 01/15/2055
026874DB0
65000.00000000
PA
USD
82023.80000000
0.006761563427
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.350000% 05/01/2050
369604BY8
215000.00000000
PA
USD
289638.00000000
0.023876066557
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
BURLINGTON RESOURCES LLC
0FJ5X7MVCTSE8OEPQE56
BURLINGTON RESOURCES LLC 7.200000% 08/15/2031
12201PAB2
20000.00000000
PA
USD
28446.45000000
0.002344959340
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.20000000
N
N
N
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC 4.375000% 03/15/2043
92553PAP7
20000.00000000
PA
USD
22650.20000000
0.001867150314
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.050000% 11/21/2039
00287YCA5
540000.00000000
PA
USD
617955.00000000
0.050940604166
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC 4.950000% 04/15/2050
26875PAT8
674000.00000000
PA
USD
911535.37000000
0.075141656701
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4.000000% 09/15/2055
25470DBL2
1065000.00000000
PA
USD
1140148.03000000
0.093987150338
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.250000% 05/15/2051
91324PEF5
1665000.00000000
PA
USD
1810533.42000000
0.149249809903
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
UNIVERSITY TEX PERM UNIV FD
N/A
UNIV OF TEXAS TX PERMANENT UNI PERMANENT UNIVERSITY FUND - UNIVERSITY OF TEXAS SY
9151153X5
575000.00000000
PA
USD
822340.85000000
0.067788980961
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.26200000
N
N
N
N
N
N
SALESFORCE.COM, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC 3.050000% 07/15/2061
79466LAM6
375000.00000000
PA
USD
395173.50000000
0.032575797332
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)MAR22 FINANCIAL COMMODITY FUTURE.
N/A
313.00000000
NC
USD
40944312.50000000
3.375210194820
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Mar 2022
2022-03-25
40714891.33000000
USD
229421.17000000
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 4.250000% 09/17/2050
92857WBU3
1030000.00000000
PA
USD
1186373.88000000
0.097797739665
Long
DBT
NUSS
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES, LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046
03522AAJ9
5360000.00000000
PA
USD
6804332.78000000
0.560909488173
Long
DBT
CORP
BE
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) MAR22 FINANCIAL COMMODITY FUTURE.
N/A
-157.00000000
NC
USD
-19059554.69000000
-1.57115846794
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US 5-Year Note (consolidated) Mar 2022
2022-04-03
-19029902.18000000
USD
-29652.51000000
N
N
N
BRK: CITIGROUP GLOBAL MARKET
N/A
BRK: CITIGROUP GLOBAL MARKET REC: 1.0255% FIXED
N/A
8070000.00000000
NC
USD
-87133.29000000
-0.00718275996
N/A
DIR
XX
N
2
BRK: CITIGROUP GLOBAL MARKET
N/A
Y
2025-07-24
0.00000000
USD
0.00000000
USD
-8070000.00000000
USD
-87133.29000000
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 5.250000% 08/04/2045
21684AAD8
145000.00000000
PA
USD
197322.42000000
0.016266108843
Long
DBT
NUSS
NL
N
2
2045-08-04
Fixed
5.25000000
N
N
N
N
N
N
EVEREST REINSURANCE HOLDINGS, INC.
N/A
EVEREST REINSURANCE HOLDINGS INC 3.125000% 10/15/2052
299808AJ4
760000.00000000
PA
USD
746744.00000000
0.061557217787
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.12500000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.100000% 05/12/2051
023135CB0
2440000.00000000
PA
USD
2637037.15000000
0.217381954399
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 3.377000% 04/05/2040
14448CAR5
370000.00000000
PA
USD
386616.44000000
0.031870403240
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.37700000
N
N
N
N
N
N
AIG SUNAMERICA GLOBAL FINANCING X
549300Q3UB1GMKCGGR05
AIG SUNAMERICA GLOBAL FINANCING X 144A 6.900000% 03/15/2032
00139PAA6
1937000.00000000
PA
USD
2708546.73000000
0.223276786885
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
6.90000000
N
N
N
N
N
N
Compagnie des chemins de fer nationaux du Canada
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 3.650000% 02/03/2048
136375CP5
575000.00000000
PA
USD
661128.67000000
0.054499589584
Long
DBT
NUSS
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP 3.050000% 08/12/2051
458140BW9
865000.00000000
PA
USD
895900.99000000
0.073852849647
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
3.05000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.070000% 12/15/2042
539830BB4
242000.00000000
PA
USD
289061.04000000
0.023828505342
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 5.050000% 03/25/2048
126650CZ1
5205000.00000000
PA
USD
6877548.05000000
0.566944927790
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115
13645RAX2
1330000.00000000
PA
USD
2011385.36000000
0.165806871779
Long
DBT
NUSS
CA
N
2
2115-09-15
Fixed
6.12500000
N
N
N
N
N
N
SPIRIT REALTY, L.P.
549300GTBVIBJRX5BW73
SPIRIT REALTY LP 3.400000% 01/15/2030
84861TAF5
525000.00000000
PA
USD
549667.08000000
0.045311346531
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP 4.100000% 04/01/2043
863667AE1
805000.00000000
PA
USD
946953.79000000
0.078061344564
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.10000000
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC 2.700000% 04/15/2040
92826CAK8
230000.00000000
PA
USD
234982.29000000
0.019370568764
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.850000% 04/01/2061
161175BY9
635000.00000000
PA
USD
606650.95000000
0.050008764248
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 3.625000% 04/06/2040
29446MAG7
2025000.00000000
PA
USD
2270438.18000000
0.187161674575
Long
DBT
NUSS
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
LOS ANGELES CALIF DEPT ARPTS ARPT REV
N/A
LOS ANGELES CA DEPT OF ARPTS CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS
544435C32
275000.00000000
PA
USD
369386.82000000
0.030450093909
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
6.58200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034
92343VCQ5
900000.00000000
PA
USD
1055096.90000000
0.086976031491
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
PHILLIPS 66 PARTNERS LP 4.900000% 10/01/2046
718549AE8
1344000.00000000
PA
USD
1652159.40000000
0.136194379875
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
PUGET SOUND ENERGY, INC.
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC 4.223000% 06/15/2048
745332CH7
880000.00000000
PA
USD
1064556.58000000
0.087755832309
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.22300000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE 3.500000% 05/13/2040
254687FY7
525000.00000000
PA
USD
578687.03000000
0.047703581865
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC 4.600000% 03/15/2048
893574AM5
536000.00000000
PA
USD
654472.15000000
0.053950864919
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 4.250000% 11/30/2046
828807CZ8
85000.00000000
PA
USD
101618.73000000
0.008376855112
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.25000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE 2.600000% 03/15/2031
969457BY5
455000.00000000
PA
USD
451738.50000000
0.037238685851
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 6.750000% 06/15/2039
88732JAU2
450000.00000000
PA
USD
616977.54000000
0.050860028068
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO 3.250000% 08/26/2049
88579YBK6
410000.00000000
PA
USD
451202.85000000
0.037194529991
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
3.25000000
N
N
N
N
N
N
DUKE ENERGY INDIANA, LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY INDIANA LLC 3.750000% 05/15/2046
26443TAA4
445000.00000000
PA
USD
513539.53000000
0.042333202129
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS COMPANY
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO 3.750000% 09/15/2042
842434CK6
620000.00000000
PA
USD
701811.75000000
0.057853265296
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.75000000
N
N
N
N
N
N
SAN DIEGO GAS & ELECTRIC COMPANY
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS & ELECTRIC CO 3.320000% 04/15/2050
797440BY9
577000.00000000
PA
USD
620698.53000000
0.051166764770
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.250000% 04/15/2049
29279FAA7
305000.00000000
PA
USD
395973.63000000
0.032641755380
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 4.750000% 05/15/2042
25179MAN3
420000.00000000
PA
USD
480387.60000000
0.039600350475
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.800000% 06/15/2038
29278NAD5
55000.00000000
PA
USD
66748.97000000
0.005502395577
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
INDIANAPOLIS POWER & LIGHT COMPANY
2T85JNP2R2B2GTSFND21
INDIANAPOLIS POWER & LIGHT CO 144A 6.050000% 10/01/2036
455434BH2
1061000.00000000
PA
USD
1429906.36000000
0.117873136199
Long
DBT
CORP
US
Y
2
2036-10-01
Fixed
6.05000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 7.950000% 04/15/2032
251799AA0
10000.00000000
PA
USD
14013.69000000
0.001155206827
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.95000000
N
N
N
N
N
N
UNIVERSITY OF SOUTHERN CALIFORNIA
0GMCSQ6M60R4T46U5511
UNIVERSITY OF SOUTHERN CALIFORNIA 5.250000% 10/01/2111
914886AA4
1275000.00000000
PA
USD
2168860.64000000
0.178788214926
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.25000000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
WYETH LLC 5.950000% 04/01/2037
983024AN0
536000.00000000
PA
USD
760554.82000000
0.062695701196
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
SOUTHERN COMPANY GAS CAPITAL CORPORATION
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS CAPITAL CORP 5.875000% 03/15/2041
001192AH6
1008000.00000000
PA
USD
1389576.90000000
0.114548610856
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/01/2056
698299BM5
153000.00000000
PA
USD
164094.03000000
0.013526954273
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
UNIVERSITY CALIF REVS
N/A
UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA
91412GHA6
635000.00000000
PA
USD
966008.86000000
0.079632133341
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.85800000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.050000% 08/22/2047
023135BJ4
491000.00000000
PA
USD
603999.06000000
0.049790157912
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.500000% 04/01/2050
67066GAH7
742000.00000000
PA
USD
857183.39000000
0.070661196637
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.550000% 08/20/2060
037833EA4
925000.00000000
PA
USD
878875.74000000
0.072449387387
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.800000% 04/01/2044
375558AX1
668000.00000000
PA
USD
840613.48000000
0.069295269949
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC 4.375000% 12/01/2047
036752AD5
2613000.00000000
PA
USD
3224183.73000000
0.265782892201
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.37500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.000000% 09/15/2060
45866FAQ7
660000.00000000
PA
USD
642562.82000000
0.052969129250
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP 5.100000% 01/15/2044
31428XAW6
125000.00000000
PA
USD
161242.46000000
0.013291887483
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
GLOBAL ATLANTIC (FIN) COMPANY
N/A
GLOBAL ATLANTIC FIN CO 144A 3.125000% 06/15/2031
37959GAB3
455000.00000000
PA
USD
456265.75000000
0.037611885923
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.950000% 12/05/2044
023135AQ9
1864000.00000000
PA
USD
2560035.51000000
0.211034388535
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.100000% 06/15/2050
03027XBD1
190000.00000000
PA
USD
183797.93000000
0.015151228809
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
ENTERGY LOUISIANA, LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC 4.200000% 04/01/2050
29364WBC1
755000.00000000
PA
USD
927981.61000000
0.076497388756
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 5.000000% 04/01/2035
37045VAH3
95000.00000000
PA
USD
112675.70000000
0.009288327196
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III, LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 4.200000% 05/01/2050
50249AAD5
190000.00000000
PA
USD
219790.58000000
0.018118252842
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.20000000
N
N
N
N
N
N
BLACK HILLS CORPORATION
3MGELCRSTNSAMJ962671
BLACK HILLS CORP 4.350000% 05/01/2033
092113AQ2
465000.00000000
PA
USD
533832.69000000
0.044006051820
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 3.870000% 07/23/2060
698299BL7
355000.00000000
PA
USD
343182.05000000
0.028289925587
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.375000% 01/31/2044
02209SAR4
345000.00000000
PA
USD
402585.29000000
0.033186782049
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.37500000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 4.250000% 04/01/2050
126650DL1
283000.00000000
PA
USD
344729.69000000
0.028417503997
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 6.150000% 05/01/2037
12189TAZ7
650000.00000000
PA
USD
936728.96000000
0.077218469245
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
United Airlines 2019-1 Pass Through Trusts
N/A
UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 4.150000% 08/25/2031
90931CAA6
347922.28960000
PA
USD
383693.36000000
0.031629441582
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
MISSOURI JT MUN ELEC UTIL COMMN PWR PROJ REV
N/A
MISSOURI JT MUNI ELEC UTILITY MISSOURI JOINT MUNICIPAL ELECTRIC UTILITY COMMISSI
606092ET7
600000.00000000
PA
USD
907537.08000000
0.074812061005
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
6.89000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.125000% 08/15/2044
912810RH3
4310000.00000000
PA
USD
5317125.80000000
0.438312823235
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
SALESFORCE.COM, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC 2.700000% 07/15/2041
79466LAK0
615000.00000000
PA
USD
619031.72000000
0.051029362680
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 04/07/2022
912796N47
3740000.00000000
PA
USD
3739054.45000000
0.308225829866
Long
DBT
UST
US
N
2
2022-04-07
None
0.00000000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 5.250000% 05/30/2048
92857WBM1
1226000.00000000
PA
USD
1594780.80000000
0.131464422919
Long
DBT
NUSS
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045
718286CH8
220000.00000000
PA
USD
211167.17000000
0.017407389243
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC 144A 3.950000% 04/15/2045
07274NBG7
500000.00000000
PA
USD
549477.84000000
0.045295746689
Long
DBT
CORP
DE
N
2
2045-04-15
Fixed
3.95000000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 6.250000% 09/01/2037
744448BZ3
680000.00000000
PA
USD
999338.43000000
0.082379628599
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
6.25000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 4.550000% 03/01/2039
101137AT4
465000.00000000
PA
USD
559151.21000000
0.046093162864
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAMP SERIES 2004-SL1 TRUST RAMP 2004-SL1 A7
760985W80
7634.67000000
PA
USD
7673.63000000
0.000632569278
Long
ABS-MBS
US
N
2
2031-11-25
Fixed
7.00000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031
694308JG3
320000.00000000
PA
USD
305787.03000000
0.025207298354
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/25/2022
912796Q85
1395000.00000000
PA
USD
1394904.09000000
0.114987753314
Long
DBT
UST
US
N
2
2022-01-25
None
0.00000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 5.300000% 06/01/2042
68233JAS3
345000.00000000
PA
USD
474623.70000000
0.039125208194
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
STERIS Irish FinCo Unlimited Co
N/A
STERIS IRISH FINCO UNLTD CO 3.750000% 03/15/2051
85917PAB3
800000.00000000
PA
USD
884499.02000000
0.072912937776
Long
DBT
NUSS
US
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL, INC.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC 4.950000% 07/15/2046
754730AF6
565000.00000000
PA
USD
741547.56000000
0.061128853597
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 5.000000% 03/15/2044
775109BB6
767000.00000000
PA
USD
941370.79000000
0.077601114624
Long
DBT
NUSS
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 5.000000% 04/27/2051
91087BAL4
1230000.00000000
PA
USD
1372151.10000000
0.113112129591
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.500000% 05/15/2046
912810RS9
6590000.00000000
PA
USD
7438977.31000000
0.613225879803
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
STRIP PRINC 0.000000% 08/15/2043
912803ED1
9912000.00000000
PA
USD
6545885.39000000
0.539604593494
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.572000% 10/20/2032
06051GKD0
710000.00000000
PA
USD
713048.87000000
0.058779587895
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 4.500000% 09/15/2042
88732JBD9
520000.00000000
PA
USD
571603.90000000
0.047119689961
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 5.350000% 10/01/2052
68233JBX1
645000.00000000
PA
USD
979835.24000000
0.080771899425
Long
DBT
CORP
US
N
2
2052-10-01
Fixed
5.35000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 4.600000% 12/01/2048
927804GA6
600000.00000000
PA
USD
772887.26000000
0.063712315584
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.60000000
N
N
N
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC 5.319000% 11/15/2038
26078JAE0
985000.00000000
PA
USD
1272492.10000000
0.104896823185
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.650000% 02/08/2051
037833EF3
695000.00000000
PA
USD
688477.68000000
0.056754082375
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC 2.250000% 08/15/2060
02079KAG2
495000.00000000
PA
USD
450081.10000000
0.037102059467
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 4.500000% 02/23/2036
037833BW9
620000.00000000
PA
USD
779282.43000000
0.064239496080
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS
38376T3G5
48963.94000000
PA
USD
8853.19000000
0.000729805321
Long
DBT
USGA
US
N
2
2040-01-16
Floating
6.30087120
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.750000% 04/27/2032
91087BAK6
335000.00000000
PA
USD
374154.80000000
0.030843138357
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 4.950000% 09/01/2048
95040QAF1
274000.00000000
PA
USD
360576.64000000
0.029723834081
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.95000000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 144A 3.875000% 11/15/2029
527298BQ5
940000.00000000
PA
USD
970512.40000000
0.080003378898
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP 6.375000% 03/01/2041
494550BH8
636000.00000000
PA
USD
853003.09000000
0.070316597099
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.37500000
N
N
N
N
N
N
STANFORD HEALTH CARE
5493005311WCPXQGDG42
STANFORD HEALTH CARE 3.027000% 08/15/2051
85434VAC2
380000.00000000
PA
USD
409447.59000000
0.033752470016
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.02700000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 6.050000% 03/15/2039
842400FL2
665000.00000000
PA
USD
883326.72000000
0.072816300205
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.05000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA MTN 3.743000% 09/12/2039
202712BL8
310000.00000000
PA
USD
335077.90000000
0.027621866752
Long
DBT
NUSS
AU
N
2
2039-09-12
Fixed
3.74300000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES, LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036
03522AAH3
5320000.00000000
PA
USD
6397300.00000000
0.527356081002
Long
DBT
CORP
BE
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 6.750000% 10/01/2037
38141GFD1
1570000.00000000
PA
USD
2217279.13000000
0.182779552699
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
NESTLE HOLDINGS, INC.
549300EAEU8YV8MQXP30
NESTLE HOLDINGS INC 144A 3.900000% 09/24/2038
641062AL8
815000.00000000
PA
USD
966922.67000000
0.079707462505
Long
DBT
CORP
US
N
2
2038-09-24
Fixed
3.90000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.750000% 11/01/2046
913017CJ6
49000.00000000
PA
USD
55456.24000000
0.004571488814
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.500000% 06/01/2042
913017BT5
1785000.00000000
PA
USD
2205285.32000000
0.181790852992
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MGMT BILL 0.000000% 02/01/2022
912796Q93
4390000.00000000
PA
USD
4389674.88000000
0.361859181465
Long
DBT
UST
US
N
2
2022-02-01
None
0.00000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.350000% 04/15/2050
437076CD2
695000.00000000
PA
USD
772281.82000000
0.063662406644
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE 3.050000% 06/08/2051
89417EAR0
465000.00000000
PA
USD
492644.82000000
0.040610764166
Long
DBT
CORP
US
N
2
2051-06-08
Fixed
3.05000000
N
N
N
N
N
N
DUKE ENERGY INDIANA, LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY INDIANA LLC 4.900000% 07/15/2043
263901AF7
715000.00000000
PA
USD
923242.41000000
0.076106716763
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.90000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY
549300G6UZOB126GBY72
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 4.418000% 11/15/2035
36164QNA2
8641000.00000000
PA
USD
10443786.87000000
0.860924845573
Long
DBT
NUSS
US
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.950000% 09/11/2049
037833DQ0
335000.00000000
PA
USD
349645.80000000
0.028822759418
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
CITY OF HOPE
549300QIQJNNQEIXBL15
CITY OF HOPE 4.378000% 08/15/2048
17858PAB7
650000.00000000
PA
USD
835769.27000000
0.068895941545
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.37800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.300000% 04/15/2047
29273RBL2
695000.00000000
PA
USD
803363.14000000
0.066224569292
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC 3.650000% 05/10/2051
278642AZ6
564000.00000000
PA
USD
619776.53000000
0.051090760470
Long
DBT
CORP
US
N
2
2051-05-10
Fixed
3.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033
92343VEA8
3230000.00000000
PA
USD
3810624.12000000
0.314125615821
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 4.350000% 11/15/2045
202795JG6
1225000.00000000
PA
USD
1527743.90000000
0.125938292073
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 4.250000% 05/01/2046
595620AP0
165000.00000000
PA
USD
203738.86000000
0.016795042714
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 08/15/2050
912810SP4
17955000.00000000
PA
USD
16203686.18000000
1.335737333198
Long
DBT
UST
US
N
1
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 3.750000% 09/12/2047
037833DD9
250000.00000000
PA
USD
297518.82000000
0.024525715370
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC 5.850000% 11/15/2068
219350BL8
159000.00000000
PA
USD
238229.18000000
0.019638223429
Long
DBT
CORP
US
N
2
2068-11-15
Fixed
5.85000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041
92343VGK4
5255000.00000000
PA
USD
5585747.34000000
0.460456415470
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.550000% 02/20/2048
110122DL9
524000.00000000
PA
USD
676255.16000000
0.055746529150
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.125000% 05/15/2040
912810SR0
1485000.00000000
PA
USD
1317125.38000000
0.108576130333
Long
DBT
UST
US
N
1
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
ENTERGY TEXAS, INC.
LWXX58X12AJXISQ28573
ENTERGY TEXAS INC 3.550000% 09/30/2049
29365TAJ3
450000.00000000
PA
USD
489393.18000000
0.040342717939
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP 3.250000% 05/15/2041
31428XCE4
355000.00000000
PA
USD
361682.26000000
0.029814974942
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO 5.960000% 04/01/2039
341081FB8
980000.00000000
PA
USD
1409883.02000000
0.116222528894
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
5.96000000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
HSBC BANK USA NA 7.000000% 01/15/2039
4042Q1AD9
460000.00000000
PA
USD
709008.92000000
0.058446557992
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
7.00000000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.500000% 09/01/2041
88732JBB3
1185000.00000000
PA
USD
1451767.26000000
0.119675221227
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 144A 2.937000% 11/01/2056
20030NDT5
5898000.00000000
PA
USD
5731993.89000000
0.472512127641
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3.650000% 02/01/2050
842400GT4
115000.00000000
PA
USD
123411.91000000
0.010173357698
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 5.150000% 02/15/2050
00206RFU1
1140000.00000000
PA
USD
1463774.74000000
0.120665047810
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
5.15000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA 144A 6.000000% 01/22/2114
268317AL8
241000.00000000
PA
USD
345907.30000000
0.028514579294
Long
DBT
NUSS
FR
N
2
2114-01-22
Fixed
6.00000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 3.500000% 01/25/2050
168863DL9
235000.00000000
PA
USD
242614.00000000
0.019999682402
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
BRK: CITIGROUP GLOBAL MARKET
N/A
BRK: CITIGROUP GLOBAL MARKET PAY: 1.8075% FIXED
N/A
335000.00000000
NC
USD
-7681.93000000
-0.00063325348
N/A
DIR
XX
N
2
BRK: CITIGROUP GLOBAL MARKET
N/A
Y
2053-07-24
0.00000000
USD
0.00000000
USD
-335000.00000000
USD
-7681.93000000
N
N
N
SOUTHWESTERN ELECTRIC POWER COMPANY
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051
845437BT8
165000.00000000
PA
USD
166152.68000000
0.013696657366
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
W. W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC 4.600000% 06/15/2045
384802AB0
340000.00000000
PA
USD
444609.12000000
0.036650981367
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 04/28/2022
912796P37
1245000.00000000
PA
USD
1244598.21000000
0.102597413666
Long
DBT
UST
US
N
2
2022-04-28
None
0.00000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 4.450000% 02/15/2044
927804FR0
750000.00000000
PA
USD
934038.65000000
0.076996695788
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.500000% 06/01/2050
035240AT7
1470000.00000000
PA
USD
1819175.72000000
0.149962230683
Long
DBT
CORP
BE
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047
161175BL7
2361000.00000000
PA
USD
2833396.60000000
0.233568681615
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 10.500000% 03/15/2039
91913YAP5
867000.00000000
PA
USD
1533204.64000000
0.126388443612
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
10.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO 3.900000% 05/01/2045
94974BGK0
293000.00000000
PA
USD
342182.21000000
0.028207504611
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.875000% 11/15/2040
88732JAY4
470000.00000000
PA
USD
595538.24000000
0.049092697283
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.600000% 11/15/2060
87264ABY0
260000.00000000
PA
USD
258750.55000000
0.021329885421
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
BALTIMORE GAS AND ELECTRIC COMPANY
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS AND ELECTRIC CO 2.900000% 06/15/2050
059165EM8
400000.00000000
PA
USD
404683.16000000
0.033359718210
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.400000% 10/01/2047
86765BAV1
2720000.00000000
PA
USD
3237849.59000000
0.266909425954
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.734000% 09/25/2040
05526DBT1
735000.00000000
PA
USD
707906.96000000
0.058355718840
Long
DBT
CORP
GB
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 2.500000% 05/01/2060
210518DJ2
205000.00000000
PA
USD
186401.88000000
0.015365883252
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 3.550000% 03/10/2051
715638DT6
175000.00000000
PA
USD
174795.25000000
0.014409100404
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55000000
N
N
N
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.750000% 10/21/2051
713448FG8
690000.00000000
PA
USD
716139.45000000
0.059034357276
Long
DBT
CORP
US
N
2
2051-10-21
Fixed
2.75000000
N
N
N
N
N
N
REGENCY CENTERS, L.P.
5493008PTR2GAOYBXW28
REGENCY CENTERS LP 4.650000% 03/15/2049
75884RAY9
605000.00000000
PA
USD
762702.02000000
0.062872703834
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.65000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC 5.400000% 08/15/2041
893574AB9
1055000.00000000
PA
USD
1357795.96000000
0.111928775618
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
5.40000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.750000% 04/01/2048
026874DL8
200000.00000000
PA
USD
262134.37000000
0.021608827795
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS 144A 4.850000% 08/15/2048
20825CBD5
325000.00000000
PA
USD
430115.63000000
0.035456222627
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.85000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.550000% 03/15/2035
00287YCY3
1565000.00000000
PA
USD
1868371.57000000
0.154017649478
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.500000% 09/15/2037
404280AH2
1615000.00000000
PA
USD
2237126.07000000
0.184415618617
Long
DBT
NUSS
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
American Homes 4 Rent, L.P.
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.375000% 07/15/2051
02666TAD9
255000.00000000
PA
USD
263328.84000000
0.021707292932
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.500000% 01/31/2050
91087BAG5
1650000.00000000
PA
USD
1716528.00000000
0.141500551640
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 6.800000% 06/01/2038
404280AJ8
1067000.00000000
PA
USD
1526077.20000000
0.125800899050
Long
DBT
NUSS
GB
N
2
2038-06-01
Fixed
6.80000000
N
N
N
N
N
N
ELM ROAD GENERATING STATION SUPERCRITICAL, LLC
N/A
ELM ROAD GENERATING STATION SUPERCRITICAL LLC 144A 5.848000% 01/19/2041
28932MAJ4
2007000.00000000
PA
USD
2596138.87000000
0.214010538855
Long
DBT
CORP
US
N
2
2041-01-19
Fixed
5.84800000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP, INC.
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE GROUP INC 5.800000% 06/01/2045
198280AH2
430000.00000000
PA
USD
585655.95000000
0.048278058963
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.80000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 3.100000% 08/15/2050
210518DF0
460000.00000000
PA
USD
491360.36000000
0.040504880779
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC 3.905000% 12/07/2047
744320AY8
145000.00000000
PA
USD
171244.00000000
0.014116356077
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GNR 2011-70 BO MORTGAGE SERIES: 2011-70 CLASS: BO
38377WKM5
1958957.64000000
PA
USD
1677234.65000000
0.138261437160
Long
DBT
USGA
US
N
2
2041-05-20
None
0.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 8.250000% 03/01/2038
316773CH1
286000.00000000
PA
USD
475783.38000000
0.039220805446
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
8.25000000
N
N
N
N
N
N
SABAL TRAIL TRANSMISSION, LLC
5493002DWITGSZFUI977
SABAL TRAIL TRANSMISSION LLC 144A 4.682000% 05/01/2038
78516FAB5
435000.00000000
PA
USD
525963.80000000
0.043357386446
Long
DBT
CORP
US
N
2
2038-05-01
Fixed
4.68200000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE 6.550000% 03/15/2033
254687DV5
1140000.00000000
PA
USD
1587563.29000000
0.130869453512
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.55000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 3.000000% 11/26/2051
822582CL4
95000.00000000
PA
USD
96804.17000000
0.007979970880
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 3.840000% 04/22/2051
88032WBC9
935000.00000000
PA
USD
1010753.14000000
0.083320590682
Long
DBT
NUSS
CN
N
2
2051-04-22
Fixed
3.84000000
N
N
N
N
N
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 4.300000% 07/15/2048
010392FS2
585000.00000000
PA
USD
720096.34000000
0.059360540197
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 3.091000% 05/14/2032
225401AU2
955000.00000000
PA
USD
967863.05000000
0.079784981944
Long
DBT
NUSS
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.700000% 05/15/2046
539830BL2
1561000.00000000
PA
USD
2057953.25000000
0.169645656887
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 4.030000% 10/15/2047
666807BP6
645000.00000000
PA
USD
771337.78000000
0.063584585495
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 5.282000% 04/02/2050
05526DBQ7
245000.00000000
PA
USD
283200.95000000
0.023345433718
Long
DBT
CORP
GB
N
2
2050-04-02
Fixed
5.28200000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 3.133000% 11/18/2041
961214EY5
350000.00000000
PA
USD
346013.62000000
0.028523343694
Long
DBT
NUSS
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
N
N
MUNICIPAL ELEC AUTH GA
N/A
MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA
626207YF5
612000.00000000
PA
USD
952075.55000000
0.078483552571
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.200000% 08/15/2049
26442CAZ7
210000.00000000
PA
USD
223194.19000000
0.018398826589
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040
694308JH1
200000.00000000
PA
USD
190066.93000000
0.015668008586
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO 6.125000% 04/01/2036
59562VAM9
5241000.00000000
PA
USD
7160883.12000000
0.590301417578
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
PECO Energy Company
YH65D4JBECK76IFEJ279
PECO ENERGY CO 3.900000% 03/01/2048
693304AW7
1290000.00000000
PA
USD
1544515.19000000
0.127320819352
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.90000000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP 3.900000% 02/01/2035
31428XBA3
410000.00000000
PA
USD
458716.31000000
0.037813895789
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/03/2022
912796L98
1275000.00000000
PA
USD
1274825.68000000
0.105089189902
Long
DBT
UST
US
N
2
2022-03-03
None
0.00000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.500000% 05/14/2035
00287YAR0
1750000.00000000
PA
USD
2072566.77000000
0.170850310199
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC 4.721000% 12/15/2044
59156RBL1
255000.00000000
PA
USD
328314.43000000
0.027064325753
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.72100000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.800000% 08/15/2043
655844BN7
528000.00000000
PA
USD
633450.07000000
0.052217927317
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.125000% 11/15/2041
912810QT8
2605000.00000000
PA
USD
3171791.00000000
0.261463941274
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.150000% 02/01/2043
29273RAT6
105000.00000000
PA
USD
116063.74000000
0.009567617443
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE 3.600000% 01/13/2051
254687FZ4
4455000.00000000
PA
USD
5093618.90000000
0.419888218658
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 3.971000% 07/22/2038
61744YAL2
545000.00000000
PA
USD
627037.93000000
0.051689347913
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97100000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 5.050000% 03/01/2041
12189LAC5
200000.00000000
PA
USD
261386.37000000
0.021547167040
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.05000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 5.150000% 04/01/2038
37045VAP5
215000.00000000
PA
USD
259319.86000000
0.021376816015
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC 2.950000% 09/15/2051
29444UBM7
740000.00000000
PA
USD
709450.62000000
0.058482969163
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.200000% 01/31/2050
29379VBW2
365000.00000000
PA
USD
411769.82000000
0.033943901106
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059
209111FW8
600000.00000000
PA
USD
651963.55000000
0.053744070574
Long
DBT
CORP
US
N
2
2059-11-15
Fixed
3.70000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO 3.750000% 04/15/2050
244199BK0
706000.00000000
PA
USD
855594.74000000
0.070530237602
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.75000000
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC 4.150000% 12/14/2035
92826CAE2
260000.00000000
PA
USD
310803.72000000
0.025620845003
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.839000% 03/20/2060
907818FG8
2175000.00000000
PA
USD
2598059.25000000
0.214168843776
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
N/A
CANADIAN NATURAL RESOURCES LTD MTN 4.950000% 06/01/2047
136385AY7
350000.00000000
PA
USD
433296.56000000
0.035718439934
Long
DBT
NUSS
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
SOCIETE AURIFERE BARRICK
0O4KBQCJZX82UKGCBV73
BARRICK GOLD CORP 5.250000% 04/01/2042
067901AH1
115000.00000000
PA
USD
150930.12000000
0.012441798350
Long
DBT
NUSS
CA
N
2
2042-04-01
Fixed
5.25000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4.650000% 05/15/2050
25470DBH1
540000.00000000
PA
USD
640229.79000000
0.052776807871
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 2.668000% 11/15/2035
961214EP4
90000.00000000
PA
USD
88206.16000000
0.007271201109
Long
DBT
NUSS
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050
161175BT0
1005000.00000000
PA
USD
1132027.01000000
0.093317700839
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC 5.850000% 09/01/2043
92553PAU6
1820000.00000000
PA
USD
2466483.87000000
0.203322537248
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 4.300000% 01/27/2045
61747YDY8
735000.00000000
PA
USD
909044.73000000
0.074936342874
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 3.850000% 04/15/2045
666807BJ0
770000.00000000
PA
USD
887577.81000000
0.073166735258
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 3.800000% 02/01/2038
816851BH1
785000.00000000
PA
USD
867191.13000000
0.071486176323
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 3.600000% 03/01/2035
539830BC2
1085000.00000000
PA
USD
1220434.04000000
0.100605460499
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.60000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 6.000000% 10/15/2039
816851AP4
865000.00000000
PA
USD
1200293.27000000
0.098945172951
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 1.992000% 01/27/2032
38141GXR0
360000.00000000
PA
USD
344663.88000000
0.028412079005
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
CITICORP RESIDENTIAL MORTGAGE TRUST
N/A
CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5
173109AE9
99478.70000000
PA
USD
100991.60000000
0.008325158174
Long
ABS-MBS
US
N
2
2037-03-25
Fixed
5.07498000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES 4.900000% 11/30/2046
002824BH2
1034000.00000000
PA
USD
1437999.54000000
0.118540290731
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPITALS
DW4Z57L3G4IRMHYZYK62
KAISER FOUNDATION HOSPITALS 4.150000% 05/01/2047
48305QAD5
565000.00000000
PA
USD
709024.60000000
0.058447850560
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC 3.250000% 12/01/2049
78409VAQ7
250000.00000000
PA
USD
277078.85000000
0.022840763519
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 4.400000% 10/15/2044
595620AN5
1350000.00000000
PA
USD
1667735.95000000
0.137478419761
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.625000% 08/15/2043
912810RC4
2197000.00000000
PA
USD
2892402.00000000
0.238432742469
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC 2.650000% 09/22/2051
931142EV1
915000.00000000
PA
USD
946218.67000000
0.078000745561
Long
DBT
CORP
US
N
2
2051-09-22
Fixed
2.65000000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 3.200000% 03/15/2040
125523CJ7
205000.00000000
PA
USD
210652.88000000
0.017364994177
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.450000% 05/06/2050
02209SBK8
300000.00000000
PA
USD
315524.46000000
0.026009995261
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 4.780000% 03/25/2038
126650CY4
2770000.00000000
PA
USD
3375127.83000000
0.278225842982
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
SALESFORCE.COM, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC 2.900000% 07/15/2051
79466LAL8
1325000.00000000
PA
USD
1369716.79000000
0.112911459280
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)
N/A
RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1
45660LAP4
13518.88000000
PA
USD
13336.81000000
0.001099408790
Long
ABS-MBS
US
N
2
2034-12-25
Floating
2.81699640
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.904000% 11/03/2042
172967NF4
435000.00000000
PA
USD
432777.15000000
0.035675622805
Long
DBT
CORP
US
N
2
2042-11-03
Fixed
2.90400000
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
4NYF266XZC35SCTGX023
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.300000% 03/15/2049
637432NT8
930000.00000000
PA
USD
1185495.11000000
0.097725298994
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.30000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 3.875000% 01/15/2035
026874DC8
60000.00000000
PA
USD
67027.80000000
0.005525380695
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.87500000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 4.500000% 05/15/2058
209111FQ1
450000.00000000
PA
USD
565709.99000000
0.046633830414
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.550000% 09/15/2055
00206RLJ9
3765000.00000000
PA
USD
3784715.84000000
0.311989888404
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048
161175BN3
790000.00000000
PA
USD
994747.51000000
0.082001179944
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.942000% 11/01/2047
655844BX5
486000.00000000
PA
USD
571571.43000000
0.047117013323
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.94200000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO MTN 5.800000% 10/15/2036
59562EAH8
410000.00000000
PA
USD
563332.55000000
0.046437848134
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.80000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 3.000000% 10/15/2050
548661DZ7
710000.00000000
PA
USD
713637.38000000
0.058828101226
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST
N/A
INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR12 INDX 2004-AR12 A1
45660N5H4
60794.46000000
PA
USD
51410.47000000
0.004237979144
Long
ABS-MBS
US
N
2
2034-12-25
Floating
0.87162840
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL, INC.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051
754730AH2
600000.00000000
PA
USD
678091.07000000
0.055897870857
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.75000000
N
N
N
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC 4.350000% 04/01/2047
038222AM7
461000.00000000
PA
USD
599461.45000000
0.049416103822
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.35000000
N
N
N
N
N
N
MEMORIAL HEALTH SERVICES
549300FTIZOMIONZZ882
MEMORIAL HEALTH SERVICES 3.447000% 11/01/2049
58601VAC6
375000.00000000
PA
USD
426603.09000000
0.035166669327
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 3.250000% 04/16/2030
91087BAH3
395000.00000000
PA
USD
402659.05000000
0.033192862393
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
CMS ENERGY CORPORATION
549300IA9XFBAGNIBW29
CMS ENERGY CORP 4.875000% 03/01/2044
125896BN9
917000.00000000
PA
USD
1163491.94000000
0.095911486057
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.87500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 6.450000% 09/15/2037
046353AD0
1251000.00000000
PA
USD
1843079.84000000
0.151932746845
Long
DBT
NUSS
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.875000% 05/12/2041
023135CA2
1057000.00000000
PA
USD
1097672.07000000
0.090485680062
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC 4.650000% 01/15/2043
94973VBB2
270000.00000000
PA
USD
337291.20000000
0.027804318288
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.500000% 06/03/2050
023135BT2
185000.00000000
PA
USD
177036.90000000
0.014593888949
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC.
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 2.850000% 12/15/2051
171239AH9
250000.00000000
PA
USD
254416.53000000
0.020972614103
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.85000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 6.250000% 10/02/2043
37045VAF7
190000.00000000
PA
USD
258769.87000000
0.021331478049
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045
161175BA1
2218000.00000000
PA
USD
3031142.13000000
0.249869669178
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
THE DOW CHEMICAL COMPANY
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE 4.375000% 11/15/2042
260543CG6
130000.00000000
PA
USD
155706.87000000
0.012835565746
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.350000% 04/15/2047
75513ECK5
900000.00000000
PA
USD
1108542.39000000
0.091381765809
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC 4.200000% 03/01/2048
571748BD3
720000.00000000
PA
USD
893942.61000000
0.073691412228
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 4.900000% 11/17/2045
94974BGQ7
490000.00000000
PA
USD
624851.93000000
0.051509146829
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC 5.419000% 11/15/2048
26078JAF7
390000.00000000
PA
USD
548817.24000000
0.045241290680
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.41900000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP MTN 3.550000% 08/15/2039
907818FD5
620000.00000000
PA
USD
694133.16000000
0.057220287144
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTALENERGIES CAPITAL INTERNATIONAL SA 3.386000% 06/29/2060
89153VAW9
65000.00000000
PA
USD
69877.02000000
0.005760253766
Long
DBT
NUSS
FR
N
2
2060-06-29
Fixed
3.38600000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.000000% 07/15/2046
68389XBJ3
1470000.00000000
PA
USD
1588142.03000000
0.130917161461
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038
822582AD4
1577000.00000000
PA
USD
2321153.44000000
0.191342344664
Long
DBT
NUSS
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
ALCON FINANCE CORPORATION
549300CUZUI9VU7XNK42
ALCON FINANCE CORP 144A 3.800000% 09/23/2049
01400EAC7
550000.00000000
PA
USD
613588.89000000
0.050580687536
Long
DBT
CORP
CH
N
2
2049-09-23
Fixed
3.80000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 5.013000% 04/04/2051
95000U2M4
4954000.00000000
PA
USD
6852615.05000000
0.564889596764
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 5.597000% 03/24/2051
6174468N2
580000.00000000
PA
USD
883868.07000000
0.072860925940
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
5.59700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 4.650000% 11/04/2044
94974BGE4
1300000.00000000
PA
USD
1588619.41000000
0.130956513882
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.576000% 01/25/2049
35137LAK1
370000.00000000
PA
USD
505949.36000000
0.041707512806
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 5.805000% 05/01/2050
097023CW3
3746000.00000000
PA
USD
5052642.26000000
0.416510343572
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 3.500000% 07/15/2051
404119CB3
930000.00000000
PA
USD
950243.69000000
0.078332544722
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORPORATION
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP 4.200000% 08/15/2048
084664CQ2
1365000.00000000
PA
USD
1684347.18000000
0.138847752628
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER CORP 5.250000% 09/01/2050
677050AH9
1001000.00000000
PA
USD
1315203.95000000
0.108417738857
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 3.311000% 04/22/2042
06051GJW0
1950000.00000000
PA
USD
2068567.72000000
0.170520651854
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31100000
N
N
N
N
N
N
Minera Mexico, S.A. de C.V.
N/A
MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050
60284MAB8
380000.00000000
PA
USD
408028.80000000
0.033635513248
Long
DBT
NUSS
MX
N
2
2050-01-26
Fixed
4.50000000
N
N
N
N
N
N
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
DLZO3A31IADZ27B62557
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.600000% 07/01/2111
575718AA9
520000.00000000
PA
USD
955283.80000000
0.078748021980
Long
DBT
CORP
US
N
2
2111-07-01
Fixed
5.60000000
N
N
N
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC 3.250000% 09/19/2049
149123CF6
355000.00000000
PA
USD
393085.88000000
0.032403706121
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
N
EXELON GENERATION COMPANY, LLC
S2PEWKCZFFECR4533P43
EXELON GENERATION CO LLC 5.750000% 10/01/2041
30161MAJ2
494000.00000000
PA
USD
604718.45000000
0.049849460225
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.650000% 07/23/2048
172967MD0
1535000.00000000
PA
USD
2014311.70000000
0.166048102172
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
BRK:CITI GROUP GLOBAL MARKET
N/A
BRK:CITI GROUP GLOBAL MARKET REC:1.39 % FIXED
N/A
9070000.00000000
NC
USD
-37183.11000000
-0.00306515860
N/A
DIR
XX
N
2
BRK:CITI GROUP GLOBAL MARKET
N/A
Y
2025-09-28
0.00000000
USD
0.00000000
USD
-9070000.00000000
USD
-37183.11000000
N
N
N
BLACKSTONE HOLDINGS FINANCE CO. L.L.C.
549300D2L6J4NC1QVZ22
BLACKSTONE HOLDINGS FINANCE CO LLC 144A 2.000000% 01/30/2032
09261BAD2
355000.00000000
PA
USD
343503.62000000
0.028316433941
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP 3.200000% 08/12/2061
458140BX7
310000.00000000
PA
USD
321715.38000000
0.026520338579
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.20000000
N
N
N
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC 144A 3.250000% 02/15/2051
09062XAJ2
100000.00000000
PA
USD
99760.11000000
0.008223641325
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.25000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 144A 2.700000% 11/15/2051
68233JCB8
760000.00000000
PA
USD
751839.22000000
0.061977237991
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO/MN 3.600000% 09/15/2047
665772CQ0
400000.00000000
PA
USD
455333.93000000
0.037535072119
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.999000% 11/01/2049
20030NCE9
363000.00000000
PA
USD
421409.19000000
0.034738514519
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
NORTH TEX TWY AUTH REV
N/A
N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY
66285WA97
735000.00000000
PA
USD
751968.72000000
0.061987913215
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
3.02900000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.250000% 01/15/2033
20030NBH3
410000.00000000
PA
USD
479037.44000000
0.039489051164
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
THE DOW CHEMICAL COMPANY
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE 3.600000% 11/15/2050
260543DD2
925000.00000000
PA
USD
1014469.02000000
0.083626906145
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
TEXAS TRANSN COMMN ST HWY FD REV
N/A
TEXAS ST TRANSPRTN COMMISSIONS TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND
88283LHU3
645000.00000000
PA
USD
787354.47000000
0.064904907954
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.17800000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.972000% 07/21/2052
06051GKB4
1300000.00000000
PA
USD
1323280.91000000
0.109083556306
Long
DBT
CORP
US
N
2
2052-07-21
Fixed
2.97200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2051
912828S50
750000.00000000
PA
USD
947868.30000000
0.078136731432
Long
DBT
USGA
US
N
2
2051-02-15
Fixed
0.12500000
N
N
N
N
N
N
RIVERSIDE CNTY CALIF PENSION OBLIG
N/A
RIVERSIDE CNTY CA PENSN OBLG COUNTY OF RIVERSIDE CA
76913CBF5
345000.00000000
PA
USD
391476.09000000
0.032271004428
Long
DBT
MUN
US
N
2
2038-02-15
Fixed
3.81800000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE MTN 4.800000% 07/08/2044
38141EC31
474000.00000000
PA
USD
606427.20000000
0.049990319604
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE CORPORATION
549300BJRHJVYNUMQZ30
WISCONSIN PUBLIC SERVICE CORP 3.300000% 09/01/2049
976843BM3
175000.00000000
PA
USD
189226.67000000
0.015598742455
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.30000000
N
N
N
N
N
N
SES GLOBAL AMERICAS HOLDINGS GP
5299000YGN3VJ3R60481
SES GLOBAL AMERICAS HOLDINGS GP 144A 5.300000% 03/25/2044
78413KAB8
1200000.00000000
PA
USD
1387592.40000000
0.114385020257
Long
DBT
CORP
LU
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 5.200000% 09/20/2047
25470DAT6
549000.00000000
PA
USD
685904.09000000
0.056541930634
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 4.227000% 03/19/2040
30231GBF8
335000.00000000
PA
USD
399378.12000000
0.032922401669
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
EXELON GENERATION COMPANY, LLC
S2PEWKCZFFECR4533P43
EXELON GENERATION CO LLC 5.600000% 06/15/2042
30161MAN3
850000.00000000
PA
USD
1023438.28000000
0.084366279600
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.500000% 02/01/2045
375558BA0
1065000.00000000
PA
USD
1307530.14000000
0.107785154740
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 4.450000% 05/06/2044
037833AT7
560000.00000000
PA
USD
723350.25000000
0.059628773550
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.45000000
N
N
N
N
N
N
STANFORD HEALTH CARE
5493005311WCPXQGDG42
STANFORD HEALTH CARE 3.795000% 11/15/2048
85434VAA6
431000.00000000
PA
USD
523310.25000000
0.043138643269
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.79500000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.250000% 06/15/2049
404119BZ1
1540000.00000000
PA
USD
1995877.71000000
0.164528511607
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
AID-ISRAEL 5.500000% 09/18/2033
46513EFG2
1400000.00000000
PA
USD
1957165.24000000
0.161337281484
Long
DBT
NUSS
US
N
2
2033-09-18
Fixed
5.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.344000% 01/09/2048
53944YAE3
391000.00000000
PA
USD
465282.31000000
0.038355158513
Long
DBT
NUSS
GB
N
2
2048-01-09
Fixed
4.34400000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 5.600000% 07/15/2041
25179MAL7
190000.00000000
PA
USD
239057.45000000
0.019706501174
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS 144A 4.875000% 10/01/2047
20825CBB9
225000.00000000
PA
USD
299318.08000000
0.024674035865
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.87500000
N
N
N
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
VIACOMCBS INC 4.850000% 12/15/2034
92553PAZ5
1000000.00000000
PA
USD
1150135.31000000
0.094810443422
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 11/15/2040
912810ST6
145000.00000000
PA
USD
133705.86000000
0.011021930867
Long
DBT
UST
US
N
1
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST STATE OF CALIFORNIA
13063BBU5
1645000.00000000
PA
USD
2641156.73000000
0.217721548535
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 3.850000% 06/15/2046
209111FH1
500000.00000000
PA
USD
559470.08000000
0.046119448646
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.85000000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
WYETH LLC 6.000000% 02/15/2036
983024AL4
945000.00000000
PA
USD
1330973.86000000
0.109717718213
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
6.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC 4.500000% 02/11/2043
084670BK3
218000.00000000
PA
USD
272843.54000000
0.022491629278
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERS INCOME TAX REV
N/A
NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY
64990FRB2
1215000.00000000
PA
USD
1307329.07000000
0.107768579703
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
LIFE STORAGE LP 2.400000% 10/15/2031
53227JAD6
280000.00000000
PA
USD
274774.10000000
0.022650773378
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 5.300000% 05/15/2049
25470DBG3
175000.00000000
PA
USD
222722.95000000
0.018359980313
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
MEDSTAR HEALTH, INC.
549300ICFOCGDEPVJE31
MEDSTAR HEALTH INC 3.626000% 08/15/2049
58506YAS1
530000.00000000
PA
USD
588915.78000000
0.048546780326
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP MTN 3.000000% 02/01/2030
00914AAG7
180000.00000000
PA
USD
181516.19000000
0.014963135478
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV
N/A
JOBSOHIO BEVERAGE SYS STWD LIQ JOBSOHIO BEVERAGE SYSTEM
47770VBQ2
325000.00000000
PA
USD
344443.35000000
0.028393899798
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.83300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE PRINCIPAL STRIP MTN 0.00000000000% 05/15/2030
31358DDR2
8380000.00000000
PA
USD
7347763.83000000
0.605706772781
Long
DBT
USGA
US
N
2
2030-05-15
None
0.00000000
N
N
N
N
N
N
VENTAS REALTY, LIMITED PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP 5.700000% 09/30/2043
92277GAB3
1000000.00000000
PA
USD
1346261.18000000
0.110977915665
Long
DBT
CORP
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 3.950000% 05/15/2043
85771PAL6
650000.00000000
PA
USD
758946.18000000
0.062563094301
Long
DBT
NUSS
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 3.875000% 10/15/2047
125523BK5
1350000.00000000
PA
USD
1509859.26000000
0.124463986716
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.87500000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.600000% 09/01/2035
375558BG7
965000.00000000
PA
USD
1161939.85000000
0.095783540815
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 4.350000% 01/11/2048
455780CE4
55000.00000000
PA
USD
61723.62000000
0.005088135048
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.700000% 02/04/2051
02209SBN2
1095000.00000000
PA
USD
1033609.65000000
0.085204747988
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 2.800000% 10/15/2041
883556CM2
1150000.00000000
PA
USD
1160648.00000000
0.095677048239
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC 3.850000% 06/22/2040
92556VAE6
455000.00000000
PA
USD
484615.56000000
0.039948878826
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
APTIV PLC
N/A
APTIV PLC 5.400000% 03/15/2049
03835VAH9
544000.00000000
PA
USD
734929.79000000
0.060583323256
Long
DBT
NUSS
US
N
2
2049-03-15
Fixed
5.40000000
N
N
N
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO 3.050000% 03/09/2052
04316JAB5
75000.00000000
PA
USD
73731.48000000
0.006077992956
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
3.05000000
N
N
N
N
N
N
La Compagnie de Telephone Bell du Canada ou Bell Canada
549300JYAVAQRV5MNZ86
BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.464000% 04/01/2048
0778FPAA7
550000.00000000
PA
USD
693938.22000000
0.057204217428
Long
DBT
NUSS
CA
N
2
2048-04-01
Fixed
4.46400000
N
N
N
N
N
N
BRK: CITIGROUP GLOBAL MARKET
N/A
BRK: CITIGROUP GLOBAL MARKET PAY: 1.7725% FIXED
N/A
670000.00000000
NC
USD
-9747.93000000
-0.00080356246
N/A
DIR
XX
N
2
BRK: CITIGROUP GLOBAL MARKET
N/A
Y
2053-07-24
0.00000000
USD
0.00000000
USD
-670000.00000000
USD
-9747.93000000
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.000000% 06/04/2042
50076QAE6
540000.00000000
PA
USD
659020.71000000
0.054325821663
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 5.125000% 07/20/2045
126650CN8
495000.00000000
PA
USD
647867.48000000
0.053406414465
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC 4.050000% 03/01/2045
59156RBN7
1481000.00000000
PA
USD
1776543.89000000
0.146447911393
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.100000% 05/15/2121
655844CJ5
172000.00000000
PA
USD
200120.18000000
0.016496739851
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
NEW JERSEY ST TPK AUTH TPK REV
N/A
NEW JERSEY ST TURNPIKE AUTH NEW JERSEY TURNPIKE AUTHORITY
646139W35
60000.00000000
PA
USD
98774.07000000
0.008142357941
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MGMT BILL 0.000000% 12/21/2021
912796P78
1045000.00000000
PA
USD
1044959.21000000
0.086140339485
Long
DBT
UST
US
N
2
2021-12-21
None
0.00000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.799000% 04/06/2071
907818FS2
652000.00000000
PA
USD
768496.02000000
0.063350327383
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
3.79900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 11/15/2044
912810RJ9
7825000.00000000
PA
USD
9490257.81000000
0.782321474118
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.049000% 11/01/2052
20030NCG4
845000.00000000
PA
USD
1004339.78000000
0.082791910708
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE 7.500000% 01/15/2031
969457BB5
370000.00000000
PA
USD
503610.38000000
0.041514700943
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.750000% 11/15/2047
912810RZ3
5000000.00000000
PA
USD
5962109.40000000
0.491481507462
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.300000% 08/15/2039
674599CX1
536000.00000000
PA
USD
522600.00000000
0.043080094404
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 3.125000% 10/25/2041
872898AD3
375000.00000000
PA
USD
394918.93000000
0.032554812067
Long
DBT
CORP
TW
N
2
2041-10-25
Fixed
3.12500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.800000% 02/14/2039
02209SBE2
180000.00000000
PA
USD
217328.34000000
0.017915280145
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
DUKE ENERGY INDIANA, LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY INDIANA LLC 6.350000% 08/15/2038
263901AA8
295000.00000000
PA
USD
425677.93000000
0.035090404535
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
6.35000000
N
N
N
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
21117351.04000000
NS
USD
21117351.04000000
1.740791190908
Long
STIV
RF
US
N
2
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
JEFFERIES GROUP LLC 6.250000% 01/15/2036
472319AC6
338000.00000000
PA
USD
450484.84000000
0.037135341436
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 6.110000% 01/29/2037
59022CAJ2
660000.00000000
PA
USD
890539.83000000
0.073410906902
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
THE NARRAGANSETT ELECTRIC COMPANY
VAI0KZ806W8MCH0BCZ61
NARRAGANSETT ELECTRIC CO/THE 144A 4.170000% 12/10/2042
631005BF1
1320000.00000000
PA
USD
1480218.80000000
0.122020600158
Long
DBT
CORP
US
N
2
2042-12-10
Fixed
4.17000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 3.700000% 01/30/2050
373334KN0
1520000.00000000
PA
USD
1651160.47000000
0.136112033915
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 4.150000% 05/15/2048
882508BD5
367000.00000000
PA
USD
470024.73000000
0.038746095944
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC 4.450000% 08/01/2042
893574AF0
670000.00000000
PA
USD
784617.10000000
0.064679255145
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
4.45000000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT MAR22 FINANCIAL COMMODITY FUTURE.
N/A
286.00000000
NC
USD
57360875.00000000
4.728495809615
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Mar 2022
2022-03-25
55519476.20000000
USD
1841398.80000000
N
N
N
FARMERS EXCHANGE CAPITAL III
N/A
FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054
30958QAA9
700000.00000000
PA
USD
849250.36000000
0.070007243937
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
5.45400000
N
N
N
N
N
N
BIMBO BAKERIES USA, INC.
549300HOXXHHT7926W92
BIMBO BAKERIES USA INC 144A 4.000000% 05/17/2051
09031WAA1
565000.00000000
PA
USD
628405.09000000
0.051802048605
Long
DBT
CORP
MX
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO 3.000000% 12/02/2041
13645RBG8
225000.00000000
PA
USD
229079.16000000
0.018883949174
Long
DBT
NUSS
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041
161175BZ6
245000.00000000
PA
USD
239918.81000000
0.019777506666
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.500000% 04/16/2050
698299BH6
660000.00000000
PA
USD
710879.40000000
0.058600749448
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.078000% 04/23/2040
06051GHU6
1000000.00000000
PA
USD
1155438.40000000
0.095247599215
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.500000% 07/16/2044
026874DA2
1980000.00000000
PA
USD
2423649.18000000
0.199791495363
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP 5.000000% 03/15/2049
482480AH3
527000.00000000
PA
USD
724413.57000000
0.059716427445
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.109000% 04/22/2041
46647PBM7
675000.00000000
PA
USD
702005.03000000
0.057869198171
Long
DBT
CORP
US
N
2
2041-04-22
Fixed
3.10900000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 5.000000% 06/15/2045
25179MAU7
115000.00000000
PA
USD
138637.13000000
0.011428435989
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
ADVOCATE HEALTH AND HOSPITALS CORPORATION
549300AEHU3PPOUCIL87
ADVOCATE HEALTH & HOSPITALS CORP 4.272000% 08/15/2048
007589AB0
391000.00000000
PA
USD
503148.21000000
0.041476602346
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.27200000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDICAL CENTER
549300EKVCKSAOOWU002
CHILDREN'S HOSPITAL MEDICAL CENTER/CINCINNATI OH 2.820000% 11/15/2050
16876AAC8
450000.00000000
PA
USD
463906.87000000
0.038241775266
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.82000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.250000% 03/14/2044
404280AQ2
240000.00000000
PA
USD
311200.39000000
0.025653544163
Long
DBT
NUSS
GB
N
2
2044-03-14
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN COMPANY GAS CAPITAL CORPORATION
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS CAPITAL CORP 4.400000% 06/01/2043
001192AK9
395000.00000000
PA
USD
459479.03000000
0.037876769975
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE CO
TAE73CY392TBWJ3O3305
NEW YORK LIFE INSURANCE CO 144A 4.450000% 05/15/2069
64952GAQ1
750000.00000000
PA
USD
982693.16000000
0.081007489673
Long
DBT
CORP
US
N
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.200000% 01/15/2047
91324PCX8
925000.00000000
PA
USD
1139245.45000000
0.093912746910
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL II
N/A
FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053
30958PAA1
375000.00000000
PA
USD
476718.14000000
0.039297861606
Long
DBT
CORP
US
N
2
2053-11-01
Fixed
6.15100000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 144A 2.887000% 11/01/2051
20030NDR9
1571000.00000000
PA
USD
1535919.26000000
0.126612221044
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED
549300UCF0D858BIOV83
TRANE TECHNOLOGIES GLOBAL HOLDING CO LTD 4.300000% 02/21/2048
45687AAN2
140000.00000000
PA
USD
168563.93000000
0.013895426746
Long
DBT
CORP
US
N
2
2048-02-21
Fixed
4.30000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA 3.700000% 10/30/2049
455780CN4
1035000.00000000
PA
USD
1064801.82000000
0.087776048464
Long
DBT
NUSS
ID
N
2
2049-10-30
Fixed
3.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036
674599DG7
3581000.00000000
PA
USD
1942692.50000000
0.160144233253
Long
DBT
CORP
US
N
2
2036-10-10
Fixed
0.00000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 5.875000% 05/01/2042
718546AH7
490000.00000000
PA
USD
668823.25000000
0.055133885858
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.87500000
N
N
N
N
N
N
REGENCY CENTERS, L.P.
5493008PTR2GAOYBXW28
REGENCY CENTERS LP 4.400000% 02/01/2047
75884RAW3
280000.00000000
PA
USD
337304.96000000
0.027805452582
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.40000000
N
N
N
N
N
N
SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV
N/A
SAN FRANCISCO CITY & CNTY CA P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI
79765RTK5
1235000.00000000
PA
USD
1722262.09000000
0.141973236559
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.875000% 11/15/2046
912810RU4
3990000.00000000
PA
USD
4828055.85000000
0.397996750490
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059
668138AC4
1142000.00000000
PA
USD
1285129.41000000
0.105938569277
Long
DBT
CORP
US
N
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038
035240AM2
535000.00000000
PA
USD
623123.77000000
0.051366687403
Long
DBT
CORP
BE
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.375000% 05/15/2051
912810SX7
4765000.00000000
PA
USD
5404552.34000000
0.445519757021
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 3.750000% 03/04/2051
867224AE7
370000.00000000
PA
USD
401589.43000000
0.033104689162
Long
DBT
NUSS
CA
N
2
2051-03-04
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.250000% 05/15/2041
912810SY5
4104000.00000000
PA
USD
4368195.00000000
0.360088505502
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
NESTLE HOLDINGS, INC.
549300EAEU8YV8MQXP30
NESTLE HOLDINGS INC 144A 4.000000% 09/24/2048
641062AN4
180000.00000000
PA
USD
226557.23000000
0.018676055982
Long
DBT
CORP
US
N
2
2048-09-24
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO BANK, NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK NA 5.850000% 02/01/2037
92976GAG6
3075000.00000000
PA
USD
4099668.14000000
0.337952718134
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.85000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES
N/A
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR2 2A21
92922FD47
38495.40000000
PA
USD
38419.21000000
0.003167055479
Long
ABS-MBS
US
N
2
2045-01-25
Floating
0.75200040
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 144A 3.951000% 10/15/2050
53079EBJ2
1390000.00000000
PA
USD
1586180.82000000
0.130755490753
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP 2.550000% 06/01/2031
30225VAF4
40000.00000000
PA
USD
39735.62000000
0.003275572638
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.55000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.800000% 07/15/2050
828807DJ3
460000.00000000
PA
USD
517990.47000000
0.042700111649
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC MTN 3.700000% 03/13/2051
74432QCF0
110000.00000000
PA
USD
126675.52000000
0.010442390662
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV
N/A
TEXAS ST PRIV ACTIVITY BOND SU TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION
882667AZ1
355000.00000000
PA
USD
410144.53000000
0.033809921683
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE 2.750000% 09/01/2049
254687FM3
567000.00000000
PA
USD
552822.55000000
0.045571465064
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 5.550000% 06/01/2045
49456BAH4
650000.00000000
PA
USD
823278.38000000
0.067866265463
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 4.800000% 09/15/2043
595620AL9
325000.00000000
PA
USD
419602.59000000
0.034589588957
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
4.80000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.375000% 05/15/2055
68389XBG9
1075000.00000000
PA
USD
1234665.76000000
0.101778640448
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 5.700000% 02/15/2042
29379VAV5
540000.00000000
PA
USD
714289.27000000
0.058881839233
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
5.70000000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 4.800000% 08/15/2038
125523AJ9
590000.00000000
PA
USD
723016.90000000
0.059601294121
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC.
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC 6.700000% 05/15/2036
00440EAH0
627000.00000000
PA
USD
935480.90000000
0.077115586462
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
6.70000000
N
N
N
N
N
N
EL PASO NATURAL GAS CO LLC
N/A
EL PASO NATURAL GAS CO LLC 8.375000% 06/15/2032
283695BK9
185000.00000000
PA
USD
265121.61000000
0.021855078429
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.37500000
N
N
N
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP 5.600000% 02/15/2041
42809HAD9
440000.00000000
PA
USD
542311.53000000
0.044704997912
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.250000% 09/30/2028
91282CCY5
365000.00000000
PA
USD
362319.53000000
0.029867507762
Long
SN
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.900000% 05/15/2046
29379VBJ1
1770000.00000000
PA
USD
2166148.71000000
0.178564659242
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
VERISK ANALYTICS, INC.
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC 3.625000% 05/15/2050
92345YAG1
540000.00000000
PA
USD
596314.79000000
0.049156711534
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE 2.500000% 03/15/2051
191216DC1
220000.00000000
PA
USD
214695.72000000
0.017698262314
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.50000000
N
N
N
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC 4.000000% 12/15/2036
717081EC3
1460000.00000000
PA
USD
1730903.34000000
0.142685570783
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
4.00000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 4.300000% 03/15/2042
373334JW2
600000.00000000
PA
USD
688220.35000000
0.056732869592
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 02/24/2022
912796D30
1030000.00000000
PA
USD
1029883.88000000
0.084897617251
Long
DBT
UST
US
N
2
2022-02-24
None
0.00000000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.450000% 08/08/2036
594918BS2
178000.00000000
PA
USD
204519.97000000
0.016859432864
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 5.100000% 08/01/2118
655844CB2
910000.00000000
PA
USD
1227730.48000000
0.101206936435
Long
DBT
CORP
US
N
2
2118-08-01
Fixed
5.10000000
N
N
N
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC 2.800000% 09/15/2050
75886FAF4
150000.00000000
PA
USD
141261.74000000
0.011644793522
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
Deutsche Bank AG (New York Branch)
N/A
DEUTSCHE BANK AG/NEW YORK NY 3.035000% 05/28/2032
251526CK3
385000.00000000
PA
USD
386816.11000000
0.031886862869
Long
DBT
NUSS
DE
N
2
2032-05-28
Fixed
3.03500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 4.650000% 02/23/2046
037833BX7
1469000.00000000
PA
USD
1945264.43000000
0.160356248154
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
BLACK HILLS CORPORATION
3MGELCRSTNSAMJ962671
BLACK HILLS CORP 4.200000% 09/15/2046
092113AN9
500000.00000000
PA
USD
579936.10000000
0.047806547907
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.20000000
N
N
N
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 4.500000% 03/15/2043
775109AX9
257000.00000000
PA
USD
294721.70000000
0.024295137120
Long
DBT
NUSS
CA
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES CORPORATION
549300GCZLSGYEYPIR35
PPL ELECTRIC UTILITIES CORP 4.125000% 06/15/2044
69351UAS2
870000.00000000
PA
USD
1037026.36000000
0.085486401623
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.12500000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 2.772000% 11/10/2050
10373QBN9
1615000.00000000
PA
USD
1525292.48000000
0.125736211313
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
CONOCO FUNDING COMPANY
XX71EBFZWSRCIL200314
CONOCO FUNDING CO 7.250000% 10/15/2031
20825UAC8
350000.00000000
PA
USD
495812.58000000
0.040871895815
Long
DBT
NUSS
US
N
2
2031-10-15
Fixed
7.25000000
N
N
N
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO 3.500000% 05/20/2051
363576AB5
835000.00000000
PA
USD
898723.60000000
0.074085529145
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA
O06XD7BJ4EPXNABVFN69
TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050
878091BG1
1250000.00000000
PA
USD
1316328.81000000
0.108510465751
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
America Movil, S.A.B. de C.V.
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 6.375000% 03/01/2035
02364WAJ4
295000.00000000
PA
USD
409911.35000000
0.033790699684
Long
DBT
NUSS
MX
N
2
2035-03-01
Fixed
6.37500000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.450000% 05/14/2046
00287YAW9
200000.00000000
PA
USD
242787.93000000
0.020014020177
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 7.250000% 08/15/2038
89352HAE9
1070000.00000000
PA
USD
1589489.89000000
0.131028271174
Long
DBT
NUSS
CA
N
2
2038-08-15
Fixed
7.25000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110
91086QAZ1
319000.00000000
PA
USD
364916.86000000
0.030081616491
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 3.350000% 03/12/2050
855244AX7
710000.00000000
PA
USD
749096.71000000
0.061751161470
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 5.000000% 05/30/2038
92857WBL3
275000.00000000
PA
USD
342371.93000000
0.028223144021
Long
DBT
NUSS
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC 4.000000% 06/22/2050
92556VAF3
630000.00000000
PA
USD
678842.79000000
0.055959838267
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.390000% 08/15/2037
05526DBD6
2000000.00000000
PA
USD
2123699.36000000
0.175065382538
Long
DBT
CORP
GB
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
SABAL TRAIL TRANSMISSION, LLC
5493002DWITGSZFUI977
SABAL TRAIL TRANSMISSION LLC 144A 4.832000% 05/01/2048
78516FAC3
660000.00000000
PA
USD
818102.81000000
0.067439621674
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.83200000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 4.375000% 02/19/2043
92857WBD1
540000.00000000
PA
USD
632937.53000000
0.052175676510
Long
DBT
NUSS
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
JERSEY CENTRAL POWER & LIGHT COMPANY
549300W9UGH9ZPLNPF79
JERSEY CENTRAL POWER & LIGHT CO 6.400000% 05/15/2036
476556CP8
1425000.00000000
PA
USD
1934614.01000000
0.159478289679
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
6.40000000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL
N/A
FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048
309588AE1
225000.00000000
PA
USD
331967.72000000
0.027365481662
Long
DBT
CORP
US
Y
2
2048-07-15
Fixed
7.20000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3.900000% 03/15/2043
842400FW8
245000.00000000
PA
USD
264044.11000000
0.021766255617
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 3.366000% 11/01/2041
595112BT9
165000.00000000
PA
USD
166189.65000000
0.013699704957
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.897000% 01/23/2049
46647PAN6
1235000.00000000
PA
USD
1445044.77000000
0.119121058380
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.89700000
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 6.500000% 07/15/2048
26885BAE0
500000.00000000
PA
USD
580350.00000000
0.047840667408
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO/THE 3.950000% 01/15/2050
501044DN8
500000.00000000
PA
USD
578187.48000000
0.047662401878
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
KANSAS CITY SOUTHERN 4.200000% 11/15/2069
485170BC7
453000.00000000
PA
USD
546115.54000000
0.045018578298
Long
DBT
CORP
US
N
2
2069-11-15
Fixed
4.20000000
N
N
N
N
N
N
THE CLEVELAND CLINIC FOUNDATION
5493005LGDPOFHUC6Z36
CLEVELAND CLINIC FOUNDATION/THE 4.858000% 01/01/2114
18600TAA0
72000.00000000
PA
USD
113033.41000000
0.009317814721
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.85800000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP 3.250000% 11/15/2049
458140BJ8
675000.00000000
PA
USD
718881.84000000
0.059260423904
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 4.050000% 05/03/2047
548661DQ7
565000.00000000
PA
USD
662627.73000000
0.054623163343
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
LOS ANGELES CALIF UNI SCH DIST
N/A
LOS ANGELES CA UNIF SCH DIST LOS ANGELES UNIFIED SCHOOL DISTRICT/CA
544646ZR6
1360000.00000000
PA
USD
1930304.85000000
0.159123067674
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
6.75800000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL 3.875000% 07/03/2050
46513JB42
254000.00000000
PA
USD
291779.45000000
0.024052595199
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP 4.875000% 12/17/2048
615369AQ8
835000.00000000
PA
USD
1132469.82000000
0.093354203512
Long
DBT
CORP
US
N
2
2048-12-17
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.109000% 04/22/2051
46647PBN5
1215000.00000000
PA
USD
1280650.61000000
0.105569363141
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.10900000
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP 3.750000% 06/15/2050
29364GAK9
784000.00000000
PA
USD
861269.66000000
0.070998044891
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.75000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050
209111FY4
130000.00000000
PA
USD
151600.49000000
0.012497059741
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 2.973000% 09/16/2062
907818FN3
418000.00000000
PA
USD
419383.84000000
0.034571556484
Long
DBT
CORP
US
N
2
2062-09-16
Fixed
2.97300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.625000% 02/15/2044
912810RE0
2276000.00000000
PA
USD
3007965.15000000
0.247959094195
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 05/15/2045
912810RM2
6585000.00000000
PA
USD
8026240.45000000
0.661636426131
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP 4.950000% 06/15/2035
30161NAQ4
1235000.00000000
PA
USD
1499573.06000000
0.123616052412
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
4.95000000
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP MTN 4.450000% 11/21/2044
70109HAN5
405000.00000000
PA
USD
498259.38000000
0.041073595729
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPITALS
DW4Z57L3G4IRMHYZYK62
KAISER FOUNDATION HOSPITALS 3.002000% 06/01/2051
48305QAG8
2565000.00000000
PA
USD
2703530.70000000
0.222863294643
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY, LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC 3.650000% 04/01/2050
00115AAM1
600000.00000000
PA
USD
679151.16000000
0.055985258491
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 4.550000% 08/12/2043
822582AY8
635000.00000000
PA
USD
794283.96000000
0.065476134673
Long
DBT
NUSS
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
SWAPTION 3Y30Y PUT
N/A
SWAPTION 3Y30Y PUT 01/23/2024
N/A
1500000.00000000
NC
USD
43713.78000000
0.003603508934
N/A
DO
US
N
2
SWAPTION 3Y30Y PUT
N/A
Put
Purchased
N/A
N/A
0.00000000
2.75000000
USD
2024-01-23
XXXX
-3236.22000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) MAR22 FINANCIAL COMMODITY FUTURE.
N/A
-100.00000000
NC
USD
-16212500.00000000
-1.33646389308
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Mar 2022
2022-03-25
-16023294.50000000
USD
-189205.50000000
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 11/15/2051
912810TB4
39540000.00000000
PA
USD
40318443.75000000
3.323617227283
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.250000% 09/13/2049
828807DH7
280000.00000000
PA
USD
290464.64000000
0.023944209935
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.500000% 02/01/2042
29273RAR0
70000.00000000
PA
USD
90567.46000000
0.007465852902
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
NSTAR ELECTRIC COMPANY
54930080R72Y2Z31UR68
NSTAR ELECTRIC CO 4.400000% 03/01/2044
67021CAJ6
755000.00000000
PA
USD
938129.78000000
0.077333944672
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.40000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.468000% 12/01/2050
459506AS0
910000.00000000
PA
USD
957223.51000000
0.078907920353
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.46800000
N
N
N
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE 3.125000% 11/15/2049
427866BB3
444000.00000000
PA
USD
481829.65000000
0.039719224662
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.12500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.625000% 07/15/2035
91324PCQ3
695000.00000000
PA
USD
861591.53000000
0.071024577975
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.625000% 10/21/2041
713448FF0
210000.00000000
PA
USD
214078.89000000
0.017647414449
Long
DBT
CORP
US
N
2
2041-10-21
Fixed
2.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 10/31/2028
91282CDF5
2520000.00000000
PA
USD
2521968.75000000
0.207896386977
Long
SN
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036
36962GX74
1250000.00000000
PA
USD
1091771.91000000
0.089999305301
Long
DBT
CORP
US
N
2
2036-08-15
Floating
0.63600120
N
N
N
N
N
N
Compagnie des chemins de fer nationaux du Canada
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 6.200000% 06/01/2036
136375BN1
511000.00000000
PA
USD
718584.77000000
0.059235935187
Long
DBT
NUSS
CA
N
2
2036-06-01
Fixed
6.20000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL INC.
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC 6.375000% 05/15/2038
377372AE7
415000.00000000
PA
USD
615879.14000000
0.050769482381
Long
DBT
CORP
GB
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
NORTHWELL HEALTHCARE, INC.
54930073NUTKK4QD3P47
NORTHWELL HEALTHCARE INC 4.260000% 11/01/2047
667274AC8
365000.00000000
PA
USD
442078.00000000
0.036442330604
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 4.750000% 06/01/2043
666807BH4
930000.00000000
PA
USD
1183136.05000000
0.097530831854
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.75000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.700000% 08/05/2051
037833EK2
1825000.00000000
PA
USD
1825060.54000000
0.150447340904
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO 3.794000% 05/20/2050
075887CK3
660000.00000000
PA
USD
751356.74000000
0.061937465155
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 6.500000% 08/01/2038
744448CA7
550000.00000000
PA
USD
833089.47000000
0.068675034471
Long
DBT
CORP
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034
89352HAM1
1165000.00000000
PA
USD
1369238.35000000
0.112872019479
Long
DBT
NUSS
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 3756 PZ
3137A2NU1
3896685.80000000
PA
USD
4207122.29000000
0.346810611218
Long
DBT
USGA
US
N
2
2040-11-15
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.125000% 12/15/2045
29273RBJ7
1443000.00000000
PA
USD
1810504.02000000
0.149247386338
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA
N1YIDVMMKBHFYCCAIX69
GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 144A 4.875000% 06/19/2064
401378AB0
1090000.00000000
PA
USD
1436347.50000000
0.118404106194
Long
DBT
CORP
US
N
2
2064-06-19
Fixed
4.87500000
N
N
N
N
N
N
United States of America
N/A
US 10YR ULTRA FUT MAR22 FINANCIAL COMMODITY FUTURE.
N/A
-249.00000000
NC
USD
-36575765.63000000
-3.01509268320
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Short
U.S. Treasury Futures
CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2022
2022-03-25
-36018554.81000000
USD
-557210.82000000
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.250000% 04/15/2047
91324PCZ3
725000.00000000
PA
USD
903002.42000000
0.074438250097
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 3.974000% 02/07/2030
06051GHQ5
440000.00000000
PA
USD
486412.85000000
0.040097036925
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 6.400000% 05/15/2038
46625HHF0
150000.00000000
PA
USD
217648.28000000
0.017941654131
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP 5.000000% 08/15/2042
494550BN5
700000.00000000
PA
USD
817291.80000000
0.067372766742
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049
912810SG4
1481000.00000000
PA
USD
2321785.09000000
0.191394414204
Long
DBT
USGA
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA, LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC 6.350000% 09/15/2037
341099CH0
430000.00000000
PA
USD
632598.96000000
0.052147766775
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.250000% 11/21/2049
00287YCB3
2940000.00000000
PA
USD
3536109.81000000
0.291496258014
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.700000% 06/03/2060
023135BU9
790000.00000000
PA
USD
769572.99000000
0.063439106506
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 4.400000% 03/15/2042
12189LAJ0
2030000.00000000
PA
USD
2499206.32000000
0.206019985076
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.40000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 4.900000% 08/01/2041
25746UBM0
1785000.00000000
PA
USD
2233173.12000000
0.184089760486
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.90000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 3.300000% 02/15/2053
29379VCB7
305000.00000000
PA
USD
304329.65000000
0.025087160451
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
AGREE LIMITED PARTNERSHIP
549300DXY3G299V1BO77
AGREE LP 2.600000% 06/15/2033
008513AC7
265000.00000000
PA
USD
261266.83000000
0.021537312860
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
2.60000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 1.953000% 02/04/2032
46647PBX3
570000.00000000
PA
USD
546433.59000000
0.045044796484
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH 3.910000% 10/01/2050
20268JAG8
290000.00000000
PA
USD
333843.96000000
0.027520147939
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
2021-11-30
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO