0000035402-26-002566.txt : 20260424
0000035402-26-002566.hdr.sgml : 20260424
20260424165826
ACCESSION NUMBER: 0000035402-26-002566
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/
CENTRAL INDEX KEY: 0000751199
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04085
FILM NUMBER: 26895359
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND
DATE OF NAME CHANGE: 19851103
0000751199
S000072130
Fidelity Environmental Bond Fund
C000227901
Fidelity Advisor Environmental Bond Fund: Class M
FEBEX
C000227902
Fidelity Advisor Environmental Bond Fund: Class A
FEBBX
C000227903
Fidelity Environmental Bond Fund
FFEBX
C000227904
Fidelity Advisor Environmental Bond Fund: Class I
FEBFX
C000227905
Fidelity Advisor Environmental Bond Fund: Class C
FEBDX
C000227906
Fidelity Advisor Environmental Bond Fund: Class Z
FEBGX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000751199
XXXXXXXX
S000072130
C000227901
C000227902
C000227903
C000227904
C000227905
C000227906
Fidelity Income Fund
811-04085
0000751199
D66RCKM57LC8ELZCAY58
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Environmental Bond Fund
S000072130
549300CM673U4XQN4K40
2026-08-31
2026-02-28
N
50070003.92
315892.82
49754111.10
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
148312.50000000
0.00000000
0.00000000
73063.90000000
USD
N
Bloomberg US Aggregate Bond Index
19808143
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/AUD settle 2026-04-24
N/A
1.00000000
NC
N/A
-423.97000000
-0.00085213058
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
29000.00000000
AUD
20208.73000000
USD
2026-04-24
-423.97000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
FX Forward: USD/GBP settle 2026-04-24
N/A
1.00000000
NC
N/A
3226.67000000
0.006485232935
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
114000.00000000
GBP
156885.66000000
USD
2026-04-24
3226.67000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/EUR settle 2026-04-24
N/A
1.00000000
NC
N/A
40149.67000000
0.080696185927
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2460000.00000000
EUR
2954509.20000000
USD
2026-04-24
40149.67000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/EUR settle 2026-04-24
N/A
1.00000000
NC
N/A
169.83000000
0.000341338627
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
20000.00000000
EUR
23863.81000000
USD
2026-04-24
169.83000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/EUR settle 2026-04-24
N/A
1.00000000
NC
N/A
34.42000000
0.000069180212
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
6000.00000000
EUR
7142.61000000
USD
2026-04-24
34.42000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: EUR/USD settle 2026-04-24
N/A
1.00000000
NC
N/A
162.02000000
0.000325641432
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
79212.81000000
USD
67000.00000000
EUR
2026-04-24
162.02000000
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
1650406.20000000
NS
USD
1650736.28000000
3.317788708318
Long
STIV
RF
US
N
1
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035
161175AZ7
120000.00000000
PA
USD
125348.13000000
0.251935221489
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
0.06384000
N
N
N
N
N
N
KAISER FNDTN HOSPS
DW4Z57L3G4IRMHYZYK62
KAISER FNDTN HOSPS 3.15% 05/01/2027
48305QAC7
50000.00000000
PA
USD
49721.17000000
0.099933792204
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03150000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
200000.00000000
PA
USD
201174.58000000
0.404337602566
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.875% 02/08/2029
92343VES9
450000.00000000
PA
USD
450548.93000000
0.905551159570
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
0.03875000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030
209111FX6
325000.00000000
PA
USD
317132.25000000
0.637399087208
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03350000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
KILROY REALTY LP 2.5% 11/15/2032
49427RAQ5
200000.00000000
PA
USD
167684.26000000
0.337025938746
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.329% 06/25/2030
3137FVED0
160000.00000000
PA
USD
144333.70000000
0.290094017979
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
0.01297000
N
N
N
N
N
N
HAT HOLDINGS I LLC / HAT HOLDINGS II LLC
N/A
HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 3.75% 09/15/2030 144A
418751AD5
100000.00000000
PA
USD
93814.60000000
0.188556478903
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.03750000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS
N/A
115000.00000000
PA
123609.60000000
0.248440977573
Long
DBT
NUSS
DE
N
2
2030-08-15
Fixed
0.00000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS
N/A
125000.00000000
PA
147778.77000000
0.297018209616
Long
DBT
CORP
IE
N
2
2031-05-30
Variable
0.02875000
N
N
N
N
N
N
LEND LEASE FINANCE LTD
5493002EE2IQRQ3JUP44
LEND LEASE FINANCE LTD 3.4% 10/27/2027 REGS
N/A
20000.00000000
PA
13785.80000000
0.027707861109
Long
DBT
CORP
AU
N
2
2027-10-27
Fixed
0.03400000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR INC 1.9% 03/15/2033
90265EAU4
525000.00000000
PA
USD
440123.18000000
0.884596609746
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.01900000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.55% 03/21/2031
92343VGJ7
50000.00000000
PA
USD
46262.26000000
0.092981783770
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
0.02550000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A
04685A2V2
250000.00000000
PA
USD
240938.76000000
0.484258998247
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
0.02500000
N
N
N
N
N
N
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
549300ITBBGKJ651R879
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A
04916WAA2
200000.00000000
PA
USD
195285.30000000
0.392500831956
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
0.04125000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC 4.75% 07/15/2031 144A
92858RAB6
100000.00000000
PA
USD
89010.28000000
0.178900352216
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 04/01/2051#RA5180
3133KLXH5
69724.14200000
PA
USD
58303.64000000
0.117183562746
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 2.45% 01/15/2031
00130HCG8
400000.00000000
PA
USD
370917.71000000
0.745501631522
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02450000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC 1.8% 09/22/2031
931142ET6
300000.00000000
PA
USD
270512.81000000
0.543699413011
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
0.01800000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 1.5% 09/15/2031
880591EX6
200000.00000000
PA
USD
178505.77000000
0.358775920327
Long
DBT
USGSE
US
N
2
2031-09-15
Fixed
0.01500000
N
N
N
N
N
N
VICTORIA, TREASURY CORP OF
549300ZJM7BQW1P9UV75
VICTORIA TREASURY CORP OF 2% 09/17/2035
N/A
12000.00000000
PA
6455.58000000
0.012974968012
Long
DBT
NUSS
AU
N
2
2035-09-17
Fixed
0.02000000
N
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV 1.5% 09/27/2031 REGS
N/A
100000.00000000
PA
106602.45000000
0.214258576111
Long
DBT
CORP
NL
N
2
2031-09-27
Fixed
0.01500000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A
18539UAE5
200000.00000000
PA
USD
186006.86000000
0.373852242332
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.03750000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC 1.7% 10/01/2028
032654AU9
300000.00000000
PA
USD
285032.49000000
0.572882287912
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.01700000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC 2.25% 10/14/2031
370334CQ5
450000.00000000
PA
USD
403856.78000000
0.811705346696
Long
DBT
CORP
US
N
2
2031-10-14
Fixed
0.02250000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
AUTODESK INC 2.4% 12/15/2031
052769AH9
300000.00000000
PA
USD
268970.30000000
0.540599146589
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
0.02400000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 2.45% 02/01/2032
92936UAJ8
150000.00000000
PA
USD
134232.99000000
0.269792760904
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.02450000
N
N
N
N
N
N
BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL
213800Y3B5GQFBGVHP79
BLACKSTONE PROP PARTNERS EUR HOLD 1.625% 04/20/2030 REGS
N/A
100000.00000000
PA
110915.65000000
0.222927608488
Long
DBT
CORP
LU
N
2
2030-04-20
Fixed
0.01625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 06/01/2036#CB1048
3140QLEW2
101409.87300000
PA
USD
94674.20000000
0.190284175331
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.02000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK OP LLC 2.125% 12/01/2028
42250PAD5
150000.00000000
PA
USD
142679.54000000
0.286769347990
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.02125000
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC 1.9% 12/10/2028
58933YBD6
300000.00000000
PA
USD
286431.58000000
0.575694296747
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
0.01900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 11/01/2041#RB0708
3133KTYD6
192784.52700000
PA
USD
171988.05000000
0.345676058113
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 10YR 1.5% 12/01/2031#RD0016
3133LJAR2
118988.28000000
PA
USD
113987.50000000
0.229101671158
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 01/01/2052#RA6694
3133KNNK5
656830.53500000
PA
USD
547397.31000000
1.100205184853
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
TERNA - RETE ELETTRICA NAZIONALE
8156009E94ED54DE7C31
TERNA - RETE ELETTRICA NAZIONALE EUSA5+NA PERP REGS
N/A
100000.00000000
PA
116678.95000000
0.234511173891
Long
EP
CORP
IT
N
2
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2052#RA6528
3133KNHD8
646501.14000000
PA
USD
562672.96000000
1.130907471885
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02500000
N
N
N
N
N
N
SUNNOVA HELIOS VIII ISSUER LLC
N/A
SUNNOVA HELIOS VIII ISSUER LLC 2.79% 02/22/2049 144A
86745AAA4
196676.94000000
PA
USD
167644.87000000
0.336946769409
Long
ABS-CBDO
CORP
US
N
2
2049-02-22
Fixed
0.02790000
N
N
N
N
N
N
TELUS CORPORATION
894500WE70KKZRQMBU11
TELUS CORPORATION 3.4% 05/13/2032
87971MBW2
300000.00000000
PA
USD
280504.58000000
0.563781713306
Long
DBT
CORP
CA
N
2
2032-05-13
Fixed
0.03400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2032
91282CEP2
63000.00000000
PA
USD
60258.52000000
0.121112645101
Long
DBT
UST
US
N
2
2032-05-15
Fixed
0.02875000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031
62954HBA5
100000.00000000
PA
USD
91589.11000000
0.184083501795
Long
DBT
CORP
NL
N
2
2031-05-11
Fixed
0.02500000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 3.9% 07/18/2032
713448FM5
100000.00000000
PA
USD
99219.49000000
0.199419681723
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
0.03900000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 4.372% 07/27/2027 144A
62954WAK1
100000.00000000
PA
USD
100637.80000000
0.202270320532
Long
DBT
CORP
JP
N
2
2027-07-27
Fixed
0.04372000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.123% 08/25/2032
3137H8TZ4
200000.00000000
PA
USD
189897.40000000
0.381671777068
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Fixed
0.03123000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2052#CB2786
3140QNCY6
819814.75900000
PA
USD
743373.67000000
1.494094967360
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 03/01/2052#RA7091
3133KN2Y8
817458.67200000
PA
USD
711463.38000000
1.429958980816
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02500000
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027
09261HAK3
200000.00000000
PA
USD
196417.38000000
0.394776181620
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03250000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHMS KSG4 A2 3.4% 8/32
3137H92X6
200000.00000000
PA
USD
192650.30000000
0.387204787183
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
0.03400000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 09/30/2029
91282CFL0
55000.00000000
PA
USD
55794.92000000
0.112141326146
Long
DBT
UST
US
N
2
2029-09-30
Fixed
0.03875000
N
N
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034
760942BE1
100000.00000000
PA
USD
107430.00000000
0.215921855751
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
0.05750000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028
06051GLC1
290000.00000000
PA
USD
300315.42000000
0.603599206900
Long
DBT
CORP
US
N
2
2028-11-10
Variable
0.06204000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP 6.75% 12/01/2027
10112RBG8
22000.00000000
PA
USD
22956.68000000
0.046140267592
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.06750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2052#RA7258
3133KPB31
73730.30700000
PA
USD
69640.05000000
0.139968433683
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2052#RA8200
3133KQDD5
291182.72300000
PA
USD
283274.52000000
0.569348971848
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.04000000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029
251526CS6
150000.00000000
PA
USD
156879.25000000
0.315309120254
Long
DBT
CORP
US
N
2
2029-01-18
Variable
0.06720000
N
N
N
N
N
N
ONCOR ELEC DELIVERY CO LLC
549300SP2X2BS1KERD24
ONCOR ELEC DELIVERY CO LLC 4.15% 06/01/2032
68233JCF9
100000.00000000
PA
USD
99093.83000000
0.199167119679
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
0.04150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/31/2028
91282CGH8
53000.00000000
PA
USD
53101.45000000
0.106727763447
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2052#RA7065
3133KNZ63
189354.68100000
PA
USD
157806.68000000
0.317173147125
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC
549300MNOMKDMDFI8J66
HERTZ VEHICLE FINANCING III LLC 5.49% 06/25/2027 144A
42806MBS7
100000.00000000
PA
USD
100105.99000000
0.201201444035
Long
ABS-CBDO
CORP
US
N
2
2027-06-25
Fixed
0.05490000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2052#CB5401
3140QRAB9
494131.82400000
PA
USD
490612.02000000
0.986073329727
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.04500000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.7% 03/01/2029
78409VBJ2
400000.00000000
PA
USD
386660.02000000
0.777141851098
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.02700000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 4%/VAR 03/14/2029 REGS
N/A
100000.00000000
PA
121618.51000000
0.244439117313
Long
DBT
CORP
NO
N
2
2029-03-14
Variable
0.04000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS CO
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO 4.65% 03/15/2033
74456QCL8
100000.00000000
PA
USD
101183.50000000
0.203367114320
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04650000
N
N
N
N
N
N
WISCONSIN PWR and LT CO
JWBYHVQVMY66CVCOSO49
WISCONSIN PWR and LT CO 4.95% 04/01/2033
976826BR7
50000.00000000
PA
USD
51198.89000000
0.102903838231
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
0.04950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 01/01/2053#RA8524
3133KQPH3
43187.64200000
PA
USD
45130.37000000
0.090706815984
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.06500000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS
N/A
70000.00000000
PA
82145.26000000
0.165102457231
Long
DBT
NUSS
DE
N
2
2033-02-15
Fixed
0.02300000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.05% 05/09/2033
92343VGT5
100000.00000000
PA
USD
103725.85000000
0.208476943325
Long
DBT
CORP
US
N
2
2033-05-09
Fixed
0.05050000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC 5.448% 06/01/2053
745332CL8
100000.00000000
PA
USD
97869.17000000
0.196705694939
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
0.05448000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.875% 06/01/2053
126650DZ0
50000.00000000
PA
USD
49026.66000000
0.098537907553
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
0.05875000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 5.25% 01/30/2031
126650DX5
100000.00000000
PA
USD
104223.01000000
0.209476177336
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.05250000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.4% 02/15/2034
00206RMT6
150000.00000000
PA
USD
157222.23000000
0.315998470325
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
0.05400000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 4.75%/VAR 06/21/2030 REGS
N/A
100000.00000000
PA
125138.85000000
0.251514592931
Long
DBT
CORP
DK
N
2
2030-06-21
Variable
0.04750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 06/01/2053#RA8573
3133KQQ25
163303.85600000
PA
USD
164819.27000000
0.331267640715
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05000000
N
N
N
N
N
N
BANK OF IRELAND GROUP PLC
635400C8EK6DRI12LJ39
BANK IRELAND GROUP PLC 5%/VAR 07/04/2031 REGS
N/A
100000.00000000
PA
127399.10000000
0.256057433613
Long
DBT
CORP
IE
N
2
2031-07-04
Variable
0.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.449%/VAR 07/20/2029
61747YFF7
150000.00000000
PA
USD
154675.98000000
0.310880802772
Long
DBT
CORP
US
N
2
2029-07-20
Variable
0.05449000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.134% 05/25/2033
3137HAD86
300000.00000000
PA
USD
300172.50000000
0.603311954255
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
0.04134000
N
N
N
N
N
N
DC COML MTG TR 2023-DC
N/A
DC COML MTG TR 2023-DC 6.3143% 09/12/2040 144A
24023AAA8
100000.00000000
PA
USD
103017.70000000
0.207053643854
Long
ABS-MBS
CORP
US
N
2
2040-09-12
Fixed
0.06314300
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 5.35% 01/15/2034
595620AX3
150000.00000000
PA
USD
157645.08000000
0.316848349844
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.05350000
N
N
N
N
N
N
REWE INT FINANCE
5299003XLG8J4YTHLX44
REWE INT FINANCE 4.875% 09/13/2030 REGS
N/A
100000.00000000
PA
126699.60000000
0.254651519640
Long
DBT
CORP
NL
N
2
2030-09-13
Fixed
0.04875000
N
N
N
N
N
N
AP MOLLER MAERSK AS
549300D2K6PKKKXVNN73
AP MOLLER MAERSK AS 5.875% 09/14/2033 144A
00203QAF4
100000.00000000
PA
USD
107692.07000000
0.216448586094
Long
DBT
CORP
DK
N
2
2033-09-14
Fixed
0.05875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 08/01/2051#CB1572
3140QLXA9
173752.97900000
PA
USD
145130.13000000
0.291694750024
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 06/01/2053#RA8704
3133KQU53
39088.50500000
PA
USD
40764.39000000
0.081931701921
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 05/01/2053#CB6421
3140QSD32
44624.82000000
PA
USD
46433.48000000
0.093325916137
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 09/30/2028
91282CJA0
190000.00000000
PA
USD
195781.64000000
0.393498417862
Long
DBT
UST
US
N
2
2028-09-30
Fixed
0.04625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 07/01/2053#CB6832
3140QSSW2
87511.28300000
PA
USD
88287.81000000
0.177448271204
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2052#CB4805
3140QQKT1
82366.81800000
PA
USD
71686.77000000
0.144082103800
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2053#CB7218
3140QTAU3
169401.35600000
PA
USD
170809.25000000
0.343306806661
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.05000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FIN CORP 7.149%/VAR 10/29/2027
14040HDB8
100000.00000000
PA
USD
101983.73000000
0.204975483925
Long
DBT
CORP
US
N
2
2027-10-29
Variable
0.07149000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 05/01/2053#CB6418
3140QSDY4
174001.30300000
PA
USD
175545.29000000
0.352825698457
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 10/01/2053#RJ0050
3142GQBU5
156253.30200000
PA
USD
159356.71000000
0.320288527876
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 11/01/2053#CB7589
3140QTNF2
114869.85100000
PA
USD
117151.33000000
0.235460602973
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.05500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035
693475BW4
150000.00000000
PA
USD
159202.77000000
0.319979126307
Long
DBT
CORP
US
N
2
2035-01-22
Variable
0.05676000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2031
91282CJX0
800000.00000000
PA
USD
816812.50000000
1.641698508809
Long
DBT
UST
US
N
2
2031-01-31
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034
02666TAG2
50000.00000000
PA
USD
51640.70000000
0.103791825154
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
0.05500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.25% 02/15/2054
912810TX6
455000.00000000
PA
USD
426224.80000000
0.856662475877
Long
DBT
UST
US
N
2
2054-02-15
Fixed
0.04250000
N
N
N
N
N
N
DOW CHEMICAL CO
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO 5.15% 02/15/2034
260543DJ9
200000.00000000
PA
USD
198552.33000000
0.399067183817
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
0.05150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 01/01/2054#CB7925
3140QTYX1
238839.68800000
PA
USD
240623.15000000
0.483624658706
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 02/28/2029
91282CKD2
105000.00000000
PA
USD
107530.66000000
0.216124170691
Long
DBT
UST
US
N
2
2029-02-28
Fixed
0.04250000
N
N
N
N
N
N
SEVERN TRENT WATER UTIL FIN
213800KY9PT6WBH33232
SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS
N/A
100000.00000000
PA
122003.98000000
0.245213867362
Long
DBT
CORP
GB
N
2
2034-03-05
Fixed
0.04000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 5.375% 04/15/2031
444859CA8
122000.00000000
PA
USD
125730.18000000
0.252703097734
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.05375000
N
N
N
N
N
N
TENNET HOLDING BV
724500LTUWK3JQG63903
TENNET HOLDING BV EUAMDB05+NA PERP REGS
N/A
100000.00000000
PA
122368.81000000
0.245947133401
Long
EP
CORP
NL
N
2
N
N
N
CBRE OPEN-ENDED FUNDS SCA SICAV-SIF
529900J5H3JGJ83AUZ88
CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 4.75% 03/27/2034 REGS
N/A
100000.00000000
PA
125280.30000000
0.251798891046
Long
DBT
CORP
LU
N
2
2034-03-27
Fixed
0.04750000
N
N
N
N
N
N
NUVEEN LLC
N/A
NUVEEN LLC 5.55% 01/15/2030 144A
67080LAC9
18000.00000000
PA
USD
18788.28000000
0.037762266443
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05550000
N
N
N
N
N
N
ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO
635400FQ1M7J2CHLAS59
ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034
45115AAC8
200000.00000000
PA
USD
205230.66000000
0.412489853526
Long
DBT
CORP
IE
N
2
2034-05-08
Fixed
0.06000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 05/15/2054
912810UA4
350000.00000000
PA
USD
348878.91000000
0.701206196406
Long
DBT
UST
US
N
2
2054-05-15
Fixed
0.04625000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3.875%/VAR 05/14/2032 REGS
N/A
100000.00000000
PA
122170.73000000
0.245549015546
Long
DBT
CORP
GB
N
2
2032-05-14
Variable
0.03875000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC 5.3% 12/15/2034
59156RCN6
90000.00000000
PA
USD
93630.37000000
0.188186197944
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
0.05300000
N
N
N
N
N
N
PINE STR TR III
N/A
PINE STR TR III 6.223% 05/15/2054 144A
72284KAB7
200000.00000000
PA
USD
203667.78000000
0.409348645764
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
0.06223000
N
N
N
N
N
N
HEIDELBERG MATERIALS AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERG MATERIALS AG 3.95% 07/19/2034 REGS
N/A
10000.00000000
PA
12187.74000000
0.024495945622
Long
DBT
CORP
DE
N
2
2034-07-19
Fixed
0.03950000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.401%/VAR 07/23/2035
693475BZ7
100000.00000000
PA
USD
104162.78000000
0.209355122013
Long
DBT
CORP
US
N
2
2035-07-23
Variable
0.05401000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 07/31/2031
91282CLD1
1550000.00000000
PA
USD
1592190.23000000
3.200117929551
Long
DBT
UST
US
N
2
2031-07-31
Fixed
0.04125000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 3.673%/VAR 08/05/2031 REGS
N/A
100000.00000000
PA
121059.94000000
0.243316456315
Long
DBT
CORP
GB
N
2
2031-08-05
Variable
0.03673000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 5% 08/05/2034
615369BA2
100000.00000000
PA
USD
102928.92000000
0.206875206338
Long
DBT
CORP
US
N
2
2034-08-05
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.25% 08/15/2054
912810UC0
530000.00000000
PA
USD
496585.15000000
0.998078629124
Long
DBT
UST
US
N
2
2054-08-15
Fixed
0.04250000
N
N
N
N
N
N
NEW YORK STATE ELECTRIC and GAS
549300GEC6J0YHUXA160
NEW YORK STATE ELECTRIC and GAS 5.3% 08/15/2034 144A
649840CW3
100000.00000000
PA
USD
104420.65000000
0.209873410842
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
0.05300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 10/01/2051#RA6275
3133KM6L4
957237.78300000
PA
USD
795259.56000000
1.598379596012
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035
06051GMB2
100000.00000000
PA
USD
102441.45000000
0.205895448104
Long
DBT
CORP
US
N
2
2035-08-15
Variable
0.05425000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 4.964%/VAR 08/15/2030
639057AS7
200000.00000000
PA
USD
205041.39000000
0.412109442751
Long
DBT
CORP
GB
N
2
2030-08-15
Variable
0.04964000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 4.75% 08/28/2034
609207BE4
100000.00000000
PA
USD
100586.51000000
0.202167233573
Long
DBT
CORP
US
N
2
2034-08-28
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 08/31/2031
91282CLJ8
730000.00000000
PA
USD
735988.28000000
1.479251188953
Long
DBT
UST
US
N
2
2031-08-31
Fixed
0.03750000
N
N
N
N
N
N
SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC
549300ECJZDA7203MK64
SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS
N/A
100000.00000000
PA
119566.47000000
0.240314754613
Long
DBT
CORP
GB
N
2
2032-09-04
Fixed
0.03375000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 4.35% 01/15/2032
57636QBB9
100000.00000000
PA
USD
101355.19000000
0.203712191332
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.04350000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.9% 10/06/2029
37045XEZ5
100000.00000000
PA
USD
102258.19000000
0.205527116733
Long
DBT
CORP
US
N
2
2029-10-06
Fixed
0.04900000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 5.9% 10/01/2054
694308KT3
53000.00000000
PA
USD
51576.97000000
0.103663735236
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
0.05900000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.125% 11/05/2026
345397F81
200000.00000000
PA
USD
201154.48000000
0.404297203894
Long
DBT
CORP
US
N
2
2026-11-05
Fixed
0.05125000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 4.895%/VAR 09/06/2030
316773DM9
100000.00000000
PA
USD
102089.86000000
0.205188792931
Long
DBT
CORP
US
N
2
2030-09-06
Variable
0.04895000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 4.8% 09/15/2034
90353TAP5
100000.00000000
PA
USD
100289.90000000
0.201571081831
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
0.04800000
N
N
N
N
N
N
P3 GROUP SARL
529900GR62MT0O5VW110
P3 GROUP SARL 4% 04/19/2032 REGS
N/A
100000.00000000
PA
121107.34000000
0.243411724825
Long
DBT
CORP
LU
N
2
2032-04-19
Fixed
0.04000000
N
N
N
N
N
N
BUNGE LTD FIN CORP
549300QHC068L40NNM71
BUNGE LTD FIN CORP 4.1% 01/07/2028
120568BD1
55000.00000000
PA
USD
55271.77000000
0.111089855246
Long
DBT
CORP
US
N
2
2028-01-07
Fixed
0.04100000
N
N
N
N
N
N
BUNGE LTD FIN CORP
549300QHC068L40NNM71
BUNGE LTD FIN CORP 4.2% 09/17/2029
120568BE9
100000.00000000
PA
USD
100647.82000000
0.202290459571
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
0.04200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.542%/VAR 09/19/2030
17327CAT0
100000.00000000
PA
USD
101179.99000000
0.203360059627
Long
DBT
CORP
US
N
2
2030-09-19
Variable
0.04542000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 09/30/2031
91282CLM1
1450000.00000000
PA
USD
1452435.55000000
2.919227211357
Long
DBT
UST
US
N
2
2031-09-30
Fixed
0.03625000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.2% 10/01/2029
87264ADL6
100000.00000000
PA
USD
100805.26000000
0.202606895734
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04200000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.55% 02/15/2032
11135FCC3
200000.00000000
PA
USD
202701.12000000
0.407405771138
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.04550000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 4.85% 02/01/2035
24703DBQ3
100000.00000000
PA
USD
99352.86000000
0.199687739974
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
0.04850000
N
N
N
N
N
N
KBC GROUPE SA/NV
213800X3Q9LSAKRUWY91
KBC GROUPE SA/NV 4.932%/VAR 10/16/2030 144A
48241FAD6
200000.00000000
PA
USD
205119.58000000
0.412266595593
Long
DBT
CORP
BE
N
2
2030-10-16
Variable
0.04932000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030
46647PEQ5
150000.00000000
PA
USD
152772.82000000
0.307055671626
Long
DBT
CORP
US
N
2
2030-10-22
Variable
0.04603000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032
693475CA1
200000.00000000
PA
USD
204490.68000000
0.411002579443
Long
DBT
CORP
US
N
2
2032-10-21
Variable
0.04812000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.654%/VAR 10/18/2030
61747YFU4
100000.00000000
PA
USD
101632.31000000
0.204269170432
Long
DBT
CORP
US
N
2
2030-10-18
Variable
0.04654000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 10/31/2031
91282CLU3
300000.00000000
PA
USD
307992.19000000
0.619028625355
Long
DBT
UST
US
N
2
2031-10-31
Fixed
0.04125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.5% 11/15/2054
912810UE6
530000.00000000
PA
USD
517785.15000000
1.040688173404
Long
DBT
UST
US
N
2
2054-11-15
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/30/2031
91282CLZ2
100000.00000000
PA
USD
102660.16000000
0.206335029870
Long
DBT
UST
US
N
2
2031-11-30
Fixed
0.04125000
N
N
N
N
N
N
CITYCON TREASURY BV
549300WAE0CGQ0IE1H63
CITYCON TREASURY BV 5% 03/11/2030 REGS
N/A
100000.00000000
PA
114824.18000000
0.230783301040
Long
DBT
CORP
NL
N
2
2030-03-11
Fixed
0.05000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST 5.2% 12/09/2031 144A
36143L2Q7
150000.00000000
PA
USD
151400.42000000
0.304297306599
Long
DBT
CORP
US
N
2
2031-12-09
Fixed
0.05200000
N
N
N
N
N
N
GALLAGHER (ARTHUR J.) and CO
54930049QLLMPART6V29
GALLAGHER (ARTHUR J.) and CO 5% 02/15/2032
04316JAM1
12000.00000000
PA
USD
12263.89000000
0.024648998301
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.05000000
N
N
N
N
N
N
GALLAGHER (ARTHUR J.) and CO
54930049QLLMPART6V29
GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035
04316JAN9
150000.00000000
PA
USD
152052.93000000
0.305608776115
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
0.05150000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 5.786%/VAR 01/13/2033 144A
09659W3A0
39000.00000000
PA
USD
41306.75000000
0.083021782696
Long
DBT
CORP
FR
N
2
2033-01-13
Variable
0.05786000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS
N/A
100000.00000000
PA
120256.86000000
0.241702358541
Long
DBT
CORP
DE
N
2
2032-01-14
Variable
0.03625000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A
36143L2R5
150000.00000000
PA
USD
153703.44000000
0.308926110027
Long
DBT
CORP
US
N
2
2030-01-13
Fixed
0.05400000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031
95000U3P6
55000.00000000
PA
USD
57060.81000000
0.114685618411
Long
DBT
CORP
US
N
2
2031-01-24
Variable
0.05244000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.23%/VAR 01/15/2031
61748UAE2
79000.00000000
PA
USD
81811.04000000
0.164430713746
Long
DBT
CORP
US
N
2
2031-01-15
Variable
0.05230000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 02/15/2055
912810UG1
1720000.00000000
PA
USD
1715431.34000000
3.447818284909
Long
DBT
UST
US
N
2
2055-02-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 02/15/2035
91282CMM0
800000.00000000
PA
USD
844124.96000000
1.696593389646
Long
DBT
UST
US
N
2
2035-02-15
Fixed
0.04625000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK OP LLC 5.375% 02/15/2035
42250GAA1
100000.00000000
PA
USD
103160.54000000
0.207340735708
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
0.05375000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.367%/VAR 02/25/2031
06738ECY9
200000.00000000
PA
USD
207605.73000000
0.417263469108
Long
DBT
CORP
GB
N
2
2031-02-25
Variable
0.05367000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 02/28/2027
91282CMP3
600000.00000000
PA
USD
603468.75000000
1.212902284169
Long
DBT
UST
US
N
2
2027-02-28
Fixed
0.04125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 02/29/2032
91282CMR9
1330000.00000000
PA
USD
1364860.55000000
2.743211605683
Long
DBT
UST
US
N
2
2032-02-29
Fixed
0.04125000
N
N
N
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 03/19/2026
912797PV3
500000.00000000
PA
USD
499142.74000000
1.003219088763
Long
DBT
UST
US
N
2
2026-03-19
Fixed
0.00000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 03/31/2032
91282CMT5
350000.00000000
PA
USD
359201.17000000
0.721952743318
Long
DBT
UST
US
N
2
2032-03-31
Fixed
0.04125000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS
N/A
15000.00000000
PA
17629.89000000
0.035434036726
Long
DBT
NUSS
DE
N
2
2035-02-15
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 07/01/2054#RJ1927
3142GSD96
498748.71400000
PA
USD
501974.22000000
1.008910035576
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 04/30/2032
91282CNA5
350000.00000000
PA
USD
356712.89000000
0.716951588750
Long
DBT
UST
US
N
2
2032-04-30
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 05/15/2035
91282CNC1
1120000.00000000
PA
USD
1148743.75000000
2.308841871762
Long
DBT
UST
US
N
2
2035-05-15
Fixed
0.04250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 05/15/2055
912810UK2
700000.00000000
PA
USD
712386.72000000
1.431814787260
Long
DBT
UST
US
N
2
2055-05-15
Fixed
0.04750000
N
N
N
N
N
N
SNAM SPA
8156002278562044AF79
SNAM SPA 5% 05/28/2030 144A
83304JAA5
200000.00000000
PA
USD
205675.08000000
0.413383086247
Long
DBT
CORP
IT
N
2
2030-05-28
Fixed
0.05000000
N
N
N
N
N
N
SMURFIT WESTROCK FIN
6354005S6ZLHLVX7VT12
SMURFIT WESTROCK FIN 5.418% 01/15/2035
83272YAB8
200000.00000000
PA
USD
207573.74000000
0.417199172914
Long
DBT
CORP
IE
N
2
2035-01-15
Fixed
0.05418000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
SMURFIT KAPPA TREASURY 5.2% 01/15/2030
83272GAD3
200000.00000000
PA
USD
207087.12000000
0.416221123082
Long
DBT
CORP
IE
N
2
2030-01-15
Fixed
0.05200000
N
N
N
N
N
N
EUREX DEUTSCHLAND
N/A
EURO-SCHATZ FUT MAR26 DUH6
N/A
-5.00000000
NC
-860.91000000
-0.00173032937
N/A
DIR
CORP
DE
N
1
EUREX DEUTSCHLAND
N/A
Short
GERMANY FEDERAL REPUBLIC OF
EURO-SCHATZ FUT UNDERLYING GENERIC IV FOR FUTURES TRADING
2026-03-06
-621293.13000000
EUR
-860.91000000
N
N
N
EUREX DEUTSCHLAND
N/A
EURO-BOBL FUTURE MAR26 OEH6
N/A
-10.00000000
NC
-10473.49000000
-0.02105050169
N/A
DIR
CORP
DE
N
1
EUREX DEUTSCHLAND
N/A
Short
GERMANY FEDERAL REPUBLIC OF
EURO-BOBL FUT UNDERLYING
2026-03-06
-1355349.22000000
EUR
-10473.49000000
N
N
N
VOLKSWAGEN BANK GMBH
529900GJD3OQLRZCKW37
VOLKSWAGEN BANK GMBH 2.75% 06/19/2028 REGS
N/A
100000.00000000
PA
118186.47000000
0.237541114466
Long
DBT
CORP
DE
N
2
2028-06-19
Fixed
0.02750000
N
N
N
N
N
N
EUREX DEUTSCHLAND
N/A
EURO-BUND FUTURE MAR26 RXH6
N/A
-3.00000000
NC
-6472.49000000
-0.01300895515
N/A
DIR
CORP
DE
N
1
EUREX DEUTSCHLAND
N/A
Short
GERMANY FEDERAL REPUBLIC OF
EURO-BUND FUT UNDERLYING GENERIC IV FOR FUTURES TRADING
2026-03-06
-447896.77000000
EUR
-6472.49000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 5.3% 06/15/2035
91324PFQ0
49000.00000000
PA
USD
51130.51000000
0.102766402352
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
0.05300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 06/30/2032
91282CNJ6
400000.00000000
PA
USD
407531.25000000
0.819090605761
Long
DBT
UST
US
N
2
2032-06-30
Fixed
0.04000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 4.9% 07/15/2032
11135FCL3
150000.00000000
PA
USD
154495.71000000
0.310518480954
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.04900000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 5.171% 07/16/2032 144A
62954WAU9
200000.00000000
PA
USD
206768.56000000
0.415580854382
Long
DBT
CORP
JP
N
2
2032-07-16
Fixed
0.05171000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 08/15/2055
912810UM8
180000.00000000
PA
USD
183290.63000000
0.368392934669
Long
DBT
UST
US
N
2
2055-08-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 08/15/2035
91282CNT4
490000.00000000
PA
USD
502173.44000000
1.009310444700
Long
DBT
UST
US
N
2
2035-08-15
Fixed
0.04250000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 5.25% 09/01/2035
55354GAR1
113000.00000000
PA
USD
113142.56000000
0.227403439632
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
0.05250000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032
62954HBG2
14000.00000000
PA
USD
14242.61000000
0.028625996294
Long
DBT
CORP
NL
N
2
2032-08-19
Fixed
0.04850000
N
N
N
N
N
N
NXP B V/NXP FDG LLC/NXP USA INC
N/A
NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035
62954HBH0
41000.00000000
PA
USD
41881.44000000
0.084176843026
Long
DBT
CORP
NL
N
2
2035-08-19
Fixed
0.05250000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC 5.55% 02/15/2036
04621XAQ1
47000.00000000
PA
USD
47752.30000000
0.095976591570
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
0.05550000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.7% 12/01/2055
161175CT9
120000.00000000
PA
USD
117040.94000000
0.235238731860
Long
DBT
CORP
US
N
2
2055-12-01
Fixed
0.06700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/31/2032
91282CNW7
300000.00000000
PA
USD
303304.69000000
0.609607293335
Long
DBT
UST
US
N
2
2032-08-31
Fixed
0.03875000
N
N
N
N
N
N
HPS CORPORATE LENDING FUND
549300ZS7IHUA6FKFV61
HPS CORPORATE LENDING FUND 5.45% 11/15/2030 144A
40440VAS4
98000.00000000
PA
USD
96300.76000000
0.193553372517
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.05450000
N
N
N
N
N
N
SOUTH WEST WATER FINANCE PLC
213800OV68U446W4NV89
SOUTH WEST WATER FINANCE PLC 5.25% 09/15/2031 REGS
N/A
100000.00000000
PA
136544.26000000
0.274438145876
Long
DBT
CORP
GB
N
2
2031-09-15
Fixed
0.05250000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 4.8% 09/15/2035
90353TAU4
18000.00000000
PA
USD
17917.76000000
0.036012622080
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
0.04800000
N
N
N
N
N
N
RWE FINANCE US LLC
529900J7MYLKI84UP772
RWE FINANCE US LLC 5.125% 09/18/2035 144A
749983AC6
150000.00000000
PA
USD
150376.97000000
0.302240290652
Long
DBT
CORP
US
N
2
2035-09-18
Fixed
0.05125000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5% 11/15/2035
00774MBS3
150000.00000000
PA
USD
149780.06000000
0.301040570695
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
0.05000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 4.75% 10/06/2032
24703DBT7
32000.00000000
PA
USD
32299.34000000
0.064917931977
Long
DBT
CORP
US
N
2
2032-10-06
Fixed
0.04750000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV 4.375% 09/30/2030 144A
29278GBG2
200000.00000000
PA
USD
201021.83000000
0.404030592760
Long
DBT
CORP
NL
N
2
2030-09-30
Fixed
0.04375000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 4.8% 09/26/2032
68389XDK8
29000.00000000
PA
USD
28336.63000000
0.056953343901
Long
DBT
CORP
US
N
2
2032-09-26
Fixed
0.04800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 5.2% 09/26/2035
68389XDM4
27000.00000000
PA
USD
26091.53000000
0.052440952964
Long
DBT
CORP
US
N
2
2035-09-26
Fixed
0.05200000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) FUT JUN26 FVM6
N/A
4.00000000
NC
USD
2611.35000000
0.005248511011
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UST NOTES
UST NOTES 0% 06/30/2040
2026-06-30
437857.40000000
USD
2611.35000000
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 03/01/2056 #TBA
01F022634
175000.00000000
PA
USD
151545.91000000
0.304589724646
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.255%/VAR 10/22/2031
46647PFD3
300000.00000000
PA
USD
300896.56000000
0.604767230983
Long
DBT
CORP
US
N
2
2031-10-22
Variable
0.04255000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.356%/VAR 10/22/2031
61748UAM4
150000.00000000
PA
USD
150352.70000000
0.302191510763
Long
DBT
CORP
US
N
2
2031-10-22
Variable
0.04356000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 5.15% 03/15/2036
55354GAS9
14000.00000000
PA
USD
13872.84000000
0.027882801427
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
0.05150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 11/15/2035
91282CPJ4
1175000.00000000
PA
USD
1179222.66000000
2.370100950311
Long
DBT
UST
US
N
2
2035-11-15
Fixed
0.04000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 5% 11/17/2030
577081BG6
98000.00000000
PA
USD
99504.63000000
0.199992780094
Long
DBT
CORP
US
N
2
2030-11-17
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 11/15/2045
912810UQ9
1260000.00000000
PA
USD
1268268.75000000
2.549073276479
Long
DBT
UST
US
N
2
2045-11-15
Fixed
0.04625000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 4.7% 12/15/2032
03027XCR9
68000.00000000
PA
USD
68782.41000000
0.138244676629
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.04700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 12/31/2032
91282CPQ8
1160000.00000000
PA
USD
1171418.75000000
2.354415995183
Long
DBT
UST
US
N
2
2032-12-31
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 10/01/2053#RJ0051
3142GQBV3
456950.38900000
PA
USD
470325.69000000
0.945300156312
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.06000000
N
N
N
N
N
N
AMPRION GMBH
529900ZIV0ETYHYZM863
AMPRION GMBH 3.162% 01/15/2031 REGS
N/A
100000.00000000
PA
118978.26000000
0.239132520649
Long
DBT
CORP
DE
N
2
2031-01-15
Fixed
0.03162000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 3.739%/VAR 04/20/2034 REGS
N/A
100000.00000000
PA
119374.93000000
0.239929781400
Long
DBT
CORP
FR
N
2
2034-04-20
Variable
0.03739000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032
38145GAR1
66000.00000000
PA
USD
66407.54000000
0.133471463024
Long
DBT
CORP
US
N
2
2032-01-21
Variable
0.04516000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.493%/VAR 01/16/2032
61748UAS1
39000.00000000
PA
USD
39226.15000000
0.078840017704
Long
DBT
CORP
US
N
2
2032-01-16
Variable
0.04493000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 4.247%/VAR 02/02/2030
06418GAY3
100000.00000000
PA
USD
100493.45000000
0.201980193753
Long
DBT
CORP
CA
N
2
2030-02-02
Variable
0.04247000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2033
91282CPY1
620000.00000000
PA
USD
630656.25000000
1.267546009881
Long
DBT
UST
US
N
2
2033-01-31
Fixed
0.04000000
N
N
N
N
N
N
NATIONAL GRID ELECTRICITY TRANSMISSION PLC
5XJXCCYG4SDKFJ5WLB02
NATIONAL GRID ELEC TRANSM PLC 3.563% 02/03/2034 REGS
N/A
100000.00000000
PA
119521.20000000
0.240223767157
Long
DBT
CORP
GB
N
2
2034-02-03
Fixed
0.03563000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.456%/VAR 02/06/2032
060505GQ1
100000.00000000
PA
USD
100748.48000000
0.202492774511
Long
DBT
CORP
US
N
2
2032-02-06
Variable
0.04456000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 4.456%/VAR 02/10/2032
025816EP0
150000.00000000
PA
USD
151469.93000000
0.304437013648
Long
DBT
CORP
US
N
2
2032-02-10
Variable
0.04456000
N
N
N
N
N
N
REGENCY CTRS LP
5493008PTR2GAOYBXW28
REGENCY CTRS LP 4.5% 03/15/2033
75884RBF9
9000.00000000
PA
USD
9003.13000000
0.018095248414
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.04500000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC 4.45% 03/15/2031
92345YAP1
6000.00000000
PA
USD
6029.22000000
0.012118033800
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.04450000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer