0001752724-20-161963.txt : 20200820
0001752724-20-161963.hdr.sgml : 20200820
20200820083311
ACCESSION NUMBER: 0001752724-20-161963
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200820
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Variable Insurance Products Fund V
CENTRAL INDEX KEY: 0000823535
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05361
FILM NUMBER: 201118739
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY BOSTON STREET TRUST
DATE OF NAME CHANGE: 19951101
FORMER COMPANY:
FORMER CONFORMED NAME: SPARTAN U S TREASURY MONEY MARKET FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY U S TREASURY MONEY MARKET FUND L P
DATE OF NAME CHANGE: 19900828
0000823535
S000061711
Bond Index Portfolio
C000199915
Initial Class
C000199916
Service Class 2
C000211325
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000823535
XXXXXXXX
S000061711
C000199916
C000211325
C000199915
Variable Insurance Products Fund V
811-05361
0000823535
S8GYVGVVOPTJ8G3T5C60
245 Summer Street
Boston
02210
1-800-FIDELITY
VIP Bond Index Portfolio
S000061711
549300G74XRVYKYPZH46
2020-12-31
2020-06-30
N
473854135.87
29369500.43
444484635.44
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
22219550.79000000
0.00000000
0.00000000
38879.05000000
USD
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 3% 09/27/2023
459058GL1
100000.00000000
PA
USD
108664.70000000
0.024447346732
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
0.03000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO 4.5% 03/01/2049
037735CX3
90000.00000000
PA
USD
111571.66000000
0.025101353591
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.875% 05/01/2024
718172CH0
80000.00000000
PA
USD
85932.59000000
0.019333084464
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.02875000
N
N
N
N
N
N
DOMINION GAS HLDGS LLC
549300BFOD6TDMVV4O24
DOMINION GAS HLDGS LLC 3.9% 11/15/2049
257375AQ8
60000.00000000
PA
USD
62971.80000000
0.014167373848
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
0.03900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.750% 11/15/2020
9128283G3
26000.00000000
PA
USD
26150.31000000
0.005883287725
Long
DBT
UST
US
N
2
2020-11-15
Fixed
0.01750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.85% 07/15/2045
00206RJL7
172000.00000000
PA
USD
204312.21000000
0.045966090548
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.04850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3% 01/01/2033#ZS8682
3132A9UF2
24104.40500000
PA
USD
25366.40000000
0.005706923924
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.03000000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 3.8% 08/15/2049
824348BK1
80000.00000000
PA
USD
87187.71000000
0.019615460928
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.03800000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 5.4% 11/01/2048
205887CE0
60000.00000000
PA
USD
82815.15000000
0.018631723888
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
0.05400000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 04/15/38
55336VAM2
143000.00000000
PA
USD
142950.94000000
0.032161053184
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.04500000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051
12189LBF7
120000.00000000
PA
USD
130246.30000000
0.029302767658
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03050000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.4% 05/03/2023
037833AK6
156000.00000000
PA
USD
164881.08000000
0.037094888518
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
0.02400000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 07/01/2049#SD8001
3132DV3J2
1712509.04000000
PA
USD
1799832.27000000
0.404925643429
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03500000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 3.3% 02/15/2050
871829BJ5
50000.00000000
PA
USD
46631.40000000
0.010491116291
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
0.03300000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 02/20/2050#MA6474
36179VFP0
1594119.10600000
PA
USD
1687918.67000000
0.379747360294
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029
06051GHM4
80000.00000000
PA
USD
94159.20000000
0.021183904345
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04271000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 4.35% 02/25/2050
74432QCE3
175000.00000000
PA
USD
210035.89000000
0.047253802100
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
0.04350000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.75% 12/15/2023
56585ABA9
255000.00000000
PA
USD
279830.30000000
0.062956124394
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04750000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
320000.00000000
PA
USD
353208.00000000
0.079464614035
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2048#BN0877
3140JG6P5
94269.86800000
PA
USD
101229.89000000
0.022774665742
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTNRS MLP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MIDSTREAM PARTNRS MLP 5% 03/01/2026
559080AK2
72000.00000000
PA
USD
82873.84000000
0.018644927944
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.05000000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.141% 05/11/2023
166764BV1
80000.00000000
PA
USD
81377.89000000
0.018308369628
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.01141000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 2.55% 05/05/2027
316773DA5
200000.00000000
PA
USD
213811.04000000
0.048103134046
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
0.02550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/15/2022
912828YF1
464000.00000000
PA
USD
477720.62000000
0.107477420344
Long
DBT
UST
US
N
2
2022-09-15
Fixed
0.01500000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 3.45% 05/15/2023
14913Q2L2
182000.00000000
PA
USD
197109.71000000
0.044345674582
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.03450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 02/01/2048#G61896
31335CC93
37433.66400000
PA
USD
39506.36000000
0.008888127248
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2046#BD3861
3140FBJF8
16300.09100000
PA
USD
17930.18000000
0.004033925713
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.33% 03/15/2050
06051GHS1
60000.00000000
PA
USD
77268.09000000
0.017383748242
Long
DBT
CORP
US
N
2
2050-03-15
Variable
0.04330000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3.5% 02/01/2026#ZS6235
3132A64U4
92188.62300000
PA
USD
98009.27000000
0.022050091765
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
0.03500000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERN DEV BK GLB MTN FBE 2.25% 06/18/2029
4581X0DG0
70000.00000000
PA
USD
78282.19000000
0.017611900110
Long
DBT
CORP
US
N
2
2029-06-18
Fixed
0.02250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.75% 11/15/2043
912810RD2
2130000.00000000
PA
USD
3169123.82000000
0.712988384145
Long
DBT
UST
US
N
2
2043-11-15
Fixed
0.03750000
N
N
N
N
N
N
EXPORT DEVELOPMENT CANADA
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMENT CANADA 2.625% 02/21/2024
30216BHH8
120000.00000000
PA
USD
129775.20000000
0.029196779742
Long
DBT
CORP
CA
N
2
2024-02-21
Fixed
0.02625000
N
N
N
N
N
N
JOHNSON and JOHNSON
549300G0CFPGEF6X2043
JOHNSON and JOHNSON 3.4% 01/15/2038
478160CL6
116000.00000000
PA
USD
136991.96000000
0.030820403918
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.03400000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 2.8% 06/01/2050
438516CA2
150000.00000000
PA
USD
159978.96000000
0.035992011251
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.02800000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE FIN CORP 3.95% 03/30/2048
65473QBG7
46000.00000000
PA
USD
53189.86000000
0.011966636360
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
0.03950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 10/31/2024
912828YM6
2714000.00000000
PA
USD
2860831.63000000
0.643628913554
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.01500000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 4.125% 08/25/2027
715638BU5
50000.00000000
PA
USD
57406.25000000
0.012915238328
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
0.04125000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047
05723KAF7
172000.00000000
PA
USD
178830.30000000
0.040233179224
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
0.04080000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.55% 05/01/2028
20030NCH2
76000.00000000
PA
USD
86796.92000000
0.019527541129
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.03550000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.722% 02/15/2030 144A
14448CAA2
100000.00000000
PA
USD
100234.31000000
0.022550680497
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02722000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 3.777% 02/26/2025
606822AU8
84000.00000000
PA
USD
93081.01000000
0.020941333530
Long
DBT
CORP
JP
N
2
2025-03-02
Fixed
0.03777000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026
681936BH2
230000.00000000
PA
USD
246077.94000000
0.055362530080
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05250000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2% 05/15/2030
91324PDX7
250000.00000000
PA
USD
261664.81000000
0.058869258718
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.75% 2/15/41
912810QN1
48000.00000000
PA
USD
79629.37000000
0.017914988202
Long
DBT
UST
US
N
2
2041-02-15
Fixed
0.04750000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 4.5% 07/17/2025
80282KAE6
82000.00000000
PA
USD
88672.84000000
0.019949584964
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
0.04500000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 4.669% 6/6/47
075887BX6
130000.00000000
PA
USD
160905.76000000
0.036200522396
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
0.04669000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 3.45% 01/15/2050
30040WAH1
60000.00000000
PA
USD
63981.86000000
0.014394616798
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
0.03450000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 2.7% 04/15/2040
92826CAK8
150000.00000000
PA
USD
160694.75000000
0.036153049439
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2048#BK1523
3140HEVR0
103765.89600000
PA
USD
110284.17000000
0.024811694534
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 1.95% 05/15/2030
459200KJ9
175000.00000000
PA
USD
178952.69000000
0.040260714484
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.01950000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2% 12/15/2022
298785HN9
510000.00000000
PA
USD
531624.87000000
0.119604779920
Long
DBT
CORP
LU
N
2
2022-12-15
Fixed
0.02000000
N
N
N
N
N
N
ENCANA CORP
CZ72ZHBVKZXQRV3XFE26
ENCANA CORP 6.5% 02/01/2038
292505AG9
50000.00000000
PA
USD
42960.27000000
0.009665186729
Long
DBT
CORP
CA
N
2
2038-02-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2049#CA4574
3140QCCL8
387216.10700000
PA
USD
409966.83000000
0.092234196035
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.04000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4% 11/15/2047
68389XBQ7
187000.00000000
PA
USD
221533.98000000
0.049840638424
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
0.04000000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C52
N/A
WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052
95002MAX7
200000.00000000
PA
USD
217812.68000000
0.049003421633
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.02892000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 1.625% 05/01/2030
713448EZ7
267000.00000000
PA
USD
272224.40000000
0.061244951634
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.01625000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO 3% 07/15/2026
60871RAG5
120000.00000000
PA
USD
124591.17000000
0.028030478461
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03000000
N
N
N
N
N
N
PROCTER and GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO 3% 03/25/2030
742718FH7
105000.00000000
PA
USD
120315.78000000
0.027068602693
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/2048#MA5077
36179TUA1
221287.74000000
PA
USD
234698.33000000
0.052802349347
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 10/31/2024
9128283D0
279000.00000000
PA
USD
303096.45000000
0.068190534797
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.02250000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049
92277GAQ0
160000.00000000
PA
USD
174891.99000000
0.039347139598
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04875000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.25% 03/01/2025
00912XBA1
88000.00000000
PA
USD
87933.71000000
0.019783295751
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.03250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4.0% 09/45#G08669
3128MJW71
352570.13800000
PA
USD
383300.89000000
0.086234902050
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
0.04000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 1.2% 08/05/2025
89788MAA0
700000.00000000
PA
USD
708110.60000000
0.159310478594
Long
DBT
CORP
US
N
2
2025-08-05
Fixed
0.01200000
N
N
N
N
N
N
QUEBEC PROVINCE CDA
549300WN65YFEQH74Y36
QUEBEC PROVINCE CDA 2.5% 04/09/2024
748149AQ4
140000.00000000
PA
USD
150211.60000000
0.033794553967
Long
DBT
NUSS
CA
N
2
2024-04-09
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/20/2048#MA5080
36179TUD5
42392.99100000
PA
USD
46659.53000000
0.010497444968
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.05000000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029
91087BAF7
200000.00000000
PA
USD
216687.50000000
0.048750279024
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
0.04500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.7% 04/15/2048
55336VAN0
28000.00000000
PA
USD
28705.76000000
0.006458211985
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 08/01/2049#BO2589
3140JW2X7
98320.61000000
PA
USD
102535.87000000
0.023068484672
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.02500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 2.05% 04/15/2030
92826CAM4
350000.00000000
PA
USD
366873.23000000
0.082539012768
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 08/15/2022
912828YA2
1141000.00000000
PA
USD
1173358.05000000
0.263981689454
Long
DBT
UST
US
N
2
2022-08-15
Fixed
0.01500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.05% 11/21/2039 144A
00287YBR9
50000.00000000
PA
USD
57990.35000000
0.013046648944
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
0.04050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/49#MA3833
31418DHK1
282328.27300000
PA
USD
294432.42000000
0.066241304316
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.375% 11/15/39
912810QD3
24000.00000000
PA
USD
37729.69000000
0.008488412645
Long
DBT
UST
US
N
2
2039-11-15
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 04/01/2049#MA3676
31418DCN0
63825.98800000
PA
USD
70555.37000000
0.015873522811
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.05500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028
14040HBW4
251000.00000000
PA
USD
279069.34000000
0.062784923875
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 5% 02/01/2049#ZT1712
3132AD3V8
52952.08700000
PA
USD
57818.17000000
0.013007911947
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 3.936% 10/16/2023
86562MBF6
80000.00000000
PA
USD
87900.90000000
0.019775914169
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
0.03936000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.329% 09/21/2028
92343VER1
643000.00000000
PA
USD
774059.76000000
0.174147697868
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.04329000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 5.5% 8/15/28
912810FE3
4000.00000000
PA
USD
5579.53000000
0.001255280735
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4.5% 01/01/2049#ZT1595
3132ADXY9
139196.54500000
PA
USD
149473.54000000
0.033628505482
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 5.375% 02/21/2023
445545AH9
100000.00000000
PA
USD
109656.25000000
0.024670425309
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
0.05375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/49#CA4421
3140QB4F2
173472.82200000
PA
USD
183387.05000000
0.041258355267
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC 3.45% 06/01/2026
931427AQ1
81000.00000000
PA
USD
87738.77000000
0.019739438217
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.03450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 05/20/2049#MA5932
36179USV5
355392.67200000
PA
USD
379829.08000000
0.085453815433
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.04500000
N
N
N
N
N
N
ONTARIO PROVINCE CDA
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE 2.5% 4/27/26
68323ADP6
115000.00000000
PA
USD
125951.45000000
0.028336513786
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
0.02500000
N
N
N
N
N
N
JAPAN BANK INTL COOPERATION
549300TJ3QFYVCTSCJ29
JAPAN BANK INTL COOPERATION 3.125% 07/20/2021
471048BR8
200000.00000000
PA
USD
205592.48000000
0.046254125251
Long
DBT
CORP
JP
N
2
2021-07-20
Fixed
0.03125000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.5% 03/11/2044
369604BH5
105000.00000000
PA
USD
104966.68000000
0.023615367468
Long
DBT
CORP
US
N
2
2044-03-11
Fixed
0.04500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
46647PBP0
50000.00000000
PA
USD
53168.94000000
0.011961929785
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 01/31/2026
9128286A3
461000.00000000
PA
USD
518715.04000000
0.116700330819
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.75% 10/21/2045
38141GVS0
28000.00000000
PA
USD
36707.55000000
0.008258451940
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
0.04750000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 2.85% 02/14/2030
455780CQ7
200000.00000000
PA
USD
203750.00000000
0.045839604736
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
0.02850000
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH 3.125% 04/26/2021
21688AAN2
250000.00000000
PA
USD
255668.28000000
0.057520161466
Long
DBT
CORP
US
N
2
2021-04-26
Fixed
0.03125000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 4.6% 10/15/2038
20030NCL3
140000.00000000
PA
USD
178288.28000000
0.040111235751
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
0.04600000
N
N
N
N
N
N
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
N/A
BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.125% 01/15/2025
11134LAP4
82000.00000000
PA
USD
87591.99000000
0.019706415703
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2033#BM5111
3140J9VD0
39837.26300000
PA
USD
42445.82000000
0.009549445946
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 04/30/2021
912828Q78
301000.00000000
PA
USD
303998.24000000
0.068393419200
Long
DBT
UST
US
N
2
2021-04-30
Fixed
0.01375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4.5% 01/01/2049#ZA6275
31329P6L2
45386.33000000
PA
USD
48737.24000000
0.010964887448
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.625% 01/30/2029
50077LAT3
260000.00000000
PA
USD
280224.70000000
0.063044856370
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
0.04625000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 3% 11/13/2027
037833DK3
96000.00000000
PA
USD
107870.40000000
0.024268645392
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 2.5% 02/15/2046
912810RQ3
571000.00000000
PA
USD
706857.85000000
0.159028635331
Long
DBT
UST
US
N
2
2046-02-15
Fixed
0.02500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026
404280BX6
2000000.00000000
PA
USD
2224757.10000000
0.500525085146
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
0.04292000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3.5% 05/01/2029#MA3656
31418DB27
382999.43100000
PA
USD
403710.47000000
0.090826642320
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.03500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 4.3% 03/01/48
126408HK2
140000.00000000
PA
USD
174211.63000000
0.039194072440
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
2284000.00000000
PA
USD
2438437.66000000
0.548598863847
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
N
ONTARIO PROVINCE CDA
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE CDA 2.3% 06/15/2026
68323AFF6
50000.00000000
PA
USD
54250.00000000
0.012205146291
Long
DBT
NUSS
CA
N
2
2026-06-15
Fixed
0.02300000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 3.455% 03/02/2023
606822AT1
730000.00000000
PA
USD
779206.87000000
0.175305692901
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
0.03455000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 4.7% 12/09/2035
58013MEZ3
109000.00000000
PA
USD
136768.02000000
0.030770021974
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
0.04700000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS L P NEW 4.85% 03/01/2048
96949LAE5
83000.00000000
PA
USD
90756.17000000
0.020418291829
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04850000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 09/01/2049#SD8012
3132DV3V5
1313972.65300000
PA
USD
1391277.21000000
0.313009066921
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.8% 09/14/2027
437076BT8
84000.00000000
PA
USD
93649.05000000
0.021069130973
Long
DBT
CORP
US
N
2
2027-09-14
Fixed
0.02800000
N
N
N
N
N
N
NORTHERN STATES POWER CO (MN)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051
665772CS6
100000.00000000
PA
USD
100809.35000000
0.022680052798
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.02600000
N
N
N
N
N
N
NEW JERSEY ST TRANSN TR FD AUT
N/A
NJ TRANSP 4.081% 6/15/2039
6461366R7
80000.00000000
PA
USD
75140.80000000
0.016905151271
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
0.04081000
N
N
N
N
N
N
HARTFORD FINL SVCS GROUP INC
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GROUP INC 2.8% 08/19/2029
416515BE3
200000.00000000
PA
USD
211716.27000000
0.047631853413
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
0.02800000
N
N
N
N
N
N
EXPORT DEVELOPMENT CANADA
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMENT CANADA 2.75% 03/15/2023
30216BHC9
145000.00000000
PA
USD
154152.40000000
0.034681153792
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 04/01/2049#ZT1864
3132AEB96
615449.53000000
PA
USD
651610.02000000
0.146598997590
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.04000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.97/VAR 03/05/29
06051GHG7
125000.00000000
PA
USD
143181.79000000
0.032212989737
Long
DBT
CORP
US
N
2
2029-03-05
Variable
0.03970000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2031#BD6462
3140FEFC3
71219.62100000
PA
USD
74729.79000000
0.016812682383
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 2.5% 11/01/2049#
3132DV4G7
235013.14400000
PA
USD
245088.77000000
0.055139986955
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
0.02500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.35% 04/09/2025
37045XCK0
84000.00000000
PA
USD
88654.94000000
0.019945557828
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
0.04350000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051
46647PBN5
100000.00000000
PA
USD
107622.65000000
0.024212906683
Long
DBT
CORP
US
N
2
2051-04-22
Variable
0.03109000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 09/20/2049#MA6153
36179UZS4
377498.38100000
PA
USD
399710.76000000
0.089926788943
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/01/2050 #TBA
21H022671
400000.00000000
PA
USD
420854.52000000
0.094683704777
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
DEUTSCHE BANK AG LDN BRH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG 4.1% 1/13/26
25152R2Y8
200000.00000000
PA
USD
211335.66000000
0.047546223907
Long
DBT
CORP
GB
N
2
2026-01-13
Fixed
0.04100000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DOWDUPONT INC 4.205% 11/15/2023
26078JAB6
30000.00000000
PA
USD
32923.42000000
0.007407099677
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04205000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/46#MA2705
31418CAF1
15704.16300000
PA
USD
16572.23000000
0.003728414590
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.7% 03/01/2029
907818FB9
79000.00000000
PA
USD
92242.28000000
0.020752636344
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03700000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.25% 03/15/2029
026874DN4
100000.00000000
PA
USD
114472.73000000
0.025754035319
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.875% 04/15/2030 144A
87264ABE4
80000.00000000
PA
USD
89165.60000000
0.020060445939
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 2.375% 12/29/2022
500769HR8
996000.00000000
PA
USD
1047888.27000000
0.235753541618
Long
DBT
CORP
DE
N
2
2022-12-29
Fixed
0.02375000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4.15% 03/01/2047
375558BK8
60000.00000000
PA
USD
76393.80000000
0.017187050779
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.04150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 06/15/2021
9128284T4
503000.00000000
PA
USD
514828.36000000
0.115825906893
Long
DBT
UST
US
N
2
2021-06-15
Fixed
0.02625000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP 4.4% 07/15/2027
565849AP1
240000.00000000
PA
USD
235533.96000000
0.052990349096
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04400000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 0% 11/20/2048#MA5597
36179UGE6
43162.97900000
PA
USD
46984.34000000
0.010570520610
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 05/01/2040#MA4016
31418DPA4
99084.64000000
PA
USD
103456.51000000
0.023275609942
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.02500000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 2.75% 09/01/2049
254687FM3
100000.00000000
PA
USD
97566.81000000
0.021950547267
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4.5% 09/01/2048#G08837
3128MJ4X5
204199.59500000
PA
USD
219359.35000000
0.049351390916
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4.5% 08/01/2048#ZS4786
3132A5J71
2252683.52400000
PA
USD
2419704.91000000
0.544384376212
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3% 08/15/2026
126650DF4
20000.00000000
PA
USD
21867.34000000
0.004919706612
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 4.55% 03/23/2030
59156RBZ0
600000.00000000
PA
USD
742610.86000000
0.167072335192
Long
DBT
CORP
US
N
2
2030-03-23
Fixed
0.04550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 04/15/2021
9128284G2
202000.00000000
PA
USD
205519.22000000
0.046237643241
Long
DBT
UST
US
N
2
2021-04-15
Fixed
0.02375000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.452% 04/15/2051
30231GBM3
330000.00000000
PA
USD
366189.75000000
0.082385243673
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
0.03452000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 02/28/2022
912828J43
441000.00000000
PA
USD
452524.57000000
0.101808821704
Long
DBT
UST
US
N
2
2022-02-28
Fixed
0.01750000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 5.25% 05/30/2048
92857WBM1
170000.00000000
PA
USD
223680.94000000
0.050323660744
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
0.05250000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 5.3% 11/01/2038
205887CD2
13000.00000000
PA
USD
16953.12000000
0.003814107091
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
0.05300000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048 144A
110122BW7
53000.00000000
PA
USD
72361.86000000
0.016279946308
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
0.04550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2021
912828WG1
428000.00000000
PA
USD
435372.97000000
0.097950060651
Long
DBT
UST
US
N
2
2021-04-30
Fixed
0.02250000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 2.125% 08/15/2026
369550AX6
160000.00000000
PA
USD
171402.47000000
0.038562068592
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.02125000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.8% 08/15/2029
03027XAW0
70000.00000000
PA
USD
79541.57000000
0.017895234988
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03800000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 3.35% 12/01/2024
036752AC7
89000.00000000
PA
USD
97861.19000000
0.022016776778
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.03350000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
62000.00000000
PA
USD
69280.16000000
0.015586626505
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GRP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC 3.875% 09/12/2023
780097BD2
220000.00000000
PA
USD
237191.74000000
0.053363315869
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
0.03875000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.95% 03/15/2048
26442CAU8
31000.00000000
PA
USD
38339.78000000
0.008625670482
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.03950000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2018-3
N/A
CARMAX AUTO OWNER TR 2018-3 3.13% 06/15/2023
14313FAD1
29674.69000000
PA
USD
30316.28000000
0.006820546219
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
0.03130000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3% 12/01/2049#
3132DV4P7
1372040.00000000
PA
USD
1444022.71000000
0.324875731322
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 05/15/2048
912810SC3
169000.00000000
PA
USD
236725.43000000
0.053258405606
Long
DBT
UST
US
N
2
2048-05-15
Fixed
0.03125000
N
N
N
N
N
N
CHARTER COMM OPER LLC/CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 5.375% 04/01/2038
161175BM5
42000.00000000
PA
USD
51142.20000000
0.011505954519
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
0.05375000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048
026874DM6
280000.00000000
PA
USD
288985.92000000
0.065015952624
Long
DBT
CORP
US
N
2
2048-04-01
Variable
0.05750000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.375% 02/21/2050
031162CS7
110000.00000000
PA
USD
120440.42000000
0.027096644157
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
0.03375000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.625% 01/31/2027
61746BEF9
96000.00000000
PA
USD
108369.63000000
0.024380961985
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
0.03625000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC 4% 03/01/2026
902494BJ1
70000.00000000
PA
USD
80114.09000000
0.018024040340
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.04000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV 3.625% 04/22/2029
02364WBH7
200000.00000000
PA
USD
222187.50000000
0.049987667128
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 08/15/2023
912828VS6
57000.00000000
PA
USD
61112.46000000
0.013749060176
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.02500000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 3.3% 01/15/2028
30040WAE8
62000.00000000
PA
USD
68158.55000000
0.015334287074
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 09/01/2049#MA3765
31418DFF4
87961.20800000
PA
USD
91732.33000000
0.020637907969
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.02500000
N
N
N
N
N
N
SHELL INTL FIN B V
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 4.375% 05/11/2045
822582BF8
33000.00000000
PA
USD
40892.64000000
0.009200012045
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
0.04375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 09/01/2048#Q58587
3132Y2RH1
365013.26700000
PA
USD
383855.18000000
0.086359606023
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.03500000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 2.565% 02/15/2030 144A
68902VAF4
70000.00000000
PA
USD
73404.97000000
0.016514624836
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02565000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/01/2050 #TBA
21H032670
2400000.00000000
PA
USD
2532225.84000000
0.569699296240
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO NEW MTN SR NTS 2.625% 07/22/2022
95000U2B8
75000.00000000
PA
USD
78138.81000000
0.017579642527
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
0.02625000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.98%/VAR 03/20/2030
172967ME8
160000.00000000
PA
USD
183403.84000000
0.041262132676
Long
DBT
CORP
US
N
2
2030-03-20
Variable
0.03980000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3.7% 09/15/2024
254687CZ7
300000.00000000
PA
USD
333438.19000000
0.075016808999
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.03700000
N
N
N
N
N
N
PPL ELEC UTILS CORP
N/A
PPL ELEC UTILS CORP 3.125% 10/01/2049
69351UAW3
100000.00000000
PA
USD
105930.13000000
0.023832124117
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD 4.25% 05/15/2028
89352HAW9
101000.00000000
PA
USD
116182.60000000
0.026138721282
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
0.04250000
N
N
N
N
N
N
QUEBEC PROVINCE CDA
549300WN65YFEQH74Y36
QUEBEC PROVINCE CDA 2.375% 01/31/2022
748149AM3
25000.00000000
PA
USD
25783.75000000
0.005800819183
Long
DBT
NUSS
CA
N
2
2022-01-31
Fixed
0.02375000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 2.5% 03/19/2024
459058GQ0
130000.00000000
PA
USD
140206.47000000
0.031543603270
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2048#MA3334
31418CV43
56460.39000000
PA
USD
60657.14000000
0.013646622439
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 2.8% 07/18/2029
24422EUY3
120000.00000000
PA
USD
133115.96000000
0.029948382775
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
0.02800000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 1.375% 05/15/2023
298785JC1
350000.00000000
PA
USD
360866.79000000
0.081187685968
Long
DBT
CORP
LU
N
2
2023-05-15
Fixed
0.01375000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC 1.375% 09/29/2025
25243YBC2
200000.00000000
PA
USD
203472.13000000
0.045777089639
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
0.01375000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 4.5% 03/15/2029
195325DP7
200000.00000000
PA
USD
218875.00000000
0.049242422020
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
0.04500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.52%/VAR 10/27/2028
172967LS8
205000.00000000
PA
USD
225877.94000000
0.050817941046
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.03520000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2048#CA2604
3140Q93N1
699930.42800000
PA
USD
741492.02000000
0.166820618954
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC 5.1% 09/28/2048
902494BH5
50000.00000000
PA
USD
64996.66000000
0.014622926152
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
0.05100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 06/01/2046#AS7375
3138WHFR8
70652.21900000
PA
USD
74557.63000000
0.016773949886
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2049#MA3818
31418DG48
70401.82800000
PA
USD
76915.48000000
0.017304418165
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.05000000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 1.5% 08/28/2024
459056HV2
140000.00000000
PA
USD
145940.15000000
0.032833564619
Long
DBT
CORP
US
N
2
2024-08-28
Fixed
0.01500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCE INC VA NEW 4.7% 12/01/2044
25746UCC1
26000.00000000
PA
USD
32089.66000000
0.007219520640
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
0.04700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2048#MA3496
31418C3E2
54518.19000000
PA
USD
58546.72000000
0.013171820875
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 02/15/2043
912810QZ4
1664000.00000000
PA
USD
2255500.00000000
0.507441612186
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.03125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 7.125% 2/15/23
912810EP9
175000.00000000
PA
USD
206999.02000000
0.046570568135
Long
DBT
UST
US
N
2
2023-02-15
Fixed
0.07125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 03/01/2049#MA3617
31418DAT9
42099.99900000
PA
USD
45955.66000000
0.010339088538
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.05000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.5% 06/01/2041
00206RJZ6
180000.00000000
PA
USD
189032.71000000
0.042528513907
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
0.03500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.95% 06/15/2029
437076BY7
200000.00000000
PA
USD
224570.06000000
0.050523694655
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.02950000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC 3.41% 06/15/2027
14149YBJ6
67000.00000000
PA
USD
75000.86000000
0.016873667618
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03410000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC 3.25% 01/14/2023
278865AU4
70000.00000000
PA
USD
74333.76000000
0.016723583690
Long
DBT
CORP
US
N
2
2023-01-14
Fixed
0.03250000
N
N
N
N
N
N
NORTHERN STATES POWER CO (MN)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO (MN) 3.6% 09/15/2047
665772CQ0
50000.00000000
PA
USD
58515.93000000
0.013164893752
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
0.03600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#MA3564
31418C6A7
282073.92900000
PA
USD
302899.67000000
0.068146263301
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.125% 11/15/2025
125523AG5
25000.00000000
PA
USD
28738.17000000
0.006465503576
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04125000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.6% 04/01/2050
68389XBX2
160000.00000000
PA
USD
180322.12000000
0.040568808373
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.03600000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025 144A
084659AS0
668000.00000000
PA
USD
760373.29000000
0.171068520568
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04050000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 2.844% 06/20/2030
715638DA7
190000.00000000
PA
USD
203537.50000000
0.045791796559
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
0.02844000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3.5% 07/01/2033#ZS8705
3132A9U62
140864.92200000
PA
USD
148218.20000000
0.033346079522
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 05/31/2022
912828XD7
115000.00000000
PA
USD
118750.98000000
0.026716554528
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.01875000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 3.8% 02/01/2038
816851BH1
186000.00000000
PA
USD
200803.09000000
0.045176609940
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
0.03800000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 2.3% 06/01/2030
70450YAH6
120000.00000000
PA
USD
124703.56000000
0.028055763924
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02300000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 11/20/2047#MA4838
36179TLT0
56409.84600000
PA
USD
60505.76000000
0.013612565019
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
0.04000000
N
N
N
N
N
N
COMM 2013-CCRE13 MTG TR
N/A
COMM 2013-CR13 A3 3.928% 11/12/46
12630BAZ1
44567.80000000
PA
USD
48056.66000000
0.010811770794
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
0.03928000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2046#BC0909
3140EVAK3
147740.06500000
PA
USD
162514.75000000
0.036562512411
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2049#CA4142
3140QBS82
171403.75800000
PA
USD
181842.50000000
0.040910862941
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03000000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 2.25% 04/28/2025
75524KNH3
345000.00000000
PA
USD
366111.87000000
0.082367722258
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
0.02250000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC 2.8% 06/15/2023
00817YAV0
110000.00000000
PA
USD
115888.05000000
0.026072453524
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.02800000
N
N
N
N
N
N
BALTIMORE GAS and ELECTRIC CO
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050
059165EM8
200000.00000000
PA
USD
203986.03000000
0.045892706684
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02900000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO 4.45% 06/15/2049
875127BF8
100000.00000000
PA
USD
127017.28000000
0.028576303852
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.04450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 07/15/2022
9128287C8
1795000.00000000
PA
USD
1852776.56000000
0.416837031535
Long
DBT
UST
US
N
2
2022-07-15
Fixed
0.01750000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.6% 06/01/2050
191216CX6
30000.00000000
PA
USD
30310.32000000
0.006819205341
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#BO9347
3140K5L54
1541296.37000000
PA
USD
1637571.91000000
0.368420363592
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING CO
549300G6UZOB126GBY72
GE CAP INTL FDG CO 144A 4.418% 11/15/2035
36164QNA2
200000.00000000
PA
USD
203049.23000000
0.045681945743
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
0.04418000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 08/20/2048#MA5397
36179T7J8
195597.79100000
PA
USD
207207.01000000
0.046617361654
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/2049#MA5816
36179UN99
1682405.60900000
PA
USD
1777791.61000000
0.399966943343
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 10YR 2.5% 01/01/2024#ZS6896
3132A7UV1
234667.46900000
PA
USD
246013.43000000
0.055348016643
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.0% 03/01/2045#G08631
3128MJVZ0
97964.64100000
PA
USD
103928.14000000
0.023381717097
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2048#MA5135
36179TV44
299979.77800000
PA
USD
318287.09000000
0.071608119746
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 08/20/2048#MA5398
36179T7K5
220079.74500000
PA
USD
234615.44000000
0.052783700783
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
0.04000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029
38141GWZ3
60000.00000000
PA
USD
69799.97000000
0.015703573179
Long
DBT
CORP
US
N
2
2029-05-01
Variable
0.04223000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 4.5% 03/15/2025
91529YAQ9
460000.00000000
PA
USD
494088.37000000
0.111159831095
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04500000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3.8% 05/13/2060
254687GA8
30000.00000000
PA
USD
34353.99000000
0.007728948823
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
0.03800000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.6% 01/15/2028
03027XAR1
32000.00000000
PA
USD
35727.06000000
0.008037861638
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03600000
N
N
N
N
N
N
AON CORP2
LTS3U8DGK38SETRUWX71
AON CORP 3.75% 05/02/2029
037389BC6
120000.00000000
PA
USD
137430.05000000
0.030918965256
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
0.03750000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC.
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 4.15% 05/15/2048
882508BD5
70000.00000000
PA
USD
90497.23000000
0.020360035597
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2033#MA3462
31418CZ49
56057.59400000
PA
USD
58983.85000000
0.013270166232
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.03500000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 3.625% 09/10/2028
29446MAB8
120000.00000000
PA
USD
137982.06000000
0.031043156275
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
0.03625000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
00774MAM7
150000.00000000
PA
USD
140751.10000000
0.031666133939
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
0.02875000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC 4% 05/15/2025
256746AG3
248000.00000000
PA
USD
279255.74000000
0.062826860083
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.04000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.75% 04/15/2027 144A
87264ABC8
80000.00000000
PA
USD
88760.00000000
0.019969194190
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 09/20/2049#MA6154
36179UZT2
85262.77900000
PA
USD
89870.38000000
0.020219007100
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/49#MA5876
36179UQ54
543571.40800000
PA
USD
577179.72000000
0.129853694364
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2047
912810RV2
49000.00000000
PA
USD
66722.30000000
0.015011160044
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.03000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 3.9% 11/15/2047
87612EBG0
40000.00000000
PA
USD
50861.56000000
0.011442816229
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
0.03900000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 3.85% 03/26/2050
57636QAQ7
265000.00000000
PA
USD
330606.70000000
0.074379781355
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
0.03850000
N
N
N
N
N
N
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
549300PXR5FKNXF0OH19
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 4.55% 04/17/2026
225433AR2
250000.00000000
PA
USD
287464.89000000
0.064673751819
Long
DBT
CORP
GG
N
2
2026-04-17
Fixed
0.04550000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 2.45% 06/01/2030
26441CBH7
182000.00000000
PA
USD
191757.32000000
0.043141495725
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN 1.625% 11/15/22
912828TY6
1457000.00000000
PA
USD
1507141.29000000
0.339076127683
Long
DBT
UST
US
N
2
2022-11-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 01/31/2025
912828Z52
5299000.00000000
PA
USD
5567468.85000000
1.252567221921
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 3.95% 12/01/2027
87165BAM5
150000.00000000
PA
USD
156761.98000000
0.035268256200
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03950000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 3.375% 03/27/2050
654106AM5
40000.00000000
PA
USD
45861.40000000
0.010317881956
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
0.03375000
N
N
N
N
N
N
DOMINION GAS HLDGS LLC
549300BFOD6TDMVV4O24
DOMINION GAS HLDGS LLC 2.5% 11/15/2024
257375AN5
50000.00000000
PA
USD
52711.20000000
0.011858947598
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 3.55% 01/12/2024
02665WCT6
170000.00000000
PA
USD
185202.71000000
0.041666841828
Long
DBT
CORP
US
N
2
2024-01-12
Fixed
0.03550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2049#MA3638
31418DBG6
1041460.47100000
PA
USD
1102651.06000000
0.248074055227
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.04000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.125% 08/15/2046
92343VDC5
54000.00000000
PA
USD
67317.88000000
0.015145153427
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
0.04125000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3.6% 01/13/2051
254687FZ4
30000.00000000
PA
USD
33358.12000000
0.007504898333
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
0.03600000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 1.25% 01/15/2026
91324PDW9
81000.00000000
PA
USD
82498.83000000
0.018560558323
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3% 01/01/2029#ZS8509
3132A9N29
88570.35800000
PA
USD
93401.24000000
0.021013378765
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2033#BJ4684
3140H6F20
67854.49700000
PA
USD
71135.20000000
0.016003972764
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2028
9128284N7
216000.00000000
PA
USD
254896.87000000
0.057346609910
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.75% 04/15/2029 144A
11135FAB7
50000.00000000
PA
USD
56745.16000000
0.012766506528
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.5% 2/15/36
912810FT0
226000.00000000
PA
USD
345877.11000000
0.077815312931
Long
DBT
UST
US
N
2
2036-02-15
Fixed
0.04500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.75% 03/09/2027
14040HBN4
100000.00000000
PA
USD
110415.58000000
0.024841259111
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
0.03750000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO 4.15% 03/15/2028
134429BG3
80000.00000000
PA
USD
92078.18000000
0.020715717183
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/01/2032#BE3171
3140FNQZ0
75843.74300000
PA
USD
80103.25000000
0.018021601561
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 06/30/2025
912828XZ8
113000.00000000
PA
USD
126745.39000000
0.028515134133
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.15% 11/15/2046
00206RHA3
110000.00000000
PA
USD
138323.83000000
0.031120047572
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
0.05150000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 03/20/2043#MA0851
36179M5L0
17233.78100000
PA
USD
18506.34000000
0.004163549991
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS L P NEW 3.75% 06/15/2027
96949LAD7
35000.00000000
PA
USD
37333.10000000
0.008399187963
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 06/01/2046#G61471
31335BT48
144651.76000000
PA
USD
157898.42000000
0.035523932080
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.04000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
PHILLIPS 66 PARTNERS LP 3.15% 12/15/2029
718549AH1
170000.00000000
PA
USD
174009.07000000
0.039148500561
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03150000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.005%/VAR 04/23/2029
46647PAR7
43000.00000000
PA
USD
49685.49000000
0.011178224406
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04005000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 4.7% 03/23/2050
254687FS0
100000.00000000
PA
USD
130403.76000000
0.029338192954
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
0.04700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2026
912828R36
264000.00000000
PA
USD
282944.06000000
0.063656657045
Long
DBT
UST
US
N
2
2026-05-15
Fixed
0.01625000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 5% 09/20/2037
25470DAS8
70000.00000000
PA
USD
82827.16000000
0.018634425893
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
0.05000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.25% 05/01/2040
369604BX0
100000.00000000
PA
USD
98323.22000000
0.022120724128
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.04250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 06/20/2049#MA5986
36179UUK6
135465.92200000
PA
USD
143619.34000000
0.032311429585
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
0.04000000
N
N
N
N
N
N
TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
N/A
WELLS FARGO TR 2013-LC12 2.725% 02/15/2053
95002EBB2
90000.00000000
PA
USD
97222.53000000
0.021873091272
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
0.02725000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.55% 04/05/2049
548661DS3
140000.00000000
PA
USD
177261.41000000
0.039880210892
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
0.04550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 04/30/2022
912828ZM5
1564000.00000000
PA
USD
1562900.32000000
0.351620775024
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.00125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FREDDIE MAC POOL 15YR 3.5% 10/01/2027#SB0031
3132CWA87
75197.16000000
PA
USD
79052.02000000
0.017785096198
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 10/20/2042#783692
3622A2C59
489063.55800000
PA
USD
526246.33000000
0.118394717846
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
0.03000000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 2.5% 01/27/2022
459200JQ5
104000.00000000
PA
USD
107369.77000000
0.024156013827
Long
DBT
CORP
US
N
2
2022-01-27
Fixed
0.02500000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 3.05% 04/15/2030
88579YBN0
19000.00000000
PA
USD
21511.57000000
0.004839665600
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 07/31/2024
912828Y87
2907000.00000000
PA
USD
3086870.63000000
0.694483089824
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.01750000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 3.25% 01/15/2051
22822VAU5
40000.00000000
PA
USD
39918.77000000
0.008980911108
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
0.03250000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO 4.5% 12/01/2028
277432AW0
174000.00000000
PA
USD
199876.20000000
0.044968078548
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 3.377% 04/05/2040 144A
14448CAB0
30000.00000000
PA
USD
29175.93000000
0.006563990670
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
0.03377000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.35% 02/12/2048
71654QCL4
50000.00000000
PA
USD
36820.00000000
0.008283750902
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
0.06350000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 4% 03/01/2029
101137AX5
100000.00000000
PA
USD
114399.17000000
0.025737485815
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04000000
N
N
N
N
N
N
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
N/A
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036
03522AAH3
140000.00000000
PA
USD
165050.00000000
0.037132892082
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
TRAVELERS COS INC 4% 05/30/2047
89417EAM1
32000.00000000
PA
USD
39363.68000000
0.008856027151
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
0.04000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SAU 4.103% 03/08/2027
87938WAT0
150000.00000000
PA
USD
171208.38000000
0.038518402290
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
0.04103000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3% 03/01/2033#ZS8690
3132A9UP0
19710.92300000
PA
USD
20742.90000000
0.004666730488
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 5% 04/48#Q55401
3132XYAB3
48577.70300000
PA
USD
53182.65000000
0.011965014256
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 04/30/2023
9128284L1
84000.00000000
PA
USD
90093.28000000
0.020269155065
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.02750000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NY
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048
209111FT5
50000.00000000
PA
USD
64159.28000000
0.014434532688
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04650000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.05% 05/03/2047
548661DQ7
53000.00000000
PA
USD
62115.42000000
0.013974705770
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
0.04050000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.5% 06/03/2050
023135BT2
110000.00000000
PA
USD
111251.33000000
0.025029285858
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
0.02500000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 3.75% 03/01/2026
101137AW7
120000.00000000
PA
USD
136262.81000000
0.030656360003
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.03750000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.348% 01/15/2025
86562MBV1
200000.00000000
PA
USD
208977.81000000
0.047015755627
Long
DBT
CORP
JP
N
2
2025-01-15
Fixed
0.02348000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.805% 05/01/2050
097023CW3
130000.00000000
PA
USD
153387.51000000
0.034509069103
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 08/01/2049#
3132DV3P8
151489.85200000
PA
USD
160390.58000000
0.036084617377
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.04000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CORP(CAROLINAS LLC 3.05% 03/15/2023
26442CAV6
150000.00000000
PA
USD
159580.14000000
0.035902284865
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03050000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 3.4% 04/15/2026
30161NAU5
150000.00000000
PA
USD
167041.16000000
0.037580862572
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY GOVT 5.75% 11/22/23
445545AJ5
50000.00000000
PA
USD
56828.13000000
0.012785173090
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
0.05750000
N
N
N
N
N
N
JPMBB COML MTG SECS TR 2014-C24
N/A
JPMBB 2014-C24 A5 3.6385% 11/47
46643GAE0
150000.00000000
PA
USD
162140.87000000
0.036478397018
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
0.03638500
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTE 2% 08/15/2025
912828K74
50000.00000000
PA
USD
54285.16000000
0.012213056576
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.02000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 4.2% 10/15/2049
50249AAA1
100000.00000000
PA
USD
108039.29000000
0.024306642206
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
0.04200000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 2.25% 04/15/2025
87612EBL9
89000.00000000
PA
USD
95205.26000000
0.021419246563
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP 1.95% 06/15/2030
863667AY7
100000.00000000
PA
USD
100421.25000000
0.022592738194
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.01950000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 3.7% 04/15/2050
88579YBP5
24000.00000000
PA
USD
28543.01000000
0.006421596546
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.03700000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 4.125% 06/01/2048
341081FR3
26000.00000000
PA
USD
33776.13000000
0.007598942079
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
0.04125000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.801% 07/18/2024
606822BJ2
400000.00000000
PA
USD
428312.80000000
0.096361666039
Long
DBT
CORP
JP
N
2
2024-07-18
Fixed
0.02801000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY INC 4.65% 05/15/2050
25470DBH1
220000.00000000
PA
USD
249490.90000000
0.056130376644
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.04650000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
91087BAH3
200000.00000000
PA
USD
198300.00000000
0.044613465615
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.0% 07/01/2045#G08653
3128MJWP1
41913.43200000
PA
USD
44346.99000000
0.009977170517
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 2.25% 09/01/2030
337932AP2
120000.00000000
PA
USD
120241.38000000
0.027051864206
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.02250000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038
38148YAA6
120000.00000000
PA
USD
140194.17000000
0.031540836020
Long
DBT
CORP
US
N
2
2038-10-31
Variable
0.04017000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 4.55% 04/17/2038
370334CH5
80000.00000000
PA
USD
100769.55000000
0.022671098608
Long
DBT
CORP
US
N
2
2038-04-17
Fixed
0.04550000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050
74456QCC8
70000.00000000
PA
USD
76875.11000000
0.017295335737
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
0.03150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL 30YR 3% 03/50#QA8169
3133A3CE6
539242.99000000
PA
USD
572926.26000000
0.128896752400
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 3.65% 12/07/2023
14913Q2S7
310000.00000000
PA
USD
342782.95000000
0.077119189881
Long
DBT
CORP
US
N
2
2023-12-07
Fixed
0.03650000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3ML+0 03/05/2024
06051GHF9
113000.00000000
PA
USD
120745.35000000
0.027165247203
Long
DBT
CORP
US
N
2
2024-03-05
Variable
0.03550000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 3.7% 06/06/2027
075887BW8
52000.00000000
PA
USD
58177.51000000
0.013088756137
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
0.03700000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.4% 01/13/2023
037833DE7
350000.00000000
PA
USD
367420.75000000
0.082662193629
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
0.02400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2048#BK7608
3140HMN26
16053.79800000
PA
USD
17027.13000000
0.003830757835
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
HCP INC
PZ9HF5U52KPF0MH0QN75
HCP INC 3% 01/15/2030
42250PAA1
140000.00000000
PA
USD
146453.19000000
0.032948988181
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
ALLINA HEALTH SYSTEM
5493001V00JCD7SQ0G44
ALLINA HEALTH SYSTEM 3.887% 04/15/2049
01959LAC6
20000.00000000
PA
USD
23937.68000000
0.005385490991
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.03887000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 4.5% 01/30/2026
254709AP3
142000.00000000
PA
USD
159119.07000000
0.035798553496
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 07/31/2021
9128287F1
1889000.00000000
PA
USD
1921024.44000000
0.432191416042
Long
DBT
UST
US
N
2
2021-07-31
Fixed
0.01750000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.525% 06/01/2050
594918CC6
146000.00000000
PA
USD
151067.66000000
0.033987150050
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.02525000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060
035240AU4
50000.00000000
PA
USD
59771.33000000
0.013447333211
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
0.04600000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 2.6% 02/28/23
17275RBE1
400000.00000000
PA
USD
421337.62000000
0.094792392448
Long
DBT
CORP
US
N
2
2023-02-28
Fixed
0.02600000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 4.2% 06/15/2049
26441CBF1
90000.00000000
PA
USD
109751.43000000
0.024691838873
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.04200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 10/20/2049#MA6220
36179U4D1
1037963.14400000
PA
USD
1096543.71000000
0.246700025730
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
0.04000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 2.75% 03/17/2023
045167EH2
700000.00000000
PA
USD
745889.10000000
0.167809872496
Long
DBT
CORP
PH
N
2
2023-03-17
Fixed
0.02750000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK AMER FDG CORP 4.0% 01/22/2025
06051GFM6
370000.00000000
PA
USD
408352.17000000
0.091870930385
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.04000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC 3.8% 05/01/2050
49271VAK6
190000.00000000
PA
USD
216745.18000000
0.048763255851
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.03800000
N
N
N
N
N
N
ONCOR ELEC DELIVERY CO LLC
549300SP2X2BS1KERD24
ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049
68233JBR4
100000.00000000
PA
USD
110195.27000000
0.024791693843
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03100000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 12/20/2048#MA5652
36179UH54
47424.71800000
PA
USD
50826.38000000
0.011434901444
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 03/20/2048#MA5078
36179TUB9
157370.36300000
PA
USD
168305.23000000
0.037865252605
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2048#MA3276
31418CUA0
341196.19900000
PA
USD
359553.89000000
0.080892310179
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059
03523TBW7
170000.00000000
PA
USD
241816.34000000
0.054403756782
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
0.05800000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 3.7% 08/01/2023
233331BA4
46000.00000000
PA
USD
49426.63000000
0.011119986172
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.03700000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL INC
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINANCIAL INC 4.7% 06/22/2047
10922NAF0
28000.00000000
PA
USD
25601.24000000
0.005759758146
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
0.04700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 11/30/2026
912828YU8
180000.00000000
PA
USD
193457.81000000
0.043524071379
Long
DBT
UST
US
N
2
2026-11-30
Fixed
0.01625000
N
N
N
N
N
N
ONTARIO PROVINCE CDA
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE CDA 3.05% 01/29/2024
68323AFC3
90000.00000000
PA
USD
98045.10000000
0.022058152786
Long
DBT
NUSS
CA
N
2
2024-01-29
Fixed
0.03050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2048#BM2006
3140J6GQ4
229936.76900000
PA
USD
244883.72000000
0.055093854877
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
DISNEY (WALT)CO NEW MTN BK E 2.95% 06/15/2027
25468PDV5
98000.00000000
PA
USD
107484.91000000
0.024181917985
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.02950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/30/2021
912828YJ3
3338000.00000000
PA
USD
3393155.24000000
0.763390895759
Long
DBT
UST
US
N
2
2021-09-30
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 08/01/2034#CA4490
3140QB7C6
75868.80200000
PA
USD
79710.68000000
0.017933281298
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.03500000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 2.65% 04/15/2025
88579YBM2
24000.00000000
PA
USD
25954.84000000
0.005839310952
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2047#BJ2545
3140H3ZK5
35636.22500000
PA
USD
37539.25000000
0.008445567519
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.85% 01/26/27
38141GWB6
189000.00000000
PA
USD
213194.79000000
0.047964490333
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
0.03850000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT GOLDCORP CORP 5.45% 06/09/2044
651639AV8
80000.00000000
PA
USD
106099.88000000
0.023870314413
Long
DBT
CORP
US
N
2
2044-06-09
Fixed
0.05450000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 11/15/2048
912810SE9
157000.00000000
PA
USD
230575.35000000
0.051874762728
Long
DBT
UST
US
N
2
2048-11-15
Fixed
0.03375000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.95% 02/27/2023
251526BR9
200000.00000000
PA
USD
207695.08000000
0.046727167474
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
0.03950000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP MTN BE 3.8% 04/01/2028
58013MFF6
84000.00000000
PA
USD
98124.38000000
0.022075989174
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.03800000
N
N
N
N
N
N
SOUTHERN COPPER CORP DEL
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP 5.875% 04/45
84265VAJ4
30000.00000000
PA
USD
38278.13000000
0.008611800487
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
0.05875000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.05% 08/15/2052
655844BV9
90000.00000000
PA
USD
108217.11000000
0.024346648088
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
0.04050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 05/31/2027
912828ZS2
2987000.00000000
PA
USD
2990150.36000000
0.672722996834
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.00500000
N
N
N
N
N
N
VENTAS RLTY LP/VENTAS CAP CORP
N/A
VENTAS RLTY LP/CAP 3.25% 08/22
92276MAZ8
161000.00000000
PA
USD
164793.61000000
0.037075209548
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03250000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 4.85% 11/01/2028
205887CC4
190000.00000000
PA
USD
229219.06000000
0.051569625072
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04850000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 4% 05/02/2047
713448DV7
116000.00000000
PA
USD
145904.13000000
0.032825460852
Long
DBT
CORP
US
N
2
2047-05-02
Fixed
0.04000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 4% 04/15/2030
053332AZ5
150000.00000000
PA
USD
173337.72000000
0.038997460469
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2050#
31418DKQ4
291621.10400000
PA
USD
303941.40000000
0.068380631357
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#BE3774
3140FPFQ7
93799.56600000
PA
USD
99779.72000000
0.022448406996
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
ONEOK INC NEW
2T3D6M0JSY48PSZI1Q41
ONEOK INC NEW 4.55% 07/15/2028
682680AU7
59000.00000000
PA
USD
61847.45000000
0.013914417972
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04550000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS LP
2HKVXE7U4NF5B6UGSU72
SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026
84756NAH2
158000.00000000
PA
USD
170006.98000000
0.038248111733
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03375000
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN 3.55% 08/14/2023
94988J5R4
250000.00000000
PA
USD
271244.66000000
0.061024530067
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.03550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 02/15/2023
912828Z86
2031000.00000000
PA
USD
2094865.42000000
0.471302099773
Long
DBT
UST
US
N
2
2023-02-15
Fixed
0.01375000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.839% 03/20/2060 WI
907818FG8
70000.00000000
PA
USD
82221.41000000
0.018498144467
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
0.03839000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4% 06/14/2049
701094AP9
110000.00000000
PA
USD
126625.07000000
0.028488064581
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
0.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.142%/VAR 01/24/2023
172967LV1
365000.00000000
PA
USD
377490.67000000
0.084927720758
Long
DBT
CORP
US
N
2
2023-01-24
Variable
0.03142000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 04/01/2049#BN3138
3140JKPY6
169911.73400000
PA
USD
187331.25000000
0.042145720023
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.05000000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 5.375% 03/25/2024
445545AL0
420000.00000000
PA
USD
476700.00000000
0.107247801609
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
0.05375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 03/31/2022
912828ZG8
9474000.00000000
PA
USD
9508047.19000000
2.139117177939
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.00375000
N
N
N
N
N
DALLAS FORT WORTH TX INTL ARPT
N/A
DFW ARPT 3.144% 11/1/2045
2350364X5
20000.00000000
PA
USD
20286.00000000
0.004563937284
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
0.03144000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC 4% 09/01/36
375558BJ1
40000.00000000
PA
USD
49649.99000000
0.011170237628
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 12/31/2020
9128285S5
76000.00000000
PA
USD
76884.69000000
0.017297491042
Long
DBT
UST
US
N
2
2020-12-31
Fixed
0.02500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.35% 04/15/2047 144A
75513EBG5
50000.00000000
PA
USD
60986.28000000
0.013720672243
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
0.04350000
N
N
N
N
N
N
INGERSOLL-RAND LUXEMBOURG FIN SA
549300GHBOWCVY92IS29
INGERSOLL-RAND LUXEMBOURG FIN SA 3.8% 03/21/2029
456873AD0
125000.00000000
PA
USD
141425.35000000
0.031817826472
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
0.03800000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
ENTERGY CORP NEW 4.0% 07/15/2022
29364GAH6
130000.00000000
PA
USD
137983.96000000
0.031043583736
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.04000000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 3.5% 05/15/2029
459200KA8
100000.00000000
PA
USD
115557.97000000
0.025998192240
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 4.101% 03/01/2028
036752AG8
50000.00000000
PA
USD
58435.55000000
0.013146809887
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04101000
N
N
N
N
N
N
CANADIAN NATL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027
136385AX9
58000.00000000
PA
USD
61976.20000000
0.013943384103
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.03850000
N
N
N
N
N
N
PROCTER and GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO 2.45% 03/25/2025
742718FF1
91000.00000000
PA
USD
98761.88000000
0.022219413704
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.02450000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 3.7% 06/26/2028
931142EE9
60000.00000000
PA
USD
71087.91000000
0.015993333477
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
0.03700000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 4.6% 03/15/2049
25746UCZ0
50000.00000000
PA
USD
62950.00000000
0.014162469291
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04600000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2025
9128285T3
331000.00000000
PA
USD
372000.04000000
0.083692440714
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.02625000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION SR MTN BK 2.65% 06/12/2024
89114QCA4
510000.00000000
PA
USD
545782.19000000
0.122789888892
Long
DBT
CORP
CA
N
2
2024-06-12
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2048#BJ5743
3140H7LZ8
12326.00700000
PA
USD
13092.59000000
0.002945566383
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 4.15% 12/14/35
92826CAE2
38000.00000000
PA
USD
48592.78000000
0.010932386887
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
0.04150000
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL 2.6% 11/15/2029
23291KAH8
80000.00000000
PA
USD
85116.98000000
0.019149588807
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#CA5039
3140QCS56
430661.45900000
PA
USD
463571.70000000
0.104294201202
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
CHARTER COMM OPER LLC/CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 4.2% 03/15/2028
161175BK9
48000.00000000
PA
USD
53808.50000000
0.012105817774
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 3.5% 01/12/2024
035240AJ9
145000.00000000
PA
USD
158038.75000000
0.035555503475
Long
DBT
CORP
US
N
2
2024-01-12
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/20/2049#MA5874
36179UQ39
66378.86000000
PA
USD
70346.89000000
0.015826619052
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
0.03000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050 144A
71654QCW0
145000.00000000
PA
USD
120966.25000000
0.027214945209
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA EQUITABLE HLDGS INC 4.35% 04/20/2028
054561AJ4
360000.00000000
PA
USD
403147.36000000
0.090699954026
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
0.04350000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
UNITED MEXICAN STS MTN BE 4% 10/02/2023
91086QBC1
160000.00000000
PA
USD
170350.00000000
0.038325284254
Long
DBT
NUSS
MX
N
2
2023-10-02
Fixed
0.04000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 2.875% 04/15/2030
370334CL6
40000.00000000
PA
USD
43486.99000000
0.009783688013
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02875000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO 3% 02/15/2027
460146CP6
51000.00000000
PA
USD
54740.97000000
0.012315604553
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03000000
N
N
N
N
N
N
CHARTER COMM OPER LLC/CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 5.375% 05/01/2047
161175BL7
190000.00000000
PA
USD
224275.25000000
0.050457368403
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.05375000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5.95% 04/01/2049
37045VAT7
80000.00000000
PA
USD
83898.25000000
0.018875399352
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
0.05950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 5% 10/01/2049#SD0093
3132DMC60
75010.79200000
PA
USD
81763.34000000
0.018395088036
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 10/20/2048#MA5528
36179UD90
219468.96500000
PA
USD
233827.15000000
0.052606351571
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
0.04000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 4.6% 12/01/2048
927804GA6
52000.00000000
PA
USD
68456.63000000
0.015401349010
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04600000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.3% 07/01/2025
58013MFN9
32000.00000000
PA
USD
35549.96000000
0.007998017741
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.50% 8/26 #AB3407
31416YYD4
93591.78500000
PA
USD
98389.62000000
0.022135662777
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.03500000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
MOSAIC CO NEW 4.05% 11/15/2027
61945CAG8
90000.00000000
PA
USD
95561.32000000
0.021499352819
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04050000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2.698% 02/15/2053
61770KAX3
100000.00000000
PA
USD
108070.50000000
0.024313663821
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
0.02698000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.9% 05/15/2050
91324PDZ2
120000.00000000
PA
USD
127784.40000000
0.028748890245
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02900000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP 3.85% 04/28/2028
06406RAH0
27000.00000000
PA
USD
32346.99000000
0.007277414655
Long
DBT
CORP
US
N
2
2028-04-28
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#MA2737
31418CBF0
178938.01200000
PA
USD
188829.08000000
0.042482701300
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2049#MA5875
36179UQ47
195909.46200000
PA
USD
206894.34000000
0.046547017265
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
0.03500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLGS 3.75% 11/1/46
913017CJ6
30000.00000000
PA
USD
34313.76000000
0.007719897891
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2048#MA3536
31418C4W1
30792.30000000
PA
USD
32611.11000000
0.007336836281
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.016% 12/03/2029
92343VEU4
100000.00000000
PA
USD
119533.12000000
0.026892520116
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
0.04016000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.7% 05/18/2023
46625HRL6
111000.00000000
PA
USD
116995.77000000
0.026321667988
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
0.02700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2048#MA3331
31418CVZ4
233908.53100000
PA
USD
246253.40000000
0.055402005011
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.03000000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3.5% 05/13/2040
254687FY7
30000.00000000
PA
USD
32689.55000000
0.007354483685
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 06/30/2023
9128284U1
1031000.00000000
PA
USD
1106311.33000000
0.248897541510
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.02625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 10/20/2049#MA6221
36179U4E9
400000.29800000
PA
USD
425816.40000000
0.095800026828
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
0.04500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028
95000U2A0
82000.00000000
PA
USD
91005.57000000
0.020474401755
Long
DBT
CORP
US
N
2
2028-05-22
Variable
0.03584000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2032#BH4033
3140GSPT3
65725.02900000
PA
USD
69361.33000000
0.015604888104
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03500000
N
N
N
N
N
N
GS MTG SECS CORP TR 2019
5493005BBCF84ICNQ550
GS MTG SECS CORP TR 2019 2.9106% 02/13/2053
36258YBG2
260000.00000000
PA
USD
284556.69000000
0.064019465986
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
0.02910600
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP 3.1% 03/26/2030
494368CB7
22000.00000000
PA
USD
25042.48000000
0.005634048514
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
0.03100000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC 2.95% 09/15/2029
970648AJ0
170000.00000000
PA
USD
180106.55000000
0.040520309508
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.02950000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.1% 02/15/2028
00206RGL0
143000.00000000
PA
USD
163890.55000000
0.036872039421
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04100000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
4099590.04000000
NS
USD
4100000.00000000
0.922416586107
Long
STIV
RF
US
N
1
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 01/01/2049#CA2978
3140QAJY7
77813.41600000
PA
USD
86965.88000000
0.019565553692
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.05500000
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 2018-A6 A6 3.21% 12/09/2024
17305EGR0
100000.00000000
PA
USD
106707.88000000
0.024007102044
Long
ABS-CBDO
CORP
US
N
2
2024-12-07
Fixed
0.03210000
N
N
N
N
N
N
DEVON ENERGY CORP NEW
54930042348RKR3ZPN35
DEVON ENERGY CORP NEW 5.0% 06/15/2045
25179MAU7
80000.00000000
PA
USD
71652.23000000
0.016120293996
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 02/15/2029
9128286B1
391000.00000000
PA
USD
458142.03000000
0.103072635918
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.02625000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
NORTHERN TRUST CORP 1.95% 05/01/2030
665859AV6
220000.00000000
PA
USD
226145.63000000
0.050878165850
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.01950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 05/01/2044#BM3279
3140J7UD5
62123.57100000
PA
USD
72591.31000000
0.016331567890
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 02/28/2023
9128284A5
492000.00000000
PA
USD
524018.44000000
0.117893487922
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.02625000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 1.75% 04/19/2023
459058FF5
55000.00000000
PA
USD
57216.75000000
0.012872604683
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
0.01750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 08/15/2029
912828YB0
1000.00000000
PA
USD
1090.94000000
0.000245439304
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 08/48#BK4769
3140HJJP7
95736.15200000
PA
USD
104653.59000000
0.023544928588
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 12/31/2026
912828YX2
1882000.00000000
PA
USD
2038661.80000000
0.458657428727
Long
DBT
UST
US
N
2
2026-12-31
Fixed
0.01750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/28/2027
912828ZB9
691000.00000000
PA
USD
720961.33000000
0.162201631398
Long
DBT
UST
US
N
2
2027-02-28
Fixed
0.01125000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 07/01/2050 #TBA
01F032674
9500000.00000000
PA
USD
9989843.75000000
2.247511601860
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
0.03500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.75% 02/01/2050
097023CQ6
130000.00000000
PA
USD
117362.16000000
0.026404098284
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2032#BH5773
3140GUMX2
288252.77100000
PA
USD
302279.61000000
0.068006762416
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2049#MA3616
31418DAS1
256591.94200000
PA
USD
275536.33000000
0.061990068504
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SVC ELEC GAS CO SCD MTN 3.6% 12/01/2047
74456QBT2
44000.00000000
PA
USD
50930.57000000
0.011458342075
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03600000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA 5.875% 09/18/2023
279158AC3
390000.00000000
PA
USD
418860.00000000
0.094234978355
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
0.05875000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.068/VAR 04/30/2041
95000U2Q5
100000.00000000
PA
USD
104052.78000000
0.023409758561
Long
DBT
CORP
US
N
2
2041-04-30
Variable
0.03068000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#FM0076
3140X3CN6
784587.34800000
PA
USD
830653.61000000
0.186880162725
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3.2% 08/10/21
06738EAQ8
400000.00000000
PA
USD
408896.00000000
0.091993281071
Long
DBT
CORP
GB
N
2
2021-08-10
Fixed
0.03200000
N
N
N
N
N
N
CSAIL 2019-C17 COML MTG TR
N/A
CSAIL 2019-C17 COML MTG TR 2.7628% 09/15/2052
12597BAT6
200000.00000000
PA
USD
214003.18000000
0.048146361637
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
0.02762800
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.2% 03/01/2048
571748BD3
110000.00000000
PA
USD
136770.04000000
0.030770476433
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04200000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.934% 03/09/2021
86562MAB6
189000.00000000
PA
USD
192195.99000000
0.043240187551
Long
DBT
CORP
JP
N
2
2021-03-09
Fixed
0.02934000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028
38141GWL4
440000.00000000
PA
USD
492805.73000000
0.110871263190
Long
DBT
CORP
US
N
2
2028-06-05
Variable
0.03691000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.1% 06/15/2050
03027XBD1
160000.00000000
PA
USD
157207.82000000
0.035368561130
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.03100000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2015-GC29
N/A
CITIGROUP COML MTG TR 2015-GC29 A4 3.192% 04/10/2048
17323VAZ8
80000.00000000
PA
USD
85691.58000000
0.019278862117
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Fixed
0.03192000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2049#MA3871
31418DJR4
463624.23200000
PA
USD
487947.81000000
0.109778330024
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 12/31/2021
912828YZ7
2309000.00000000
PA
USD
2359238.78000000
0.530780727136
Long
DBT
UST
US
N
2
2021-12-31
Fixed
0.01625000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
25470DBJ7
220000.00000000
PA
USD
240616.00000000
0.054133704703
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 05/01/2035#MA4028
31418DPN6
99999.38300000
PA
USD
105188.19000000
0.023665202711
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 02/20/2046#MA3454
36179RZT9
760875.91600000
PA
USD
814120.11000000
0.183160461597
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
0.03500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.625% 04/22/2025
3135G03U5
258000.00000000
PA
USD
260111.52000000
0.058519800069
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.00625000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO 4.75% 12/07/2046
94974BGU8
157000.00000000
PA
USD
200692.00000000
0.045151616951
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2021
9128286D7
571000.00000000
PA
USD
579832.66000000
0.130450551890
Long
DBT
UST
US
N
2
2021-02-28
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3% 04/01/2022#MA1030
31418AEC8
172950.99200000
PA
USD
181735.67000000
0.040886828364
Long
ABS-MBS
USGSE
US
N
2
2022-04-01
Fixed
0.03000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 4.7% 03/01/2049
101137AU1
140000.00000000
PA
USD
178536.30000000
0.040167035205
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.04700000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL INC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC 3.875% 05/15/2028
377372AN7
130000.00000000
PA
USD
152898.68000000
0.034399092299
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/28/2025
912828ZC7
2627000.00000000
PA
USD
2732285.22000000
0.614708586562
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.01125000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC 4.223% 06/15/2048
745332CH7
45000.00000000
PA
USD
56550.61000000
0.012722736736
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04223000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 0.625% 07/15/2025
4581X0DN5
390000.00000000
PA
USD
392170.79000000
0.088230449093
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.00625000
N
N
N
N
N
N
HARTFORD FINL SVCS GROUP INC
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GROUP INC 4.4% 03/15/2048
416515BD5
70000.00000000
PA
USD
84340.83000000
0.018974970848
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04400000
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL 2.2% 11/15/2024
23291KAG0
70000.00000000
PA
USD
73570.65000000
0.016551899466
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
0.02200000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 2.65% 09/15/2030
87612EBK1
77000.00000000
PA
USD
84589.98000000
0.019031024529
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.02650000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BK CDA GLB MTN SR NTS BE 2.55% 07/16/2024
78013XZU5
520000.00000000
PA
USD
552212.67000000
0.124236616065
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
0.02550000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.95% 04/01/2030
68389XBV6
150000.00000000
PA
USD
167106.43000000
0.037595546994
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.02950000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 3.55% 03/15/2025
871829BG1
50000.00000000
PA
USD
53722.16000000
0.012086393030
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03550000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 4.125% 11/16/2028
913017CY3
260000.00000000
PA
USD
306400.19000000
0.068933809083
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2048#MA3384
31418CXN9
55322.37100000
PA
USD
58762.99000000
0.013220477225
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04000000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 3.05% 06/05/2023
02005NBK5
300000.00000000
PA
USD
304150.16000000
0.068427598110
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
0.03050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 08/15/2028
9128284V9
1299000.00000000
PA
USD
1538198.67000000
0.346063406326
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.02875000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO NEW MTN SR NTS 3.75% 01/24/2024
95000U2C6
150000.00000000
PA
USD
163897.24000000
0.036873544534
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 10/01/2034#BJ6277
3140H76P7
290835.94400000
PA
USD
304443.17000000
0.068493519398
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.02500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4% 03/22/2050
92343VFD1
114000.00000000
PA
USD
143514.68000000
0.032287883215
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.5% 07/30/2024
025816CG2
399000.00000000
PA
USD
422504.20000000
0.095054849214
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
0.02500000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC 4.45% 08/20/2048
98978VAP8
60000.00000000
PA
USD
77387.38000000
0.017410586065
Long
DBT
CORP
US
N
2
2048-08-20
Fixed
0.04450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 06/20/2050#MA6710
36179VN30
897923.00000000
PA
USD
951038.29000000
0.213964266517
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
0.03000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.7% 05/30/2024
251526BY4
200000.00000000
PA
USD
208439.30000000
0.046894601833
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
0.03700000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 4.5% 12/06/2048
437076BX9
90000.00000000
PA
USD
119503.46000000
0.026885847219
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
0.04500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.5% 03/16/2047
92343VDV3
158000.00000000
PA
USD
233928.31000000
0.052629110513
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
0.05500000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 4% 7/01/42
87612EBA3
15000.00000000
PA
USD
18666.59000000
0.004199602980
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
0.04000000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 3.75% 09/01/2046
26441CAT2
80000.00000000
PA
USD
90592.70000000
0.020381514404
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 5% 02/01/2049#G08864
3128MJ6A3
74197.49000000
PA
USD
81045.58000000
0.018233606639
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05000000
N
N
N
N
N
N
CHARTER COMM OPER LLC/CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 3.7% 04/01/2051
161175BV5
30000.00000000
PA
USD
29182.75000000
0.006565525031
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
0.03700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.125% 01/23/2023
61744YAN8
210000.00000000
PA
USD
222664.11000000
0.050094894681
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
0.03125000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC 4.75% 03/15/2044
00817YAP3
60000.00000000
PA
USD
72051.81000000
0.016210191366
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2048#MA3444
31418CZJ6
110239.19800000
PA
USD
118385.14000000
0.026634247971
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 06/30/2024
9128286Z8
805000.00000000
PA
USD
853928.91000000
0.192116631692
Long
DBT
UST
US
N
2
2024-06-30
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2048#MA3538
31418C4Y7
58136.43800000
PA
USD
63497.11000000
0.014285557910
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2050#BK0534
3140HDSY1
192312.91600000
PA
USD
202763.01000000
0.045617552066
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.03000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 4.45% 12/15/48
91324PDQ2
102000.00000000
PA
USD
133492.39000000
0.030033071867
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
0.04450000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 3.15% 08/15/2027
26441CAX3
314000.00000000
PA
USD
347652.88000000
0.078214825053
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 11/15/26
912828U24
585000.00000000
PA
USD
642380.27000000
0.144522491618
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.02000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC 4.95% 08/15/2047
655044AN5
30000.00000000
PA
USD
26703.15000000
0.006007665478
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.04950000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 3.5% 07/01/2029
337738AU2
80000.00000000
PA
USD
89832.85000000
0.020210563613
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03500000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 3.45% 06/01/2027
824348AW6
290000.00000000
PA
USD
324332.94000000
0.072968312994
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03450000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 11/20/2047#MA4840
36179TLV5
49935.57300000
PA
USD
55086.06000000
0.012393242782
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.375% 2/15/38
912810PW2
12000.00000000
PA
USD
18647.34000000
0.004195272122
Long
DBT
UST
US
N
2
2038-02-15
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 10/31/2026
912828YQ7
457000.00000000
PA
USD
490935.82000000
0.110450571483
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01625000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 01/20/2043#MA0698
36179MX39
8338.08800000
PA
USD
8953.78000000
0.002014418336
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
0.03000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 3.6% 02/15/2028
21036PAY4
63000.00000000
PA
USD
69791.34000000
0.015701631605
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03600000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 5.2% 03/01/2048
49456BAQ4
30000.00000000
PA
USD
36421.84000000
0.008194173003
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.05200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 11/20/2047#MA4837
36179TLS2
261864.04300000
PA
USD
278470.15000000
0.062650118316
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
0.03500000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040
009158AZ9
60000.00000000
PA
USD
63726.41000000
0.014337145745
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
0.02700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 05/15/2022
9128286U9
2099000.00000000
PA
USD
2175662.70000000
0.489479843964
Long
DBT
UST
US
N
2
2022-05-15
Fixed
0.02125000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.8% 03/15/2025 144A
00287YDC0
61000.00000000
PA
USD
68017.25000000
0.015302497449
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3% 08/01/2047#Q50234
3132XSHL7
76698.27700000
PA
USD
80815.94000000
0.018181942311
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.125% 2/15/42
912810QU5
65000.00000000
PA
USD
88204.49000000
0.019844215742
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.03125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 01/01/2048#G08800
3128MJ3J7
267525.30400000
PA
USD
282003.72000000
0.063445099676
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FEDERAL HOME LN MTG MLT CTF GT 2018-K079 A2 3.926% 06/25/2028
3137FGZT5
20000.00000000
PA
USD
24032.99000000
0.005406933802
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
0.03926000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 10/20/2046#MA4002
36179SNT0
80086.01500000
PA
USD
85064.85000000
0.019137860618
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
0.02500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.4% 02/22/2023
023135AW6
150000.00000000
PA
USD
157601.30000000
0.035457086124
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
0.02400000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 08/20/2049#MA6090
36179UXT4
168847.30800000
PA
USD
178037.77000000
0.040054876097
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
0.03500000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.6% 01/15/2026
337932AN7
85000.00000000
PA
USD
85749.65000000
0.019291926686
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01600000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 03/01/2048#G67710
3132XCR72
246499.66400000
PA
USD
264163.56000000
0.059431426631
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 07/15/2023
55336VAE0
82000.00000000
PA
USD
88192.60000000
0.019841540734
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.5% 8/15/39
912810QC5
17000.00000000
PA
USD
27069.18000000
0.006090014781
Long
DBT
UST
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
MERCK and CO INC NEW
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC NEW 3.7% 02/10/2045
58933YAT2
45000.00000000
PA
USD
53958.44000000
0.012139551223
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
0.03700000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 4.25% 04/01/2050
369550BJ6
50000.00000000
PA
USD
64946.85000000
0.014611719915
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.04250000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 3.95% 08/15/2047
26441CAY1
250000.00000000
PA
USD
291864.69000000
0.065663617306
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.03950000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.7% 04/15/2024
20030NCR0
30000.00000000
PA
USD
33291.77000000
0.007489970933
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/15/2023
912828Z29
2392000.00000000
PA
USD
2472169.36000000
0.556187810080
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.01500000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.8% 05/01/2025
02005NBJ8
250000.00000000
PA
USD
279118.90000000
0.062796073867
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 10YR 2.5% 07/01/2023#ZK5769
3131X9MS0
88961.05000000
PA
USD
93262.24000000
0.020982106593
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
0.02500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GSINC 6.75% 10/01/37
38141GFD1
130000.00000000
PA
USD
187453.42000000
0.042173205787
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
0.06750000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 2.55% 11/15/2030
855244AZ2
300000.00000000
PA
USD
314603.76000000
0.070779445433
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.02550000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.39% 08/15/2037
05526DBD6
140000.00000000
PA
USD
152711.46000000
0.034356971607
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.04390000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.2% 2/23/23
38141GWT7
200000.00000000
PA
USD
212282.61000000
0.047759268391
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
0.03200000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTNRS MLP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MIDSTREAM PARTNRS MLP 3.95% 03/01/2050
559080AP1
75000.00000000
PA
USD
75856.35000000
0.017066135463
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03950000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 2.44% 08/16/2029
30231GBE1
320000.00000000
PA
USD
339301.60000000
0.076335956959
Long
DBT
CORP
US
N
2
2029-08-16
Fixed
0.02440000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2048#BJ9252
3140HBH68
372321.81300000
PA
USD
394837.38000000
0.088830377592
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 10/20/2048#MA5529
36179UEA6
98048.63200000
PA
USD
105364.85000000
0.023704947617
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 02/15/2027
912828V98
393000.00000000
PA
USD
439008.63000000
0.098768010184
Long
DBT
UST
US
N
2
2027-02-15
Fixed
0.02250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 12/01/2034#FM2270
3140X5QY2
87337.42100000
PA
USD
92488.43000000
0.020808015086
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.04000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
03523TBV9
130000.00000000
PA
USD
174007.79000000
0.039148212587
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
0.05550000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 3.5% 10/01/2024
260543CJ0
64000.00000000
PA
USD
69082.32000000
0.015542116530
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.03500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 6.75% 04/01/2046
37045VAL4
69000.00000000
PA
USD
75204.10000000
0.016919392483
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.06750000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.7% 08/08/2046
594918BT0
430000.00000000
PA
USD
539325.47000000
0.121337258253
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
0.03700000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.9% 03/15/28
718546AR5
94000.00000000
PA
USD
106174.03000000
0.023886996655
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.03900000
N
N
N
N
N
N
MERCK and CO INC NEW
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 2.45% 06/24/2050
58933YBB0
250000.00000000
PA
USD
250902.75000000
0.056448014170
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
0.02450000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3% 11/15/2044
912810RJ9
2149000.00000000
PA
USD
2876302.19000000
0.647109474808
Long
DBT
UST
US
N
2
2044-11-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 09/30/2020
912828L65
142000.00000000
PA
USD
142421.50000000
0.032041939955
Long
DBT
UST
US
N
2
2020-09-30
Fixed
0.01375000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 6% 06/15/2048
29278NAE3
356000.00000000
PA
USD
369283.91000000
0.083081366723
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC 3.375% 6/01/22
09247XAJ0
37000.00000000
PA
USD
39114.54000000
0.008799975720
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2050#BP2770
3140KACG9
99815.84700000
PA
USD
104032.83000000
0.023405270217
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.02500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.375% 01/22/2047
61746BEG7
38000.00000000
PA
USD
49185.76000000
0.011065795323
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
0.04375000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 4.709% 01/25/2029
35137LAH8
34000.00000000
PA
USD
40834.52000000
0.009186936227
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
0.04709000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 09/30/2022
9128282W9
358000.00000000
PA
USD
371718.67000000
0.083629138188
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.01875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2048#
3140JADM7
32115.56000000
PA
USD
33870.72000000
0.007620222905
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025
06051GHR3
1900000.00000000
PA
USD
2060819.74000000
0.463642514427
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.95% 01/28/2031 144A
71654QCZ3
100000.00000000
PA
USD
82160.00000000
0.018484328466
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
0.05950000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 3.65% 04/15/2029
595620AT2
190000.00000000
PA
USD
226712.57000000
0.051005715816
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03650000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTL FIN CORP 2.875% 07/31/2023
45950KCP3
112000.00000000
PA
USD
120838.86000000
0.027186285051
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
0.02875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 2.5% 06/01/2050#SD8067
3132DV6C4
797868.39000000
PA
USD
831576.41000000
0.187087773951
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.02500000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047
927804FY5
50000.00000000
PA
USD
58437.13000000
0.013147165355
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
0.03800000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
95000U2N2
340000.00000000
PA
USD
351548.90000000
0.079091350289
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/20/2048#MA5076
36179TT96
292369.57200000
PA
USD
310212.45000000
0.069791490023
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2029
9128286T2
108000.00000000
PA
USD
124630.31000000
0.028039284164
Long
DBT
UST
US
N
2
2029-05-15
Fixed
0.02375000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027
459058GE7
92000.00000000
PA
USD
103901.83000000
0.023375797882
Long
DBT
CORP
US
N
2
2027-11-22
Fixed
0.02500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 3% 02/24/2050
10373QBG4
30000.00000000
PA
USD
29538.73000000
0.006645613288
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
0.03000000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027
12189LBA8
160000.00000000
PA
USD
180988.51000000
0.040718732565
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/46#BC1443
3140EVS99
141147.97300000
PA
USD
155263.42000000
0.034931110688
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.476% 01/25/2039
35137LAJ4
130000.00000000
PA
USD
173762.22000000
0.039092964333
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
0.05476000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 5% 05/15/2050
29278NAR4
300000.00000000
PA
USD
283444.62000000
0.063769272861
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.05000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 3.35% 04/15/2050
437076CD2
100000.00000000
PA
USD
114041.87000000
0.025657100585
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.03350000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
45000.00000000
PA
USD
47138.75000000
0.010605259719
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
THOMSON REUTERS CORP 3.35% 05/15/2026
884903BV6
76000.00000000
PA
USD
82592.01000000
0.018581521927
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
0.03350000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 10/20/2047#MA4780
36179TJZ9
27063.11800000
PA
USD
29378.52000000
0.006609569298
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
0.04500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.45% 03/01/2047
00206RDS8
170000.00000000
PA
USD
222366.59000000
0.050027958734
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.05450000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.6% 07/01/2030
58013MFQ2
340000.00000000
PA
USD
391055.81000000
0.087979601277
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.03600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 10/01/2031#BE0499
3140FKRV4
342055.59700000
PA
USD
359876.39000000
0.080964866118
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 0% 12/20/2049#MA6339
36179VBG4
681054.97600000
PA
USD
719455.38000000
0.161862823286
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 3.75% 11/13/2047
037833DG2
57000.00000000
PA
USD
69397.71000000
0.015613072863
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
0.03750000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 1.45% 06/01/2027
191216CU2
30000.00000000
PA
USD
30810.62000000
0.006931762662
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.01450000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 3.935% 12/07/2049
744320BA9
38000.00000000
PA
USD
42776.67000000
0.009623880464
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
0.03935000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 0% 05/49#MA5931
36179USU7
595208.04100000
PA
USD
631125.45000000
0.141990386096
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.04000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.3% 11/15/2032 144A
11135FAR2
250000.00000000
PA
USD
275980.96000000
0.062090101208
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
0.04300000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 3.734% 12/08/2047
458140BG4
30000.00000000
PA
USD
36135.97000000
0.008129858069
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
0.03734000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.1% 07/15/2036 144A
25272KAN3
80000.00000000
PA
USD
104215.55000000
0.023446378500
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.08100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 4.875% 05/01/2025
097023CT0
660000.00000000
PA
USD
718642.76000000
0.161680000319
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/46#MA3663
36179SB89
143229.40300000
PA
USD
153028.44000000
0.034428285659
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
BENCHMARK 2019-B12 MTG TR
N/A
BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052
08162FAE3
95000.00000000
PA
USD
105262.32000000
0.023681880453
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
0.03115600
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.875% 8/15/40
912810QK7
52000.00000000
PA
USD
77480.00000000
0.017431423680
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.03875000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.75% 10/15/2047
91324PDF6
30000.00000000
PA
USD
35783.72000000
0.008050608985
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
0.03750000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.5% 04/15/2050 144A
87264AAY1
80000.00000000
PA
USD
94236.00000000
0.021201182782
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/46#BM5900
3140JARW0
844435.68000000
PA
USD
904307.44000000
0.203450775999
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.9% 12/15/2048
125523AK6
30000.00000000
PA
USD
39653.40000000
0.008921208257
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
0.04900000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 10/31/2023
9128285K2
810000.00000000
PA
USD
882172.26000000
0.198470810836
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 08/31/2026
912828YD6
253000.00000000
PA
USD
267735.27000000
0.060234988715
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.01375000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 4.95% 09/01/2048
95040QAF1
76000.00000000
PA
USD
84977.87000000
0.019118291887
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
191000.00000000
PA
USD
213852.85000000
0.048112540445
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FHMS K057 A2 2.57% 07/26
3137BRQJ7
159400.00000000
PA
USD
173573.90000000
0.039050596164
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
0.02570000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/20/2049#MA6038
36179UV74
1039300.17000000
PA
USD
1100778.41000000
0.247652747076
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029
3137FMTY8
300000.00000000
PA
USD
343182.87000000
0.077209163745
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Fixed
0.02903000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 3.45% 05/01/2027
369604BV4
281000.00000000
PA
USD
288241.07000000
0.064848376528
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03450000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2.8% 12/15/21
776743AC0
108000.00000000
PA
USD
111079.25000000
0.024990571359
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02800000
N
N
N
N
N
N
POLAND REPUBLIC OF
259400R9L8QEP0TPXS31
POLAND GOVT 3.25% 04/06/26
731011AU6
73000.00000000
PA
USD
81988.13000000
0.018445661213
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
0.03250000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP 2.9% 06/15/2050
863667AZ4
100000.00000000
PA
USD
100221.65000000
0.022547832255
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02900000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.8% 07/15/2046 144A
125523CE8
236000.00000000
PA
USD
296917.98000000
0.066800504747
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.04800000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.9% 02/20/2028 144A
110122BQ0
205000.00000000
PA
USD
241201.40000000
0.054265407793
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
0.03900000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.65% 07/23/2048
172967MD0
78000.00000000
PA
USD
102522.54000000
0.023065485694
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
0.04650000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
N/A
BHP BILLITON FIN 5% 9/30/43
055451AV0
36000.00000000
PA
USD
49733.34000000
0.011188989682
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 05/01/2033#BJ5753
3140H7MB0
154089.68500000
PA
USD
162072.84000000
0.036463091652
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 12/20/2047#MA4899
36179TNQ4
776663.84800000
PA
USD
824305.19000000
0.185451897383
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
0.03000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 4.5% 11/15/2048
855244AS8
50000.00000000
PA
USD
58909.70000000
0.013253483990
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
0.04500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.375% 10/15/2028
125523AH3
30000.00000000
PA
USD
35502.96000000
0.007987443697
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2046#MA3597
36179R7J2
578914.43200000
PA
USD
619425.42000000
0.139358117381
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 11/15/2028
9128285M8
1687000.00000000
PA
USD
2039424.84000000
0.458829097204
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
1897000.00000000
PA
USD
1905595.78000000
0.428720281436
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3% 05/01/2029#ZK6913
3131XAVE8
599999.86700000
PA
USD
631413.10000000
0.142055101494
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2021
9128284W7
295000.00000000
PA
USD
303469.73000000
0.068274515203
Long
DBT
UST
US
N
2
2021-08-15
Fixed
0.02750000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3.45% 10/01/2049
010392FT0
140000.00000000
PA
USD
155393.29000000
0.034960328796
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
0.03450000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050
009158BA3
100000.00000000
PA
USD
105980.58000000
0.023843474340
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02800000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.4% 04/01/2030
20030NDG3
87000.00000000
PA
USD
99070.23000000
0.022288786180
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2028
9128283W8
363000.00000000
PA
USD
423419.65000000
0.095260806840
Long
DBT
UST
US
N
2
2028-02-15
Fixed
0.02750000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN EN 5% 08/15/42
494550BN5
100000.00000000
PA
USD
110803.42000000
0.024928515220
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
0.05000000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.75% 04/01/2040
20030NDH1
31000.00000000
PA
USD
36464.08000000
0.008203676143
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.03750000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID INC STEP 04/01/23
651229AV8
60000.00000000
PA
USD
61788.00000000
0.013901042932
Long
DBT
CORP
US
N
2
2023-04-01
Variable
0.04350000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 5.5% 06/01/2049#SD0067
3132DMCC7
73884.52900000
PA
USD
81415.82000000
0.018316903107
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2033#BJ4685
3140H6F38
315041.40600000
PA
USD
331535.52000000
0.074588746959
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2047#MA2888
31418CF66
77757.55100000
PA
USD
81528.61000000
0.018342278562
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.02500000
N
N
N
N
N
N
CSAIL 2019-C17 COML MTG TR
N/A
CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052
12597BAU3
200000.00000000
PA
USD
218079.98000000
0.049063558695
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
0.03016100
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 3.95% 06/28/2038
931142EB5
150000.00000000
PA
USD
190857.83000000
0.042939128775
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
0.03950000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.875% 02/08/2029
92343VES9
210000.00000000
PA
USD
248520.97000000
0.055912162127
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
0.03875000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.699%/VAR 01/22/2031
6174468L6
230000.00000000
PA
USD
244291.75000000
0.054960673670
Long
DBT
CORP
US
N
2
2031-01-22
Variable
0.02699000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 03/31/2027
912828ZE3
2899000.00000000
PA
USD
2928442.97000000
0.658840089512
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.00625000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 5.95% 03/15/2046
20826FAR7
86000.00000000
PA
USD
125322.32000000
0.028194972335
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
0.05950000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 4.05% 03/01/2045
59156RBN7
18000.00000000
PA
USD
21168.21000000
0.004762416585
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
0.04050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/30/2024
912828YH7
1783000.00000000
PA
USD
1878000.47000000
0.422511898108
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 01/20/2049#MA5711
36179UKY7
144667.88100000
PA
USD
154807.23000000
0.034828477219
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
0.04500000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 2.95% 06/01/2029
57636QAM6
50000.00000000
PA
USD
56200.96000000
0.012644072599
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.02950000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.976%/VAR 11/05/2030
17308CC53
270000.00000000
PA
USD
287269.17000000
0.064629718801
Long
DBT
CORP
US
N
2
2030-11-05
Variable
0.02976000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3% 09/15/2022
254687CM6
150000.00000000
PA
USD
158222.15000000
0.035596764743
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2043
912810RB6
691000.00000000
PA
USD
902510.78000000
0.203046564052
Long
DBT
UST
US
N
2
2043-05-15
Fixed
0.02875000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.25% 04/01/2050
126650DL1
37000.00000000
PA
USD
44504.64000000
0.010012638559
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.04250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 12/31/2024
912828YY0
2363000.00000000
PA
USD
2521117.92000000
0.567200240229
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.01750000
N
N
N
N
N
N
KAISER FNDTN HOSPS
DW4Z57L3G4IRMHYZYK62
KAISER FNDTN HOSPS 4.15% 05/01/2047
48305QAD5
30000.00000000
PA
USD
38924.06000000
0.008757121595
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2049#FM2214
3140X5N82
257068.55800000
PA
USD
276128.47000000
0.062123287957
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 04/32#AS9505
3138WKR31
382025.06400000
PA
USD
404413.80000000
0.090984877261
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.03000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.8% 08/15/2038
125523AJ9
80000.00000000
PA
USD
101338.08000000
0.022799006291
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 2.625% 02/28/2024
500769HX5
400000.00000000
PA
USD
433064.03000000
0.097430596126
Long
DBT
CORP
DE
N
2
2024-02-28
Fixed
0.02625000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 4.35% 05/01/2050
369604BY8
120000.00000000
PA
USD
118925.09000000
0.026755725736
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.04350000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES 4.9% 11/30/2046
002824BH2
20000.00000000
PA
USD
28710.94000000
0.006459377380
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
0.04900000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.557% 08/15/2027
05526DBB0
130000.00000000
PA
USD
140660.93000000
0.031645847524
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03557000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 4.65% 01/27/2026
780082AD5
55000.00000000
PA
USD
64040.77000000
0.014407870350
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
0.04650000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 09/20/2047#MA4723
36179TG82
57517.09600000
PA
USD
67369.71000000
0.015156814123
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
0.05500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 4.375% 08/17/2048
046353AU2
50000.00000000
PA
USD
65864.56000000
0.014818185995
Long
DBT
CORP
GB
N
2
2048-08-17
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 01/31/2023
9128283U2
239000.00000000
PA
USD
252527.77000000
0.056813610609
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.02375000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 3.3% 12/01/2049
927804GC2
60000.00000000
PA
USD
66556.54000000
0.014973867417
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
0.03300000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.05% 03/25/2048
126650CZ1
131000.00000000
PA
USD
170400.63000000
0.038336674974
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
0.05050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/47#BJ1662
3140H2Z43
208069.40400000
PA
USD
219101.81000000
0.049293449656
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 4.2% 09/15/2023
29278NAC7
30000.00000000
PA
USD
31875.08000000
0.007171244506
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.9% 08/15/2037
00206RFW7
100000.00000000
PA
USD
119785.06000000
0.026949201490
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.04900000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 7.25% 8/15/22
912810EM6
190000.00000000
PA
USD
218611.33000000
0.049183101634
Long
DBT
UST
US
N
2
2022-08-15
Fixed
0.07250000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO 4% 03/01/2048
202795JM3
42000.00000000
PA
USD
51826.16000000
0.011659831604
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 3% 06/01/2026
50077LAD8
20000.00000000
PA
USD
20217.34000000
0.004548490181
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/49#MA3692
31418DC67
1269010.71600000
PA
USD
1333719.35000000
0.300059719427
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.03500000
N
N
N
N
N
N
KREDITANSTALT FUR WIEDERAUFB
549300GDPG70E3MBBU98
KREDITANSTALT FUR WIEDER(UNGTD 2.875% 04/30/2028
500769HS6
14000.00000000
PA
USD
16272.46000000
0.003660972439
Long
DBT
CORP
DE
N
2
2028-04-03
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 06/01/2033#MA3392
31418CXW9
58529.82000000
PA
USD
61585.13000000
0.013855401309
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2023
9128285P1
1045000.00000000
PA
USD
1140029.69000000
0.256483486515
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.02875000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN INC 4% 06/22/2050 144A
91533BAF7
100000.00000000
PA
USD
107033.06000000
0.024080260928
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
0.04000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.75% 04/01/2030
126650DJ6
380000.00000000
PA
USD
436958.42000000
0.098306754645
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 0% 07/20/2048#MA5332
36179T4R3
84352.18900000
PA
USD
92143.08000000
0.020730318362
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.50% 02/15/2045
912810RK6
128000.00000000
PA
USD
157835.00000000
0.035509663870
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2044
912810RE0
2647000.00000000
PA
USD
3873512.28000000
0.871461456967
Long
DBT
UST
US
N
2
2044-02-15
Fixed
0.03625000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAP INTL 3.455% 02/19/2029
89153VAQ2
100000.00000000
PA
USD
113689.38000000
0.025577797506
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
0.03455000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 1.9% 02/21/2025
031162CV0
100000.00000000
PA
USD
104327.27000000
0.023471513227
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
0.01900000
N
N
N
N
N
N
ENTERPRISE PRODS OPER LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048
29379VBQ5
105000.00000000
PA
USD
114210.86000000
0.025695119896
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
0.04250000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 4.95% 10/15/2058
20030NCN9
30000.00000000
PA
USD
42647.72000000
0.009594869338
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
0.04950000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041
06051GJE0
100000.00000000
PA
USD
102688.77000000
0.023102884062
Long
DBT
CORP
US
N
2
2041-06-19
Variable
0.02676000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO 4.95% 12/15/2046
843646AU4
80000.00000000
PA
USD
88597.42000000
0.019932616998
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
0.04950000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 2.2% 11/01/2024
693475AY1
70000.00000000
PA
USD
74248.62000000
0.016704428922
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.02200000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP MTN 3.65% 10/12/2023
24422EUM9
290000.00000000
PA
USD
318955.17000000
0.071758424154
Long
DBT
CORP
US
N
2
2023-10-12
Fixed
0.03650000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106%/VAR 04/08/2026
172967MQ1
500000.00000000
PA
USD
536077.41000000
0.120606510834
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.85% 03/01/2039
00206RHK1
96000.00000000
PA
USD
115752.88000000
0.026042043024
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
0.04850000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.0% 10/31/2022
9128283C2
48000.00000000
PA
USD
50041.87000000
0.011258402655
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 06/30/2021
9128287A2
1802000.00000000
PA
USD
1828185.31000000
0.411304500590
Long
DBT
UST
US
N
2
2021-06-30
Fixed
0.01625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 04/01/2033#MA3339
31418CV92
211970.26500000
PA
USD
223068.05000000
0.050185772963
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.03000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT CORP
9ET6B8VCXWW51H8Z3M54
AMERICAN EXPRESS CR CORP MTN 3.3% 05/03/2027
0258M0EL9
30000.00000000
PA
USD
34080.60000000
0.007667441635
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
0.03300000
N
N
N
N
N
N
BURLINGTON NORTHN SANTA FE LLC
N/A
BURLINGTON NORTHN SANTA FE LLC 4.05% 06/15/48
12189LBC4
207000.00000000
PA
USD
258667.53000000
0.058194931697
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.04050000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024
14040HBT1
900000.00000000
PA
USD
968685.63000000
0.217934558984
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 12/01/2048#BM5091
3140J9UR0
104508.65000000
PA
USD
115821.26000000
0.026057427133
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.05500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.2% 01/30/2023
14040HBU8
176000.00000000
PA
USD
185357.75000000
0.041701722674
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.03200000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 2.75% 07/01/2024
337738AS7
440000.00000000
PA
USD
469178.58000000
0.105555635131
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
27344193.25200000
NS
USD
27349662.09000000
6.153117545430
Long
STIV
RF
US
N
1
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 4.2% 04/01/2029
67077MAT5
13000.00000000
PA
USD
15082.89000000
0.003393343390
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
0.04200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 10/01/2049#SD8017
3132DV4A0
32241.30900000
PA
USD
33885.34000000
0.007623512107
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2048#BJ5511
3140H7DR5
143631.77700000
PA
USD
153731.55000000
0.034586471104
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2046#BD3862
3140FBJG6
12935.63000000
PA
USD
14229.25000000
0.003201291758
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/15/2021
9128285L0
1553000.00000000
PA
USD
1610448.87000000
0.362318231406
Long
DBT
UST
US
N
2
2021-11-15
Fixed
0.02875000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 5.15% 03/19/2029
87165BAP8
159000.00000000
PA
USD
179228.33000000
0.040322727876
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
0.05150000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2065
880591ES7
30000.00000000
PA
USD
45127.61000000
0.010152794135
Long
DBT
USGSE
US
N
2
2065-09-15
Fixed
0.04250000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 4.4% 05/01/2045
031162BZ2
102000.00000000
PA
USD
126548.51000000
0.028470840139
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
0.04400000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 4.45% 03/15/2048
871829BH9
52000.00000000
PA
USD
57871.69000000
0.013019952859
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04450000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.878%/VAR 01/24/2039
172967LU3
130000.00000000
PA
USD
151201.81000000
0.034017331071
Long
DBT
CORP
US
N
2
2039-01-24
Variable
0.03878000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.875% 09/24/2026
3135G0Q22
60000.00000000
PA
USD
64608.21000000
0.014535532805
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
0.01875000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
516000.00000000
PA
USD
537170.94000000
0.120852532836
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2024
912828YV6
2519000.00000000
PA
USD
2657446.61000000
0.597871421892
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.01500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 3.625% 05/01/2030
369604BW2
120000.00000000
PA
USD
120107.38000000
0.027021716933
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 05/15/2024
912828WJ5
217000.00000000
PA
USD
236114.65000000
0.053120992532
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/31/2022
912828ZR4
5738000.00000000
PA
USD
5733741.31000000
1.289975142633
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.00125000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.375% 06/01/2046
50077LAB2
50000.00000000
PA
USD
49136.67000000
0.011054751071
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2047#AS9990
3138WLC43
59920.71700000
PA
USD
64625.59000000
0.014539442951
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 09/20/2048#MA5466
36179UCB6
107094.06200000
PA
USD
114133.88000000
0.025677800963
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
200000.00000000
PA
USD
207506.33000000
0.046684702564
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 07/15/2021
912828Y20
71000.00000000
PA
USD
72797.19000000
0.016377886701
Long
DBT
UST
US
N
2
2021-07-15
Fixed
0.02625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 05/01/2026#AI2494
3138AFXY1
73484.51500000
PA
USD
77251.58000000
0.017380033828
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.03500000
N
N
N
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AVALONBAY COMMTYS INC MTN BE 3.2% 01/15/2028
05348EBC2
63000.00000000
PA
USD
69936.17000000
0.015734215408
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.597/VAR 03/24/2051
6174468N2
90000.00000000
PA
USD
136123.43000000
0.030625002339
Long
DBT
CORP
US
N
2
2051-03-24
Variable
0.05597000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 12/31/21
912828U81
333000.00000000
PA
USD
342118.48000000
0.076969697650
Long
DBT
UST
US
N
2
2021-12-31
Fixed
0.02000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 5.4% 01/15/2049
501044DM0
28000.00000000
PA
USD
39156.73000000
0.008809467612
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.05400000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.15% 02/28/48
655844BY3
38000.00000000
PA
USD
46382.68000000
0.010435159351
Long
DBT
CORP
US
N
2
2048-02-28
Fixed
0.04150000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.522/VAR 04/22/2031
46647PBL9
150000.00000000
PA
USD
158416.44000000
0.035640476041
Long
DBT
CORP
US
N
2
2031-04-22
Variable
0.02522000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2049#MA3694
31418DC83
163612.11100000
PA
USD
175793.98000000
0.039550068997
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
0.04500000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 2.625% 09/01/2029
58013MFJ8
150000.00000000
PA
USD
160572.13000000
0.036125462433
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02625000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.65% 06/01/2025
70450YAG8
70000.00000000
PA
USD
72456.61000000
0.016301263131
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC 3.25% 03/01/2050
025537AP6
21000.00000000
PA
USD
21515.19000000
0.004840480026
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 11/15/2045
912810RP5
3254000.00000000
PA
USD
4384383.66000000
0.986397123864
Long
DBT
UST
US
N
2
2045-11-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 06/01/2049#ZT2087
3132AEJ80
561300.97600000
PA
USD
594279.99000000
0.133700907211
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 07/01/2050 #TBA
01F030678
-1900000.00000000
PA
USD
-2000269.46000000
-0.45001993331
Short
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.54% 08/15/2047
05526DBF1
213000.00000000
PA
USD
231852.63000000
0.052162124742
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.04540000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 0.8% 06/03/2025
023135BQ8
110000.00000000
PA
USD
110628.87000000
0.024889245022
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
0.00800000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.75% 09/15/2044
56585AAH5
21000.00000000
PA
USD
21925.34000000
0.004932755432
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2049#BN8917
3140JR4B4
76897.93800000
PA
USD
82575.37000000
0.018577778266
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.04500000
N
N
N
N
N
N
ALBERTA PROVINCE CDA
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE CDA 3.3% 03/15/2028
013051EA1
75000.00000000
PA
USD
86956.80000000
0.019563510876
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
0.03300000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2% 06/30/2030
776743AJ5
330000.00000000
PA
USD
330162.72000000
0.074279894888
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
0.02000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD 5% 04/01/2049
67077MAU2
103000.00000000
PA
USD
132646.12000000
0.029842678334
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2049#MA3745
31418DET5
57556.45100000
PA
USD
60491.34000000
0.013609320812
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 1.3% 09/15/2025
03027XBB5
120000.00000000
PA
USD
120381.16000000
0.027083311863
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01300000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.45% 06/15/2023 144A
25272KAG8
110000.00000000
PA
USD
120319.35000000
0.027069405870
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2049#FM1675
3140X42H8
1385689.62700000
PA
USD
1460986.62000000
0.328692265943
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.5% 04/15/2027
437076CA8
210000.00000000
PA
USD
230059.34000000
0.051758670976
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#BP2187
3140K9ND7
126180.68300000
PA
USD
134062.43000000
0.030161319269
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING CO
549300G6UZOB126GBY72
GE CAP INTL FDG CO MEDIUM TERM NTS BOOK ENTRY 144A 3.373% 11/15/2025
36164Q6M5
200000.00000000
PA
USD
209854.36000000
0.047212961544
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
0.03373000
N
N
N
N
N
N
PROGRESSIVE CORP OHIO
529900TACNVLY9DCR586
PROGRESSIVE CORP OHIO 4.2% 03/15/2048
743315AT0
30000.00000000
PA
USD
38896.66000000
0.008750957153
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04200000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 3.1% 05/17/2027
66989HAN8
90000.00000000
PA
USD
100892.58000000
0.022698777855
Long
DBT
CORP
US
N
2
2027-05-17
Fixed
0.03100000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030
009158BC9
60000.00000000
PA
USD
63048.17000000
0.014184555544
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02050000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 3.65% 08/01/2048
595620AS4
30000.00000000
PA
USD
35518.62000000
0.007990966878
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2042#BM4320
3140J8YS6
146092.53700000
PA
USD
159835.04000000
0.035959632179
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
0.04000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 2.45% 08/15/2029
26442CAY0
190000.00000000
PA
USD
204006.69000000
0.045897354764
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.02450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2048#BK0920
3140HEAW2
149046.05200000
PA
USD
157905.66000000
0.035525560932
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
NEW JERSEY ST TRANSN TR FD AUT
N/A
NJ TRANSP 4.131% 6/15/2042
6461366S5
80000.00000000
PA
USD
74512.00000000
0.016763684064
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
0.04131000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.625% 10/15/2024
3135G0W66
180000.00000000
PA
USD
189135.13000000
0.042551556323
Long
DBT
USGSE
US
N
2
2024-10-15
Fixed
0.01625000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 3.35% 03/26/2030
57636QAP9
53000.00000000
PA
USD
61312.05000000
0.013793963865
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
0.03350000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 4% 12/15/2036
717081EC3
36000.00000000
PA
USD
44129.01000000
0.009928129451
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 10/01/2033#MA3488
31418C2W3
215923.93800000
PA
USD
227026.29000000
0.051076296433
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.03000000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 3.25% 07/01/2026
842587CV7
112000.00000000
PA
USD
124116.94000000
0.027923786359
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 01/20/2049#MA5710
36179UKX9
686496.62500000
PA
USD
730604.38000000
0.164371121462
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 08/20/2043#MA1223
36179NLC0
9493.39100000
PA
USD
10194.39000000
0.002293530346
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
0.03000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.5% 02/25/2026 144A
125523BY5
74000.00000000
PA
USD
86088.57000000
0.019368176790
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
1113000.00000000
PA
USD
1195257.66000000
0.268908656160
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 4.3% 03/01/2028
49456BAP6
112000.00000000
PA
USD
126907.64000000
0.028551637082
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 5.0% 11/01/2025#888227
31410FYY5
57314.14200000
PA
USD
62831.83000000
0.014135883445
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.05000000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 1.75% 02/14/2025
66989HAP3
100000.00000000
PA
USD
104572.95000000
0.023526786228
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
0.01750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 2.75% 8/15/42
912810QX9
197000.00000000
PA
USD
252506.29000000
0.056808778046
Long
DBT
UST
US
N
2
2042-08-15
Fixed
0.02750000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.9% 03/15/2049
571748BJ0
50000.00000000
PA
USD
67946.22000000
0.015286517144
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04900000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.5% 2/15/39
912810QA9
8000.00000000
PA
USD
11315.62000000
0.002545784285
Long
DBT
UST
US
N
2
2039-02-15
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/15/2023
912828ZP8
806000.00000000
PA
USD
804772.11000000
0.181057351780
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.00125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 06/01/2049#ZT2086
3132AEJ72
372124.22600000
PA
USD
391099.36000000
0.087989399141
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029 144A
110122CB2
100000.00000000
PA
USD
116547.94000000
0.026220915349
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
0.03400000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024
00774MAK1
150000.00000000
PA
USD
149009.62000000
0.033524132921
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
0.04875000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.7% 05/15/2045
00287YAS8
120000.00000000
PA
USD
150285.01000000
0.033811069723
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
0.04700000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 2.75% 06/19/2023
3137EAEN5
700000.00000000
PA
USD
751683.41000000
0.169113474362
Long
DBT
USGSE
US
N
2
2023-06-19
Fixed
0.02750000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.576% 01/25/2049
35137LAK1
23000.00000000
PA
USD
32358.54000000
0.007280013170
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
0.05576000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/15/2022
9128286C9
738000.00000000
PA
USD
765761.49000000
0.172280755946
Long
DBT
UST
US
N
2
2022-02-15
Fixed
0.02500000
N
N
N
N
N
N
WESTERN UN CO
28ID94QU1140NC23S047
WESTERN UN CO 2.85% 01/10/2025
959802AY5
70000.00000000
PA
USD
72893.96000000
0.016399657983
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 11/15/2027
9128283F5
682000.00000000
PA
USD
768075.86000000
0.172801442110
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/20/2049#MA6039
36179UV82
1001439.71200000
PA
USD
1056261.63000000
0.237637377263
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
0.03500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.375% 04/15/2040 144A
87264AAW5
74000.00000000
PA
USD
85597.28000000
0.019257646536
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.04375000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.8% 02/15/2029
55336VAS9
30000.00000000
PA
USD
33367.52000000
0.007507013142
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04800000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051
95000U2M4
130000.00000000
PA
USD
179533.85000000
0.040391463660
Long
DBT
CORP
US
N
2
2051-04-04
Variable
0.05013000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
45866FAJ3
50000.00000000
PA
USD
57629.62000000
0.012965492033
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.03750000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
TURLOCK CORP 2.75 11/2/22
278062AC8
133000.00000000
PA
USD
139898.20000000
0.031474248791
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 02/15/2026
912828P46
261000.00000000
PA
USD
279229.22000000
0.062820893622
Long
DBT
UST
US
N
2
2026-02-15
Fixed
0.01625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3% 11/01/2028#ZS7462
3132A8JF7
91610.44300000
PA
USD
96406.74000000
0.021689555119
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.03000000
N
N
N
N
N
N
PUBLIC SERVICE CO OF CO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF CO 3.7% 06/15/2028
744448CP4
87000.00000000
PA
USD
101016.80000000
0.022726724828
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.03700000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 2.5% 07/01/2035 #TBA
01F022477
2850000.00000000
PA
USD
2982925.71000000
0.671097597568
Long
ABS-MBS
USGA
US
N
2
2035-07-01
Fixed
0.02500000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC 3.7% 09/01/2049
15189TAY3
80000.00000000
PA
USD
86617.46000000
0.019487166280
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
0.03700000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 3.2% 09/15/2023
717081EN9
200000.00000000
PA
USD
215744.48000000
0.048538118710
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.03200000
N
N
N
N
N
N
CHARTER COMM OPER LLC/CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 3.75% 02/15/2028
161175BJ2
100000.00000000
PA
USD
108990.96000000
0.024520748595
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03750000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030
3137FREH0
680000.00000000
PA
USD
748886.99000000
0.168484336755
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Fixed
0.02253000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
KELLOGG CO 4.5% 04/01/2046
487836BQ0
32000.00000000
PA
USD
39440.58000000
0.008873328087
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK 1.875% 11/29/21
3130AABG2
285000.00000000
PA
USD
291924.39000000
0.065677048591
Long
DBT
USGSE
US
N
2
2021-11-29
Fixed
0.01875000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 07/01/2050 #TBA
01F030678
5950000.00000000
PA
USD
6264001.73000000
1.409272949063
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 4.45% 01/15/2049
084659AR2
54000.00000000
PA
USD
69126.84000000
0.015552132624
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.04450000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO 3.3% 06/01/2027
037735CW5
110000.00000000
PA
USD
118709.19000000
0.026707152629
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03300000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 01/20/2050#MA6409
36179VDN7
1869647.16000000
PA
USD
1979659.07000000
0.445383014879
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/28/2022
912828ZA1
569000.00000000
PA
USD
578046.21000000
0.130048636985
Long
DBT
UST
US
N
2
2022-02-28
Fixed
0.01125000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024 144A
110122BZ0
70000.00000000
PA
USD
75725.13000000
0.017036613633
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
0.02900000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 02/20/2049#MA5765
36179UMN9
50178.62900000
PA
USD
54483.90000000
0.012257769033
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
0.05000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.125% 04/24/2026
3135G0K36
170000.00000000
PA
USD
185262.44000000
0.041680279863
Long
DBT
USGSE
US
N
2
2026-04-24
Fixed
0.02125000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027
880591EU2
130000.00000000
PA
USD
147316.93000000
0.033143312108
Long
DBT
USGSE
US
N
2
2027-02-01
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2049#CA4406
3140QB3Q9
174214.72800000
PA
USD
186131.28000000
0.041875751186
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2049#MA3593
31418C7F5
406554.97500000
PA
USD
436571.25000000
0.098219649272
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 08/15/2049
912810SJ8
129000.00000000
PA
USD
155062.03000000
0.034885802035
Long
DBT
UST
US
N
2
2049-08-15
Fixed
0.02250000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS INC 2.3% 11/03/2020
00440EAT4
210000.00000000
PA
USD
211014.08000000
0.047473874949
Long
DBT
CORP
US
N
2
2020-11-03
Fixed
0.02300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 03/31/2024
912828W71
1201000.00000000
PA
USD
1286805.82000000
0.289505129626
Long
DBT
UST
US
N
2
2024-03-31
Fixed
0.02125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 01/20/2049#MA5712
36179UKZ4
91535.04900000
PA
USD
99417.26000000
0.022366860870
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 06/34#FM1084
3140X4F27
67412.05500000
PA
USD
71387.90000000
0.016060825123
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
0.04000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.25% 03/01/2037
00206RDR0
95000.00000000
PA
USD
117430.65000000
0.026419507140
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
0.05250000
N
N
N
N
N
N
INGERSOLL-RAND GLOBAL HLDG CO LTD
549300UCF0D858BIOV83
INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028
45687AAP7
210000.00000000
PA
USD
232938.06000000
0.052406324409
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
0.03750000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029
883556BZ4
150000.00000000
PA
USD
161937.73000000
0.036432694650
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.02600000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 5.2% 09/20/2047
25470DAT6
18000.00000000
PA
USD
20933.92000000
0.004709706102
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
0.05200000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 4.95% 10/17/2048
31428XBS4
102000.00000000
PA
USD
118296.99000000
0.026614416015
Long
DBT
CORP
US
N
2
2048-10-17
Fixed
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 05/15/2025
912828XB1
13000.00000000
PA
USD
14154.77000000
0.003184535273
Long
DBT
UST
US
N
2
2025-05-15
Fixed
0.02125000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP 4.45% 11/16/2038
913017CW7
370000.00000000
PA
USD
452516.48000000
0.101807001619
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
0.04450000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 3% 05/15/2024
459200JY8
100000.00000000
PA
USD
108290.20000000
0.024363091851
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03000000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.15% 03/28/2027
91087BAC4
200000.00000000
PA
USD
214600.00000000
0.048280633994
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
0.04150000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.5% 05/15/2046
912810RS9
93000.00000000
PA
USD
115290.94000000
0.025938115922
Long
DBT
UST
US
N
2
2046-05-15
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/49#BN6683
3140JPM93
383014.73100000
PA
USD
402545.19000000
0.090564478027
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 1.65% 06/01/2030
191216CV0
30000.00000000
PA
USD
30510.59000000
0.006864262016
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.01650000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 2.6% 03/07/2024
24422EUX5
60000.00000000
PA
USD
63971.46000000
0.014392277010
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/01/2046#BD0975
3140F8CM7
14348.06600000
PA
USD
15782.94000000
0.003550840398
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.04000000
N
N
N
N
N
N
LANDWIRTSCHAFTLICHE RENTENBANK
529900Z3J0N6S0F7CT25
LANDWIRTSCHAFTLICHE RENTENBANK 3.125% 11/14/2023
515110BV5
80000.00000000
PA
USD
87444.54000000
0.019673242453
Long
DBT
CORP
DE
N
2
2023-11-14
Fixed
0.03125000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.493% 02/15/2027 144A
14448CAH7
50000.00000000
PA
USD
50926.13000000
0.011457343165
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.02493000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.25% 06/15/2049
404119BZ1
100000.00000000
PA
USD
120397.59000000
0.027087008278
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.05250000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 6.25% 04/15/2049
29279FAA7
30000.00000000
PA
USD
31793.04000000
0.007152787175
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.06250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 07/20/2049#MA6041
36179UWA6
177931.57400000
PA
USD
190026.95000000
0.042752197679
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
0.04500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.875% 08/22/2037
023135BF2
440000.00000000
PA
USD
544644.62000000
0.122533958785
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
0.03875000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.2% 11/21/2029 144A
00287YBW8
80000.00000000
PA
USD
88967.89000000
0.020015965211
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
0.03200000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.242% 02/15/2025 144A
14448CAF1
100000.00000000
PA
USD
102528.02000000
0.023066718582
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02242000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP 2.875% 06/15/2050
512807AW8
150000.00000000
PA
USD
155005.76000000
0.034873142430
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 03/15/2023
912828ZD5
3068000.00000000
PA
USD
3094725.16000000
0.696250199275
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.00500000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 2.85% 04/01/2025
341081FZ5
167000.00000000
PA
USD
182648.70000000
0.041092241539
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2046#BM4621
3140J9D32
1121743.76200000
PA
USD
1218204.08000000
0.274071133818
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.03500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.375% 12/01/2027
828807DE4
111000.00000000
PA
USD
117882.71000000
0.026521211443
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03375000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2.25% 06/24/2024
298785HX7
170000.00000000
PA
USD
182662.53000000
0.041095353007
Long
DBT
CORP
LU
N
2
2024-06-24
Fixed
0.02250000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FEDERAL HOME LN MTG MLT CTF GT 3.926% 07/25/2028
3137FHPJ6
80000.00000000
PA
USD
95994.05000000
0.021596708265
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Fixed
0.03926000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 5% 05/01/2029#MA0082
31417YCU9
66380.72400000
PA
USD
73144.65000000
0.016456058132
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 07/31/2026
912828Y95
909000.00000000
PA
USD
989034.61000000
0.222512665487
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.01875000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 3.65% 05/15/2023
961214DZ3
130000.00000000
PA
USD
141072.47000000
0.031738435651
Long
DBT
CORP
AU
N
2
2023-05-15
Fixed
0.03650000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.5% 5/15/38
912810PX0
92000.00000000
PA
USD
145104.84000000
0.032645636863
Long
DBT
UST
US
N
2
2038-05-15
Fixed
0.04500000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAP INTL 3.127% 05/29/2050
89153VAV1
220000.00000000
PA
USD
224564.82000000
0.050522515762
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
0.03127000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 2.35% 09/15/2022
45866FAE4
34000.00000000
PA
USD
35343.04000000
0.007951464951
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.02350000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 3.812% 11/21/2047
438516BS4
20000.00000000
PA
USD
24633.74000000
0.005542090330
Long
DBT
CORP
US
N
2
2047-11-21
Fixed
0.03812000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 01/23/2029
71654QCP5
50000.00000000
PA
USD
43445.00000000
0.009774241117
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
0.06500000
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO 2.375% 08/26/2029
88579YBJ9
177000.00000000
PA
USD
190805.16000000
0.042927279097
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
0.02375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 01/01/2049#G08861
3128MJ5X4
95703.25300000
PA
USD
100613.53000000
0.022635997282
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.03500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.7% 08/15/2049
91324PDU3
40000.00000000
PA
USD
47301.61000000
0.010641899905
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.03700000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3% 5/15/42
912810QW1
89000.00000000
PA
USD
118470.82000000
0.026653524228
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 4.2% 03/25/2050
191216CQ1
150000.00000000
PA
USD
196909.77000000
0.044300692149
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
0.04200000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 3.5% 03/01/2028
26884ABJ1
61000.00000000
PA
USD
69049.92000000
0.015534827189
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03500000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 2.7% 05/28/2050
717081FA6
380000.00000000
PA
USD
391852.47000000
0.088158833569
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
0.02700000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 3.3% 02/06/2027
594918BY9
115000.00000000
PA
USD
131473.20000000
0.029578795197
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
0.03300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 03/31/2025
912828ZF0
1366000.00000000
PA
USD
1380513.75000000
0.310587507402
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.00500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 1.5% 10/18/2024
045167EQ2
200000.00000000
PA
USD
209092.63000000
0.047041587791
Long
DBT
CORP
PH
N
2
2024-10-18
Fixed
0.01500000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 3.15% 01/15/2023
49456BAM3
119000.00000000
PA
USD
124343.78000000
0.027974820744
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03150000
N
N
N
N
N
N
BALTIMORE GAS and ELECTRIC CO
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS and ELECTRIC CO 3.2% 09/15/2049
059165EL0
150000.00000000
PA
USD
159110.07000000
0.035796528679
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2047#MA3147
31418CP99
227979.70600000
PA
USD
240154.16000000
0.054029800099
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.03000000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023
00774MAF2
300000.00000000
PA
USD
293347.62000000
0.065997246386
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 2.236% 05/11/2030
166764BY5
80000.00000000
PA
USD
83742.65000000
0.018840392518
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
0.02236000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 05/01/2047#BH2036
3140GQHN9
47075.13700000
PA
USD
50771.40000000
0.011422532063
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
KAISER FNDTN HOSPS
DW4Z57L3G4IRMHYZYK62
KAISER FNDTN HOSPS 3.266% 11/01/2049
48305QAE3
80000.00000000
PA
USD
89367.57000000
0.020105885080
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
0.03266000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 02/01/2049#ZT1710
3132AD3T3
300000.17300000
PA
USD
317626.56000000
0.071459513934
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04000000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 3.878% 03/27/2028
74432QCC7
35000.00000000
PA
USD
40426.67000000
0.009095178275
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
0.03878000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 5.25% 11/15/2048
21036PBD9
50000.00000000
PA
USD
65563.78000000
0.014750516614
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
0.05250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2048#MA3495
31418C3D4
22206.06100000
PA
USD
23524.65000000
0.005292567644
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04000000
N
N
N
N
N
N
PUBLIC SERVICE ELEC and GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELEC and GAS CO 2.45% 01/15/2030
74456QCB0
70000.00000000
PA
USD
75298.67000000
0.016940668809
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02450000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029
46647PAX4
200000.00000000
PA
USD
239765.50000000
0.053942359506
Long
DBT
CORP
US
N
2
2029-12-05
Variable
0.04452000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
11120VAH6
19000.00000000
PA
USD
19723.66000000
0.004437422225
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04125000
N
N
N
N
N
N
FORD CR FLOORPLAN MAST OWN TR
N/A
FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030
34528PAK2
30000.00000000
PA
USD
32197.70000000
0.007243827442
Long
ABS-CBDO
CORP
US
N
2
2030-11-15
Fixed
0.04060000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 05/48#G08814
3128MJ3Y4
122779.63400000
PA
USD
130327.46000000
0.029321027007
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 11/15/2047
912810RZ3
107000.00000000
PA
USD
139923.40000000
0.031479918279
Long
DBT
UST
US
N
2
2047-11-15
Fixed
0.02750000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.946%/VAR 01/23/2049
06051GHA0
23000.00000000
PA
USD
27814.42000000
0.006257678619
Long
DBT
CORP
US
N
2
2049-01-23
Variable
0.03946000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 2.4% 03/27/2025
654106AH6
38000.00000000
PA
USD
40867.09000000
0.009194263815
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
0.02400000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
DR PEPPER SNAPPLE GROUP INC 2.55% 09/15/2026
26138EAU3
50000.00000000
PA
USD
53573.87000000
0.012053030797
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.02550000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC 3.2% 04/15/2030
931427AS7
130000.00000000
PA
USD
134418.94000000
0.030241526766
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03200000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030
86562MBW9
200000.00000000
PA
USD
212232.66000000
0.047748030658
Long
DBT
CORP
JP
N
2
2030-01-15
Fixed
0.02750000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 0.75% 05/15/2025
880591EW8
600000.00000000
PA
USD
607062.78000000
0.136576774897
Long
DBT
USGSE
US
N
2
2025-05-15
Fixed
0.00750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 2.5% 07/01/2050#
3132DV7A7
1799820.00000000
PA
USD
1875858.08000000
0.422029903945
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 4.6% 08/15/2045
20030NBQ3
72000.00000000
PA
USD
92525.50000000
0.020816355082
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
0.04600000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 3.45% 03/25/2030
191216CT5
186000.00000000
PA
USD
218802.27000000
0.049226059250
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.03450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/31/2025
9128284R8
144000.00000000
PA
USD
162146.25000000
0.036479607408
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.02875000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 3.9% 06/15/2047
437076BS0
29000.00000000
PA
USD
35463.64000000
0.007978597497
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
0.03900000
N
N
N
N
N
N
GS MTG SECS TR 2014-GC26
N/A
GSMS 2014-GC26 A4 3.364% 11/10/2047
36250HAD5
110000.00000000
PA
USD
117022.92000000
0.026327776186
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
0.03364000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DOWDUPONT INC 4.725% 11/15/2028
26078JAD2
35000.00000000
PA
USD
42082.25000000
0.009467650092
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04725000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 08/31/2020
912828L32
158000.00000000
PA
USD
158312.66000000
0.035617127652
Long
DBT
UST
US
N
2
2020-08-31
Fixed
0.01375000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031
3137FL2L7
124000.00000000
PA
USD
146946.06000000
0.033059873904
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
0.03718000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 1.875% 06/19/2023
459058GX5
20000.00000000
PA
USD
20904.60000000
0.004703109699
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
0.01875000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 3.4% 02/11/2024
064159MK9
140000.00000000
PA
USD
151983.71000000
0.034193242663
Long
DBT
CORP
CA
N
2
2024-02-11
Fixed
0.03400000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 5.8% 06/15/2038
29278NAD5
70000.00000000
PA
USD
71318.30000000
0.016045166539
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
0.05800000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 3.25% 01/15/2028
666807BN1
80000.00000000
PA
USD
89381.03000000
0.020108913306
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03250000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.572/VAR 02/11/2031
95000U2J1
690000.00000000
PA
USD
721803.60000000
0.162391125012
Long
DBT
CORP
US
N
2
2031-02-11
Variable
0.02572000
N
N
N
N
N
N
PUGET ENERGY INC NEW
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC NEW 4.1% 06/15/2030 144A
745310AJ1
200000.00000000
PA
USD
220754.37000000
0.049665242035
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04100000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.3% 10/01/2029 144A
24703DBA8
390000.00000000
PA
USD
431746.66000000
0.097134214678
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#BC0791
3140EU2Z1
122176.49300000
PA
USD
131193.59000000
0.029515888635
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2049
912810SH2
1000.00000000
PA
USD
1352.04000000
0.000304181492
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 0.5% 04/14/2025
3130AJHU6
325000.00000000
PA
USD
325534.02000000
0.073238531558
Long
DBT
USGSE
US
N
2
2025-04-14
Fixed
0.00500000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 2.65% 02/01/2030
20030NDA6
220000.00000000
PA
USD
239205.73000000
0.053816422644
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02650000
N
N
N
N
N
N
DUKE UNIV NC REV
FY5ICUIRRDCHN4HHL592
DUKE UNIV NC REV 2.832% 10/01/2055
26442TAH0
30000.00000000
PA
USD
31559.40000000
0.007100222928
Long
DBT
MUN
US
N
2
2055-10-01
Fixed
0.02832000
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL 3.4% 11/15/2049
23291KAK1
50000.00000000
PA
USD
56146.26000000
0.012631766212
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
0.03400000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.8% 02/15/2027
00206RHW5
43000.00000000
PA
USD
48421.72000000
0.010893901867
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 02/28/2021
912828B90
453000.00000000
PA
USD
458432.46000000
0.103137976759
Long
DBT
UST
US
N
2
2021-02-28
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.0% 04/01/2045#G08635
3128MJV56
124714.10600000
PA
USD
132305.95000000
0.029766147005
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2049#MA3686
31418DCY6
798883.42200000
PA
USD
839619.61000000
0.188897330313
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2046#BE2267
3140FMQV1
32139.04600000
PA
USD
33895.49000000
0.007625795651
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 1.95% 01/15/2031
20030NDM0
400000.00000000
PA
USD
407387.78000000
0.091653962256
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.01950000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 5% 05/30/2038
92857WBL3
100000.00000000
PA
USD
125644.00000000
0.028267343791
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
0.05000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 5% 04/15/2030 144A
11135FAH4
50000.00000000
PA
USD
57455.91000000
0.012926410818
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 2.978% 05/11/2040
166764BZ2
80000.00000000
PA
USD
85551.83000000
0.019247421210
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
0.02978000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2046#BC1497
3140EVUX3
147521.78700000
PA
USD
162274.64000000
0.036508492546
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.04000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO 4.2% 07/15/2046
60871RAH3
92000.00000000
PA
USD
89494.53000000
0.020134448497
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2044#FM1130
3140X4HG4
861938.92800000
PA
USD
923051.69000000
0.207667850900
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.03000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 4.133% 03/25/2025
883556CF7
894000.00000000
PA
USD
1021100.35000000
0.229726804614
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04133000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5108
3140J9VA6
76036.70000000
PA
USD
80065.15000000
0.018013029836
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
VODAFONE GRP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC 4.375% 05/30/2028
92857WBK5
97000.00000000
PA
USD
115340.01000000
0.025949155674
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
0.04375000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.5% 06/08/2023
907818EU8
270000.00000000
PA
USD
292486.75000000
0.065803568150
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2049#BN8321
3140JRG70
277017.10500000
PA
USD
298378.48000000
0.067129087534
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/31/2023
9128284X5
1634000.00000000
PA
USD
1766124.23000000
0.397342020214
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.02750000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 2.5% 02/13/2024
3130AFW94
140000.00000000
PA
USD
151149.98000000
0.034005670376
Long
DBT
USGSE
US
N
2
2024-02-13
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 01/01/2049#BM5152
3140J9WN7
123148.34000000
PA
USD
136132.26000000
0.030626988909
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.05500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 4.375% 11/16/45
046353AM0
45000.00000000
PA
USD
58505.92000000
0.013162641705
Long
DBT
CORP
GB
N
2
2045-11-16
Fixed
0.04375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 04/20/2050#MA6598
36179VKK5
199493.34900000
PA
USD
210025.32000000
0.047251424066
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 12/20/2049#MA6338
36179VBF6
490999.07200000
PA
USD
519889.95000000
0.116964661666
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03000000
N
N
N
N
N
N
ENTERPRISE PRODS OPER LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 4.2% 01/31/2050
29379VBW2
110000.00000000
PA
USD
121709.57000000
0.027382177086
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
0.04200000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 3% 10/12/2021
3130AF5B9
100000.00000000
PA
USD
103602.51000000
0.023308456972
Long
DBT
USGSE
US
N
2
2021-10-12
Fixed
0.03000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.45% 05/08/2025
53944YAF0
200000.00000000
PA
USD
226805.62000000
0.051026650173
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
0.04450000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.625% 08/15/43
912810RC4
971000.00000000
PA
USD
1417887.58000000
0.318995858787
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.03625000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 4.2% 04/01/2050
58013MFR0
40000.00000000
PA
USD
48450.50000000
0.010900376781
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.04200000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 07/31/2020
912828Y46
194000.00000000
PA
USD
194392.18000000
0.043734285619
Long
DBT
UST
US
N
2
2020-07-31
Fixed
0.02625000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.75% 06/01/2060
191216CY4
30000.00000000
PA
USD
30300.80000000
0.006817063534
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
0.02750000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 2.95% 05/15/2050
459200KL4
175000.00000000
PA
USD
179562.65000000
0.040397943074
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02950000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.25% 02/05/2050
907818FK9
50000.00000000
PA
USD
54679.41000000
0.012301754805
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
0.03250000
N
N
N
N
N
N
CHARTER COMM OPER LLC/CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 5.125% 07/01/2049
161175BS2
60000.00000000
PA
USD
69268.27000000
0.015583951497
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.05125000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 01/48#MA4962
36179TQP3
128135.87400000
PA
USD
135901.23000000
0.030575011859
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 08/46#G08716
3128MJYN4
353613.17800000
PA
USD
375513.26000000
0.084482843738
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 5.291% 12/8/46
345370CS7
80000.00000000
PA
USD
65783.20000000
0.014799881650
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
0.05291000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CRP MTN 2.25% 10/18/2023
89236TDK8
113000.00000000
PA
USD
118318.56000000
0.026619268826
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.02250000
N
N
N
N
N
N
MANITOBA PROVINCE CDA
5493003QILFOB3JRKE30
MANITOBA PROVINCE CDA 2.6% 04/16/2024
563469UU7
410000.00000000
PA
USD
440454.80000000
0.099093369012
Long
DBT
NUSS
CA
N
2
2024-04-16
Fixed
0.02600000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 05/31/2024
912828XT2
442000.00000000
PA
USD
472681.01000000
0.106343610624
Long
DBT
UST
US
N
2
2024-05-31
Fixed
0.02000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 4% 11/15/2028
855244AR0
100000.00000000
PA
USD
117000.64000000
0.026322763639
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 2.5% 12/01/2049#SD8029
3132DV4N2
334942.51300000
PA
USD
349093.03000000
0.078538829504
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.02500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.95% 09/11/2049
037833DQ0
240000.00000000
PA
USD
263237.73000000
0.059223133717
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
0.02950000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 2.25% 8/15/46
912810RT7
110000.00000000
PA
USD
130405.86000000
0.029338665412
Long
DBT
UST
US
N
2
2046-08-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 08/31/2024
912828YE4
1923000.00000000
PA
USD
2003750.98000000
0.450803204483
Long
DBT
UST
US
N
2
2024-08-31
Fixed
0.01250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 05/15/2040
912810SR0
1907000.00000000
PA
USD
1888972.90000000
0.424980471626
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.01125000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.7% 05/15/46
539830BL2
28000.00000000
PA
USD
38189.85000000
0.008591939283
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.04700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2049#MA3804
31418DGN6
1000000.43900000
PA
USD
1058911.36000000
0.238233512605
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.04000000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 4% 11/20/2045
66989HAK4
35000.00000000
PA
USD
44357.01000000
0.009979424813
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
0.04000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 1.5% 06/03/2030
023135BS4
140000.00000000
PA
USD
141979.23000000
0.031942438203
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
0.01500000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC 2.5% 09/01/2022
15189TAR8
44000.00000000
PA
USD
45538.84000000
0.010245312519
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2024
9128285Z9
3559000.00000000
PA
USD
3850254.11000000
0.866228841901
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC 5.4% 06/15/2047
15135UAR0
124000.00000000
PA
USD
106417.79000000
0.023941837695
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
0.05400000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050
035240AT7
100000.00000000
PA
USD
119239.04000000
0.026826358099
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.04500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 4.05% 02/15/2048
31428XBQ8
35000.00000000
PA
USD
35956.07000000
0.008089384229
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
0.04050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/46#BC2310
3140EWR80
23487.98900000
PA
USD
25851.58000000
0.005816079553
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 8.35% 07/15/2046 144A
25272KAR4
204000.00000000
PA
USD
264965.68000000
0.059611887312
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
0.08350000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.971/VAR 07/22/2038
61744YAL2
120000.00000000
PA
USD
143043.77000000
0.032181938045
Long
DBT
CORP
US
N
2
2038-07-22
Variable
0.03971000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
264000.00000000
PA
USD
308640.31000000
0.069437790508
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 08/15/2044
912810RH3
687000.00000000
PA
USD
936520.54000000
0.210698068128
Long
DBT
UST
US
N
2
2044-08-15
Fixed
0.03125000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050 144A
893574AQ6
180000.00000000
PA
USD
192634.67000000
0.043338881626
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.03950000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC 2.65% 01/11/2021
06739FJJ1
200000.00000000
PA
USD
201979.38000000
0.045441251259
Long
DBT
CORP
GB
N
2
2021-01-11
Fixed
0.02650000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 08/15/2047
912810RY6
51000.00000000
PA
USD
66604.80000000
0.014984724935
Long
DBT
UST
US
N
2
2047-08-15
Fixed
0.02750000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.995% 05/11/2027
166764BX7
80000.00000000
PA
USD
83764.28000000
0.018845258828
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
0.01995000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2048
912810SA7
87000.00000000
PA
USD
119050.66000000
0.026783976431
Long
DBT
UST
US
N
2
2048-02-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2048#BK7877
3140HMXF6
53057.11600000
PA
USD
56990.95000000
0.012821804277
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.25% 11/15/2027
68389XBN4
96000.00000000
PA
USD
107688.38000000
0.024227694595
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 05/15/2021
9128284P2
107000.00000000
PA
USD
109290.47000000
0.024588132251
Long
DBT
UST
US
N
2
2021-05-15
Fixed
0.02625000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 5% 04/15/2040
548661DV6
290000.00000000
PA
USD
376744.10000000
0.084759757697
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2046#MA2806
31418CDL5
676957.29100000
PA
USD
713954.02000000
0.160625129211
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
CBS CORP 4.2% 06/01/2029
124857AZ6
210000.00000000
PA
USD
235298.99000000
0.052937485626
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 07/20/2048#MA5330
36179T4P7
106558.22500000
PA
USD
113637.74000000
0.025566179557
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
0.04000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026
251526BZ1
200000.00000000
PA
USD
211522.64000000
0.047588290603
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.04100000
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
MEDTRONIC INC 4.625% 03/15/2045
585055BU9
28000.00000000
PA
USD
37695.49000000
0.008480718340
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04625000
N
N
N
N
N
N
WASTE MANAGEMENT INC DEL
549300YX8JIID70NFS41
WASTE MANAGEMENT INC DEL 3.45% 06/15/2029
94106LBG3
170000.00000000
PA
USD
175906.72000000
0.039575433203
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03450000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE II BV
549300ZSNDBYN4Z4VZ93
LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027
50247WAB3
166000.00000000
PA
USD
181062.70000000
0.040735423806
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
0.03500000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP 4.09% 09/15/2052
539830BN8
70000.00000000
PA
USD
91665.29000000
0.020622825333
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
0.04090000
N
N
N
N
N
N
PECO ENERGY COMPANY
YH65D4JBECK76IFEJ279
PECO ENERGY COMPANY 3.9% 03/01/2048
693304AW7
96000.00000000
PA
USD
117647.74000000
0.026468347974
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.03900000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 0.875% 05/17/2030
298785JE7
18000.00000000
PA
USD
18015.16000000
0.004053044484
Long
DBT
CORP
LU
N
2
2030-05-17
Fixed
0.00875000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP 3.25% 11/15/2049
458140BJ8
110000.00000000
PA
USD
125282.00000000
0.028185901156
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
0.03250000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 4.75% 11/15/2048
126408HN6
70000.00000000
PA
USD
92897.21000000
0.020899982270
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 02/15/2030
912828Z94
2484000.00000000
PA
USD
2684951.72000000
0.604059512055
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030
035240AV2
150000.00000000
PA
USD
168624.70000000
0.037937126855
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03500000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORP 3.3% 02/01/2025
49446RAU3
180000.00000000
PA
USD
188899.39000000
0.042498519619
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03300000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.25% 08/15/2029
126650DG2
195000.00000000
PA
USD
215403.35000000
0.048461371400
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.75% 8/15/41
912810QS0
45000.00000000
PA
USD
66287.11000000
0.014913251148
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.03750000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.7% 04/15/2030
437076CB6
146000.00000000
PA
USD
160283.11000000
0.036060438813
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.02700000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.5% 06/15/2023
91324PDJ8
182000.00000000
PA
USD
197783.96000000
0.044497367114
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 2.95% 09/01/2029
65473PAH8
190000.00000000
PA
USD
206996.03000000
0.046569895446
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 03/01/2048#Q54900
3132XXNS4
742743.60700000
PA
USD
782940.74000000
0.176145737686
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026
60687YBD0
400000.00000000
PA
USD
409846.73000000
0.092207175979
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
0.02226000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5.5% 02/15/2049
55336VAT7
70000.00000000
PA
USD
79424.35000000
0.017868862873
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3% 10/01/2043#G61529
31335BVW3
381921.46200000
PA
USD
409109.11000000
0.092041226485
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.03000000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.65% 01/17/2029
37045XCS3
250000.00000000
PA
USD
278498.86000000
0.062656577481
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
0.05650000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP 4.05% 05/04/2047
913017CP2
18000.00000000
PA
USD
21501.87000000
0.004837483297
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
0.04050000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 01/20/2047#MA4198
36179SUX3
29990.69200000
PA
USD
32744.01000000
0.007366736077
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
0.04500000
N
N
N
N
N
N
ALEXANDRIA REAL EST EQUITS INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 4.85% 04/15/2049
015271AQ2
90000.00000000
PA
USD
117916.62000000
0.026528840503
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04850000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC DEL
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC DEL 4.5% 2/11/43
084670BK3
33000.00000000
PA
USD
43788.42000000
0.009851503631
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044
026874DA2
25000.00000000
PA
USD
29113.88000000
0.006550030682
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
0.04500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.8% 11/15/2037
68389XBP9
110000.00000000
PA
USD
126888.37000000
0.028547301724
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
0.03800000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 3.577% 04/05/2050 144A
14448CAC8
50000.00000000
PA
USD
48784.48000000
0.010975515486
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
0.03577000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
1443000.00000000
PA
USD
1555114.33000000
0.349869085679
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02250000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2025 144A
87264ABA2
410000.00000000
PA
USD
446908.20000000
0.100545252718
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
ENTERPRISE PRODS OPER LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 3.125% 07/31/2029
29379VBV4
70000.00000000
PA
USD
74911.55000000
0.016853574685
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
0.03125000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 3.078% 05/11/2050
166764CA6
80000.00000000
PA
USD
84883.68000000
0.019097101054
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
0.03078000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2050#BK2255
3140HFQH5
270798.67900000
PA
USD
287713.85000000
0.064729762754
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026
82481LAD1
110000.00000000
PA
USD
122012.71000000
0.027450377419
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.50% 11/25 #AE7758
31419JTQ1
67889.75600000
PA
USD
71370.02000000
0.016056802487
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2043#BM3704
3140J8DJ9
316839.51300000
PA
USD
339105.89000000
0.076291926190
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 4.1% 02/06/2037
594918BZ6
71000.00000000
PA
USD
91581.09000000
0.020603882046
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
0.04100000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 4.375% 01/23/2031
917288BK7
150000.00000000
PA
USD
175218.75000000
0.039420653950
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
0.04375000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 4.7% 10/15/2048
20030NCM1
284000.00000000
PA
USD
381142.54000000
0.085749317211
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
0.04700000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC 3.45% 11/13/20
98978VAJ2
206000.00000000
PA
USD
207785.80000000
0.046747577628
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
0.03450000
N
N
N
N
N
N
INTERSTATE PWR and LT CO
EF9UQIIO4KY2BWOK3P26
INTERSTATE PWR and LT CO 2.3% 06/01/2030
461070AS3
93000.00000000
PA
USD
94956.93000000
0.021363377365
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02300000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/20/2050#MA6541
36179VHS2
495839.43000000
PA
USD
525015.12000000
0.118117720645
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
0.03000000
N
N
N
N
N
N
PPL CAP FDG INC
549300MROK5WY0D2NU17
PPL CAP FDG INC 4% 09/15/2047
69352PAM5
20000.00000000
PA
USD
21573.35000000
0.004853564843
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
0.04000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL CORP 3.125% 03/22/2023
904764BA4
100000.00000000
PA
USD
106951.21000000
0.024061846343
Long
DBT
CORP
US
N
2
2023-03-22
Fixed
0.03125000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 2.375% 08/15/2024
91324PDR0
90000.00000000
PA
USD
95767.69000000
0.021545781870
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02375000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 3.216% 11/28/2023
10373QAW0
94000.00000000
PA
USD
100993.55000000
0.022721494051
Long
DBT
CORP
US
N
2
2023-11-28
Fixed
0.03216000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
11120VAJ2
41000.00000000
PA
USD
41878.84000000
0.009421886981
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04050000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
CONSOLIDATED EDISON INC 2% 05/15/2021
209115AC8
176000.00000000
PA
USD
178172.17000000
0.040085113363
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
0.02000000
N
N
N
N
N
N
SHELL INTL FIN B V
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.125% 11/07/2049
822582CE0
100000.00000000
PA
USD
105090.46000000
0.023643215450
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
0.03125000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 4.15% 12/01/2028
26884ABK8
330000.00000000
PA
USD
390470.18000000
0.087847846442
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 05/01/2048#CA1711
3140Q83V5
121150.92900000
PA
USD
130436.34000000
0.029345522792
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#CA2855
3140QAE55
56770.95300000
PA
USD
60980.14000000
0.013719290868
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2047#BH4095
3140GSRR5
137890.99900000
PA
USD
146854.55000000
0.033039286015
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.84% 01/23/2030 144A
71654QCT7
272000.00000000
PA
USD
238297.51000000
0.053612091622
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
0.06840000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 3.2% 03/01/2029
097023CD5
126000.00000000
PA
USD
124624.97000000
0.028038082773
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03200000
N
N
N
N
N
N
ALBERTA PROVINCE CDA
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE CDA 2.95% 01/23/2024
013051EF0
110000.00000000
PA
USD
118998.00000000
0.026772129003
Long
DBT
NUSS
CA
N
2
2024-01-23
Fixed
0.02950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 09/15/2021
9128285A4
2000.00000000
PA
USD
2062.03000000
0.000463914798
Long
DBT
UST
US
N
2
2021-09-15
Fixed
0.02750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 06/20/2048#MA5264
36179TZ57
55255.75100000
PA
USD
58974.32000000
0.013268022176
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
0.04000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.25% 11/21/2049 144A
00287YBS7
80000.00000000
PA
USD
95896.94000000
0.021574860490
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
0.04250000
N
N
N
N
N
N
AIR PRODUCTS and CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025
009158BB1
100000.00000000
PA
USD
103409.34000000
0.023264997652
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 09/01/2048#MA3472
31418C2E3
14383.93400000
PA
USD
15708.01000000
0.003533982672
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.05000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.1% 03/25/2025
126650CW8
130000.00000000
PA
USD
146954.67000000
0.033061810979
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.04100000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 3.5% 04/01/2029
65339KBJ8
140000.00000000
PA
USD
158589.21000000
0.035679345776
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.03500000
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC 4.3% 12/03/2025
174610AK1
78000.00000000
PA
USD
87275.50000000
0.019635211892
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.04300000
N
N
N
N
N
N
BENCHMARK 2019-B9 MTG TR
N/A
BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052
08160JAE7
130000.00000000
PA
USD
152438.85000000
0.034295639904
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.04015600
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 2.8% 01/15/2051
20030NDL2
180000.00000000
PA
USD
183963.37000000
0.041388015542
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
0.02800000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 15YR 2.5% 11/01/2032#BJ1106
3140H2GQ5
84220.73200000
PA
USD
88319.05000000
0.019869989412
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
ONEOK INC NEW
2T3D6M0JSY48PSZI1Q41
ONEOK INC NEW 4.45% 09/01/2049
682680AZ6
40000.00000000
PA
USD
37100.08000000
0.008346763204
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
0.04450000
N
N
N
N
N
N
BAY AREA TOLL AU CA BRIDGE REV
N/A
BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1
072024NV0
75000.00000000
PA
USD
134368.50000000
0.030230178792
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
0.07043000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2048#BM2007
3140J6GR2
1375332.74100000
PA
USD
1458503.79000000
0.328133679706
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030
46647PBE5
720000.00000000
PA
USD
772300.28000000
0.173751850665
Long
DBT
CORP
US
N
2
2030-10-15
Variable
0.02739000
N
N
N
N
N
N
LILLY (ELI) and CO
FRDRIPF3EKNDJ2CQJL29
LILLY (ELI) and CO 2.25% 05/15/2050
532457BY3
200000.00000000
PA
USD
191748.78000000
0.043139574399
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.02250000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.554% 05/11/2025
166764BW9
80000.00000000
PA
USD
82177.73000000
0.018488317356
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01554000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.2% 11/02/2027
031162CQ1
56000.00000000
PA
USD
63096.12000000
0.014195343318
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
0.03200000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 3.95% 05/15/2028
760759AT7
28000.00000000
PA
USD
32691.54000000
0.007354931395
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.03950000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 3.15% 05/15/2024
260543CT8
30000.00000000
PA
USD
32036.45000000
0.007207549473
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 12/31/2024
9128283P3
160000.00000000
PA
USD
174287.50000000
0.039211141646
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.02250000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 2.65% 11/17/2022
65473QBH5
74000.00000000
PA
USD
77276.72000000
0.017385689816
Long
DBT
CORP
US
N
2
2022-11-17
Fixed
0.02650000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.6% 11/21/2024 144A
00287YBQ1
60000.00000000
PA
USD
63892.78000000
0.014374575610
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
0.02600000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.5% 04/01/2050
67066GAH7
50000.00000000
PA
USD
57943.78000000
0.013036171642
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.03500000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 1.625% 01/15/2025
459058HT3
155000.00000000
PA
USD
163208.25000000
0.036718535802
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.01625000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028
91087BAE0
200000.00000000
PA
USD
208750.00000000
0.046964503012
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 06/01/2048#Q56567
3132Y0JM3
182636.67300000
PA
USD
194046.83000000
0.043656588896
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04000000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4% 4/13/28
035240AL4
91000.00000000
PA
USD
105003.78000000
0.023623714213
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#
31418DQ96
2600000.00000000
PA
USD
2742906.40000000
0.617098135976
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 2.5% 04/01/2027#ZK4062
3131X7QP6
180130.19400000
PA
USD
188614.16000000
0.042434348672
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 1.5% 08/15/2024
3130AGWK7
100000.00000000
PA
USD
104699.11000000
0.023555169662
Long
DBT
USGSE
US
N
2
2024-08-15
Fixed
0.01500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 08/15/2045
912810RN0
586000.00000000
PA
USD
772169.45000000
0.173722416577
Long
DBT
UST
US
N
2
2045-08-15
Fixed
0.02875000
N
N
N
N
N
N
SAN DIEGO GAS and ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS and ELECTRIC CO 2.5% 05/15/2026
797440BU7
100000.00000000
PA
USD
107724.62000000
0.024235847858
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.02500000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 2% 09/01/2029
254687FL5
50000.00000000
PA
USD
51395.65000000
0.011562975613
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 144A
893574AN3
66000.00000000
PA
USD
70482.21000000
0.015857063299
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03250000
N
N
N
N
N
N
NORTHERN STATES POWER CO (MN)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO (MN) 2.9% 03/01/2050
665772CR8
80000.00000000
PA
USD
87451.26000000
0.019674754317
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.02900000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.05% 08/22/2047
023135BJ4
44000.00000000
PA
USD
57370.77000000
0.012907256050
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
0.04050000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.5% 04/01/2025
68389XBT1
80000.00000000
PA
USD
86043.45000000
0.019358025708
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.25% 02/01/2024
00914AAA0
170000.00000000
PA
USD
174086.16000000
0.039165844242
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04250000
N
N
N
N
N
N
PNC BANK NA PITTSBURGH PA
AD6GFRVSDT01YPT1CS68
PNC BANK NA PITTSBURGH PA 2.15% 04/29/2021
69353REW4
250000.00000000
PA
USD
253275.74000000
0.056981888642
Long
DBT
CORP
US
N
2
2021-04-29
Fixed
0.02150000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK 2.875% 08/15/2023
298785HR0
260000.00000000
PA
USD
280851.65000000
0.063185907364
Long
DBT
CORP
LU
N
2
2023-08-15
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 01/01/2049#BN3942
3140JLLY8
76153.78700000
PA
USD
84492.30000000
0.019009048516
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 4% 04/35#SB8056
3132D55R9
204432.30600000
PA
USD
216808.80000000
0.048777569057
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.0% 05/15/2045
912810RM2
5398000.00000000
PA
USD
7245338.97000000
1.630053862902
Long
DBT
UST
US
N
2
2045-05-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 08/15/2048
912810SD1
3000.00000000
PA
USD
4123.36000000
0.000927672110
Long
DBT
UST
US
N
2
2048-08-15
Fixed
0.03000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.705% 05/01/2040
097023CV5
60000.00000000
PA
USD
67855.73000000
0.015266158735
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05705000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 09/30/2025
9128285C0
148000.00000000
PA
USD
168621.72000000
0.037936456416
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.03000000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES GOVT 3% 02/01/2028
718286CC9
200000.00000000
PA
USD
215704.00000000
0.048529011534
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
0.03000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.044/VAR 06/01/2024
172967LZ2
134000.00000000
PA
USD
145491.95000000
0.032732728737
Long
DBT
CORP
US
N
2
2024-06-01
Variable
0.04044000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
134000.00000000
PA
USD
184893.83000000
0.041597350112
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.65% 06/01/2044
00206RJK9
40000.00000000
PA
USD
45722.85000000
0.010286711025
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.04650000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.457%/VAR 04/22/2039
61744YAR9
295000.00000000
PA
USD
371790.73000000
0.083645350222
Long
DBT
CORP
US
N
2
2039-04-22
Variable
0.04457000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP 4.5% 03/15/2049
126408HP1
30000.00000000
PA
USD
38451.34000000
0.008650769213
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2032#BM5110
3140J9VC2
39120.12700000
PA
USD
41327.20000000
0.009297779204
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG REF NTS BE 1.875% 11/17/2020
3137EAEK1
157000.00000000
PA
USD
158013.00000000
0.035549710248
Long
DBT
USGSE
US
N
2
2020-11-17
Fixed
0.01875000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030
06051GHQ5
60000.00000000
PA
USD
69810.49000000
0.015705939965
Long
DBT
CORP
US
N
2
2030-02-07
Variable
0.03974000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2049#FM3102
3140X6NU1
1491411.89800000
PA
USD
1579039.21000000
0.355251696931
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04000000
N
N
N
N
N
N
BAY AREA TOLL AU CA BRIDGE REV
N/A
BAY AREA TA CA 6.263% 4/1/49
072024ND0
75000.00000000
PA
USD
130829.25000000
0.029433919548
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
0.06263000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 3.8% 08/01/2028
655844BZ0
63000.00000000
PA
USD
73178.96000000
0.016463777184
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.03800000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.375% 10/15/2028
037411BE4
112000.00000000
PA
USD
98883.68000000
0.022246816226
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.411/VAR 04/23/2039
38141GXA7
100000.00000000
PA
USD
121949.00000000
0.027436043965
Long
DBT
CORP
US
N
2
2039-04-23
Variable
0.04411000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 3.224% 04/14/2024
10373QAY6
470000.00000000
PA
USD
506503.46000000
0.113952973762
Long
DBT
CORP
US
N
2
2024-04-14
Fixed
0.03224000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 3.125% 03/02/2028
718172CE7
154000.00000000
PA
USD
172129.40000000
0.038725613052
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.03125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 02/01/2049#CA3536
3140QA4W7
77956.48900000
PA
USD
86321.86000000
0.019420662294
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 12/20/2047#MA4900
36179TNR2
601359.13100000
PA
USD
639494.32000000
0.143873211582
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2048#MA5137
36179TV69
263808.10600000
PA
USD
282138.79000000
0.063475487678
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.75% 07/02/2024
3135G0V75
100000.00000000
PA
USD
105573.73000000
0.023751941368
Long
DBT
USGSE
US
N
2
2024-07-02
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 11/01/2033#CA2559
3140Q9ZZ9
106664.28400000
PA
USD
114188.47000000
0.025690082602
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
0.04000000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEV BANK 1.75% 03/14/2025
4581X0DK1
194000.00000000
PA
USD
205433.94000000
0.046218456976
Long
DBT
CORP
US
N
2
2025-03-14
Fixed
0.01750000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048
035240AN0
78000.00000000
PA
USD
91057.98000000
0.020486192938
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04600000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 4.337% 01/10/2028
06738EAU9
200000.00000000
PA
USD
221997.66000000
0.049944956990
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
0.04337000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.5% 04/19/2026
06051GFX2
122000.00000000
PA
USD
137328.73000000
0.030896170317
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
0.03500000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 2.85% 03/27/2030
654106AK9
40000.00000000
PA
USD
44551.03000000
0.010023075365
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
0.02850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2046#BC4754
3140F0H80
134660.17100000
PA
USD
148042.64000000
0.033306582094
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.04000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC 2% 04/29/2030
25243YBD0
200000.00000000
PA
USD
206934.28000000
0.046556002952
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 03/31/2021
912828Q37
52000.00000000
PA
USD
52416.41000000
0.011792625845
Long
DBT
UST
US
N
2
2021-03-31
Fixed
0.01250000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP 3.6% 09/15/2037
907818EQ7
38000.00000000
PA
USD
42076.32000000
0.009466315963
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
0.03600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#BD6712
3140FEN67
23527.59600000
PA
USD
24828.12000000
0.005585821875
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 4.5% 02/23/36
037833BW9
90000.00000000
PA
USD
118692.46000000
0.026703388719
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 09/30/2020
9128285B2
152000.00000000
PA
USD
152970.36000000
0.034415218840
Long
DBT
UST
US
N
2
2020-09-30
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 10/15/2021
9128285F3
575000.00000000
PA
USD
594990.23000000
0.133860696761
Long
DBT
UST
US
N
2
2021-10-15
Fixed
0.02875000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP 3.65% 08/16/2023
913017DB2
4000.00000000
PA
USD
4327.52000000
0.000973603957
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
0.03650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 12/31/2022
912828N30
19000.00000000
PA
USD
19924.02000000
0.004482499148
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.02125000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.4% 02/06/2022
594918BW3
685000.00000000
PA
USD
706878.78000000
0.159033344156
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
0.02400000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028
06051GHD4
220000.00000000
PA
USD
245000.73000000
0.055120179746
Long
DBT
CORP
US
N
2
2028-12-20
Variable
0.03419000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.875% 10/27/2025
191216BS8
50000.00000000
PA
USD
55584.68000000
0.012505422137
Long
DBT
CORP
US
N
2
2025-10-27
Fixed
0.02875000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 3.85% 04/01/2060
68389XBY0
80000.00000000
PA
USD
93600.60000000
0.021058230709
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
0.03850000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 1.95% 06/01/2030
438516BZ8
200000.00000000
PA
USD
208964.20000000
0.047012693654
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.01950000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 05/15/2044
912810RG5
1976000.00000000
PA
USD
2794033.13000000
0.628600610060
Long
DBT
UST
US
N
2
2044-05-15
Fixed
0.03375000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 0.5% 06/17/2025
3135G04Z3
900000.00000000
PA
USD
900394.38000000
0.202570417109
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.00500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.75% 06/01/2031
00206RJY9
300000.00000000
PA
USD
310345.90000000
0.069821513558
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.02750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.65% 06/01/2051
00206RKA9
280000.00000000
PA
USD
292092.90000000
0.065714959913
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.03650000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 4.5% 04/15/2024
29278NAH6
50000.00000000
PA
USD
54205.40000000
0.012195112199
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2033#BK0931
3140HEA93
62812.80500000
PA
USD
66042.51000000
0.014858221124
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.03000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP 3.8% 05/15/2025
31428XBY1
470000.00000000
PA
USD
522444.01000000
0.117539273204
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3.50% 9/20 #MA0548
31417YTE7
20604.46100000
PA
USD
20631.55000000
0.004641679004
Long
ABS-MBS
USGSE
US
N
2
2020-10-01
Fixed
0.03500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.3% 08/15/2058
00206RFS6
40000.00000000
PA
USD
52029.92000000
0.011705673458
Long
DBT
CORP
US
N
2
2058-08-15
Fixed
0.05300000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.125% 11/15/41
912810QT8
113000.00000000
PA
USD
153009.06000000
0.034423925553
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.03125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 2.5% 03/01/2033#G18680
3128MMXJ7
80665.46100000
PA
USD
84585.30000000
0.019029971624
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/01/2033#CA2869
3140QAFK1
82550.23200000
PA
USD
86489.87000000
0.019458461126
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 03/20/2049#MA5819
36179UPC0
52847.82200000
PA
USD
57340.82000000
0.012900517909
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
0.05000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 4% 02/01/48
816851BJ7
130000.00000000
PA
USD
143438.49000000
0.032270742015
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN INC 2.7% 06/22/2030 144A
91533BAD2
100000.00000000
PA
USD
102741.19000000
0.023114677495
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
0.02700000
N
N
N
N
N
N
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030
459058JC8
176000.00000000
PA
USD
175611.54000000
0.039509023709
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
0.00875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 08/31/2021
912828YC8
3457000.00000000
PA
USD
3510070.34000000
0.789694414639
Long
DBT
UST
US
N
2
2021-08-31
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 11/20/2048#MA5596
36179UGD8
148717.63500000
PA
USD
159628.80000000
0.035913232375
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
0.04500000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP 2.80% 03/06/2023
24422ETG4
64000.00000000
PA
USD
67988.15000000
0.015295950541
Long
DBT
CORP
US
N
2
2023-03-06
Fixed
0.02800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 10/31/2025
9128285J5
130000.00000000
PA
USD
148321.88000000
0.033369405413
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 05/15/2030
912828ZQ6
2554000.00000000
PA
USD
2546218.27000000
0.572847308316
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.00625000
N
N
N
N
N
N
BANK 2020-BNK25
N/A
BANK 2020-BNK25 2.649% 01/15/2063
06539WBB1
220000.00000000
PA
USD
237978.38000000
0.053540293865
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
0.02649000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC 2.8% 11/15/2024
911312BL9
88000.00000000
PA
USD
95341.99000000
0.021450008031
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 08/01/2033#MA3438
31418CZC1
165064.92300000
PA
USD
173681.46000000
0.039074794976
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.03500000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS LP 5.875% 10/15/2025
29250RAW6
76000.00000000
PA
USD
90709.13000000
0.020407708786
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05875000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP 3.375% 05/15/2023
369550BD9
81000.00000000
PA
USD
87632.23000000
0.019715468885
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 03/15/2021
9128284B3
379000.00000000
PA
USD
384877.46000000
0.086589598225
Long
DBT
UST
US
N
2
2021-03-15
Fixed
0.02375000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DOWDUPONT INC 5.319% 11/30/2038
26078JAE0
110000.00000000
PA
USD
138826.53000000
0.031233144844
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
0.05319000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2023
9128285U0
1205000.00000000
PA
USD
1306907.22000000
0.294027535666
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.02625000
N
N
N
N
N
N
SHELL INTL FIN B V
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.75% 09/12/2046
822582BY7
70000.00000000
PA
USD
79726.13000000
0.017936757233
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
0.03750000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048
026874DL8
100000.00000000
PA
USD
120524.72000000
0.027115609942
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#CA4890
3140QCNG7
449332.93400000
PA
USD
483670.01000000
0.108815912055
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 4.05% 06/29/2048
931142EC3
80000.00000000
PA
USD
104894.54000000
0.023599137436
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
0.04050000
N
N
N
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4 ASB 3.419 05/15/2050
06541FAY5
200000.00000000
PA
USD
215027.48000000
0.048376808297
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
0.03419000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC 3.25% 09/19/2049
149123CF6
110000.00000000
PA
USD
121886.07000000
0.027421885995
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
0.03250000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 4.55% 04/15/2028
628530BK2
20000.00000000
PA
USD
22974.41000000
0.005168774839
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2021
912828YT1
4235000.00000000
PA
USD
4314571.67000000
0.970690846429
Long
DBT
UST
US
N
2
2021-11-30
Fixed
0.01500000
N
N
N
N
N
N
TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
N/A
WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052
95001RAX7
123000.00000000
PA
USD
144907.92000000
0.032601333869
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
0.04302000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.95% 06/01/2045
46625HLL2
135000.00000000
PA
USD
181700.37000000
0.040878886582
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 05/31/2021
9128286V7
665000.00000000
PA
USD
676923.24000000
0.152293957097
Long
DBT
UST
US
N
2
2021-05-31
Fixed
0.02125000
N
N
N
N
N
N
SUNCOR ENERGY INC NEW
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC NEW 4% 11/15/2047
867224AB3
179000.00000000
PA
USD
187228.80000000
0.042122670857
Long
DBT
CORP
CA
N
2
2047-11-15
Fixed
0.04000000
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP 2.75% 08/14/2050
66989HAS7
50000.00000000
PA
USD
52800.05000000
0.011878937040
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
0.02750000
N
N
N
N
N
N
SHELL INTL FIN B V
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.5% 11/13/2023
822582BZ4
300000.00000000
PA
USD
325859.65000000
0.073311791683
Long
DBT
CORP
NL
N
2
2023-11-13
Fixed
0.03500000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC 2.2% 09/20/2023
17275RBH4
130000.00000000
PA
USD
137547.77000000
0.030945449861
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
0.02200000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 3.65% 04/05/2029
548661DR5
80000.00000000
PA
USD
91723.94000000
0.020636020390
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
0.03650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 02/29/2024
9128286G0
2859000.00000000
PA
USD
3085263.03000000
0.694121412531
Long
DBT
UST
US
N
2
2024-02-29
Fixed
0.02375000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.375% 01/19/2023
3135G0T94
200000.00000000
PA
USD
211260.08000000
0.047529219944
Long
DBT
USGSE
US
N
2
2023-01-19
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 06/30/2022
912828XW5
336000.00000000
PA
USD
346591.88000000
0.077976121639
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.01750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3% 01/01/2026#ZK2925
3131X6HA1
177180.13400000
PA
USD
186622.58000000
0.041986283691
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 5% 08/01/2048#ZS4794
3132A5KF1
75245.34300000
PA
USD
82218.87000000
0.018497573019
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.05000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.95% 02/14/2049
02209SBF9
30000.00000000
PA
USD
39333.31000000
0.008849194519
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
0.05950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3.5% 03/01/2050#QA7760
3133A2TR1
48145.47000000
PA
USD
50717.08000000
0.011410311168
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2049#BO5379
3140K06R4
194058.17000000
PA
USD
205958.48000000
0.046336467805
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 06/20/2047#MA4510
36179TAK1
145855.61200000
PA
USD
155469.68000000
0.034977514992
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 07/20/2042#MA0219
36179MG46
68555.43500000
PA
USD
73767.60000000
0.016596209209
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 3% 04/01/2050#RA2457
3133KHWS1
395712.54000000
PA
USD
420430.33000000
0.094588270657
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
330000.00000000
PA
USD
343203.58000000
0.077213823074
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 2.65% 01/13/2031
254687FX9
200000.00000000
PA
USD
211950.88000000
0.047684635890
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
0.02650000
N
N
N
N
N
N
CANADIAN NATL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES 4.95% 06/01/2047
136385AY7
19000.00000000
PA
USD
20798.37000000
0.004679210110
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
0.04950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/47#MA4901
36179TNS0
167757.55600000
PA
USD
179938.42000000
0.040482483679
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
0.04000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP 4.03% 10/15/2047
666807BP6
106000.00000000
PA
USD
128184.74000000
0.028838958600
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
0.04030000
N
N
N
N
N
N
OESTERREICHISCHE KONTROLLBANK
5299000OVRLMF858L016
OSTERREICHISCHE KONTROLLBANK 2.875% 09/07/2021
676167BW8
50000.00000000
PA
USD
51503.11000000
0.011587151926
Long
DBT
CORP
AT
N
2
2021-09-07
Fixed
0.02875000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 4.85% 07/15/2047
337932AJ6
140000.00000000
PA
USD
177346.83000000
0.039899428655
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
0.04850000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 2.750% 11/15/42
912810QY7
587000.00000000
PA
USD
751681.02000000
0.169112936661
Long
DBT
UST
US
N
2
2042-11-15
Fixed
0.02750000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.9% 03/01/2038
20030NCJ8
50000.00000000
PA
USD
59352.74000000
0.013353158977
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
0.03900000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.55% 03/15/2035 144A
00287YCK3
80000.00000000
PA
USD
98513.25000000
0.022163477012
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
0.04550000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.95% 11/21/2026 144A
00287YBU2
50000.00000000
PA
USD
54710.79000000
0.012308814667
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/48#CA1564
3140Q8W27
43371.00600000
PA
USD
46695.10000000
0.010505447495
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4.5% 11/01/2048#ZT1321
3132ADPE2
254095.80800000
PA
USD
272855.90000000
0.061387026287
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 05/15/2047
912810RX8
208000.00000000
PA
USD
283367.50000000
0.063751922430
Long
DBT
UST
US
N
2
2047-05-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.25% 05/15/2050
912810SN9
1192000.00000000
PA
USD
1144366.56000000
0.257459194032
Long
DBT
UST
US
N
2
2050-05-15
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2025
9128283V0
238000.00000000
PA
USD
262264.84000000
0.059004253260
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 08/15/2027
9128282R0
639000.00000000
PA
USD
717726.79000000
0.161473925704
Long
DBT
UST
US
N
2
2027-08-15
Fixed
0.02250000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.95% 10/01/2026
46625HRV4
224000.00000000
PA
USD
246020.36000000
0.055349575752
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2043#AQ2928
3138MJHE2
380550.65200000
PA
USD
413036.89000000
0.092924897075
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2048#BJ0902
3140H2AC2
230897.37900000
PA
USD
248521.96000000
0.055912384857
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 1.9% 04/15/2027
92826CAL6
131000.00000000
PA
USD
136914.67000000
0.030803015241
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.01900000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 01/20/2049#MA5713
36179UK27
51337.93600000
PA
USD
56217.55000000
0.012647805012
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
0.05500000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 3.362% 02/15/2050 144A
68902VAB3
50000.00000000
PA
USD
52924.50000000
0.011906935758
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
0.03362000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 10/31/2021
912828YP9
1973000.00000000
PA
USD
2007912.85000000
0.451739540560
Long
DBT
UST
US
N
2
2021-10-31
Fixed
0.01500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.75% 07/15/2023
125523AF7
20000.00000000
PA
USD
21713.36000000
0.004885064244
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03750000
N
N
N
N
N
N
VALE OVERSEAS LTD
254900BA3U6G5DNV5V04
VALE OVERSEAS LTD 6.25% 08/10/2026
91911TAP8
50000.00000000
PA
USD
58781.25000000
0.013224585354
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
0.06250000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 2.823% 05/20/2030
075887CJ6
150000.00000000
PA
USD
158999.77000000
0.035771713423
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
0.02823000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
CORNING INC 5.35% 11/15/2048
219350BK0
10000.00000000
PA
USD
13204.73000000
0.002970795601
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
0.05350000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 3.3% 03/26/2027
57636QAR5
38000.00000000
PA
USD
43031.23000000
0.009681151286
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
0.03300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.0% 02/15/2025
912828J27
82000.00000000
PA
USD
88537.58000000
0.019919154216
Long
DBT
UST
US
N
2
2025-02-15
Fixed
0.02000000
N
N
N
N
N
N
AMERICAN MUN PWR REV
N/A
AMERICAN MUN PWR-OHIO INC TAXABLE-COMB HYDROELEC PROJS-B
02765UEJ9
55000.00000000
PA
USD
89512.50000000
0.020138491381
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
0.07834000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 07/01/2048#BK0916
3140HEAS1
68670.90100000
PA
USD
75013.67000000
0.016876549608
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.05000000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.5% 06/01/2040
191216CW8
30000.00000000
PA
USD
31044.26000000
0.006984326909
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
0.02500000
N
N
N
N
N
N
ENTERPRISE PRODS OPER LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 3.95% 02/15/2027
29379VBL6
85000.00000000
PA
USD
96901.94000000
0.021800965044
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 02/20/2049#MA5764
36179UMM1
104953.53000000
PA
USD
112268.41000000
0.025258108165
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 08/15/2026
9128282A7
557000.00000000
PA
USD
593531.37000000
0.133532482942
Long
DBT
UST
US
N
2
2026-08-15
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 08/20/2048#MA5399
36179T7L3
457978.92000000
PA
USD
492653.47000000
0.110837007788
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
0.04500000
N
N
N
N
N
N
DISNEY (WALT) CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3.8% 03/22/2030
254687FQ4
110000.00000000
PA
USD
128430.36000000
0.028894218103
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.03800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
352621.21000000
PA
USD
371303.22000000
0.083535670391
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 1.35% 06/01/2025
438516CB0
100000.00000000
PA
USD
102689.22000000
0.023102985303
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01350000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039 144A
110122CC0
100000.00000000
PA
USD
127702.72000000
0.028730513907
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
0.04125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 01/31/2022
912828Z60
4645000.00000000
PA
USD
4733182.45000000
1.064869755354
Long
DBT
UST
US
N
2
2022-01-31
Fixed
0.01375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2048#BM5024
3140J9SN2
1242409.21600000
PA
USD
1307979.23000000
0.294268716106
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051
06051GJA8
220000.00000000
PA
USD
274516.99000000
0.061760737742
Long
DBT
CORP
US
N
2
2051-03-20
Variable
0.04083000
N
N
N
N
N
N
ITALY REPUBLIC OF
815600DE60799F5A9309
ITALY REPUBLIC OF 2.375% 10/17/2024
465410BX5
200000.00000000
PA
USD
202492.07000000
0.045556596078
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
0.02375000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP 2.85% 04/01/2030
67066GAF1
100000.00000000
PA
USD
111213.39000000
0.025020750130
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.02850000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP NEW 4.35% 06/01/2028
91913YAV2
20000.00000000
PA
USD
22635.08000000
0.005092432492
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04350000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC 4.35% 04/01/2047
038222AM7
28000.00000000
PA
USD
35959.56000000
0.008090169408
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
0.04350000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC 4.4% 07/01/2049
337738AV0
150000.00000000
PA
USD
182461.13000000
0.041050042105
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.04400000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 3.4% 06/01/2030
98389BAY6
63000.00000000
PA
USD
72367.03000000
0.016281109453
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4% 10/01/2033#MA3490
31418C2Y9
70390.28800000
PA
USD
74651.77000000
0.016795129470
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.04000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WAL-MART STORES INC 3.625% 12/15/2047
931142DW0
20000.00000000
PA
USD
24655.46000000
0.005546976888
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
0.03625000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA
13063A5G5
145000.00000000
PA
USD
258200.05000000
0.058089758208
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
0.07550000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 1.35% 07/15/2025
22822VAS0
79000.00000000
PA
USD
79276.01000000
0.017835489391
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01350000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CRP MTN 2.15% 09/08/2022
89236TEC5
1000000.00000000
PA
USD
1033671.69000000
0.232555100352
Long
DBT
CORP
US
N
2
2022-09-08
Fixed
0.02150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2048#BN0633
3140JGV36
42913.55000000
PA
USD
45446.99000000
0.010224648137
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 03/15/2022
9128286H8
1583000.00000000
PA
USD
1642362.50000000
0.369498148878
Long
DBT
UST
US
N
2
2022-03-15
Fixed
0.02375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#BN2799
3140JKDD5
199999.72900000
PA
USD
214822.13000000
0.048330608725
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 09/20/2047#MA4721
36179TG66
27051.92300000
PA
USD
29366.37000000
0.006606835795
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/46#BC2843
3140EXER0
150585.68100000
PA
USD
165644.94000000
0.037266741478
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.04000000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.4% 01/15/2029
92277GAN7
40000.00000000
PA
USD
43607.92000000
0.009810894803
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04400000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 2.52% 09/19/2022
10373QBA7
128000.00000000
PA
USD
132912.85000000
0.029902687157
Long
DBT
CORP
US
N
2
2022-09-19
Fixed
0.02520000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 4.8% 05/15/2049
260543CV3
50000.00000000
PA
USD
59514.10000000
0.013389461694
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
0.04800000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 10/31/2020
9128285G1
359000.00000000
PA
USD
362192.48000000
0.081485939247
Long
DBT
UST
US
N
2
2020-10-31
Fixed
0.02875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 11/20/2047#MA4836
36179TLR4
140335.18200000
PA
USD
148943.48000000
0.033509252766
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4.5% 05/01/2049#ZT1953
3132AEE28
176114.24400000
PA
USD
189116.90000000
0.042547454944
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
0.04500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 3.2% 08/15/2027
883556BX9
82000.00000000
PA
USD
91467.54000000
0.020578335606
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.50% 1/26 #AH3431
3138A4Y58
71299.40200000
PA
USD
74954.45000000
0.016863226312
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 01/20/2048#MA4961
36179TQN8
76200.14700000
PA
USD
80850.53000000
0.018189724357
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 02/15/2050
912810SL3
1403000.00000000
PA
USD
1605886.96000000
0.361291894467
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 03/20/2049#MA5818
36179UPB2
172632.62600000
PA
USD
184610.55000000
0.041533617875
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
0.04500000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049
17290YAR9
90000.00000000
PA
USD
97555.75000000
0.021948058992
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
0.03209000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 2.25% 01/15/2031
22822VAT8
100000.00000000
PA
USD
100721.85000000
0.022660367078
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02250000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.875% 07/03/2023
00912XBC7
526000.00000000
PA
USD
532794.03000000
0.119867817134
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
0.03875000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC 3.45% 03/15/2029
717081ET6
70000.00000000
PA
USD
81776.92000000
0.018398143260
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03450000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 5.5% 12/01/2046
29250NAM7
60000.00000000
PA
USD
76119.46000000
0.017125329860
Long
DBT
CORP
CA
N
2
2046-12-01
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 07/31/2023
912828Y61
700000.00000000
PA
USD
755179.68000000
0.169900063981
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 07/01/2031#BD1045
3140F8ET0
77478.16500000
PA
USD
81296.80000000
0.018290126028
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.95% 05/25/2021
404280AY5
200000.00000000
PA
USD
204223.76000000
0.045946191097
Long
DBT
CORP
GB
N
2
2021-05-25
Fixed
0.02950000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.875% 11/14/2048
00287YBD0
100000.00000000
PA
USD
127933.69000000
0.028782477458
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
0.04875000
N
N
N
N
N
N
QUEBEC PROVINCE CDA
549300WN65YFEQH74Y36
QUEBEC PROVINCE CDA 2.75% 04/12/2027
748149AN1
95000.00000000
PA
USD
106286.95000000
0.023912401357
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
0.02750000
N
N
N
N
N
N
JPMBB COML MTG SECS TR 2014-C21
N/A
JPMBB 2014-C21 A5 3.7748% 08/15/47
46642EAY2
150000.00000000
PA
USD
162636.08000000
0.036589809193
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
0.03774800
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 3.5% 07/19/2023
89114QC48
100000.00000000
PA
USD
109338.11000000
0.024598850282
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/15/2022
9128285V8
1095000.00000000
PA
USD
1134052.15000000
0.255138661627
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.02500000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CA ST GO 7.6% 11/01/40
13063BJC7
150000.00000000
PA
USD
275365.50000000
0.061951635229
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
0.07600000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029
46647PAV8
30000.00000000
PA
USD
35166.92000000
0.007911841534
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04203000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2047#MA4383
36179S2Q9
164095.55100000
PA
USD
176420.75000000
0.039691079496
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.04000000
N
N
N
N
N
N
INTER AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER AMERN DEV BK GLB MTN FBE 4.375% 01/24/2044
4581X0CE6
39000.00000000
PA
USD
59706.92000000
0.013432842271
Long
DBT
CORP
US
N
2
2044-01-24
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2048#MA3275
31418CT95
155729.10900000
PA
USD
163947.95000000
0.036884953253
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/15/2021
9128285R7
1639000.00000000
PA
USD
1697453.39000000
0.381892478312
Long
DBT
UST
US
N
2
2021-12-15
Fixed
0.02625000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 4.497% 03/25/2030
883556CG5
84000.00000000
PA
USD
103904.03000000
0.023376292837
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.04497000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2032#MA3187
31418CRH9
77781.49100000
PA
USD
81566.46000000
0.018350794042
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.625% 09/16/2026
02209SAU7
110000.00000000
PA
USD
117303.92000000
0.026390995469
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
0.02625000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.875% 09/16/2046
02209SAV5
38000.00000000
PA
USD
37882.77000000
0.008522852530
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
0.03875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.5% 04/20/2049#MA5877
36179UQ62
62158.50900000
PA
USD
66451.88000000
0.014950321046
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
0.04500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK 2.625% 01/30/2024
045167EL3
80000.00000000
PA
USD
86413.02000000
0.019441171439
Long
DBT
CORP
PH
N
2
2024-01-30
Fixed
0.02625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2048#MA3333
31418CV35
251582.83300000
PA
USD
267386.54000000
0.060156531560
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2048#BN0594
3140JGUU7
50043.34300000
PA
USD
52999.26000000
0.011923755237
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2048#MA3385
31418CXP4
58580.17400000
PA
USD
62923.50000000
0.014156507330
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 4.55% 03/01/2048
036752AH6
120000.00000000
PA
USD
152674.96000000
0.034348759850
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04550000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES 3.875% 09/15/2025
002824BM1
240000.00000000
PA
USD
275348.18000000
0.061947738582
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.03875000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FHMS K068 A2 3.244% 08/25/2027
3137FBBX3
130000.00000000
PA
USD
149134.34000000
0.033552192383
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Fixed
0.03244000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.5% 11/02/2022
718172CD9
302000.00000000
PA
USD
314716.86000000
0.070804890632
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
0.02500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026
00774MAL9
150000.00000000
PA
USD
142162.74000000
0.031983724220
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
0.04450000
N
N
N
N
N
N
DEERE and CO
PWFTNG3EI0Y73OXWDH08
DEERE and CO 2.875% 09/07/2049
244199BG9
130000.00000000
PA
USD
138517.95000000
0.031163720622
Long
DBT
CORP
US
N
2
2049-09-07
Fixed
0.02875000
N
N
N
N
N
N
PROCTER and GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER and GAMBLE CO 3.5% 10/25/2047
742718FB0
43000.00000000
PA
USD
52838.50000000
0.011887587508
Long
DBT
CORP
US
N
2
2047-10-25
Fixed
0.03500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 3.49% 05/15/2027
65473QBE2
50000.00000000
PA
USD
56533.95000000
0.012718988575
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03490000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.8% 02/14/2029
02209SBD4
120000.00000000
PA
USD
139883.78000000
0.031471004585
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 1.125% 05/11/2025
037833DT4
872000.00000000
PA
USD
887582.60000000
0.199688027263
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2046#AS8483
3138WJM96
104008.67400000
PA
USD
109692.90000000
0.024678670814
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03000000
N
N
N
N
N
N
CHILE REP
549300FLZTJM5YJF8D34
CHILE GOVERNMENT INTERNATIONAL BOND 3.24% 02/02/2028
168863CF3
200000.00000000
PA
USD
219875.00000000
0.049467401675
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
0.03240000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 05/31/2023
9128284S6
176000.00000000
PA
USD
189145.00000000
0.042553776873
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2048#BN1202
3140JHKQ5
68620.86400000
PA
USD
72695.54000000
0.016355017520
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 04/30/2027
912828ZN3
3691000.00000000
PA
USD
3696767.19000000
0.831697407569
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 4.2% 04/17/2028
370334CG7
89000.00000000
PA
USD
104878.92000000
0.023595623253
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
0.04200000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 5% 08/01/2049#SD8022
3132DV4F9
69141.01000000
PA
USD
75473.19000000
0.016979932259
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 4% 09/48#G08842
3128MJ5C0
293169.28900000
PA
USD
310697.03000000
0.069900510664
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2048#CA1218
3140Q8K87
357469.00400000
PA
USD
384866.61000000
0.086587157195
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.012% 08/21/2054
92343VCM4
38000.00000000
PA
USD
55041.36000000
0.012383186191
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
0.05012000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 08/31/2022
9128282S8
562000.00000000
PA
USD
579672.26000000
0.130414465153
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2027
912828X88
46000.00000000
PA
USD
51917.11000000
0.011680293504
Long
DBT
UST
US
N
2
2027-05-15
Fixed
0.02375000
N
N
N
N
N
N
CANADIAN NATIONAL RAILWAY CO
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050
136375CZ3
210000.00000000
PA
USD
203299.05000000
0.045738150160
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
0.02450000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO 4.45% 06/01/2045
037735CV7
18000.00000000
PA
USD
22045.11000000
0.004959701245
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.04450000
N
N
N
N
N
N
METROPOLITAN TRANSN AUTH NY RV
N/A
METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39
59259YBY4
60000.00000000
PA
USD
77048.40000000
0.017334322461
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
0.06668000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC 3.85% 01/15/2028
655044AP0
55000.00000000
PA
USD
53128.58000000
0.011952849606
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03850000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 4.3% 05/14/36
00287YAV1
40000.00000000
PA
USD
47326.81000000
0.010647569393
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
0.04300000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.8% 02/14/2039
02209SBE2
100000.00000000
PA
USD
124679.33000000
0.028050312667
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
0.05800000
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO 4.5% 06/01/2047
824348AX4
50000.00000000
PA
USD
60840.32000000
0.013687834212
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.375% 5/15/41
912810QQ4
32000.00000000
PA
USD
50881.25000000
0.011447246078
Long
DBT
UST
US
N
2
2041-05-15
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 10/01/2026#AJ1992
3138ATGA2
399999.93100000
PA
USD
420942.09000000
0.094703406245
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 2.5% 09/01/2034#SB8013
3132D53W0
247237.49200000
PA
USD
258804.89000000
0.058225834902
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3.5% 01/01/2024#MA1732
31418A4S4
67956.32100000
PA
USD
71418.76000000
0.016067767995
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
0.03500000
N
N
N
N
N
N
CANADA, GOVERNMENT OF
4BFD7AQU0A75QLAHK410
CANADA GOVERNMENT OF 2% 11/15/2022
135087H64
120000.00000000
PA
USD
125025.60000000
0.028128216372
Long
DBT
NUSS
CA
N
2
2022-11-15
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 0% 09/20/2048#MA5468
36179UCD2
45673.33300000
PA
USD
49848.97000000
0.011215004080
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 03/20/2050#MA6540
36179VHR4
498495.54800000
PA
USD
524812.92000000
0.118072229758
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 04/30/2026
9128286S4
405000.00000000
PA
USD
451543.36000000
0.101588069417
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.02375000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 4% 06/15/2028
98389BAV2
76000.00000000
PA
USD
89423.16000000
0.020118391699
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 06/30/2026
9128287B0
589000.00000000
PA
USD
640445.47000000
0.144087200981
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.01875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/33#FM1628
3140X4Y26
79015.03400000
PA
USD
83139.69000000
0.018704738785
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.03500000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.5% 07/01/2027
58013MFP4
91000.00000000
PA
USD
103311.42000000
0.023242967644
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.03500000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 2.498% 03/03/2022
166764BN9
280000.00000000
PA
USD
289725.68000000
0.065182383574
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
0.02498000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC 4.597% 05/25/2028
49271VAF7
36000.00000000
PA
USD
43171.73000000
0.009712760927
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
0.04597000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 2.1% 06/15/2030
03027XBC3
160000.00000000
PA
USD
160332.67000000
0.036071588805
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02100000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 0% 05/49#MA5933
36179USW3
65779.28500000
PA
USD
71320.30000000
0.016045616499
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 06/15/2022
9128286Y1
485000.00000000
PA
USD
500023.63000000
0.112495143843
Long
DBT
UST
US
N
2
2022-06-15
Fixed
0.01750000
N
N
N
N
N
N
2020-07-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer