0001752724-22-169798.txt : 20220728
0001752724-22-169798.hdr.sgml : 20220728
20220728153511
ACCESSION NUMBER: 0001752724-22-169798
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220728
DATE AS OF CHANGE: 20220728
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: 221114955
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
2022-05-31
N
699776889.04
4101096.05
695675792.99
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
55265.60000000
USD
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 6.125000% 10/15/2039
29379VAG8
270000.00000000
PA
USD
296587.43000000
0.042632995568
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
696274.43000000
0.100086051148
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
1795380.53000000
0.258077188841
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 03/16/2052
034863BC3
611000.00000000
PA
USD
556776.42000000
0.080033893030
Long
DBT
NUSS
ZA
N
2
2052-03-16
Fixed
4.75000000
N
N
N
N
N
N
TTX COMPANY
549300I8CNSYS1OGX775
TTX CO 144A 4.600000% 02/01/2049
87305QCN9
274000.00000000
PA
USD
273466.84000000
0.039309523596
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.60000000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT SEP22 FINANCIAL COMMODITY FUTURE.
N/A
278.00000000
NC
USD
43298500.00000000
6.223948056882
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Sep 2022
2022-09-24
43559443.98000000
USD
-260943.98000000
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.280000% 08/14/2041
91087BAQ3
229000.00000000
PA
USD
195087.11000000
0.028042819940
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
500000.00000000
PA
USD
488646.43000000
0.070240539475
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
775000.00000000
PA
USD
607883.52000000
0.087380289227
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
1528000.00000000
PA
USD
1290097.95000000
0.185445283995
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP 2.800000% 12/10/2051
235851AW2
525000.00000000
PA
USD
394826.49000000
0.056754380988
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.800000% 12/01/2057
00206RMN9
5865000.00000000
PA
USD
4836851.01000000
0.695273726459
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) SEP22 FINANCIAL COMMODITY FUTURE.
N/A
87.00000000
NC
USD
9826921.88000000
1.412572060005
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Sep 2022
2022-10-03
9809369.19000000
USD
17552.69000000
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 5.100000% 02/15/2045
29379VBC6
400000.00000000
PA
USD
393773.70000000
0.056603047564
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
1070000.00000000
PA
USD
1200502.43000000
0.172566365266
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
WEYERHAEUSER COMPANY
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO 4.000000% 03/09/2052
962166CB8
440000.00000000
PA
USD
382391.96000000
0.054966977987
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 2.700000% 08/21/2040
126650DP2
285000.00000000
PA
USD
216204.14000000
0.031078289941
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
280000.00000000
PA
USD
256356.60000000
0.036850010102
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
685000.00000000
PA
USD
567014.34000000
0.081505544064
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
131168.66000000
0.018854854706
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
176000.00000000
PA
USD
150278.35000000
0.021601779379
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
25225000.00000000
PA
USD
20483488.28000000
2.944401470685
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
142577.19000000
0.020494775215
Long
DBT
CORP
BE
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.625000% 04/15/2052
437076CQ3
470000.00000000
PA
USD
417518.34000000
0.060016223678
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 2.375000% 02/08/2041
037833EE6
355000.00000000
PA
USD
280818.06000000
0.040366225593
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP
549300PUNBPJCGT6X741
SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032
866677AH0
470000.00000000
PA
USD
442349.43000000
0.063585571678
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.700000% 03/15/2053
655844CN6
265000.00000000
PA
USD
226956.24000000
0.032623851841
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
3.70000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPITALS
DW4Z57L3G4IRMHYZYK62
KAISER FOUNDATION HOSPITALS 2.810000% 06/01/2041
48305QAF0
775000.00000000
PA
USD
617555.14000000
0.088770537400
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
57781.47000000
PA
USD
54625.53000000
0.007852153337
Long
ABS-MBS
US
N
2
2034-11-19
Floating
1.72842840
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
170178.85000000
0.024462379130
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
225000.00000000
PA
USD
214819.51000000
0.030879256136
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
1150000.00000000
PA
USD
929695.89000000
0.133639246811
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
545000.00000000
PA
USD
443480.92000000
0.063748217843
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
572000.00000000
PA
USD
469755.00000000
0.067524988613
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
1680000.00000000
PA
USD
1318246.26000000
0.189491466180
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
145000.00000000
PA
USD
156702.87000000
0.022525272774
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
145000.00000000
PA
USD
116908.47000000
0.016805021991
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
1080000.00000000
PA
USD
948013.20000000
0.136272270726
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
450000.00000000
PA
USD
399120.24000000
0.057371586595
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
337947.35000000
0.048578282212
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
205820.00000000
0.029585620496
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
49000.00000000
PA
USD
44013.23000000
0.006326687006
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
50000.00000000
PA
USD
49598.51000000
0.007129543747
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV
N/A
MASSACHUSETTS ST SCH BLDG AUTH MASSACHUSETTS SCHOOL BUILDING AUTHORITY
576000XQ1
240000.00000000
PA
USD
201582.55000000
0.028976507739
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.39500000
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
986058.03000000
0.141741029361
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
2406000.00000000
PA
USD
2465637.74000000
0.354423391592
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
373828.79000000
0.053736064092
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
590000.00000000
PA
USD
422183.89000000
0.060686873721
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
935000.00000000
PA
USD
833141.10000000
0.119759966983
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
NATIONWIDE CHILDREN'S HOSPITAL
549300P18KU1WR8JWZ05
NATIONWIDE CHILDREN'S HOSPITAL INC 4.556000% 11/01/2052
63861UAA7
190000.00000000
PA
USD
195587.84000000
0.028114797434
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.55600000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 4.650000% 11/15/2034
718546AK0
409000.00000000
PA
USD
411525.82000000
0.059154828175
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.65000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP 2.750000% 08/19/2041
615369AV7
455000.00000000
PA
USD
346411.05000000
0.049794897780
Long
DBT
CORP
US
N
2
2041-08-19
Fixed
2.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.750000% 05/15/2052
91324PEK4
734000.00000000
PA
USD
775008.15000000
0.111403639139
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.281000% 04/24/2048
172967LJ8
1053000.00000000
PA
USD
992261.44000000
0.142632739272
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
251390.64000000
0.036136177589
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
2685000.00000000
PA
USD
2551064.66000000
0.366703094416
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
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
278576.69000000
0.040044039595
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
190000.00000000
PA
USD
173414.25000000
0.024927452090
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
53127.63000000
PA
USD
55759.63000000
0.008015174677
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
310000.00000000
PA
USD
343421.09000000
0.049365105622
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
367000.00000000
PA
USD
340534.55000000
0.048950179585
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
3090000.00000000
PA
USD
2904788.24000000
0.417549132695
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
449000.00000000
PA
USD
453880.10000000
0.065243049215
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
469503.53000000
0.067488841027
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.26600000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 4.250000% 04/01/2052
548661EJ2
670000.00000000
PA
USD
609546.68000000
0.087619360360
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALTY, L.P.
549300028US163ELJN70
REXFORD INDUSTRIAL REALTY LP 2.150000% 09/01/2031
76169XAB0
225000.00000000
PA
USD
184635.45000000
0.026540444825
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
1720000.00000000
PA
USD
1665090.00000000
0.239348561036
Long
DBT
CORP
US
N
2
2044-03-30
Fixed
4.37500000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER CORP 144A 4.500000% 04/01/2047
677050AR7
265000.00000000
PA
USD
239943.53000000
0.034490711394
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.921000% 03/17/2052
594918CE2
3208000.00000000
PA
USD
2676034.30000000
0.384666870252
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
475000.00000000
PA
USD
354334.86000000
0.050933906795
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
250000.00000000
PA
USD
243755.54000000
0.035038669227
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
725000.00000000
PA
USD
878658.28000000
0.126302839462
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
425000.00000000
PA
USD
366772.47000000
0.052721752531
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
690000.00000000
PA
USD
553551.91000000
0.079570385455
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
12652.79000000
PA
USD
1962.97000000
0.000282167357
Long
DBT
USGA
US
N
2
2037-07-25
Floating
5.69428920
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 3.800000% 03/15/2052
20826FAV8
375000.00000000
PA
USD
341570.84000000
0.049099141215
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 4.100000% 08/15/2047
883556BY7
140000.00000000
PA
USD
135418.05000000
0.019465683780
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
1344181.04000000
0.193219464230
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
225000.00000000
PA
USD
213116.66000000
0.030634479760
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
527416.21000000
0.075813506135
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
1005000.00000000
PA
USD
1175615.13000000
0.168988937353
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
594011.52000000
0.085386256929
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
179230.20000000
0.025763466517
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
185000.00000000
PA
USD
181371.74000000
0.026071302441
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
476000.00000000
PA
USD
494092.31000000
0.071023358147
Long
DBT
NUSS
AU
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 3.577000% 04/05/2050
14448CAS3
825000.00000000
PA
USD
660878.94000000
0.094998122208
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
1725000.00000000
PA
USD
1833409.30000000
0.263543638929
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
811287.94000000
0.116618681888
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
264000.00000000
PA
USD
239911.59000000
0.034486120175
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05000000
N
N
N
N
N
N
MOTIVA ENTERPRISES LLC
UQZ4EDMHL4ZESPZY3752
MOTIVA ENTERPRISES LLC 144A 6.850000% 01/15/2040
61980AAD5
610000.00000000
PA
USD
611749.38000000
0.087935987735
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
155000.00000000
PA
USD
135714.88000000
0.019508351644
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
753032.73000000
0.108244779764
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
869000.00000000
PA
USD
975021.22000000
0.140154541788
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
6.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG MTN 2.095000% 02/11/2032
902613AE8
55000.00000000
PA
USD
45217.59000000
0.006499807878
Long
DBT
NUSS
CH
N
2
2032-02-11
Fixed
2.09500000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.000000% 11/15/2047
68389XBQ7
405000.00000000
PA
USD
312291.30000000
0.044890350238
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
335000.00000000
PA
USD
315419.73000000
0.045340046783
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
445000.00000000
PA
USD
571648.46000000
0.082171676197
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
338111.36000000
0.048601857849
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
1081000.00000000
PA
USD
930545.40000000
0.133761359727
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.200000% 07/15/2045
50077LAM8
45000.00000000
PA
USD
43800.41000000
0.006296095169
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 3.750000% 02/15/2051
11135FBG5
620000.00000000
PA
USD
484170.37000000
0.069597127696
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
777526.62000000
0.111765656910
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
330000.00000000
PA
USD
311551.60000000
0.044784021973
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
910000.00000000
PA
USD
869028.05000000
0.124918540900
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
998000.00000000
PA
USD
925932.59000000
0.133098290803
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
302207.55000000
0.043440860390
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
360000.00000000
PA
USD
290321.16000000
0.041732249838
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.95000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 3.050000% 02/15/2051
12189LBF7
130000.00000000
PA
USD
103273.73000000
0.014845094660
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
REDCO CORPORATION
549300X1RO9ID7AUCA83
CRANE HOLDINGS CO 4.200000% 03/15/2048
224399AT2
450000.00000000
PA
USD
378819.36000000
0.054453434173
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
428000.00000000
PA
USD
320918.98000000
0.046130537131
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
155000.00000000
PA
USD
166754.98000000
0.023970214528
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
425000.00000000
PA
USD
422538.57000000
0.060737857240
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.250000% 05/15/2042
912810TH1
11075000.00000000
PA
USD
11038660.16000000
1.586753523872
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044
29379VBA0
290000.00000000
PA
USD
281534.64000000
0.040469230471
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
390000.00000000
PA
USD
325981.05000000
0.046858184988
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
625000.00000000
PA
USD
538009.90000000
0.077336297370
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
20000.00000000
PA
USD
15553.01000000
0.002235669281
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
245000.00000000
PA
USD
242490.11000000
0.034856769840
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
1195000.00000000
PA
USD
1323371.70000000
0.190228223165
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
150000.00000000
PA
USD
162220.98000000
0.023318474156
Long
DBT
NUSS
GB
N
2
2041-10-11
Fixed
5.80000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERVICE COMPANY
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUBLIC SERVICE CO 4.400000% 11/15/2048
845743BS1
385000.00000000
PA
USD
372459.26000000
0.053539200839
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
935957.85000000
PA
USD
1018366.51000000
0.146385215679
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
275000.00000000
PA
USD
330703.92000000
0.047537074501
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.75000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 1.785% FIXED
N/A
505000.00000000
NC
USD
106075.96000000
0.015247901546
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2053-07-24
0.00000000
USD
0.00000000
USD
-505000.00000000
USD
106075.96000000
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.375000% 06/30/2050
026874DP9
375000.00000000
PA
USD
358001.11000000
0.051460912339
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
657324.71000000
0.094487218992
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
825000.00000000
PA
USD
824532.15000000
0.118522472437
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
917014.05000000
0.131816294204
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
894000.00000000
PA
USD
1083987.95000000
0.155817977414
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR
N/A
4035000.00000000
NC
USD
-146151.92000000
-0.02100862520
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2025-07-24
0.00000000
USD
0.00000000
USD
-4035000.00000000
USD
-146151.92000000
N
N
N
Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III
254900G208H6Q0L5B953
PERUSAHAAN PENERBIT SBSN INDONESIA III 144A 3.550000% 06/09/2051
71567PAT7
120000.00000000
PA
USD
99694.80000000
0.014330640940
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
670000.00000000
PA
USD
648559.45000000
0.093227255646
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
312000.00000000
PA
USD
240552.51000000
0.034578249297
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
NSTAR ELECTRIC COMPANY
54930080R72Y2Z31UR68
NSTAR ELECTRIC CO 4.550000% 06/01/2052
67021CAS6
628000.00000000
PA
USD
635961.42000000
0.091416350318
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051
29379VBY8
95000.00000000
PA
USD
77837.18000000
0.011188714741
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.083000% 03/20/2051
06051GJA8
1340000.00000000
PA
USD
1231002.86000000
0.176950653221
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
861000.00000000
PA
USD
743501.17000000
0.106874664533
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
1020000.00000000
PA
USD
798556.10000000
0.114788542025
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
15000.00000000
PA
USD
12942.19000000
0.001860376648
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE 3.500000% 10/15/2051
88339WAA4
350000.00000000
PA
USD
269848.67000000
0.038789429317
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION, LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 6.250000% 10/01/2039
30161MAG8
678000.00000000
PA
USD
711899.54000000
0.102332084452
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 144A 2.987000% 11/01/2063
20030NDV0
1163000.00000000
PA
USD
840493.23000000
0.120816799789
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
420000.00000000
PA
USD
345672.55000000
0.049688742009
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
25000.00000000
PA
USD
19301.36000000
0.002774476299
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.650000% 03/25/2041
68389XBZ7
115000.00000000
PA
USD
90495.84000000
0.013008335335
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.950000% 05/15/2062
91324PEL2
245000.00000000
PA
USD
261144.47000000
0.037538243048
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
4.95000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.550000% 03/15/2042
110122DV7
305000.00000000
PA
USD
276641.05000000
0.039765800792
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.650000% 09/15/2059
00206RLV2
1971000.00000000
PA
USD
1577885.88000000
0.226813394385
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
470000.00000000
PA
USD
402312.98000000
0.057830527388
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 2.943000% 01/21/2033
61747YEL5
540000.00000000
PA
USD
480827.15000000
0.069116556137
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94300000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP 4.400000% 01/15/2047
31428XBN5
205000.00000000
PA
USD
184573.50000000
0.026531539814
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
155000.00000000
PA
USD
127304.94000000
0.018299463813
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
1004447.23000000
0.144384387112
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 5.900000% 02/15/2039
17275RAD4
331000.00000000
PA
USD
388433.14000000
0.055835368128
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
30000.00000000
PA
USD
22352.89000000
0.003213118844
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.83900000
N
N
N
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE 2.875000% 05/05/2041
191216DQ0
135000.00000000
PA
USD
115110.45000000
0.016546565391
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
660000.00000000
PA
USD
611554.44000000
0.087907966061
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
1303000.00000000
PA
USD
1537084.63000000
0.220948413828
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
340000.00000000
PA
USD
246319.98000000
0.035407294961
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
373421.69000000
0.053677545454
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
2165000.00000000
PA
USD
2839174.94000000
0.408117541045
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
400000.00000000
PA
USD
354589.06000000
0.050970446804
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
805000.00000000
PA
USD
665101.88000000
0.095605149223
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
465000.00000000
PA
USD
401742.10000000
0.057748466174
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
410000.00000000
PA
USD
382520.67000000
0.054985479422
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
938331.91000000
0.134880632538
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
235000.00000000
PA
USD
236810.79000000
0.034040395308
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
911000.00000000
PA
USD
742022.17000000
0.106662065501
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
525000.00000000
PA
USD
504921.63000000
0.072580020044
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR
N/A
5980000.00000000
NC
USD
-220984.51000000
-0.03176544479
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2025-07-24
0.00000000
USD
0.00000000
USD
-5980000.00000000
USD
-220984.51000000
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 3.200000% 02/15/2052
29379VCA9
165000.00000000
PA
USD
124577.27000000
0.017907374563
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
NYU LANGONE HOSPITALS
N/A
NYU LANGONE HOSPITALS 4.428000% 07/01/2042
62952EAA5
745000.00000000
PA
USD
715359.40000000
0.102829422441
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.42800000
N
N
N
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO/THE 4.450000% 02/01/2047
501044DG3
1280000.00000000
PA
USD
1198516.79000000
0.172280939207
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
165000.00000000
PA
USD
128513.74000000
0.018473222914
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
570000.00000000
PA
USD
581253.24000000
0.083552316446
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
219331.88000000
0.031527887301
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
675000.00000000
PA
USD
564508.39000000
0.081145325982
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
655000.00000000
PA
USD
537776.09000000
0.077302688323
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
1030000.00000000
PA
USD
854680.74000000
0.122856185109
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
316692.81000000
0.045523045819
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
555000.00000000
PA
USD
548774.49000000
0.078883654646
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052
12189LBH3
155000.00000000
PA
USD
119911.39000000
0.017236677085
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC 3.850000% 03/26/2050
57636QAQ7
170000.00000000
PA
USD
159230.11000000
0.022888551190
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
PROVIDENCE HEALTH & SERVICES
N/A
PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 3.744000% 10/01/2047
743756AC2
525000.00000000
PA
USD
454844.00000000
0.065381605136
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
355000.00000000
PA
USD
325407.10000000
0.046775682477
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
395000.00000000
PA
USD
446417.15000000
0.064170286575
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
1020000.00000000
PA
USD
914929.48000000
0.131516647441
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
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
135258.17000000
0.019442701810
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
1225000.00000000
PA
USD
1308740.24000000
0.188125022199
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
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
303751.19000000
0.043662751106
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
745000.00000000
PA
USD
651652.48000000
0.093671863613
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
68585.29000000
0.009858800707
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.500000% 04/01/2040
67066GAG9
230000.00000000
PA
USD
210725.08000000
0.030290701807
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
515000.00000000
PA
USD
516281.67000000
0.074212970352
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
695544.03000000
0.099981059713
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
400092.31000000
0.057511316913
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
COX COMMUNICATIONS, INC.
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC 144A 4.500000% 06/30/2043
224044CC9
382000.00000000
PA
USD
346462.35000000
0.049802271904
Long
DBT
CORP
US
N
2
2043-06-30
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA 6.000000% 10/15/2036
06050TJZ6
1865000.00000000
PA
USD
2137616.58000000
0.307271950747
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
710000.00000000
PA
USD
588903.66000000
0.084652026983
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
760000.00000000
PA
USD
582154.78000000
0.083681908421
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
275000.00000000
PA
USD
233804.26000000
0.033608221294
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
466019.19000000
0.066987984158
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
470000.00000000
PA
USD
429483.23000000
0.061736118221
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
941290.92000000
0.135305975784
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
964132.63000000
0.138589360117
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
230000.00000000
PA
USD
203045.42000000
0.029186788162
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
999000.00000000
PA
USD
989754.95000000
0.142272443568
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.12500000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC 144A 4.500000% 07/26/2047
01626PAG1
475000.00000000
PA
USD
412063.45000000
0.059232109863
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
95000.00000000
PA
USD
77497.18000000
0.011139841400
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
XL GROUP LTD
213800AJ4DD69YLNL348
XLIT LTD 5.250000% 12/15/2043
98420EAB1
587000.00000000
PA
USD
648928.31000000
0.093280277471
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
292569.66000000
0.042055460740
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
2.81400000
N
N
N
N
N
N
AON CORPORATION
LTS3U8DGK38SETRUWX71
AON CORP / AON GLOBAL HOLDINGS PLC 3.900000% 02/28/2052
03740LAE2
1314000.00000000
PA
USD
1130887.14000000
0.162559507085
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
3.90000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036
74432QAQ8
782000.00000000
PA
USD
888057.64000000
0.127653951589
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
1210000.00000000
PA
USD
1375230.24000000
0.197682635195
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
745000.00000000
PA
USD
621640.85000000
0.089357838272
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
125000.00000000
PA
USD
103088.31000000
0.014818441440
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.20000000
N
N
N
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC 5.000000% 06/15/2052
17136MAB8
650000.00000000
PA
USD
680124.52000000
0.097764580405
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD'S CORP MTN 4.600000% 05/26/2045
58013MEV2
460000.00000000
PA
USD
450437.56000000
0.064748200891
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
518818.00000000
0.074577555411
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
1620000.00000000
PA
USD
1689467.30000000
0.242852678938
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
509000.00000000
PA
USD
588953.26000000
0.084659156741
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
755000.00000000
PA
USD
748922.60000000
0.107653968636
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
290000.00000000
PA
USD
342429.04000000
0.049222503276
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
660000.00000000
PA
USD
595776.79000000
0.085640005876
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
155000.00000000
PA
USD
129010.08000000
0.018544569366
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
1127000.00000000
PA
USD
1047323.50000000
0.150547641667
Long
DBT
CORP
BE
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 2748 ZT
31394PUB7
117110.17000000
PA
USD
118390.04000000
0.017017990447
Long
DBT
USGA
US
N
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A 4.625000% 03/15/2052
404119CG2
380000.00000000
PA
USD
334595.10000000
0.048096412635
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
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
239557.70000000
0.034435250214
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
35000.00000000
PA
USD
34821.47000000
0.005005416366
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
1163000.00000000
PA
USD
1144083.81000000
0.164456463992
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
240000.00000000
PA
USD
192478.16000000
0.027667796111
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
2565000.00000000
PA
USD
2561160.27000000
0.368154289082
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
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
1094029.20000000
0.157261358095
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
1096000.00000000
PA
USD
1046541.85000000
0.150435283295
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
MAGALLANES INC 144A 5.050000% 03/15/2042
55903VAN3
1785000.00000000
PA
USD
1613410.59000000
0.231919898069
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.750000% 11/15/2043
912810RD2
1865000.00000000
PA
USD
1988046.28000000
0.285771950099
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
316120.50000000
0.045440779050
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.65000000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 3.850000% 03/15/2052
202795JV3
140000.00000000
PA
USD
131025.80000000
0.018834319279
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
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
705486.04000000
0.101410175128
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
25749.28000000
PA
USD
25900.70000000
0.003723099216
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
320000.00000000
PA
USD
276687.02000000
0.039772408755
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
805000.00000000
PA
USD
914607.02000000
0.131470295389
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.400000% 11/06/2042
00287YAM1
2039000.00000000
PA
USD
1943564.20000000
0.279377868194
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
645000.00000000
PA
USD
513413.43000000
0.073800674850
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 10/20/2022
912796V63
5475000.00000000
PA
USD
5446658.50000000
0.782930576984
Long
DBT
UST
US
N
2
2022-10-20
None
0.00000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050
694308JJ7
180000.00000000
PA
USD
126254.93000000
0.018148530000
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
435000.00000000
PA
USD
309637.27000000
0.044508846379
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
1576444.46000000
0.226606197295
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
302000.00000000
PA
USD
284950.49000000
0.040960242238
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
350000.00000000
PA
USD
295466.75000000
0.042471903288
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 5.250000% 09/30/2040
68233JAH7
665000.00000000
PA
USD
736576.99000000
0.105879347452
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
170000.00000000
PA
USD
180143.48000000
0.025894746060
Long
DBT
NUSS
IT
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP 3.750000% 02/25/2052
615369AY1
65000.00000000
PA
USD
55355.88000000
0.007957137585
Long
DBT
CORP
US
N
2
2052-02-25
Fixed
3.75000000
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
749435.44000000
0.107727686883
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.75000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.000000% 01/31/2052
168863DW5
55000.00000000
PA
USD
48159.55000000
0.006922700270
Long
DBT
NUSS
CL
N
2
2052-01-31
Fixed
4.00000000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 4.450000% 08/15/2049
855244AU3
305000.00000000
PA
USD
285714.58000000
0.041070076446
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
330000.00000000
PA
USD
267758.10000000
0.038488920082
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046
822582BY7
254000.00000000
PA
USD
228007.55000000
0.032774972522
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
365000.00000000
PA
USD
326032.85000000
0.046865630985
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
410000.00000000
PA
USD
333996.57000000
0.048010376868
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
486874.35000000
0.069985811624
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
637713.14000000
PA
USD
665430.07000000
0.095652324934
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
341000.00000000
PA
USD
328514.00000000
0.047222284189
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
125000.00000000
PA
USD
97912.09000000
0.014074385078
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
120000.00000000
PA
USD
132114.07000000
0.018990752780
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
25309.59000000
PA
USD
24516.85000000
0.003524177533
Long
ABS-MBS
US
N
2
2045-03-19
Floating
1.34843040
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4.000000% 06/14/2049
701094AP9
165000.00000000
PA
USD
143900.75000000
0.020685030505
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
450000.00000000
PA
USD
385737.81000000
0.055447927596
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
1610268.88000000
0.231468292590
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
475000.00000000
PA
USD
548342.07000000
0.078821496381
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
723000.00000000
PA
USD
726599.56000000
0.104445140584
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
285000.00000000
PA
USD
229412.31000000
0.032976899916
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
280000.00000000
PA
USD
255051.68000000
0.036662434221
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.000000% 06/15/2048
29278NAE3
30000.00000000
PA
USD
29660.13000000
0.004263498931
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
196969.55000000
0.028313411503
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
245379.79000000
0.035272147237
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 2.950000% 01/15/2052
87612EBN5
120000.00000000
PA
USD
96099.94000000
0.013813897359
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
American Homes 4 Rent, L.P.
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 2.375000% 07/15/2031
02666TAC1
25000.00000000
PA
USD
20672.25000000
0.002971535046
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC 4.875000% 11/13/2043
59156RBG2
375000.00000000
PA
USD
386646.46000000
0.055578541598
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
240000.00000000
PA
USD
254823.08000000
0.036629574087
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.875000% 05/15/2052
912810TG3
440000.00000000
PA
USD
423362.50000000
0.060856293156
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.500000% 09/15/2053
00206RKJ0
3541000.00000000
PA
USD
2854821.02000000
0.410366588684
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
480000.00000000
PA
USD
390811.04000000
0.056177179648
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
680000.00000000
PA
USD
641057.49000000
0.092148885509
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
304142.29000000
0.043718969822
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
338823.28000000
0.048704192874
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
930000.00000000
PA
USD
997800.13000000
0.143428898928
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
270000.00000000
PA
USD
238422.35000000
0.034272049193
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
600801.65000000
0.086362304977
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
828000.00000000
PA
USD
821228.50000000
0.118047588873
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048
459506AL5
575000.00000000
PA
USD
565409.77000000
0.081274894957
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
525000.00000000
PA
USD
377580.00000000
0.054275282222
Long
DBT
NUSS
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
BROWN & BROWN, INC.
549300PC8KTJ71XKFY89
BROWN & BROWN INC 4.950000% 03/17/2052
115236AF8
405000.00000000
PA
USD
372301.90000000
0.053516581107
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP 6.000000% 01/15/2039
695114CL0
365000.00000000
PA
USD
413031.16000000
0.059371213453
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
6.00000000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.041000% 03/17/2062
594918CF9
587000.00000000
PA
USD
476964.91000000
0.068561377987
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
35000.00000000
PA
USD
33014.51000000
0.004745674685
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
537000.00000000
PA
USD
418399.18000000
0.060142840129
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
425000.00000000
PA
USD
362754.76000000
0.052144226327
Long
DBT
NUSS
NZ
N
2
2031-10-22
Fixed
2.37500000
N
N
N
N
N
N
United States of America
N/A
US 10YR ULTRA FUT SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-199.00000000
NC
USD
-25568390.63000000
-3.67533136665
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2022
2022-09-24
-25757047.98000000
USD
188657.35000000
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
579697.31000000
PA
USD
579069.50000000
0.083238414479
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
190000.00000000
PA
USD
142460.09000000
0.020477942661
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.89300000
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
530000.00000000
PA
USD
590177.68000000
0.084835161140
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
360000.00000000
PA
USD
338999.35000000
0.048729502077
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
307041.36000000
0.044135696986
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
1967367.59000000
0.282799489334
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
40000.00000000
PA
USD
31570.97000000
0.004538172855
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 6.200000% 08/15/2036
12189TAX2
880000.00000000
PA
USD
1053267.41000000
0.151402049721
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
119641.75000000
0.017197917651
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
1945000.00000000
PA
USD
1999317.16000000
0.287392084092
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
640000.00000000
PA
USD
527808.86000000
0.075869947656
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
450000.00000000
PA
USD
413225.02000000
0.059399079882
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
185000.00000000
PA
USD
143013.16000000
0.020557443774
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP 5.800000% 04/01/2047
42809HAH0
340000.00000000
PA
USD
357818.41000000
0.051434650106
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
65000.00000000
PA
USD
53898.55000000
0.007747653510
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
647000.00000000
PA
USD
514342.26000000
0.073934189630
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
460000.00000000
PA
USD
363965.94000000
0.052318327541
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
765000.00000000
PA
USD
684124.81000000
0.098339602569
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
50000.00000000
PA
USD
46120.35000000
0.006629575222
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
1279138.95000000
0.183869981231
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
2653000.00000000
PA
USD
2296118.52000000
0.330055831054
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
783000.00000000
PA
USD
830069.84000000
0.119318488348
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
460000.00000000
PA
USD
469745.69000000
0.067523650345
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
1695000.00000000
PA
USD
1686537.70000000
0.242431563235
Long
DBT
NUSS
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 02/15/2041
912810SW9
78000.00000000
PA
USD
62503.59000000
0.008984586014
Long
DBT
UST
US
N
1
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 6.550000% 05/01/2037
88732JAJ7
725000.00000000
PA
USD
766137.62000000
0.110128543744
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
400000.00000000
PA
USD
373997.47000000
0.053760311019
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
ATHENE HOLDING LTD.
549300H316CT32FQXI76
ATHENE HOLDING LTD 3.450000% 05/15/2052
04686JAE1
500000.00000000
PA
USD
363385.88000000
0.052234946746
Long
DBT
NUSS
US
N
2
2052-05-15
Fixed
3.45000000
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
2540636.89000000
0.365204153371
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
1376000.00000000
PA
USD
1060387.43000000
0.152425517846
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
95000.00000000
PA
USD
90991.12000000
0.013079529418
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
591942.21000000
0.085088803716
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
455000.00000000
PA
USD
401814.90000000
0.057758930819
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
190000.00000000
PA
USD
144871.06000000
0.020824507832
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.500000% 02/14/2053
907818FZ6
580000.00000000
PA
USD
501237.57000000
0.072050454399
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC.
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HOLDINGS INC 144A 4.750000% 10/07/2044
05523UAL4
563000.00000000
PA
USD
534537.28000000
0.076837125193
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
155000.00000000
PA
USD
139893.82000000
0.020109053873
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
1080000.00000000
PA
USD
1036276.64000000
0.148959709456
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.400000% 11/14/2034
35671DBJ3
84000.00000000
PA
USD
85491.19000000
0.012288941323
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 5.750000% 05/01/2040
12189LAA9
120000.00000000
PA
USD
136141.72000000
0.019569707810
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
723000.00000000
PA
USD
600558.36000000
0.086327333227
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
809366.31000000
0.116342456954
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORPORATION
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP 3.850000% 03/15/2052
084664DB4
1192000.00000000
PA
USD
1086916.89000000
0.156238998244
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 4.250000% 03/15/2052
25278XAT6
358000.00000000
PA
USD
318432.73000000
0.045773150828
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP 4.900000% 12/15/2048
125523AK6
225000.00000000
PA
USD
224351.63000000
0.032249451865
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
675000.00000000
PA
USD
491410.02000000
0.070637792050
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
780000.00000000
PA
USD
742169.17000000
0.106683196034
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
1120000.00000000
PA
USD
877080.52000000
0.126076044162
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
656000.00000000
PA
USD
749992.57000000
0.107807771602
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
1410000.00000000
PA
USD
1134533.52000000
0.163083656414
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
13839504.34000000
1.989361205241
Long
DBT
USGA
US
N
2
2030-04-15
Fixed
0.00000000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.675000% 06/01/2060
594918CD4
380000.00000000
PA
USD
290685.07000000
0.041784560125
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC 4.500000% 04/15/2052
49271VAR1
605000.00000000
PA
USD
560842.25000000
0.080618336249
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.875000% 09/16/2046
02209SAV5
830000.00000000
PA
USD
611672.09000000
0.087924877674
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
FARMERS INSURANCE EXCHANGE
549300UWG2TLX1GZVT44
FARMERS INSURANCE EXCHANGE 144A 4.747000% 11/01/2057
309601AE2
300000.00000000
PA
USD
286925.01000000
0.041244069851
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
4.74700000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR
N/A
8590000.00000000
NC
USD
-196549.39000000
-0.02825301555
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2025-12-07
0.00000000
USD
0.00000000
USD
-8590000.00000000
USD
-196549.39000000
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.001000% 03/17/2052
10373QBS8
515000.00000000
PA
USD
395167.35000000
0.056803377950
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
2472000.00000000
PA
USD
1833493.33000000
0.263555717832
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
80000.00000000
PA
USD
74289.09000000
0.010678694119
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
110203.70000000
0.015841244026
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
2620000.00000000
PA
USD
2581536.02000000
0.371083203701
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
200000.00000000
PA
USD
179155.81000000
0.025752773318
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 2.375000% 02/15/2042
912810TF5
36525000.00000000
PA
USD
31622660.16000000
4.545603063761
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 2.600000% 02/15/2033
11135FBF7
450000.00000000
PA
USD
361486.26000000
0.051961885643
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 144A 3.758000% 03/15/2042
20826FAW6
260000.00000000
PA
USD
240299.52000000
0.034541883219
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.75800000
N
N
N
N
N
N
KEYSPAN GAS EAST CORPORATION
K8TS3HOE1568DUBUJL44
KEYSPAN GAS EAST CORP 144A 5.819000% 04/01/2041
49338CAA1
710000.00000000
PA
USD
744486.42000000
0.107016289412
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
315000.00000000
PA
USD
312674.33000000
0.044945408931
Long
DBT
NUSS
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP/THE 3.700000% 03/15/2052
743315BA0
320000.00000000
PA
USD
281366.21000000
0.040445019481
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC 4.150000% 05/18/2043
58933YAJ4
250000.00000000
PA
USD
245844.08000000
0.035338886659
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
2998668.96000000
0.431044028010
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
449676.09000000
0.064638743295
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
5710000.00000000
PA
USD
2598312.03000000
0.373494673263
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
470000.00000000
PA
USD
401190.53000000
0.057669180679
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
9599.19000000
PA
USD
8742.56000000
0.001256700331
Long
ABS-MBS
US
N
2
2034-09-25
Floating
1.86571080
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
425000.00000000
PA
USD
349741.00000000
0.050273561840
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
565000.00000000
PA
USD
422279.41000000
0.060700604254
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
360000.00000000
PA
USD
384823.07000000
0.055316438185
Long
DBT
NUSS
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 3.850000% 05/04/2043
037833AL4
155000.00000000
PA
USD
148785.26000000
0.021387154979
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
788000.00000000
PA
USD
676576.80000000
0.097254612970
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
452000.00000000
PA
USD
507139.60000000
0.072898842407
Long
DBT
CORP
US
Y
2
2033-05-15
Fixed
5.87500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 4.950000% 05/19/2050
92556HAC1
378000.00000000
PA
USD
340577.17000000
0.048956306002
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
14869000.00000000
PA
USD
11666937.65000000
1.677065346755
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
524923.43000000
0.075455181176
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
290000.00000000
PA
USD
209566.56000000
0.030124170211
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
6068000.00000000
PA
USD
4620213.13000000
0.664133088509
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
348236.77000000
0.050057336119
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE 4.500000% 06/15/2043
020002BA8
50000.00000000
PA
USD
47962.78000000
0.006894415542
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 8/15/2042
912810QX9
1850000.00000000
PA
USD
1691810.55000000
0.243189509689
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 4.450000% 04/01/2062
548661EF0
230000.00000000
PA
USD
207897.06000000
0.029884187734
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.758000% 09/06/2049
05526DBK0
415000.00000000
PA
USD
332360.71000000
0.047775229977
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
1230000.00000000
PA
USD
1037875.03000000
0.149189470218
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
264242.53000000
0.037983574053
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
200000.00000000
PA
USD
164911.21000000
0.023705181589
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
875000.00000000
PA
USD
1019338.99000000
0.146525004933
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
15712.63000000
PA
USD
590.33000000
0.000084857056
Long
DBT
USGA
US
N
2
2038-08-16
Floating
5.42529000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 3.200000% 11/15/2049
202795JQ4
295000.00000000
PA
USD
239665.93000000
0.034450807749
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
1321644.33000000
0.189979922158
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96400000
N
N
N
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC 144A 3.700000% 03/01/2052
78409VBD5
135000.00000000
PA
USD
120384.33000000
0.017304659902
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC 144A 3.000000% 09/15/2050
05523RAE7
525000.00000000
PA
USD
383164.29000000
0.055077996656
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
490000.00000000
PA
USD
408381.90000000
0.058702905019
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.30000000
N
N
N
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC 2.700000% 12/15/2051
278865BN9
420000.00000000
PA
USD
316329.36000000
0.045470801656
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052
912828S50
426000.00000000
PA
USD
373792.80000000
0.053730890706
Long
DBT
USGA
US
N
2
2052-02-15
Fixed
0.12500000
N
N
N
N
N
N
DOLLAR TREE, INC.
549300PMSTQITB1WHR43
DOLLAR TREE INC 3.375000% 12/01/2051
256746AK4
165000.00000000
PA
USD
120937.30000000
0.017384146641
Long
DBT
CORP
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
645000.00000000
PA
USD
636402.55000000
0.091479760602
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.950000% 10/01/2043
29273RAZ2
1100000.00000000
PA
USD
1078943.83000000
0.155092909782
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
629000.00000000
PA
USD
525924.02000000
0.075599011105
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
485000.00000000
PA
USD
467082.26000000
0.067140795282
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
385000.00000000
PA
USD
450938.81000000
0.064820253132
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
707000.00000000
PA
USD
545714.89000000
0.078443852078
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
541385.86000000
0.077821575143
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
321872.49000000
0.046267599540
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.80000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 1.87% FIXED
N/A
775000.00000000
NC
USD
147793.35000000
0.021244572757
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2053-09-28
0.00000000
USD
0.00000000
USD
-775000.00000000
USD
147793.35000000
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP 4.500000% 04/22/2052
872898AJ0
255000.00000000
PA
USD
254569.03000000
0.036593055639
Long
DBT
CORP
TW
N
2
2052-04-22
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.125000% 02/15/2043
912810QZ4
2325000.00000000
PA
USD
2252797.85000000
0.323828696168
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 5.625000% 05/15/2052
925650AE3
850000.00000000
PA
USD
831410.50000000
0.119511201680
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.62500000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON 3.750000% 03/03/2047
478160CG7
475000.00000000
PA
USD
454066.96000000
0.065269909428
Long
DBT
CORP
US
N
2
2047-03-03
Fixed
3.75000000
N
N
N
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC 2.750000% 12/10/2051
58933YBF1
520000.00000000
PA
USD
401661.53000000
0.057736884630
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
GOBIERNO DE LA REPUBLICA DE PANAMA
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA 4.300000% 04/29/2053
698299BB9
50000.00000000
PA
USD
42356.60000000
0.006088554528
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.969000% 11/01/2047
20030NCC3
2453000.00000000
PA
USD
2240067.92000000
0.321998830859
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 5.650000% 03/16/2052
05526DBV6
275000.00000000
PA
USD
247743.44000000
0.035611910389
Long
DBT
CORP
GB
N
2
2052-03-16
Fixed
5.65000000
N
N
N
N
N
N
THE BROOKLYN UNION GAS COMPANY
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION GAS CO/THE 144A 4.273000% 03/15/2048
114259AQ7
595000.00000000
PA
USD
502683.02000000
0.072258230782
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
218079.05000000
0.031347799103
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
821000.00000000
PA
USD
889739.84000000
0.127895759629
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
715000.00000000
PA
USD
696224.08000000
0.100078813581
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
2385000.00000000
PA
USD
2274265.33000000
0.326914541646
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
1200.55000000
0.000172573203
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
28000.00000000
PA
USD
21180.09000000
0.003044534568
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
255000.00000000
PA
USD
233591.12000000
0.033577583459
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
120000.00000000
PA
USD
114324.42000000
0.016433577415
Long
DBT
CORP
BE
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER HEALTHCARE CAPITAL US LLC 144A 4.000000% 03/24/2052
36264FAE1
615000.00000000
PA
USD
556096.52000000
0.079936160723
Long
DBT
CORP
US
N
2
2052-03-24
Fixed
4.00000000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 4.050000% 09/15/2049
744448CR0
93000.00000000
PA
USD
87126.91000000
0.012524068090
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
836525.36000000
0.120246437842
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 02/15/2032
91282CDY4
1696000.00000000
PA
USD
1554490.00000000
0.223450350819
Long
SN
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.050000% 11/21/2039
00287YCA5
370000.00000000
PA
USD
344296.90000000
0.049490999035
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
414000.00000000
PA
USD
456039.01000000
0.065553381991
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
705000.00000000
PA
USD
534104.08000000
0.076774854807
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
595000.00000000
PA
USD
496253.76000000
0.071334056035
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
GLP Capital, L.P.
2549005PXW31DRW8EC44
GLP CAPITAL LP / GLP FINANCING II INC 3.250000% 01/15/2032
361841AR0
395000.00000000
PA
USD
331300.58000000
0.047622841464
Long
DBT
CORP
US
N
2
2032-01-15
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
642959.94000000
0.092422353412
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.26200000
N
N
N
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 3.050000% 07/15/2061
79466LAM6
215000.00000000
PA
USD
164727.27000000
0.023678741111
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 4.250000% 09/17/2050
92857WBU3
260000.00000000
PA
USD
229137.33000000
0.032937372883
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
4755000.00000000
PA
USD
4741658.75000000
0.681590303670
Long
DBT
CORP
BE
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR
N/A
8070000.00000000
NC
USD
-299431.43000000
-0.04304180668
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2025-07-24
0.00000000
USD
0.00000000
USD
-8070000.00000000
USD
-299431.43000000
N
N
N
VICI PROPERTIES L.P.
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 5.125000% 05/15/2032
925650AD5
510000.00000000
PA
USD
505705.80000000
0.072692740655
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 5.250000% 08/04/2045
21684AAD8
100000.00000000
PA
USD
102421.84000000
0.014722639630
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
165000.00000000
PA
USD
121799.74000000
0.017508118181
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
1850000.00000000
PA
USD
1543266.37000000
0.221837008783
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
260000.00000000
PA
USD
212851.27000000
0.030596331242
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
1347000.00000000
PA
USD
1612358.61000000
0.231768681079
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
450000.00000000
PA
USD
394386.52000000
0.056691137448
Long
DBT
NUSS
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.070000% 12/15/2042
539830BB4
97000.00000000
PA
USD
94188.01000000
0.013539066753
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
2605000.00000000
PA
USD
2653438.80000000
0.381418877404
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
1075000.00000000
PA
USD
1180651.34000000
0.169712867961
Long
DBT
NUSS
CA
N
2
2115-09-15
Fixed
6.12500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL, INC.
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 144A 4.350000% 04/05/2042
21871XAJ8
105000.00000000
PA
USD
95332.30000000
0.013703552856
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)SEP22 FINANCIAL COMMODITY FUTURE.
N/A
103.00000000
NC
USD
12303671.88000000
1.768592784739
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Sep 2022
2022-09-24
12358534.83000000
USD
-54862.95000000
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
MAGALLANES INC 144A 5.141000% 03/15/2052
55903VAQ6
1605000.00000000
PA
USD
1436060.93000000
0.206426749999
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.500000% 06/15/2047
404119BV0
235000.00000000
PA
USD
231774.27000000
0.033316420139
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP 4.100000% 04/01/2043
863667AE1
590000.00000000
PA
USD
533533.86000000
0.076692888465
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.10000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.850000% 04/01/2061
161175BY9
485000.00000000
PA
USD
343285.19000000
0.049345570660
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
930000.00000000
PA
USD
852707.00000000
0.122572469617
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
265000.00000000
PA
USD
306663.62000000
0.044081398704
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
700000.00000000
PA
USD
700388.01000000
0.100677358197
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
PUGET SOUND ENERGY, INC.
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC 4.223000% 06/15/2048
745332CH7
680000.00000000
PA
USD
627256.12000000
0.090165005929
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
365000.00000000
PA
USD
325492.55000000
0.046787965497
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
500152.61000000
0.071894496695
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
50000.00000000
PA
USD
45716.97000000
0.006571591316
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
315000.00000000
PA
USD
273044.49000000
0.039248812845
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
310000.00000000
PA
USD
330322.42000000
0.047482235738
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
205000.00000000
PA
USD
172365.85000000
0.024776749706
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
3.25000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS COMPANY
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO 3.750000% 09/15/2042
842434CK6
435000.00000000
PA
USD
377539.23000000
0.054269421734
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
70000.00000000
PA
USD
57577.87000000
0.008276537803
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
210000.00000000
PA
USD
214267.81000000
0.030799951954
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.800000% 06/15/2038
29278NAD5
40000.00000000
PA
USD
39441.44000000
0.005669514506
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
736000.00000000
PA
USD
856877.36000000
0.123171938514
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
12326.05000000
0.001771809530
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
885000.00000000
PA
USD
947010.73000000
0.136128170556
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
436000.00000000
PA
USD
524404.51000000
0.075380588958
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.972000% 02/04/2033
06051GKK4
210000.00000000
PA
USD
186356.47000000
0.026787833050
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 4.750000% 05/15/2046
00206RCQ3
550000.00000000
PA
USD
541952.84000000
0.077903075751
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
United States of America
N/A
0000274
N/A
-19.00000000
NC
USD
-2146109.38000000
-0.30849274929
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Short
U.S. Treasury Futures
US 5-Year Note (consolidated) Sep 2022
2022-10-03
-2154409.43000000
USD
8300.05000000
N
N
N
SOUTHERN COMPANY GAS CAPITAL CORPORATION
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS CAPITAL CORP 5.875000% 03/15/2041
001192AH6
1008000.00000000
PA
USD
1091841.15000000
0.156946836587
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
108000.00000000
PA
USD
92527.72000000
0.013300408168
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
621331.50000000
0.089313370719
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
484775.17000000
0.069684064744
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
457000.00000000
PA
USD
407097.67000000
0.058518303224
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
635000.00000000
PA
USD
458314.81000000
0.065880517134
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
320000.00000000
PA
USD
322692.93000000
0.046385533786
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
1808000.00000000
PA
USD
1729966.79000000
0.248674282968
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
430000.00000000
PA
USD
303729.92000000
0.043659693647
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
PHILLIPS 66 COMPANY
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO 144A 4.900000% 10/01/2046
718547AN2
1269000.00000000
PA
USD
1256385.58000000
0.180599295341
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP 5.100000% 01/15/2044
31428XAW6
125000.00000000
PA
USD
123810.51000000
0.017797156555
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
315000.00000000
PA
USD
266329.47000000
0.038283561492
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
1484000.00000000
PA
USD
1621813.68000000
0.233127801246
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
137112.74000000
0.019709287196
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
525000.00000000
PA
USD
499198.49000000
0.071757346601
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
65000.00000000
PA
USD
61569.14000000
0.008850263387
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
BLACK HILLS CORPORATION
3MGELCRSTNSAMJ962671
BLACK HILLS CORP 4.350000% 05/01/2033
092113AQ2
325000.00000000
PA
USD
312536.40000000
0.044925582167
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
245000.00000000
PA
USD
187428.95000000
0.026941996816
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
190000.00000000
PA
USD
179687.55000000
0.025829208348
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.37500000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 6.150000% 05/01/2037
12189TAZ7
450000.00000000
PA
USD
539675.69000000
0.077575746552
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
UNITED AIR LINES, INC.
N/A
UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 4.150000% 08/25/2031
90931CAA6
230936.31000000
PA
USD
220588.61000000
0.031708536105
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
729959.52000000
0.104928118436
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
3195000.00000000
PA
USD
3082925.41000000
0.443155481485
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 5.250000% 05/30/2048
92857WBM1
1241000.00000000
PA
USD
1242432.46000000
0.178593602439
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
155000.00000000
PA
USD
122696.45000000
0.017637015868
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
200000.00000000
PA
USD
162302.08000000
0.023330131885
Long
DBT
CORP
DE
N
2
2045-04-15
Fixed
3.95000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 3.102000% 02/24/2033
38141GZM9
380000.00000000
PA
USD
337665.55000000
0.048537774837
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES, INC.
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC 3.550000% 03/15/2052
015271AZ2
760000.00000000
PA
USD
602619.67000000
0.086623636480
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 6.250000% 09/01/2037
744448BZ3
470000.00000000
PA
USD
566846.29000000
0.081481387696
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
167000.00000000
PA
USD
162894.79000000
0.023415331055
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
7414.04000000
PA
USD
6978.67000000
0.001003149753
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
220000.00000000
PA
USD
175390.57000000
0.025211538444
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 5.300000% 06/01/2042
68233JAS3
235000.00000000
PA
USD
255631.30000000
0.036745751767
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 4.611000% 04/25/2053
95000U2Z5
1020000.00000000
PA
USD
1003358.00000000
0.144227815616
Long
DBT
CORP
US
N
2
2053-04-25
Fixed
4.61100000
N
N
N
N
N
N
STERIS IRISH FINCO UNLIMITED COMPANY
549300BRDKZ1HFI2J358
STERIS IRISH FINCO UNLTD CO 3.750000% 03/15/2051
85917PAB3
425000.00000000
PA
USD
341103.19000000
0.049031918810
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
305000.00000000
PA
USD
308270.49000000
0.044312378424
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
442000.00000000
PA
USD
434428.77000000
0.062447015460
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
1085000.00000000
PA
USD
985419.95000000
0.141649308475
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
1870000.00000000
PA
USD
1613970.71000000
0.232000412586
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
4839181.73000000
0.695608756084
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
485000.00000000
PA
USD
415948.32000000
0.059790540966
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
390000.00000000
PA
USD
325250.13000000
0.046753118805
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
445000.00000000
PA
USD
504443.25000000
0.072511255254
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
400000.00000000
PA
USD
399376.44000000
0.057408414095
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
1175000.00000000
PA
USD
1225902.99000000
0.176217571798
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
320000.00000000
PA
USD
247510.80000000
0.035578469524
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
280000.00000000
PA
USD
190060.80000000
0.027320312409
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
435000.00000000
PA
USD
467584.96000000
0.067213055953
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
43190.94000000
PA
USD
5997.12000000
0.000862056731
Long
DBT
USGA
US
N
2
2040-01-16
Floating
5.51529000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 4.950000% 09/01/2048
95040QAF1
274000.00000000
PA
USD
272145.29000000
0.039119557233
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
740000.00000000
PA
USD
651307.30000000
0.093622245672
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
674256.09000000
0.096921022233
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
291129.65000000
0.041848466330
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
405000.00000000
PA
USD
438215.80000000
0.062991382539
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.05000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052
26442CBH6
140000.00000000
PA
USD
121699.38000000
0.017493691921
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA MTN 3.743000% 09/12/2039
202712BL8
215000.00000000
PA
USD
180856.84000000
0.025997288079
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
3935000.00000000
PA
USD
3982976.31000000
0.572533405666
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
1185000.00000000
PA
USD
1385488.87000000
0.199157263190
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
620000.00000000
PA
USD
594769.46000000
0.085495207105
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 4.500000% 06/01/2042
913017BT5
725000.00000000
PA
USD
727540.75000000
0.104580432053
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.350000% 04/15/2050
437076CD2
470000.00000000
PA
USD
398040.66000000
0.057216402239
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052
45866FAX2
738000.00000000
PA
USD
760048.93000000
0.109253324272
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE 3.050000% 06/08/2051
89417EAR0
315000.00000000
PA
USD
247861.47000000
0.035628876625
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
500000.00000000
PA
USD
505332.60000000
0.072639094976
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
2758000.00000000
PA
USD
2719351.24000000
0.390893468969
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
170000.00000000
PA
USD
139281.92000000
0.020021096235
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
628769.22000000
0.090382506669
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
480000.00000000
PA
USD
438910.10000000
0.063091184776
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.000000% 06/15/2050
45866FAL8
250000.00000000
PA
USD
190215.00000000
0.027342477906
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.875000% 04/30/2029
91282CEM9
940000.00000000
PA
USD
939559.38000000
0.135057075360
Long
SN
UST
US
N
2
2029-04-30
Fixed
2.87500000
N
N
N
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC 3.650000% 05/10/2051
278642AZ6
369000.00000000
PA
USD
295403.71000000
0.042462841596
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
2665000.00000000
PA
USD
2698624.25000000
0.387914065315
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
1179254.70000000
0.169512107778
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 08/15/2050
912810SP4
5505000.00000000
PA
USD
3676092.79000000
0.528420397409
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
235249.35000000
0.033815945929
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
168478.06000000
0.024217898868
Long
DBT
CORP
US
N
2
2068-11-15
Fixed
5.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.297000% 04/20/2037
61747YES0
125000.00000000
PA
USD
126099.26000000
0.018126153198
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.29700000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 144A 3.400000% 10/15/2052
87264ACM5
555000.00000000
PA
USD
431432.04000000
0.062016250148
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041
92343VGK4
4020000.00000000
PA
USD
3469262.33000000
0.498689528219
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
182000.00000000
PA
USD
186170.23000000
0.026761061959
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
1240000.00000000
PA
USD
879285.93000000
0.126393061086
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
310000.00000000
PA
USD
254495.52000000
0.036582488935
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 4.375000% 02/02/2052
46590XAE6
840000.00000000
PA
USD
650697.60000000
0.093534604273
Long
DBT
NUSS
US
N
2
2052-02-02
Fixed
4.37500000
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
1106500.80000000
0.159054089728
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
320000.00000000
PA
USD
393072.64000000
0.056502273610
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
760000.00000000
PA
USD
707981.44000000
0.101768876700
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 3.250000% 08/01/2050
49456BAS0
110000.00000000
PA
USD
81014.86000000
0.011645490732
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.000000% 01/15/2052
031162DC1
85000.00000000
PA
USD
63229.54000000
0.009088937783
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 144A 2.937000% 11/01/2056
20030NDT5
4458000.00000000
PA
USD
3324636.42000000
0.477900259503
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
80000.00000000
PA
USD
63929.44000000
0.009189544992
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 5.250000% 03/01/2052
694308KD8
495000.00000000
PA
USD
433344.40000000
0.062291142564
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.25000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 5.150000% 02/15/2050
00206RFU1
305000.00000000
PA
USD
317850.87000000
0.045689511292
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
190000.00000000
PA
USD
183997.90000000
0.026448800124
Long
DBT
NUSS
FR
N
2
2114-01-22
Fixed
6.00000000
N
N
N
N
N
N
The Airport Authority Hong Kong
254900748HGC4RBR4O84
AIRPORT AUTHORITY 144A 3.500000% 01/12/2062
00946AAF1
505000.00000000
PA
USD
422614.30000000
0.060748743057
Long
DBT
NUSS
HK
N
2
2062-01-12
Fixed
3.50000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 1.8075% FIXED
N/A
335000.00000000
NC
USD
68864.89000000
0.009898991842
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2053-07-24
0.00000000
USD
0.00000000
USD
-335000.00000000
USD
68864.89000000
N
N
N
W.W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC 4.600000% 06/15/2045
384802AB0
340000.00000000
PA
USD
335062.34000000
0.048163576104
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.60000000
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
729084.27000000
0.104802305520
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047
161175BL7
1864000.00000000
PA
USD
1710651.40000000
0.245897789924
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 5.875000% 11/15/2040
88732JAY4
330000.00000000
PA
USD
328315.45000000
0.047193743595
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
BALTIMORE GAS AND ELECTRIC COMPANY
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS AND ELECTRIC CO 2.900000% 06/15/2050
059165EM8
280000.00000000
PA
USD
213098.49000000
0.030631867911
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
1540000.00000000
PA
USD
1417534.30000000
0.203763637355
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
660000.00000000
PA
USD
488935.05000000
0.070282027192
Long
DBT
CORP
GB
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
REGENCY CENTERS, L.P.
5493008PTR2GAOYBXW28
REGENCY CENTERS LP 4.650000% 03/15/2049
75884RAY9
420000.00000000
PA
USD
398210.90000000
0.057240873408
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
730000.00000000
PA
USD
751327.16000000
0.107999612401
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
5.40000000
N
N
N
N
N
N
EMERSON ELECTRIC CO.
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO 2.800000% 12/21/2051
291011BS2
673000.00000000
PA
USD
518386.88000000
0.074515584015
Long
DBT
CORP
US
N
2
2051-12-21
Fixed
2.80000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 4.750000% 04/01/2048
026874DL8
155000.00000000
PA
USD
157396.06000000
0.022624915454
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.400000% 02/12/2052
91087BAS9
450000.00000000
PA
USD
369841.17000000
0.053162863179
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.550000% 03/15/2035
00287YCY3
1700000.00000000
PA
USD
1717867.68000000
0.246935094955
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
1275000.00000000
PA
USD
1426141.39000000
0.205000864536
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
260000.00000000
PA
USD
189326.59000000
0.027214773305
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
930000.00000000
PA
USD
790528.66000000
0.113634636703
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
737000.00000000
PA
USD
834177.09000000
0.119908885490
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
2134733.43000000
0.306857512006
Long
DBT
CORP
US
N
2
2041-01-19
Fixed
5.84800000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 2.496000% 02/13/2031
06051GHZ5
695000.00000000
PA
USD
612334.16000000
0.088020047006
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
ROCHE HOLDINGS, INC.
PVJRP0EQNV6OGDPZGY95
ROCHE HOLDINGS INC 144A 2.607000% 12/13/2051
771196BY7
975000.00000000
PA
USD
739355.54000000
0.106278750453
Long
DBT
CORP
CH
N
2
2051-12-13
Fixed
2.60700000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP, INC.
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE GROUP INC 5.800000% 06/01/2045
198280AH2
295000.00000000
PA
USD
316291.44000000
0.045465350841
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
260000.00000000
PA
USD
206740.23000000
0.029717899067
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
100000.00000000
PA
USD
89239.87000000
0.012827795777
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
1732474.98000000
PA
USD
1441310.21000000
0.207181308380
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
383275.57000000
0.055093992612
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
295000.00000000
PA
USD
291714.24000000
0.041932498290
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
785000.00000000
PA
USD
930077.43000000
0.133694091324
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.55000000
N
N
N
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD MTN 3.840000% 04/22/2051
88032WBC9
560000.00000000
PA
USD
435934.12000000
0.062663402175
Long
DBT
NUSS
CN
N
2
2051-04-22
Fixed
3.84000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 144A 2.746000% 02/11/2033
902613AK4
30000.00000000
PA
USD
25527.92000000
0.003669513911
Long
DBT
NUSS
CH
N
2
2033-02-11
Fixed
2.74600000
N
N
N
N
N
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 4.300000% 07/15/2048
010392FS2
475000.00000000
PA
USD
444724.80000000
0.063927019522
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
680000.00000000
PA
USD
570263.46000000
0.081972589206
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
831000.00000000
PA
USD
875669.41000000
0.125873203987
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO/MN 4.500000% 06/01/2052
665772CV9
265000.00000000
PA
USD
276061.51000000
0.039682494745
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP 3.100000% 02/15/2060
458140BK5
320000.00000000
PA
USD
242946.70000000
0.034922402424
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 4.030000% 10/15/2047
666807BP6
370000.00000000
PA
USD
342577.22000000
0.049243803428
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
90000.00000000
PA
USD
78078.14000000
0.011223351565
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
240000.00000000
PA
USD
182287.12000000
0.026202883848
Long
DBT
NUSS
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.095000% 08/16/2049
30231GAZ5
155000.00000000
PA
USD
126486.44000000
0.018181808433
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
MUNICIPAL ELEC AUTH GA
N/A
MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA
626207YF5
605000.00000000
PA
USD
712101.64000000
0.102361135341
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040
694308JH1
155000.00000000
PA
USD
113647.92000000
0.016336333841
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
3321000.00000000
PA
USD
3830740.99000000
0.550650321399
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
945000.00000000
PA
USD
872440.31000000
0.125409036621
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
378786.99000000
0.054448781144
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.500000% 05/14/2035
00287YAR0
1280000.00000000
PA
USD
1287149.86000000
0.185021510446
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC 2.700000% 11/15/2051
68233JCD4
535000.00000000
PA
USD
405470.03000000
0.058284337917
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP 144A 4.100000% 03/15/2052
30161NBF7
60000.00000000
PA
USD
53480.83000000
0.007687608299
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.10000000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC 4.721000% 12/15/2044
59156RBL1
255000.00000000
PA
USD
254514.03000000
0.036585149658
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
501362.06000000
0.072068349229
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.80000000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 4.500000% 06/01/2052
744448CX7
380000.00000000
PA
USD
389075.98000000
0.055927773241
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.125000% 11/15/2041
912810QT8
1925000.00000000
PA
USD
1881913.09000000
0.270515822019
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
75000.00000000
PA
USD
66905.03000000
0.009617271532
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
2355000.00000000
PA
USD
2085407.07000000
0.299767088493
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
519023.49000000
0.074607093595
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
135000.00000000
PA
USD
142236.83000000
0.020445850126
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
150000.00000000
PA
USD
139712.67000000
0.020083014445
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
540000.00000000
PA
USD
386752.02000000
0.055593715333
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
105000.00000000
PA
USD
92618.29000000
0.013313427164
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
487982.42000000
0.070145091279
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
431000.00000000
PA
USD
404840.31000000
0.058193818741
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
185000.00000000
PA
USD
190295.66000000
0.027354072387
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
1160000.00000000
PA
USD
1027026.94000000
0.147630110225
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD MTN 4.950000% 06/01/2047
136385AY7
350000.00000000
PA
USD
348607.52000000
0.050110629622
Long
DBT
NUSS
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4.650000% 05/15/2050
25470DBH1
340000.00000000
PA
USD
286192.18000000
0.041138729115
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
60000.00000000
PA
USD
49170.87000000
0.007068072584
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
165000.00000000
PA
USD
141850.36000000
0.020390296950
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL, INC.
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 144A 3.900000% 04/05/2032
21871XAG4
365000.00000000
PA
USD
346807.81000000
0.049851930093
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 5.850000% 09/01/2043
92553PAU6
1225000.00000000
PA
USD
1226875.14000000
0.176357313616
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
UNIVERSITY MICH UNIV REVS
N/A
UNIV OF MICHIGAN MI UNIVERSITY OF MICHIGAN
914455UK4
615000.00000000
PA
USD
562508.34000000
0.080857828555
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
3.50400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 4.300000% 01/27/2045
61747YDY8
540000.00000000
PA
USD
509050.73000000
0.073173558017
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
570000.00000000
PA
USD
499715.69000000
0.071831691577
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
585000.00000000
PA
USD
517426.33000000
0.074377509640
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
810000.00000000
PA
USD
773345.63000000
0.111164660002
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
961145.92000000
0.138160035132
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
250000.00000000
PA
USD
205361.34000000
0.029519690359
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
77009.73000000
PA
USD
76385.68000000
0.010980068700
Long
ABS-MBS
US
N
2
2037-03-25
Fixed
5.04895000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES 4.900000% 11/30/2046
002824BH2
599000.00000000
PA
USD
658284.26000000
0.094625149621
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
395000.00000000
PA
USD
377269.99000000
0.054230719798
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.375000% 02/14/2042
907818FY9
80000.00000000
PA
USD
69499.32000000
0.009990188058
Long
DBT
CORP
US
N
2
2042-02-14
Fixed
3.37500000
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
206951.07000000
0.029748206288
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
1315750.39000000
0.189132697049
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
1627000.00000000
PA
USD
1701930.98000000
0.244644272109
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
200000.00000000
PA
USD
158364.90000000
0.022764181475
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
140000.00000000
PA
USD
115407.10000000
0.016589207381
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
205000.00000000
PA
USD
161484.82000000
0.023212654749
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
1725000.00000000
PA
USD
1716376.29000000
0.246720714921
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 2.900000% 07/15/2051
79466LAL8
750000.00000000
PA
USD
590122.46000000
0.084827223535
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
13270.84000000
PA
USD
12234.35000000
0.001758628102
Long
ABS-MBS
US
N
2
2034-12-25
Floating
2.84140800
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.904000% 11/03/2042
172967NF4
295000.00000000
PA
USD
228655.34000000
0.032868089173
Long
DBT
CORP
US
N
2
2042-11-03
Fixed
2.90400000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.550000% 09/15/2055
00206RLJ9
2595000.00000000
PA
USD
2077757.49000000
0.298667498702
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
766422.73000000
0.110169526915
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
201000.00000000
PA
USD
180393.53000000
0.025930689527
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
285000.00000000
PA
USD
317851.35000000
0.045689580290
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.80000000
N
N
N
N
N
N
DALLAS FT WORTH TEX INTL ARPT REV
N/A
DALLAS-FORT WORTH TX INTERNATI DALLAS FORT WORTH INTERNATIONAL AIRPORT
23503CAP2
230000.00000000
PA
USD
221218.69000000
0.031799107030
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.08700000
N
N
N
N
N
N
MICHIGAN ST UNIV REVS
N/A
MICHIGAN ST UNIV REVENUES MICHIGAN STATE UNIVERSITY
594712WY3
274000.00000000
PA
USD
231036.94000000
0.033210432550
Long
DBT
MUN
US
N
2
2122-08-15
Fixed
4.16500000
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
529748.43000000
0.076148751377
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
53577.11000000
PA
USD
43427.74000000
0.006242525676
Long
ABS-MBS
US
N
2
2034-12-25
Floating
1.78571160
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.400000% 02/22/2062
031162DG2
170000.00000000
PA
USD
154604.87000000
0.022223695514
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.40000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL, INC.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC 3.750000% 04/01/2051
754730AH2
425000.00000000
PA
USD
367139.28000000
0.052774479678
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
226000.00000000
PA
USD
229465.64000000
0.032984565844
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
260000.00000000
PA
USD
223076.83000000
0.032066205587
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
CMS ENERGY CORPORATION
549300IA9XFBAGNIBW29
CMS ENERGY CORP 4.875000% 03/01/2044
125896BN9
677000.00000000
PA
USD
670845.46000000
0.096430760817
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
896000.00000000
PA
USD
1124201.61000000
0.161598494777
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
642000.00000000
PA
USD
534893.91000000
0.076888389015
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
15000.00000000
PA
USD
15018.14000000
0.002158784329
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
137729.24000000
0.019797906063
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 6.250000% 10/02/2043
37045VAF7
125000.00000000
PA
USD
126765.35000000
0.018221900384
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
1908000.00000000
PA
USD
1969937.46000000
0.283168895604
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
195000.00000000
PA
USD
184300.40000000
0.026492283022
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
740000.00000000
PA
USD
712332.26000000
0.102394285840
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
540000.00000000
PA
USD
502173.71000000
0.072185019956
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
300000.00000000
PA
USD
297262.80000000
0.042730076710
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP 2.600000% 10/01/2050
235851AV4
60000.00000000
PA
USD
43393.35000000
0.006237582281
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.60000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP MTN 3.550000% 08/15/2039
907818FD5
375000.00000000
PA
USD
337018.30000000
0.048444735808
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
40000.00000000
PA
USD
32219.19000000
0.004631351316
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
1085000.00000000
PA
USD
844139.29000000
0.121340903119
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
877000.00000000
PA
USD
1078147.86000000
0.154978492979
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
325000.00000000
PA
USD
267140.13000000
0.038400089911
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
3434000.00000000
PA
USD
3594917.10000000
0.516751788149
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
200000.00000000
PA
USD
230520.02000000
0.033136127823
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
905000.00000000
PA
USD
862954.89000000
0.124045553790
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
170000.00000000
PA
USD
176426.72000000
0.025360479950
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
American Homes 4 Rent, L.P.
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032
02666TAE7
195000.00000000
PA
USD
177895.91000000
0.025571668842
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 5.805000% 05/01/2050
097023CW3
3430000.00000000
PA
USD
3374975.91000000
0.485136315509
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
375000.00000000
PA
USD
280157.78000000
0.040271313566
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
555000.00000000
PA
USD
538874.31000000
0.077460552089
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
696000.00000000
PA
USD
697256.63000000
0.100227237604
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA 144A 3.132000% 01/20/2033
09659W2U7
55000.00000000
PA
USD
47353.14000000
0.006806782768
Long
DBT
NUSS
FR
N
2
2033-01-20
Fixed
3.13200000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 3.311000% 04/22/2042
06051GJW0
1045000.00000000
PA
USD
877260.88000000
0.126101970032
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
265000.00000000
PA
USD
221145.15000000
0.031788536014
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
365000.00000000
PA
USD
445244.86000000
0.064001775609
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
225000.00000000
PA
USD
192788.93000000
0.027712467782
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION, LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 5.750000% 10/01/2041
30161MAJ2
344000.00000000
PA
USD
340655.72000000
0.048967597181
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
775000.00000000
PA
USD
773017.50000000
0.111117492916
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 3 MONTH USD - LIBOR
N/A
9070000.00000000
NC
USD
-265828.74000000
-0.03821158399
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2025-09-28
0.00000000
USD
0.00000000
USD
-9070000.00000000
USD
-265828.74000000
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-42.00000000
NC
USD
-8866265.63000000
-1.27448241254
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Sep 2022
2022-10-03
-8877633.91000000
USD
11368.28000000
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC 144A 3.250000% 02/15/2051
09062XAJ2
100000.00000000
PA
USD
73015.06000000
0.010495558525
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.25000000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO/MN 3.600000% 09/15/2047
665772CQ0
200000.00000000
PA
USD
177094.29000000
0.025456439879
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
148000.00000000
PA
USD
137501.60000000
0.019765183924
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
American Homes 4 Rent, L.P.
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052
02666TAF4
665000.00000000
PA
USD
568013.23000000
0.081649129626
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.30000000
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
602650.17000000
0.086628020706
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
205000.00000000
PA
USD
208748.80000000
0.030006621202
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
370000.00000000
PA
USD
303197.20000000
0.043583117747
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.972000% 07/21/2052
06051GKB4
260000.00000000
PA
USD
196807.59000000
0.028290130544
Long
DBT
CORP
US
N
2
2052-07-21
Fixed
2.97200000
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
330052.77000000
0.047443474866
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
75000.00000000
PA
USD
74929.91000000
0.010770808867
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
141340.64000000
0.020317027187
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 1.794000% 02/13/2032
6174468U6
235000.00000000
PA
USD
192781.45000000
0.027711392568
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
SES GLOBAL AMERICAS HOLDINGS GP
5299000YGN3VJ3R60481
SES GLOBAL AMERICAS HOLDINGS INC 144A 5.300000% 03/25/2044
78413KAB8
950000.00000000
PA
USD
838477.82000000
0.120527094438
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
502434.72000000
0.072222538869
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
NASDAQ INC 3.950000% 03/07/2052
631103AM0
410000.00000000
PA
USD
346807.34000000
0.049851862533
Long
DBT
CORP
US
N
2
2052-03-07
Fixed
3.95000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 4.227000% 03/19/2040
30231GBF8
170000.00000000
PA
USD
170119.40000000
0.024453833483
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION, LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 5.600000% 06/15/2042
30161MAN3
580000.00000000
PA
USD
568743.65000000
0.081754123936
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.950000% 04/13/2052
023135CJ3
367000.00000000
PA
USD
353591.81000000
0.050827096984
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.500000% 02/01/2045
375558BA0
695000.00000000
PA
USD
665552.29000000
0.095669893462
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
125000.00000000
PA
USD
129955.00000000
0.018680397005
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
387740.39000000
0.055735788697
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
615000.00000000
PA
USD
593058.67000000
0.085249289392
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
1689265.27000000
0.242823638111
Long
DBT
NUSS
US
N
2
2033-09-18
Fixed
5.50000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL, INC.
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 144A 4.400000% 04/05/2052
21871XAL3
385000.00000000
PA
USD
344543.08000000
0.049526386209
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.40000000
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
336410.88000000
0.048357422148
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
125000.00000000
PA
USD
131608.86000000
0.018918131308
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL 4.850000% 12/15/2034
92553PAZ5
765000.00000000
PA
USD
703420.21000000
0.101113222148
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
120000.00000000
PA
USD
88204.69000000
0.012678993704
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
1160000.00000000
PA
USD
1534834.40000000
0.220624954248
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
433849.87000000
0.062363801410
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
760000.00000000
PA
USD
906607.53000000
0.130320407743
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
215819.14000000
0.031022948070
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
PRESIDENT AND FELLOWS OF HARVARD COLLEGE
6S3X7J22E861RNTJSA74
PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.745000% 11/15/2052
740816AQ6
215000.00000000
PA
USD
211220.06000000
0.030361852766
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
3.74500000
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
1043441.15000000
0.149989572803
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
United States of America
N/A
US LONG BOND(CBT) SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-69.00000000
NC
USD
-9621187.50000000
-1.38299874696
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Sep 2022
2022-09-24
-9750554.84000000
USD
129367.34000000
N
N
N
MEDSTAR HEALTH, INC.
549300ICFOCGDEPVJE31
MEDSTAR HEALTH INC 3.626000% 08/15/2049
58506YAS1
530000.00000000
PA
USD
449518.69000000
0.064616117813
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV 4.252000% 03/28/2033
456837BC6
145000.00000000
PA
USD
138762.49000000
0.019946430707
Long
DBT
NUSS
NL
N
2
2033-03-28
Fixed
4.25200000
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP MTN 3.000000% 02/01/2030
00914AAG7
180000.00000000
PA
USD
153384.89000000
0.022048329343
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
277737.53000000
0.039923414440
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.83300000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052
15189XAY4
155000.00000000
PA
USD
136589.19000000
0.019634029439
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.60000000
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
6586524.30000000
0.946780722625
Long
DBT
USGA
US
N
2
2030-05-15
None
0.00000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE 3.436000% 02/24/2043
38141GZN7
680000.00000000
PA
USD
572902.13000000
0.082351885141
Long
DBT
CORP
US
N
2
2043-02-24
Fixed
3.43600000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALTY, L.P.
549300028US163ELJN70
REXFORD INDUSTRIAL REALTY LP 2.125000% 12/01/2030
76169XAA2
60000.00000000
PA
USD
49927.69000000
0.007176861765
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
VENTAS REALTY, LIMITED PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP 5.700000% 09/30/2043
92277GAB3
700000.00000000
PA
USD
746576.91000000
0.107316787147
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
160000.00000000
PA
USD
149239.46000000
0.021452444012
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
1290000.00000000
PA
USD
1110759.21000000
0.159666215382
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.87500000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.984000% 09/25/2050
05526DBU8
300000.00000000
PA
USD
215419.44000000
0.030965493146
Long
DBT
CORP
GB
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.600000% 09/01/2035
375558BG7
525000.00000000
PA
USD
541043.33000000
0.077772338128
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
40000.00000000
PA
USD
37244.45000000
0.005353707916
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
320000.00000000
PA
USD
224127.64000000
0.032217254396
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
885000.00000000
PA
USD
711314.52000000
0.102247990682
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
190000.00000000
PA
USD
147797.13000000
0.021245116114
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
517477.98000000
0.074384934076
Long
DBT
NUSS
US
N
2
2049-03-15
Fixed
5.40000000
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
305000.00000000
PA
USD
290719.11000000
0.041789453209
Long
DBT
NUSS
CA
N
2
2048-04-01
Fixed
4.46400000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 1.7725% FIXED
N/A
670000.00000000
NC
USD
142403.72000000
0.020469839749
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2053-07-24
0.00000000
USD
0.00000000
USD
-670000.00000000
USD
142403.72000000
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.000000% 06/04/2042
50076QAE6
540000.00000000
PA
USD
517874.64000000
0.074441952015
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
195000.00000000
PA
USD
198416.94000000
0.028521466752
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
781000.00000000
PA
USD
727717.24000000
0.104605801629
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
NEW JERSEY ST TPK AUTH TPK REV
N/A
NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY
646139W35
60000.00000000
PA
USD
80441.72000000
0.011563104654
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.799000% 04/06/2071
907818FS2
652000.00000000
PA
USD
548208.52000000
0.078802299220
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
5815000.00000000
PA
USD
5489269.17000000
0.789055652836
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP.
7260JQNI6SCF9FIV2392
TWDC ENTERPRISES 18 CORP MTN 3.700000% 12/01/2042
25468PCX2
750000.00000000
PA
USD
665324.21000000
0.095637108075
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.70000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.049000% 11/01/2052
20030NCG4
845000.00000000
PA
USD
792711.10000000
0.113948351802
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
260000.00000000
PA
USD
306769.30000000
0.044096589688
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 144A 4.025000% 03/15/2062
20826FAY2
993000.00000000
PA
USD
906713.28000000
0.130335608790
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.02500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.750000% 11/15/2047
912810RZ3
3705000.00000000
PA
USD
3374444.53000000
0.485059932227
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
436000.00000000
PA
USD
394580.00000000
0.056718949254
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
313146.42000000
0.045013269565
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
80000.00000000
PA
USD
78648.13000000
0.011305284845
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
205000.00000000
PA
USD
238473.42000000
0.034279390256
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
4468567.71000000
NS
USD
4468567.71000000
0.642334799489
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
351800.24000000
0.050569567540
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
750510.31000000
0.107882194200
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
1146981.25000000
0.164872956851
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
1055000.00000000
PA
USD
870824.85000000
0.125176822131
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
ESSENTIAL UTILITIES INC 5.300000% 05/01/2052
29670GAG7
370000.00000000
PA
USD
390724.23000000
0.056164701134
Long
DBT
CORP
US
N
2
2052-05-01
Fixed
5.30000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 4.150000% 05/15/2048
882508BD5
117000.00000000
PA
USD
116885.69000000
0.016801747477
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
465000.00000000
PA
USD
429184.24000000
0.061693139868
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
4.45000000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL III
N/A
FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054
30958QAA9
200000.00000000
PA
USD
207011.14000000
0.029756841058
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
265000.00000000
PA
USD
222149.50000000
0.031932906425
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
155000.00000000
PA
USD
127876.42000000
0.018381611274
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
170000.00000000
PA
USD
127488.62000000
0.018325866917
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
455000.00000000
PA
USD
399389.22000000
0.057410251157
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
930803.09000000
0.133798401407
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP 5.000000% 03/15/2049
482480AH3
317000.00000000
PA
USD
339606.02000000
0.048816707929
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
470000.00000000
PA
USD
386026.94000000
0.055489488622
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
80000.00000000
PA
USD
79893.44000000
0.011484292080
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
378018.36000000
0.054338294333
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
336700.13000000
0.048399000424
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.82000000
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
359812.66000000
0.051721313811
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
672010.32000000
0.096598203756
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
630000.00000000
PA
USD
610591.26000000
0.087769513637
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
408847.91000000
0.058769891682
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
896000.00000000
PA
USD
679869.77000000
0.097727961336
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
127022.48000000
0.018258861567
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
1020000.00000000
PA
USD
873267.82000000
0.125527987145
Long
DBT
NUSS
ID
N
2
2049-10-30
Fixed
3.70000000
N
N
N
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP PAY: 1.7425
N/A
720000.00000000
NC
USD
153794.19000000
0.022107164220
N/A
DIR
XX
N
2
BRK: CITIGROUP
N/A
Y
2053-12-07
0.00000000
USD
0.00000000
USD
-720000.00000000
USD
153794.19000000
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036
674599DG7
3581000.00000000
PA
USD
1896272.32000000
0.272579891252
Long
DBT
CORP
US
N
2
2036-10-10
Fixed
0.00000000
N
N
N
N
N
N
REGENCY CENTERS, L.P.
5493008PTR2GAOYBXW28
REGENCY CENTERS LP 4.400000% 02/01/2047
75884RAW3
195000.00000000
PA
USD
181759.32000000
0.026127015174
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
1443516.78000000
0.207498492048
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
2950000.00000000
PA
USD
2735433.58000000
0.393205226854
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
776000.00000000
PA
USD
602892.57000000
0.086662864523
Long
DBT
CORP
US
N
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.450000% 03/15/2043
35671DBC8
1183000.00000000
PA
USD
1163634.29000000
0.167266750076
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038
035240AM2
365000.00000000
PA
USD
349922.67000000
0.050299676016
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
2960000.00000000
PA
USD
2541090.62000000
0.365269374844
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.700000% 03/15/2052
110122DW5
1020000.00000000
PA
USD
924776.76000000
0.132932145881
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC 3.750000% 03/04/2051
867224AE7
260000.00000000
PA
USD
221887.18000000
0.031895199205
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
599000.00000000
PA
USD
509594.57000000
0.073251732363
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO BANK, NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK NA 5.850000% 02/01/2037
92976GAG6
2205000.00000000
PA
USD
2479393.68000000
0.356400740831
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
28471.48000000
PA
USD
27650.43000000
0.003974614364
Long
ABS-MBS
US
N
2
2045-01-25
Floating
1.66570920
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 144A 3.951000% 10/15/2050
53079EBJ2
220000.00000000
PA
USD
179004.44000000
0.025731014619
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.800000% 07/15/2050
828807DJ3
320000.00000000
PA
USD
272961.75000000
0.039236919374
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.80000000
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
308502.99000000
0.044345799165
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
502000.00000000
PA
USD
379590.05000000
0.054564217100
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
520000.00000000
PA
USD
523502.04000000
0.075250863300
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
332322.28000000
0.047769705852
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
4.80000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
MAGALLANES INC 144A 5.391000% 03/15/2062
55903VAS2
161000.00000000
PA
USD
144239.08000000
0.020733663791
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
KIMCO REALTY CORPORATION
549300EA7I6T15IBYS12
KIMCO REALTY CORP 4.250000% 04/01/2045
49446RAM1
110000.00000000
PA
USD
96189.69000000
0.013826798484
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.25000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.375000% 05/15/2055
68389XBG9
885000.00000000
PA
USD
707795.75000000
0.101742184668
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
566912.59000000
0.081490917998
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
5.70000000
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
769993.68000000
0.110682833549
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
125000.00000000
PA
USD
154282.17000000
0.022177308964
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
448202.42000000
0.064426910425
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.900000% 05/15/2046
29379VBJ1
770000.00000000
PA
USD
739796.68000000
0.106342162175
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
330000.00000000
PA
USD
265389.24000000
0.038148408019
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE 4.340000% 03/07/2042
168863DY1
740000.00000000
PA
USD
690233.08000000
0.099217636570
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 5.000000% 11/15/2045
406216BK6
155000.00000000
PA
USD
152460.69000000
0.021915480103
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC 4.000000% 12/15/2036
717081EC3
800000.00000000
PA
USD
807500.58000000
0.116074267372
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
415000.00000000
PA
USD
378024.02000000
0.054339107930
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.450000% 08/08/2036
594918BS2
163000.00000000
PA
USD
157987.87000000
0.022709985253
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
710000.00000000
PA
USD
676277.11000000
0.097211533995
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
106413.89000000
0.015296477335
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
270000.00000000
PA
USD
224067.08000000
0.032208549191
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
1004000.00000000
PA
USD
1078988.02000000
0.155099261879
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
437490.96000000
0.062887190327
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.20000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.200000% 02/22/2052
031162DF4
65000.00000000
PA
USD
60023.90000000
0.008628142678
Long
DBT
CORP
US
N
2
2052-02-22
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
233906.43000000
0.033622907733
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
570000.00000000
PA
USD
521480.59000000
0.074960289729
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
1085000.00000000
PA
USD
795275.89000000
0.114317027847
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO 3.500000% 05/20/2051
363576AB5
435000.00000000
PA
USD
346393.02000000
0.049792306055
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC 2.900000% 12/10/2061
58933YBG9
395000.00000000
PA
USD
299611.56000000
0.043067699497
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
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
800000.00000000
PA
USD
623363.56000000
0.089605469427
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
205000.00000000
PA
USD
239637.90000000
0.034446778573
Long
DBT
NUSS
MX
N
2
2035-03-01
Fixed
6.37500000
N
N
N
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC 144A 3.900000% 03/01/2062
78409VBE3
400000.00000000
PA
USD
357369.93000000
0.051370183295
Long
DBT
CORP
US
N
2
2062-03-01
Fixed
3.90000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 7.250000% 08/15/2038
89352HAE9
880000.00000000
PA
USD
1090252.00000000
0.156718404030
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
219000.00000000
PA
USD
200468.11000000
0.028816312428
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
660000.00000000
PA
USD
515917.84000000
0.074160671565
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
190000.00000000
PA
USD
190487.05000000
0.027381583766
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
470218.15000000
0.067591564165
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
1390000.00000000
PA
USD
1187066.09000000
0.170634956967
Long
DBT
CORP
GB
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.687000% 04/22/2032
06051GJT7
50000.00000000
PA
USD
43575.08000000
0.006263705082
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
SABAL TRAIL TRANSMISSION, LLC
5493002DWITGSZFUI977
SABAL TRAIL TRANSMISSION LLC 144A 4.832000% 05/01/2048
78516FAC3
455000.00000000
PA
USD
438461.69000000
0.063026728027
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
315000.00000000
PA
USD
287311.34000000
0.041299602903
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
1225000.00000000
PA
USD
1401128.87000000
0.201405436859
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
6.40000000
N
N
N
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC 4.500000% 05/20/2052
747525BR3
275000.00000000
PA
USD
278517.77000000
0.040035570132
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.878000% 01/24/2039
172967LU3
200000.00000000
PA
USD
182475.54000000
0.026229968304
Long
DBT
CORP
US
N
2
2039-01-24
Fixed
3.87800000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO 3.950000% 03/01/2048
341081FQ5
175000.00000000
PA
USD
165656.11000000
0.023812257328
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
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
278894.63000000
0.040089741918
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
206790.52000000
0.029725128009
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
128519.27000000
0.018474017824
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
955000.00000000
PA
USD
849367.45000000
0.122092425603
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
426250.00000000
0.061271357188
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
550000.00000000
PA
USD
480476.44000000
0.069066143287
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/OLD 4.200000% 11/15/2069
485170BC7
453000.00000000
PA
USD
390560.00000000
0.056141093873
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
69301.31000000
0.009961725087
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
575000.00000000
PA
USD
472757.08000000
0.067956522961
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
190000.00000000
PA
USD
166679.08000000
0.023959304273
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
1641446.97000000
0.235949990863
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
179000.00000000
PA
USD
167857.25000000
0.024128660461
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
560000.00000000
PA
USD
564237.37000000
0.081106368179
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
1130000.00000000
PA
USD
876763.41000000
0.126030461147
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
114000.00000000
PA
USD
94000.32000000
0.013512087231
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.875000% 05/15/2032
91282CEP2
2250000.00000000
PA
USD
2252812.50000000
0.323830802034
Long
SN
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 2.973000% 09/16/2062
907818FN3
308000.00000000
PA
USD
222003.54000000
0.031911925387
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
1686000.00000000
PA
USD
1762199.29000000
0.253307547532
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 2.250000% 02/15/2052
912810TD0
23920000.00000000
PA
USD
20006837.50000000
2.875885247352
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 05/15/2045
912810RM2
2525000.00000000
PA
USD
2384744.13000000
0.342795329955
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
1065000.00000000
PA
USD
1071501.31000000
0.154023083855
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
373453.67000000
0.053682142423
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
940000.00000000
PA
USD
728418.51000000
0.104706605769
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
514149.80000000
0.073906524444
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
639741.83000000
0.091959765805
Long
DBT
NUSS
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 11/15/2051
912810TB4
17025000.00000000
PA
USD
12970921.88000000
1.864506715729
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
135000.00000000
PA
USD
104582.54000000
0.015033229710
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
45000.00000000
PA
USD
46847.01000000
0.006734029050
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
430000.00000000
PA
USD
414364.40000000
0.059562860196
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
895000.00000000
PA
USD
694546.77000000
0.099837708455
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.46800000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.625000% 07/15/2035
91324PCQ3
480000.00000000
PA
USD
502265.78000000
0.072198254569
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A 4.375000% 03/15/2042
404119CM9
75000.00000000
PA
USD
65775.47000000
0.009454902795
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 10/31/2028
91282CDF5
1840000.00000000
PA
USD
1676340.63000000
0.240965784190
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
450000.00000000
PA
USD
362640.73000000
0.052127835071
Long
DBT
CORP
US
N
2
2036-08-15
Floating
1.89128880
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
156000.00000000
PA
USD
180689.95000000
0.025973298456
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
260000.00000000
PA
USD
323978.13000000
0.046570275013
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
255000.00000000
PA
USD
229943.98000000
0.033053324884
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
685000.00000000
PA
USD
695563.39000000
0.099983842618
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
1365000.00000000
PA
USD
1067971.89000000
0.153515746955
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
335000.00000000
PA
USD
286889.51000000
0.041238966899
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
CI Financial Corp.
549300M9W7JJQSVCEM78
CI FINANCIAL CORP 3.200000% 12/17/2030
125491AN0
250000.00000000
PA
USD
206434.29000000
0.029673921685
Long
DBT
NUSS
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF COLORADO 6.500000% 08/01/2038
744448CA7
320000.00000000
PA
USD
386100.94000000
0.055500125761
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
785000.00000000
PA
USD
791444.56000000
0.113766292858
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
3487750.10000000
PA
USD
3520707.25000000
0.506084484392
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
838000.00000000
PA
USD
837783.50000000
0.120427289326
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
755000.00000000
PA
USD
730970.64000000
0.105073462001
Long
DBT
CORP
US
N
2
2064-06-19
Fixed
4.87500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.250000% 04/15/2047
91324PCZ3
725000.00000000
PA
USD
705608.05000000
0.101427713470
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.25000000
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
654997.75000000
0.094152729849
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
1210000.00000000
PA
USD
1446700.81000000
0.207956180821
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
295000.00000000
PA
USD
344926.85000000
0.049581551273
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.750000% 05/31/2029
91282CES6
2395000.00000000
PA
USD
2375914.84000000
0.341526162609
Long
SN
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.250000% 11/21/2049
00287YCB3
2003000.00000000
PA
USD
1874967.24000000
0.269517389981
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
570000.00000000
PA
USD
411639.23000000
0.059171130309
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
1685000.00000000
PA
USD
1650962.73000000
0.237317834921
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
1215000.00000000
PA
USD
1202802.82000000
0.172897035101
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.90000000
N
N
N
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 144A 4.550000% 03/15/2052
775109CD1
402000.00000000
PA
USD
373414.25000000
0.053676475991
Long
DBT
NUSS
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 3.300000% 02/15/2053
29379VCB7
195000.00000000
PA
USD
148030.80000000
0.021278705036
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
185000.00000000
PA
USD
152539.63000000
0.021926827343
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
2.60000000
N
N
N
N
N
N
2022-05-31
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO