NPORT-P false 0001027263 XXXXXXXX S000013248 C000035599 C000104201 C000035600 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1290 Avenue of the Americas New York 10104 212-314-5329 EQ/Franklin Balanced Managed Volatility Portfolio S000013248 549300EMYH0HU2R9DR60 2020-12-31 2020-06-30 N 672479471.04 3557992.91 668921478.13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 46639478.99000000 USD UST Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769106 989.00000000 NS USD 236558.91000000 0.035364227003 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCN0 250000.00000000 PA USD 274455.00000000 0.041029479389 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 44107P104 73218.00000000 NS USD 790022.22000000 0.118103880026 Long EC CORP US N 1 N N N CNOOC Finance 2013 Ltd. 5493006KAH3PSSMCES09 12625GAF1 200000.00000000 PA USD 211812.50000000 0.031664777843 Long DBT CORP VG N 2 2029-09-30 Fixed 2.87500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 250000.00000000 PA USD 269768.48000000 0.040328870999 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550BC1 150000.00000000 PA USD 175422.63000000 0.026224696879 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N N Chevron Corp. N/A 166764100 53444.00000000 NS USD 4768808.12000000 0.712910001534 Long EC CORP US N 1 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAB7 250000.00000000 PA USD 288137.08000000 0.043074873422 Long DBT CORP US N 2 2026-02-15 Fixed 4.45000000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677AAB0 200000.00000000 PA USD 222042.58000000 0.033194117285 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 3411.00000000 NS USD 460894.32000000 0.068901109482 Long EC CORP US N 1 N N N State of California N/A 13063DGB8 75000.00000000 PA USD 83980.50000000 0.012554612573 Long DBT MUN US N 2 2025-04-01 Fixed 3.37500000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAP7 75000.00000000 PA USD 77794.83000000 0.011629889687 Long DBT CORP US N 2 2022-02-01 Fixed 3.20000000 N N N N N N Copart, Inc. 549300KVYX3JWMYEHU61 217204106 923.00000000 NS USD 76858.21000000 0.011489870263 Long EC CORP US N 1 N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506BR7 50000.00000000 PA USD 53170.77000000 0.007948731164 Long DBT CORP US N 2 2029-08-15 Fixed 2.80000000 N N N N N N Illinois Tool Works, Inc. 76NA4I14SZCFAYMNSV04 452308109 1294.00000000 NS USD 226255.90000000 0.033823984936 Long EC CORP US N 1 N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769FK5 250000.00000000 PA USD 261709.10000000 0.039124039002 Long DBT NUSS DE N 2 2023-01-17 Fixed 2.12500000 N N N N N N Expedia Group, Inc. N/A 30212PAR6 75000.00000000 PA USD 69937.50000000 0.010455263029 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BT8 150000.00000000 PA USD 166620.75000000 0.024908865307 Long DBT CORP US N 2 2027-09-14 Fixed 2.80000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CB2 150000.00000000 PA USD 172721.70000000 0.025820923030 Long DBT CORP US Y 2 2029-07-26 Fixed 3.40000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2H5 250000.00000000 PA USD 259480.83000000 0.038790925165 Long DBT CORP US N 2 2025-10-30 Variable 2.40599900 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 8156.00000000 NS USD 909475.56000000 0.135961482735 Long EC CORP US N 1 N N N Nielsen Holdings plc 549300ZVCBHQE0XHG367 N/A 1587.00000000 NS USD 23582.82000000 0.003525498996 Long EC CORP GB N 1 N N N United States of America 254900HROIFWPRGM1V77 912828V80 2000000.00000000 PA USD 2146094.80000000 0.320829106280 Long DBT UST US N 2 2024-01-31 Fixed 2.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHV5 100000.00000000 PA USD 109366.97000000 0.016349747104 Long DBT CORP US N 2 2024-02-05 Fixed 3.37500000 N N N N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 616.00000000 NS USD 39380.88000000 0.005887220142 Long EC CORP US N 1 N N N Pentair plc 549300EVR9D56WPSRP15 N/A 732.00000000 NS USD 27808.68000000 0.004157241306 Long EC CORP IE N 1 N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAQ2 50000.00000000 PA USD 57006.99000000 0.008522224485 Long DBT CORP FR N 2 2029-02-19 Fixed 3.45500000 N N N N N N SL Green Realty Corp. 549300VQZPJU97H3GT17 78440X101 365.00000000 NS USD 17990.85000000 0.002689530922 Long EC CORP US N 1 N N N Loews Corp. R8V1FN4M5ITGZOG7BS19 540424AS7 50000.00000000 PA USD 55668.79000000 0.008322171109 Long DBT CORP US N 2 2026-04-01 Fixed 3.75000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 861.00000000 NS USD 92557.50000000 0.013836825849 Long EC CORP US N 1 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 3562.00000000 NS USD 21799.44000000 0.003258893713 Long EC CORP US N 1 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 750000.00000000 PA USD 768750.00000000 0.114923802738 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 1125.00000000 NS USD 79155.00000000 0.011833227454 Long EC CORP US N 1 N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518CV6 100000.00000000 PA USD 107936.22000000 0.016135858023 Long DBT CORP US N 2 2023-08-15 Fixed 3.37500000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718ER6 150000.00000000 PA USD 164358.26000000 0.024570635773 Long DBT CORP US N 2 2026-11-03 Fixed 2.45000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 902653104 1297.00000000 NS USD 48481.86000000 0.007247765482 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128282S8 1800000.00000000 PA USD 1856605.68000000 0.277552110479 Long DBT UST US N 2 2022-08-31 Fixed 1.62500000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 1188.00000000 NS USD 115307.28000000 0.017237790050 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828W55 2200000.00000000 PA USD 2262220.40000000 0.338189230569 Long DBT UST US N 2 2022-02-28 Fixed 1.87500000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427108 3357.00000000 NS USD 142303.23000000 0.021273532791 Long EC CORP US N 1 N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAD5 75000.00000000 PA USD 79655.00000000 0.011907974643 Long DBT CORP US N 2 2022-06-15 Fixed 4.20000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BK7 100000.00000000 PA USD 107817.10000000 0.016118050253 Long DBT CORP US N 2 2029-08-15 Fixed 3.12500000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 6395.00000000 NS USD 765993.10000000 0.114511661688 Long EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 121232.00000000 NS USD 4427392.64000000 0.661870306867 Long EC CORP US N 1 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 105.00000000 NS USD 118452.60000000 0.017707997705 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AD3 200000.00000000 PA USD 211523.14000000 0.031621520150 Long DBT CORP NL N 2 2021-11-15 Fixed 6.00000000 N N N N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 1524.00000000 NS USD 109621.32000000 0.016387770999 Long EC CORP US N 1 N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 1350.00000000 NS USD 117328.50000000 0.017539951075 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 2290.00000000 NS USD 125171.40000000 0.018712420529 Long EC CORP US N 1 N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448C104 3602.00000000 NS USD 80036.44000000 0.011964997778 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 90557.00000000 NS USD 3529911.86000000 0.527701976301 Long EC CORP US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AH3 150000.00000000 PA USD 177166.22000000 0.026485353781 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621X108 272.00000000 NS USD 28094.88000000 0.004200026597 Long EC CORP US N 1 N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DF1 150000.00000000 PA USD 147697.64000000 0.022079966756 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282N9 1000000.00000000 PA USD 1076642.40000000 0.160951985427 Long DBT UST US N 2 2024-07-31 Fixed 2.12500000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAQ5 200000.00000000 PA USD 217518.00000000 0.032517718014 Long DBT CORP KY N 2 2024-11-28 Fixed 3.60000000 N N N N N N Wisconsin Electric Power Co. AENKIFMULUAWOUU8Q584 976656CD8 50000.00000000 PA USD 51330.75000000 0.007673658520 Long DBT CORP US N 2 2021-09-15 Fixed 2.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YP9 1000000.00000000 PA USD 1017627.80000000 0.152129634534 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283W8 1325000.00000000 PA USD 1545633.30000000 0.231063488097 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137EAEC9 758000.00000000 PA USD 765942.48000000 0.114504094283 Long DBT USGA US N 2 2021-08-12 Fixed 1.12500000 N N N N N N Varian Medical Systems, Inc. TK3LAKL7I0QNTCVWSY07 92220P105 407.00000000 NS USD 49865.64000000 0.007454632812 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 N/A 775.00000000 NS USD 38982.50000000 0.005827664572 Long EC CORP LR N 1 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 2536.00000000 NS USD 247564.32000000 0.037009473920 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 5661.00000000 NS USD 435557.34000000 0.065113373428 Long EC CORP US N 1 N N N Tiffany & Co. 549300EJG9IEYQL5XT21 886547108 485.00000000 NS USD 59140.90000000 0.008841232032 Long EC CORP US N 1 N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 695.00000000 NS USD 135163.60000000 0.020206198248 Long EC CORP US N 1 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229106 1701.00000000 NS USD 27011.88000000 0.004038124186 Long EC CORP US N 1 N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 497.00000000 NS USD 46360.16000000 0.006930583262 Long EC CORP US N 1 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MEY6 200000.00000000 PA USD 226939.56000000 0.033926188262 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 250000.00000000 PA USD 273900.95000000 0.040946652029 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 40000.00000000 NS 4169865.30000000 0.623371417472 Long EC CORP GB N 2 N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AL7 1250000.00000000 PA USD 1247839.50000000 0.186544989329 Long DBT CORP US Y 2 2029-11-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DLU4 1713551.59000000 PA USD 1817091.57000000 0.271644973200 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 725.00000000 NS USD 77640.25000000 0.011606780846 Long EC CORP US N 1 N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440101 1152.00000000 NS USD 65664.00000000 0.009816398807 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BG4 115000.00000000 PA USD 128142.02000000 0.019156511517 Long DBT CORP US N 2 2025-05-13 Fixed 3.20000000 N N N N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 3489.00000000 NS USD 264815.10000000 0.039588368539 Long EC CORP US N 1 N N N Leggett & Platt, Inc. DKOVQUCDW4ZLYCUD4T55 524660AZ0 50000.00000000 PA USD 52652.06000000 0.007871186936 Long DBT CORP US N 2 2029-03-15 Fixed 4.40000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TG38 150000.00000000 PA USD 155983.08000000 0.023318593452 Long DBT CORP CA N 2 2022-09-11 Fixed 2.35000000 N N N N N N Tyler Technologies, Inc. N/A 902252105 180.00000000 NS USD 62438.40000000 0.009334189742 Long EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DN4 50000.00000000 PA USD 56965.51000000 0.008516023459 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCU2 4000000.00000000 PA USD 3860840.00000000 0.577173872603 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282A7 750000.00000000 PA USD 799060.80000000 0.119455096917 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAK8 900000.00000000 PA USD 933750.00000000 0.139590375033 Long DBT CORP CA Y 2 2024-03-15 Fixed 7.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 1100000.00000000 PA USD 1284368.25000000 0.192005832073 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787107 740.00000000 NS USD 72298.00000000 0.010808144507 Long EC CORP US N 1 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 2912.00000000 NS USD 108850.56000000 0.016272546712 Long EC CORP US N 1 N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UL7 100000.00000000 PA USD 107375.87000000 0.016052088849 Long DBT NUSS CA N 2 2026-06-22 Fixed 2.12500000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBJ0 50000.00000000 PA USD 55782.48000000 0.008339167125 Long DBT CORP US N 2 2027-03-19 Fixed 3.29400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 210239.00000000 NS USD 4993176.25000000 0.746451775469 Long EC CORP US N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 61174X109 1676.00000000 NS USD 116180.32000000 0.017368304621 Long EC CORP US N 1 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 50000.00000000 PA USD 52565.00000000 0.007858171955 Long DBT NUSS CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N ABB Finance USA, Inc. 5493002Y01YAFV45F528 00037BAB8 150000.00000000 PA USD 155666.93000000 0.023271330804 Long DBT CORP US N 2 2022-05-08 Fixed 2.87500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587CV7 250000.00000000 PA USD 277778.68000000 0.041526350862 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513AZ8 100000.00000000 PA USD 118159.52000000 0.017664183893 Long DBT CORP US N 2 2029-02-01 Fixed 4.00000000 N N N N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 1530.00000000 NS USD 216265.50000000 0.032330476307 Long EC CORP US N 1 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 697.00000000 NS USD 97147.86000000 0.014523058860 Long EC CORP US N 1 N N N PulteGroup, Inc. N/A 745867101 1147.00000000 NS USD 39032.41000000 0.005835125837 Long EC CORP US N 1 N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 053484101 641.00000000 NS USD 99124.24000000 0.014818516558 Long EC CORP US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AF7 1000000.00000000 PA USD 1083679.70000000 0.162004022210 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 74432QCC7 50000.00000000 PA USD 57088.92000000 0.008534472560 Long DBT CORP US N 2 2028-03-27 Fixed 3.87800000 N N N N N N Franklin Resources, Inc. RIFQSET379FOGTEFKS80 354613101 1238.00000000 NS USD 25960.86000000 0.003881002606 Long EC CORP US N 1 N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBG0 150000.00000000 PA USD 162996.18000000 0.024367012471 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 1400000.00000000 NS 1980677.57000000 0.296100160445 Long EC CORP GB N 2 N N N Xylem, Inc. 549300DF5MV96DRYLQ48 98419M100 793.00000000 NS USD 51513.28000000 0.007700945728 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558AU7 100000.00000000 PA USD 104583.24000000 0.015634606365 Long DBT CORP US N 2 2021-12-01 Fixed 4.40000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DG0 100000.00000000 PA USD 111911.00000000 0.016730065285 Long DBT NUSS US N 2 2029-06-18 Fixed 2.25000000 N N N N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055102 3218.00000000 NS USD 115944.54000000 0.017333056837 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBD6 200000.00000000 PA USD 214334.76000000 0.032041841532 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBC3 13900000.00000000 PA USD 13138280.00000000 1.964098990621 Long DBT CORP US Y 2 2026-03-15 Fixed 8.00000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G6S8 150000.00000000 PA USD 156426.87000000 0.023384937562 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N FMC Corp. CKDHZ2X64EEBQCSP7013 302491303 588.00000000 NS USD 58576.56000000 0.008756866375 Long EC CORP US N 1 N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAW9 50000.00000000 PA USD 57282.82000000 0.008563459519 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EG4 100000.00000000 PA USD 114107.26000000 0.017058393807 Long DBT NUSS US N 2 2028-01-19 Fixed 2.75000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AQ3 150000.00000000 PA USD 180218.78000000 0.026941694338 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBP0 150000.00000000 PA USD 158749.67000000 0.023732183102 Long DBT CORP US N 2 2028-02-15 Fixed 3.40000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 50000.00000000 PA USD 49318.66000000 0.007372862378 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 118675.00000000 NS USD 6542552.75000000 0.978074850921 Long EC CORP US N 1 N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216AZ4 100000.00000000 PA USD 102564.29000000 0.015332784691 Long DBT CORP US N 2 2021-11-15 Fixed 3.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAQ2 185000.00000000 PA USD 204329.00000000 0.030546036669 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBW4 100000.00000000 PA USD 110760.38000000 0.016558054064 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAG3 100000.00000000 PA USD 110015.01000000 0.016446625440 Long DBT CORP US N 2 2024-05-06 Fixed 3.40000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 2418.00000000 NS USD 93770.04000000 0.014018093762 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162BV1 250000.00000000 PA USD 273478.15000000 0.040883445806 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432AN0 100000.00000000 PA USD 104265.90000000 0.015587165819 Long DBT CORP US N 2 2022-08-15 Fixed 3.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 100000.00000000 PA USD 108564.06000000 0.016229716573 Long DBT CORP US N 2 2022-11-01 Fixed 4.87500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 73795.00000000 NS USD 5990678.10000000 0.895572693636 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828YB0 1115000.00000000 PA USD 1216623.22000000 0.181878330981 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HS6 250000.00000000 PA USD 290970.35000000 0.043498431357 Long DBT NUSS DE N 2 2028-04-03 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828H86 600000.00000000 PA USD 612552.78000000 0.091573196559 Long DBT UST US N 2 2022-01-31 Fixed 1.50000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 41274.00000000 NS USD 5458899.24000000 0.816074743968 Long EC CORP US N 1 N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 527288BE3 100000.00000000 PA USD 108259.04000000 0.016184117798 Long DBT CORP US N 2 2023-10-18 Fixed 5.50000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 92462.00000000 NS USD 4131202.16000000 0.617591495424 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172BE8 50000.00000000 PA USD 54722.65000000 0.008180728499 Long DBT CORP US N 2 2023-11-15 Fixed 3.60000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 05531FBJ1 250000.00000000 PA USD 259635.55000000 0.038814054935 Long DBT CORP US N 2 2023-03-16 Fixed 2.20000000 N N N N N N WW Grainger, Inc. 549300TWZSP6O1IH2V34 384802104 192.00000000 NS USD 60318.72000000 0.009017309500 Long EC CORP US N 1 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AR3 2000000.00000000 PA USD 2018200.00000000 0.301709552762 Long DBT CORP US Y 2 2023-05-15 Fixed 5.12500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 250000.00000000 PA USD 264921.88000000 0.039604331548 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385AW1 100000.00000000 PA USD 103232.91000000 0.015432739622 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABL6 50000.00000000 PA USD 55369.39000000 0.008277412493 Long DBT CORP US N 2 2029-07-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ET1 1600000.00000000 PA USD 2140439.20000000 0.319983625878 Long DBT UST US N 2 2025-02-15 Fixed 7.62500000 N N N N N N Loews Corp. R8V1FN4M5ITGZOG7BS19 540424108 1132.00000000 NS USD 38816.28000000 0.005802815617 Long EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 588.00000000 NS USD 61134.36000000 0.009139243094 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BG2 500000.00000000 PA USD 600515.50000000 0.089773690879 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co. USD XXXX N N N Brookfield Finance, Inc. N/A 11271LAA0 100000.00000000 PA USD 113034.53000000 0.016898026703 Long DBT CORP CA N 2 2026-06-02 Fixed 4.25000000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 6200.00000000 NS USD 1497052.00000000 0.223800856893 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 100000.00000000 PA USD 110361.58000000 0.016498435707 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BN1 150000.00000000 PA USD 166737.99000000 0.024926392028 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HKC3 150000.00000000 PA USD 162895.76000000 0.024352000246 Long DBT CORP US N 2 2025-01-23 Fixed 3.12500000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822V101 1885.00000000 NS USD 315454.75000000 0.047158711495 Long EC CORP US N 1 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748AR3 150000.00000000 PA USD 155111.90000000 0.023188356940 Long DBT CORP US N 2 2021-07-15 Fixed 4.80000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156109 420.00000000 NS USD 41916.00000000 0.006266206329 Long EC CORP US N 1 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 1461.00000000 NS USD 263257.59000000 0.039355529551 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 100000.00000000 PA USD 103862.91000000 0.015526921080 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 766.00000000 NS USD 134011.70000000 0.020033995675 Long EC CORP US N 1 N N N Cincinnati Financial Corp. 254900Q4WEDMZBOZ0002 172062101 684.00000000 NS USD 43796.52000000 0.006547333496 Long EC CORP US N 1 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834107 1517.00000000 NS USD 69084.18000000 0.010327696487 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 183.00000000 NS USD 31931.67000000 0.004773605130 Long EC CORP US N 1 N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 1502.00000000 NS USD 83285.90000000 0.012450773778 Long EC CORP US N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 570.00000000 NS USD 42721.50000000 0.006386624050 Long EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 3636.00000000 NS USD 140531.40000000 0.021008654168 Long EC CORP US N 1 N N N Mead Johnson Nutrition Co. E4BJRFT3MF4GJDY1SC50 582839AH9 100000.00000000 PA USD 115837.40000000 0.017317040009 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736K101 523.00000000 NS USD 57807.19000000 0.008641849886 Long EC CORP US N 1 N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364G103 893.00000000 NS USD 83772.33000000 0.012523492328 Long EC CORP US N 1 N N N Snap-on, Inc. HHWAT5TDOYZMM26KKQ73 833034101 234.00000000 NS USD 32411.34000000 0.004845313098 Long EC CORP US N 1 N N N CDW Corp. N/A 12514G108 642.00000000 NS USD 74587.56000000 0.011150420854 Long EC CORP US N 1 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 2603.00000000 NS USD 131867.98000000 0.019713521588 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GRD8 150000.00000000 PA USD 160283.54000000 0.023961488043 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 100000.00000000 PA USD 114812.20000000 0.017163778373 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N BorgWarner, Inc. 549300DSFX2IE88NSX47 099724106 920.00000000 NS USD 32476.00000000 0.004854979405 Long EC CORP US N 1 N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BG5 200000.00000000 PA USD 234434.84000000 0.035046690480 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CAW9 150000.00000000 PA USD 173161.32000000 0.025886643748 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34354P105 574.00000000 NS USD 16370.48000000 0.002447294717 Long EC CORP US N 1 N N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 23317HAE2 100000.00000000 PA USD 100856.36000000 0.015077458759 Long DBT CORP US N 2 2026-02-01 Fixed 4.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 100000.00000000 PA USD 112341.73000000 0.016794456998 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MAK2 100000.00000000 PA USD 106969.02000000 0.015991267061 Long DBT CORP US N 2 2023-04-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VBH2 676444.01000000 PA USD 718107.35000000 0.107353011299 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.00000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AP0 250000.00000000 PA USD 275090.08000000 0.041124420278 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 22546QAP2 250000.00000000 PA USD 275087.13000000 0.041123979270 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAQ1 2000000.00000000 PA USD 2035000.00000000 0.304221058305 Long DBT CORP US N 2 2024-07-15 Fixed 5.12500000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748AV4 150000.00000000 PA USD 164216.64000000 0.024549464379 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N CH Robinson Worldwide, Inc. 529900WNWN5L0OVDHA79 12541W209 602.00000000 NS USD 47594.12000000 0.007115053344 Long EC CORP US N 1 N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284106 280.00000000 NS USD 57839.60000000 0.008646694999 Long EC CORP US N 1 N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150AQ7 200000.00000000 PA USD 211549.04000000 0.031625392055 Long DBT CORP US N 2 2024-08-06 Fixed 2.62500000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 768.00000000 NS USD 107619.84000000 0.016088560992 Long EC CORP US N 1 N N N Waters Corp. 5T547R1474YC9HOD8Q74 941848103 287.00000000 NS USD 51774.80000000 0.007740041498 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGF0 100000.00000000 PA USD 112806.67000000 0.016863962914 Long DBT CORP US N 2 2028-01-20 Variable 3.82399900 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BN3 150000.00000000 PA USD 154336.58000000 0.023072450959 Long DBT CORP US N 2 2021-12-05 Fixed 2.45000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 756.00000000 NS USD 25704.00000000 0.003842603480 Long EC CORP US N 1 N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AM2 75000.00000000 PA USD 83577.00000000 0.012494291592 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 215000.00000000 PA USD 238814.54000000 0.035701431006 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 49146.00000000 NS USD 2292169.44000000 0.342666443662 Long EC CORP US N 1 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 518439104 1017.00000000 NS USD 191887.56000000 0.028686111340 Long EC CORP US N 1 N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047109 1116.00000000 NS USD 38624.76000000 0.005774184454 Long EC CORP US N 1 N N Hormel Foods Corp. MSD54751OJP1FS2ND863 440452100 1253.00000000 NS USD 60482.31000000 0.009041765285 Long EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAF6 50000.00000000 PA USD 43382.26000000 0.006485403955 Long DBT CORP US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216CT5 100000.00000000 PA USD 116953.65000000 0.017483913108 Long DBT CORP US N 2 2030-03-25 Fixed 3.45000000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 222070203 1198.00000000 NS USD 5355.06000000 0.000800551361 Long EC CORP US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAB2 50000.00000000 PA USD 53617.56000000 0.008015523757 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 983919101 1095.00000000 NS USD 107737.05000000 0.016106083228 Long EC CORP US N 1 N N N Arista Networks, Inc. 635400H1WKBLOQERUU95 040413106 245.00000000 NS USD 51457.35000000 0.007692584508 Long EC CORP US N 1 N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 1717.00000000 NS USD 20363.62000000 0.003044246696 Long EC CORP US N 1 N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAY4 150000.00000000 PA USD 159896.15000000 0.023903575416 Long DBT CORP US N 2 2026-10-01 Fixed 2.40000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747206 313.00000000 NS USD 26670.73000000 0.003987124180 Long EC CORP US N 1 N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212101 216.00000000 NS USD 15664.32000000 0.002341727768 Long EC CORP US N 1 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 1784.00000000 NS USD 646414.56000000 0.096635342283 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505ED2 300000.00000000 PA USD 288000.00000000 0.043054380733 Long DBT CORP US N 2 2023-06-01 Variable 5.19999800 N N N N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 17275RAN2 150000.00000000 PA USD 166672.67000000 0.024916627055 Long DBT CORP US N 2 2024-03-04 Fixed 3.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAF7 200000.00000000 PA USD 216687.50000000 0.032393562934 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 2778.00000000 NS USD 1055389.98000000 0.157774868128 Long EC CORP US N 1 N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAJ7 50000.00000000 PA USD 52429.88000000 0.007837972275 Long DBT CORP CA N 2 2022-10-01 Fixed 3.15000000 N N N N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 762.00000000 NS USD 57942.48000000 0.008662074981 Long EC CORP US N 1 N N N Broadridge Financial Solutions, Inc. N/A 11133T103 514.00000000 NS USD 64861.66000000 0.009696453488 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128285U0 2000000.00000000 PA USD 2169029.40000000 0.324257700031 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BK4 150000.00000000 PA USD 165923.28000000 0.024804597463 Long DBT CORP US N 2 2024-12-05 Fixed 3.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFM6 250000.00000000 PA USD 276226.55000000 0.041294316153 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525AR4 250000.00000000 PA USD 262269.55000000 0.039207823126 Long DBT CORP US N 2 2023-01-30 Fixed 2.60000000 N N N N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605P101 898.00000000 NS USD 46247.00000000 0.006913666478 Long EC CORP US N 1 N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 509.00000000 NS USD 53857.29000000 0.008051362044 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 457.00000000 NS USD 285008.05000000 0.042607101030 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KN0 200000.00000000 PA USD 221001.78000000 0.033038523537 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 037411105 1686.00000000 NS USD 22761.00000000 0.003402641527 Long EC CORP US N 1 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 31668.00000000 NS USD 3883763.52000000 0.580600809957 Long EC CORP US N 1 N N N 2020 Cash Mandatory Exchangeable Trust N/A 901375105 1000.00000000 NS USD 1020050.00000000 0.152491739815 Long EP CORP US Y 3 N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AM2 2500000.00000000 PA USD 2759375.00000000 0.412511048040 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828B66 1200000.00000000 PA USD 1310082.84000000 0.195850018699 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106L109 1737.00000000 NS USD 183965.67000000 0.027501833326 Long EC CORP US N 1 N N N Republic of Panama 549300SHS4T08CL0LP14 698299BD5 200000.00000000 PA USD 217875.00000000 0.032571087507 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865BA2 50000.00000000 PA USD 51066.12000000 0.007634097823 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N CF Industries Holdings, Inc. 529900CG8YAQFZ2JMV97 125269100 979.00000000 NS USD 27549.06000000 0.004118429576 Long EC CORP US N 1 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 462.00000000 NS USD 95555.46000000 0.014285004013 Long EC CORP US N 1 N N N International Paper Co. 824LMFJDH41EY779Q875 460146103 1726.00000000 NS USD 60772.46000000 0.009085141079 Long EC CORP US N 1 N N N FHLB 2549001DPIFGXC1TOL40 3130AFE78 385000.00000000 PA USD 410483.80000000 0.061365020173 Long DBT USGA US N 2 2022-12-09 Fixed 3.00000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457108 3801.00000000 NS USD 624048.18000000 0.093291694227 Long EC CORP US N 1 N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 05348EAQ2 100000.00000000 PA USD 104287.49000000 0.015590393403 Long DBT CORP US N 2 2022-09-15 Fixed 2.95000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 36892.00000000 NS USD 5188121.96000000 0.775595063041 Long EC CORP US N 1 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 780259206 100000.00000000 NS USD 3269000.00000000 0.488697120196 Long EC CORP GB N 1 N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159HB5 100000.00000000 PA USD 112931.20000000 0.016882579449 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 2003.00000000 NS USD 517855.62000000 0.077416503570 Long EC CORP US N 1 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BJ4 100000.00000000 PA USD 113057.44000000 0.016901451619 Long DBT CORP US N 2 2025-04-01 Fixed 4.45000000 N N N N N N Aon plc 635400FALWQYX5E6QC64 00185AAK0 150000.00000000 PA USD 171174.47000000 0.025589620844 Long DBT CORP IE N 2 2025-12-15 Fixed 3.87500000 N N N N N N Maxim Integrated Products, Inc. SO0H5YEO14Y4PVKQH532 57772K101 1192.00000000 NS USD 72247.12000000 0.010800538233 Long EC CORP US N 1 N N N Kansas City Southern 5493008C12PZMWP3WY03 485170302 425.00000000 NS USD 63448.25000000 0.009485156640 Long EC CORP US N 1 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849AK2 100000.00000000 PA USD 99655.56000000 0.014897945911 Long DBT CORP US N 2 2022-11-01 Fixed 2.80000000 N N N N N N Extra Space Storage, Inc. N/A 30225T102 578.00000000 NS USD 53389.86000000 0.007981483887 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054AU3 100000.00000000 PA USD 110923.12000000 0.016582382779 Long DBT CORP US N 2 2024-12-15 Fixed 3.50000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A 1799.00000000 NS USD 135824.50000000 0.020304999082 Long EC CORP BM N 1 N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 1265.00000000 NS USD 92914.25000000 0.013890157968 Long EC CORP US N 1 N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAH8 50000.00000000 PA USD 54651.04000000 0.008170023207 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940X102 1349.00000000 NS USD 228817.38000000 0.034206911794 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RG8 900000.00000000 PA USD 887632.38000000 0.132696050137 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAZ8 250000.00000000 PA USD 266844.63000000 0.039891771863 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCP5 50000.00000000 PA USD 57045.21000000 0.008527938160 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJJ0 250000.00000000 PA USD 267320.30000000 0.039962881853 Long DBT CORP US N 2 2023-05-01 Fixed 3.37500000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429105 542.00000000 NS USD 93158.96000000 0.013926740738 Long EC CORP US N 1 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAE3 100000.00000000 PA USD 108070.55000000 0.016155939603 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N Xerox Holdings Corp. N/A 98421M106 823.00000000 NS USD 12583.67000000 0.001881187913 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670BR8 95000.00000000 PA USD 100412.21000000 0.015011060831 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 1042.00000000 NS USD 155737.32000000 0.023281853714 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJX9 250000.00000000 PA USD 275278.50000000 0.041152588009 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAH6 250000.00000000 PA USD 265042.83000000 0.039622412893 Long DBT CORP US N 2 2023-02-06 Fixed 3.00000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CE6 50000.00000000 PA USD 53269.46000000 0.007963484764 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 737.00000000 NS USD 197184.35000000 0.029477951665 Long EC CORP US N 1 N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAR0 50000.00000000 PA USD 54658.35000000 0.008171116010 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Alaska Air Group, Inc. 529900G48RT4KWLC6C27 011659109 543.00000000 NS USD 19689.18000000 0.002943421708 Long EC CORP US N 1 N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAL3 1000000.00000000 PA USD 1046250.00000000 0.156408492507 Long DBT CORP US Y 2 2025-05-15 Fixed 6.25000000 N N N N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 487836BP2 150000.00000000 PA USD 165861.56000000 0.024795370670 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QCS5 150000.00000000 PA USD 164649.86000000 0.024614228333 Long DBT CORP GB N 2 2024-11-04 Fixed 3.53500000 N N N N N N Aptiv plc N/A N/A 1149.00000000 NS USD 89530.08000000 0.013384243581 Long EC CORP JE N 1 N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 69888XAA7 2128000.00000000 PA USD 2175880.00000000 0.325281826214 Long DBT CORP US Y 2 2027-04-01 Fixed 7.50000000 N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058CY7 200000.00000000 PA USD 209516.22000000 0.031321496894 Long DBT NUSS US N 2 2023-02-13 Fixed 2.12500000 N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EN0 1000000.00000000 PA USD 1058750.00000000 0.158277172226 Long DBT CORP US N 2 2025-03-17 Variable 6.09999800 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 2719.00000000 NS USD 168659.57000000 0.025213657434 Long EC CORP US N 1 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135B101 2622.00000000 NS USD 166628.10000000 0.024909964091 Long EC CORP US N 1 N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBL8 200000.00000000 PA USD 214218.50000000 0.032024461316 Long DBT NUSS US N 2 2024-05-21 Fixed 2.25000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NBY6 150000.00000000 PA USD 168994.40000000 0.025263712636 Long DBT CORP US N 2 2027-02-01 Fixed 3.30000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BS2 250000.00000000 PA USD 255952.90000000 0.038263519466 Long DBT NUSS DE N 2 2021-12-06 Fixed 2.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599105 4005.00000000 NS USD 73291.50000000 0.010956667171 Long EC CORP US N 1 N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAM1 250000.00000000 PA USD 267092.95000000 0.039928894307 Long DBT CORP JP N 2 2027-09-11 Fixed 3.17000000 N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GS6 50000.00000000 PA USD 53076.54000000 0.007934644309 Long DBT CORP US N 2 2029-08-01 Fixed 2.85000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730109 551.00000000 NS USD 37925.33000000 0.005669623601 Long EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RBH0 100000.00000000 PA USD 110355.60000000 0.016497541730 Long DBT CORP US N 2 2024-04-10 Fixed 3.60000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040Q104 1897.00000000 NS USD 98169.75000000 0.014675825670 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828G87 750000.00000000 PA USD 771856.73000000 0.115388241405 Long DBT UST US N 2 2021-12-31 Fixed 2.12500000 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 594.00000000 NS USD 68814.90000000 0.010287440641 Long EC CORP US N 1 N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BU1 200000.00000000 PA USD 218439.90000000 0.032655536881 Long DBT NUSS JP N 2 2023-10-31 Fixed 3.37500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 4494.00000000 NS USD 54736.92000000 0.008182861784 Long EC CORP US N 1 N N N IPG Photonics Corp. 5493002KZ51CADQ94G15 44980X109 159.00000000 NS USD 25502.01000000 0.003812407111 Long EC CORP US N 1 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 767204100 71000.00000000 NS USD 3988780.00000000 0.596300183266 Long EC CORP GB N 1 N N N European Investment Bank 5493006YXS1U5GIHE750 298785HS8 250000.00000000 PA USD 259522.35000000 0.038797132172 Long DBT NUSS US N 2 2021-12-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YM6 1300000.00000000 PA USD 1369890.34000000 0.204790903684 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Robert Half International, Inc. 529900VPCUY9H3HLIC08 770323103 524.00000000 NS USD 27682.92000000 0.004138440894 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810FE3 1250000.00000000 PA USD 1742920.63000000 0.260556834693 Long DBT UST US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 2030.00000000 NS USD 257038.60000000 0.038425825512 Long EC CORP CH N 1 N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605PAK7 50000.00000000 PA USD 54603.44000000 0.008162907274 Long DBT CORP US N 2 2028-08-15 Fixed 4.30000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 400.00000000 NS USD 280920.00000000 0.041995960540 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AW4 100000.00000000 PA USD 103137.97000000 0.015418546626 Long DBT CORP JP N 2 2021-07-26 Fixed 3.53500000 N N N N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 28176E108 2786.00000000 NS USD 192540.46000000 0.028783716220 Long EC CORP US N 1 N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410G104 506.00000000 NS USD 150747.52000000 0.022535906668 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 2187.00000000 NS USD 36741.60000000 0.005492662622 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 1523.00000000 NS USD 126820.21000000 0.018958908354 Long EC CORP US N 1 N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887102 2183.00000000 NS USD 76776.11000000 0.011477596774 Long EC CORP US N 1 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAB9 150000.00000000 PA USD 159266.42000000 0.023809434321 Long DBT CORP US N 2 2023-02-01 Fixed 3.25000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAD7 75000.00000000 PA USD 79894.10000000 0.011943718749 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 2143.00000000 NS USD 293676.72000000 0.043903018456 Long EC CORP US N 1 N N N salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 79466L302 4072.00000000 NS USD 762807.76000000 0.114035471268 Long EC CORP US N 1 N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAQ1 150000.00000000 PA USD 163224.69000000 0.024401173431 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EH3 500000.00000000 PA USD 515975.00000000 0.077135361454 Long DBT CORP US N 2 2024-09-05 Variable 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U65 1500000.00000000 PA USD 1533557.70000000 0.229258253791 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EC3 150000.00000000 PA USD 167011.04000000 0.024967211468 Long DBT NUSS US N 2 2027-08-10 Fixed 2.37500000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816109 2979.00000000 NS USD 283600.80000000 0.042396725067 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 43323.00000000 NS USD 3461074.47000000 0.517411173531 Long EC CORP US N 1 N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAL2 150000.00000000 PA USD 163100.06000000 0.024382541947 Long DBT CORP CA N 2 2025-03-15 Fixed 3.37500000 N N N N N N CBRE Group, Inc. 52990016II9MJ2OSWA10 12504L109 1507.00000000 NS USD 68146.54000000 0.010187524579 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 100000.00000000 PA USD 105888.89000000 0.015829793699 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828P38 200000.00000000 PA USD 208108.86000000 0.031111104487 Long DBT UST US N 2 2023-01-31 Fixed 1.75000000 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 5579.00000000 NS USD 547020.95000000 0.081776556424 Long EC CORP US N 1 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658300 2107.00000000 NS USD 34596.94000000 0.005172048010 Long EC CORP PA N 1 N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 515.00000000 NS USD 109695.00000000 0.016398785744 Long EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 916.00000000 NS USD 15196.44000000 0.002271782338 Long EC CORP US N 1 N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498106 1462.00000000 NS USD 101594.38000000 0.015187788600 Long EC CORP US N 1 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AS2 100000.00000000 PA USD 101246.44000000 0.015135773526 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N Precision Castparts Corp. 0XOOAY5P5J7Q734SEC89 740189AG0 75000.00000000 PA USD 78612.88000000 0.011752183562 Long DBT CORP US N 2 2023-01-15 Fixed 2.50000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DP9 200000.00000000 PA USD 221512.08000000 0.033114810518 Long DBT CORP US N 2 2027-05-03 Fixed 3.10000000 N N N N N N Invesco Ltd. ECPGFXU8A2SHKVVGJI15 N/A 1648.00000000 NS USD 17732.48000000 0.002650906059 Long EC CORP BM N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 2755.00000000 NS USD 169845.75000000 0.025390984675 Long EC CORP US N 1 N N N Alliant Energy Corp. 5493009ML300G373MZ12 018802108 1152.00000000 NS USD 55111.68000000 0.008238886297 Long EC CORP US N 1 N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030107 1230.00000000 NS USD 16334.40000000 0.002441900960 Long EC CORP US N 1 N N N Aptiv Corp. N/A 247126AJ4 75000.00000000 PA USD 81216.77000000 0.012141450477 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369105 733.00000000 NS USD 201377.09000000 0.030104742721 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807AV0 30000.00000000 PA USD 30584.33000000 0.004572185376 Long DBT CORP US N 2 2030-06-15 Fixed 1.90000000 N N N N N N MUFG Americas Holdings Corp. 5493004K1ECE43Q0BX47 553794AC2 40000.00000000 PA USD 42924.19000000 0.006416925065 Long DBT CORP US N 2 2025-02-10 Fixed 3.00000000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338L103 845.00000000 NS USD 85159.10000000 0.012730806646 Long EC CORP US N 1 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AE6 100000.00000000 PA USD 104720.11000000 0.015655067660 Long DBT CORP US N 2 2022-11-15 Fixed 3.12500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAH6 200000.00000000 PA USD 218516.46000000 0.032666982171 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 1405.00000000 NS USD 70376.45000000 0.010520883586 Long EC CORP US N 1 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBE5 35000.00000000 PA USD 38064.60000000 0.005690443683 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284S6 5000000.00000000 PA USD 5373699.00000000 0.803337787122 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807AN8 60000.00000000 PA USD 67873.66000000 0.010146730553 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614N102 3319.00000000 NS USD 176338.47000000 0.026361609810 Long EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 1144.00000000 NS USD 217943.44000000 0.032581318902 Long EC CORP US N 1 N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 1059.00000000 NS USD 112317.54000000 0.016790840729 Long EC CORP US N 1 N N N Corteva, Inc. 549300WZN9I2QKLS0O94 22052L104 3367.00000000 NS USD 90201.93000000 0.013484681378 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 1112.00000000 NS USD 405791.04000000 0.060663478938 Long EC CORP US N 1 N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AX0 100000.00000000 PA USD 108056.28000000 0.016153806318 Long DBT CORP NL N 2 2023-08-12 Fixed 3.40000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05579T5G7 200000.00000000 PA USD 218412.74000000 0.032651476614 Long DBT CORP FR N 2 2024-10-15 Fixed 4.25000000 N N N N N N Citrix Systems, Inc. HCTKJGUQOPZ5NBK7NP58 177376100 517.00000000 NS USD 76469.47000000 0.011431755818 Long EC CORP US N 1 N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AH1 180000.00000000 PA USD 186667.07000000 0.027905677437 Long DBT CORP US N 2 2022-03-15 Fixed 3.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 150000.00000000 PA USD 155051.03000000 0.023179257217 Long DBT CORP US N 2 2022-05-15 Fixed 2.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 56170.00000000 NS USD 2068179.40000000 0.309181192055 Long EC CORP US N 1 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284PAP9 1454000.00000000 PA USD 1464905.00000000 0.218995061138 Long DBT CORP US N 2 2024-08-15 Fixed 5.75000000 N N N N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 1308.00000000 NS USD 88499.28000000 0.013230144776 Long EC CORP US N 1 N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAU8 100000.00000000 PA USD 106995.64000000 0.015995246601 Long DBT CORP US N 2 2023-02-01 Fixed 3.85000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAP6 50000.00000000 PA USD 56792.76000000 0.008490198305 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477AN3 95000.00000000 PA USD 105608.68000000 0.015787903880 Long DBT CORP US N 2 2024-12-16 Fixed 3.30000000 N N N N N N News Corp. 549300ITS31QK8VRBQ14 65249B208 624.00000000 NS USD 7456.80000000 0.001114749674 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QBMZ8 544800.93000000 PA USD 590063.26000000 0.088211139766 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDB5 100000.00000000 PA USD 105386.06000000 0.015754623441 Long DBT CORP US N 2 2022-03-15 Fixed 3.80000000 N N N N N N FFCB N/A 3133EJZU6 945000.00000000 PA USD 974847.07000000 0.145734155931 Long DBT USGA US N 2 2021-09-20 Fixed 2.85000000 N N N N N N Plains All American Pipeline LP N/A 72650RBD3 100000.00000000 PA USD 103725.00000000 0.015506304310 Long DBT CORP US N 2 2023-10-15 Fixed 3.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0T94 125000.00000000 PA USD 131986.44000000 0.019731230692 Long DBT USGA US N 2 2023-01-19 Fixed 2.37500000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CH0 100000.00000000 PA USD 102737.39000000 0.015358662168 Long DBT CORP US N 2 2022-08-15 Fixed 2.15000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDC3 150000.00000000 PA USD 168766.41000000 0.025229629413 Long DBT CORP US N 2 2024-04-01 Fixed 4.45000000 N N N N N N Jack Henry & Associates, Inc. 529900X1QS8C54W0JB21 426281101 345.00000000 NS USD 63490.35000000 0.009491450353 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCH3 65000.00000000 PA USD 67218.28000000 0.010048754928 Long DBT CORP US N 2 2021-12-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282Y5 4750000.00000000 PA USD 5126829.38000000 0.766432166946 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UAR7 1000000.00000000 PA USD 1091000.00000000 0.163098365902 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 150000.00000000 PA USD 157983.86000000 0.023617698812 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 1801.00000000 NS USD 157551.48000000 0.023553060434 Long EC CORP IE N 1 N N N AO Smith Corp. 549300XG4US7UJNECY36 831865209 598.00000000 NS USD 28177.76000000 0.004212416691 Long EC CORP US N 1 N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 300000.00000000 PA USD 214875.00000000 0.032122604375 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282D1 500000.00000000 PA USD 518872.10000000 0.077568461615 Long DBT UST US N 2 2023-08-31 Fixed 1.37500000 N N N N N N MarketAxess Holdings, Inc. 5493002U1CA1XJOVID83 57060D108 171.00000000 NS USD 85657.32000000 0.012805287735 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 9404.00000000 NS USD 480544.40000000 0.071838685961 Long EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 3896.00000000 NS USD 121477.28000000 0.018160170359 Long EC CORP US N 1 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956PAL6 200000.00000000 PA USD 207459.18000000 0.031013980980 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 3939.00000000 NS USD 51128.22000000 0.007643381423 Long EC CORP US N 1 N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAE9 100000.00000000 PA USD 108172.69000000 0.016171208958 Long DBT CORP US N 2 2026-10-01 Fixed 4.25000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDD6 75000.00000000 PA USD 78996.75000000 0.011809569969 Long DBT CORP NL N 2 2022-02-08 Fixed 3.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFX2 200000.00000000 PA USD 225195.42000000 0.033665449139 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 780097BD2 200000.00000000 PA USD 215236.88000000 0.032176703400 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109104 1541.00000000 NS USD 91689.50000000 0.013707064729 Long EC CORP US N 1 N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JB0 200000.00000000 PA USD 201411.34000000 0.030109862903 Long DBT NUSS US N 2 2025-04-22 Fixed 0.62500000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216BE9 100000.00000000 PA USD 108722.08000000 0.016253339675 Long DBT CORP US N 2 2023-11-01 Fixed 3.20000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7C2 250000.00000000 PA USD 263596.85000000 0.039406247013 Long DBT CORP CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FN1 50000.00000000 PA USD 55342.82000000 0.008273440427 Long DBT CORP US N 2 2025-03-24 Fixed 3.35000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AU2 100000.00000000 PA USD 112452.98000000 0.016811088248 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140AM2 150000.00000000 PA USD 158823.96000000 0.023743289039 Long DBT CORP US N 2 2022-12-15 Fixed 2.70000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446R109 1898.00000000 NS USD 24370.32000000 0.003643225818 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810FF0 1700000.00000000 PA USD 2352780.96000000 0.351727525116 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828J43 400000.00000000 PA USD 410472.72000000 0.061363363775 Long DBT UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 929740108 800.00000000 NS USD 46056.00000000 0.006885113052 Long EC CORP US N 1 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 5388.00000000 NS USD 272417.28000000 0.040724851706 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828WE6 650000.00000000 PA USD 705789.37000000 0.105511542546 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179M103 1728.00000000 NS USD 19595.52000000 0.002929420065 Long EC CORP US N 1 N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAD2 150000.00000000 PA USD 180505.14000000 0.026984503548 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 1336.00000000 NS USD 58984.40000000 0.008817836162 Long EC CORP US N 1 N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802109 1866.00000000 NS USD 40342.92000000 0.006031039713 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 100000.00000000 PA USD 105291.74000000 0.015740523132 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903202 1221.00000000 NS USD 104676.33000000 0.015648522797 Long EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BC0 75000.00000000 PA USD 81122.43000000 0.012127347177 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 571.00000000 NS USD 104647.17000000 0.015644163541 Long EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406HBY4 100000.00000000 PA USD 103407.75000000 0.015458877219 Long DBT CORP US N 2 2021-09-23 Fixed 3.55000000 N N N N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 25470F104 683.00000000 NS USD 14411.30000000 0.002154408323 Long EC CORP US N 1 N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 100000.00000000 PA USD 105587.41000000 0.015784724134 Long DBT CORP US N 2 2031-04-22 Variable 2.52200200 N N N N N N Regency Centers Corp. 529900053A7X7FJ97S58 758849103 749.00000000 NS USD 34371.61000000 0.005138362442 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179U6W7 1245540.23000000 PA USD 1319044.04000000 0.197189667715 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073EAL9 150000.00000000 PA USD 163189.52000000 0.024395915714 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AP4 200000.00000000 PA USD 214530.40000000 0.032071088612 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AW9 250000.00000000 PA USD 281776.13000000 0.042123947161 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N IDEXX Laboratories, Inc. OGMTXK0LUU1HKV2P0J84 45168D104 385.00000000 NS USD 127111.60000000 0.019002469520 Long EC CORP US N 1 N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212P303 628.00000000 NS USD 51621.60000000 0.007717138959 Long EC CORP US N 1 N N N Incyte Corp. 549300Z4WN6JVZ3T4680 45337C102 809.00000000 NS USD 84111.73000000 0.012574230720 Long EC CORP US N 1 N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAW7 1000000.00000000 PA USD 1037500.00000000 0.155100416703 Long DBT CORP AU Y 2 2024-05-15 Fixed 5.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJE1 100000.00000000 PA USD 105624.25000000 0.015790231507 Long DBT CORP US N 2 2022-09-23 Fixed 3.25000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312BR6 100000.00000000 PA USD 114992.64000000 0.017190753139 Long DBT CORP US N 2 2029-03-15 Fixed 3.40000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAF7 100000.00000000 PA USD 119934.56000000 0.017929542393 Long DBT CORP US N 2 2028-05-25 Fixed 4.59700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828VS6 500000.00000000 PA USD 536084.35000000 0.080141596215 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96950FAM6 150000.00000000 PA USD 164064.99000000 0.024526793557 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389B100 2348.00000000 NS USD 146750.00000000 0.021938299904 Long EC CORP US N 1 N N N Dow, Inc. 5493003S21INSLK2IP73 260557103 3332.00000000 NS USD 135812.32000000 0.020303178241 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F200 2200.00000000 NS USD 2451570.00000000 0.366495931159 Long EP CORP US N 1 N N N Ecolab, Inc. 82DYEISM090VG8LTLS26 278865100 1109.00000000 NS USD 220635.55000000 0.032983774211 Long EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCE8 5000000.00000000 PA USD 5235000.00000000 0.782603066451 Long DBT CORP US N 2 2022-04-01 Fixed 8.12500000 N N N N N N Kraft Heinz Co. (The) N/A 500754106 2791.00000000 NS USD 89004.99000000 0.013305745578 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CG3 150000.00000000 PA USD 162214.70000000 0.024250185605 Long DBT CORP US N 2 2024-02-09 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 100000.00000000 PA USD 103766.52000000 0.015512511317 Long DBT CORP US N 2 2026-04-28 Variable 2.18800100 N N N N N N United States of America 254900HROIFWPRGM1V77 912828XQ8 1100000.00000000 PA USD 1141922.54000000 0.170710999322 Long DBT UST US N 2 2022-07-31 Fixed 2.00000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 54242.00000000 NS USD 11038789.42000000 1.650236953201 Long EC CORP US N 1 N N N Under Armour, Inc. 549300D4549QKWETZ406 904311107 869.00000000 NS USD 8464.06000000 0.001265329381 Long EC CORP US N 1 N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506101 479.00000000 NS USD 58658.34000000 0.008769092026 Long EC CORP US N 1 N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875PAP6 75000.00000000 PA USD 86264.82000000 0.012896105569 Long DBT CORP US N 2 2026-01-15 Fixed 4.15000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 100000.00000000 PA USD 107102.62000000 0.016011239510 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 668771108 2444.00000000 NS USD 48464.52000000 0.007245173250 Long EC CORP US N 1 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 603.00000000 NS USD 68717.88000000 0.010272936696 Long EC CORP US N 1 N N N Weatherford International plc 529900LPBDSCQDJKHQ39 N/A 37265.00000000 NS USD 73412.05000000 0.010974688719 Long EC CORP IE N 1 N N United States of America 254900HROIFWPRGM1V77 912828U81 1000000.00000000 PA USD 1027294.70000000 0.153574781732 Long DBT UST US N 2 2021-12-31 Fixed 2.00000000 N N N N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 171340102 1099.00000000 NS USD 84952.70000000 0.012699951007 Long EC CORP US N 1 N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058FT5 150000.00000000 PA USD 161193.99000000 0.024097595199 Long DBT NUSS US N 2 2026-10-27 Fixed 1.87500000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAT6 120000.00000000 PA USD 141878.81000000 0.021210084387 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370860 17814.00000000 NS USD 108309.12000000 0.016191604476 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHJ4 150000.00000000 PA USD 173652.33000000 0.025960046982 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAN9 150000.00000000 PA USD 160168.35000000 0.023944267785 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 900000.00000000 PA USD 947250.00000000 0.141608549130 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N IQVIA Holdings, Inc. 549300W3R20NM4KQPH86 46266C105 802.00000000 NS USD 113787.76000000 0.017010630353 Long EC CORP US N 1 N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159JG2 200000.00000000 PA USD 207610.00000000 0.031036527722 Long DBT CORP CA N 2 2022-03-07 Fixed 2.70000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 1374.00000000 NS USD 35998.80000000 0.005381618198 Long EC CORP US N 1 N N N Dentsply Sirona, Inc. 9NHEHR1SOZCYXDO8HO28 24906P109 995.00000000 NS USD 43839.70000000 0.006553788663 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 2418.00000000 NS USD 53582.88000000 0.008010339292 Long EC CORP US N 1 N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CC4 75000.00000000 PA USD 90038.17000000 0.013460200179 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VDP2 1159848.44000000 PA USD 1226761.95000000 0.183394014112 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828T67 700000.00000000 PA USD 710031.00000000 0.106145642383 Long DBT UST US N 2 2021-10-31 Fixed 1.25000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 1700000.00000000 PA USD 1541509.00000000 0.230446928436 Long DBT CORP US Y 2 2025-04-15 Fixed 7.25000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAF9 100000.00000000 PA USD 110658.47000000 0.016542819092 Long DBT NUSS NO N 2 2030-04-06 Fixed 3.12500000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAR6 150000.00000000 PA USD 164571.17000000 0.024602464621 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CF1 200000.00000000 PA USD 221812.50000000 0.033159721619 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAN7 250000.00000000 PA USD 272394.50000000 0.040721446224 Long DBT CORP US N 2 2024-05-01 Fixed 3.87500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918K108 402.00000000 NS USD 31814.28000000 0.004756055985 Long EC CORP US N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBR0 200000.00000000 PA USD 204436.40000000 0.030562092365 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AN4 50000.00000000 PA USD 54917.35000000 0.008209835054 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054AT6 150000.00000000 PA USD 157497.11000000 0.023544932424 Long DBT CORP US N 2 2022-09-15 Fixed 3.05000000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667AF8 150000.00000000 PA USD 163263.03000000 0.024406905046 Long DBT CORP US N 2 2024-05-15 Fixed 3.37500000 N N N N N N Republic of Italy 815600DE60799F5A9309 465410AH1 100000.00000000 PA USD 116038.56000000 0.017347112298 Long DBT NUSS IT N 2 2023-09-27 Fixed 6.87500000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 672.00000000 NS USD 128950.08000000 0.019277311944 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828X47 700000.00000000 PA USD 721786.10000000 0.107902963740 Long DBT UST US N 2 2022-04-30 Fixed 1.87500000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494AT0 100000.00000000 PA USD 105447.60000000 0.015763823325 Long DBT CORP US N 2 2022-06-15 Fixed 4.50000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 2626.00000000 NS USD 210368.86000000 0.031448961780 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828T34 1500000.00000000 PA USD 1517793.15000000 0.226901542202 Long DBT UST US N 2 2021-09-30 Fixed 1.12500000 N N N N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 012653101 474.00000000 NS USD 36597.54000000 0.005471126462 Long EC CORP US N 1 N N United States of America 254900HROIFWPRGM1V77 912828XX3 800000.00000000 PA USD 856319.76000000 0.128014989501 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585AAG7 150000.00000000 PA USD 160294.76000000 0.023963165370 Long DBT CORP US N 2 2024-09-15 Fixed 3.62500000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 6647.00000000 NS USD 409588.14000000 0.061231124039 Long EC CORP US N 1 N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560105 559.00000000 NS USD 55665.22000000 0.008321637414 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 139120.00000000 NS USD 8323549.60000000 1.244323866422 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 90231.00000000 NS USD 5305582.80000000 0.793154798203 Long EC CORP US N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAD6 500000.00000000 PA USD 490468.75000000 0.073322320486 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N Walgreen Co. E1OI0SEUGJMPPTKRDD35 931422AH2 150000.00000000 PA USD 156853.22000000 0.023448674489 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 1624.00000000 NS USD 263964.96000000 0.039461277389 Long EC CORP US N 1 N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055AP7 50000.00000000 PA USD 55208.07000000 0.008253296060 Long DBT CORP US N 2 2025-03-17 Fixed 3.25000000 N N N N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 418.00000000 NS USD 169457.20000000 0.025332898634 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179VN48 5020000.00000000 PA USD 5344124.33000000 0.798916540240 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896100 1302.00000000 NS USD 76062.84000000 0.011370966920 Long EC CORP US N 1 N N N Baker Hughes a GE Co. LLC N/A 05723KAE0 90000.00000000 PA USD 96027.14000000 0.014355517521 Long DBT CORP US N 2 2027-12-15 Fixed 3.33700000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAE9 100000.00000000 PA USD 105288.64000000 0.015740059699 Long DBT CORP FR N 2 2023-01-25 Fixed 2.70000000 N N N N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351AL3 100000.00000000 PA USD 110511.16000000 0.016520797076 Long DBT CORP US N 2 2023-09-15 Fixed 4.70000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EVF3 100000.00000000 PA USD 104001.99000000 0.015547712758 Long DBT CORP US N 2 2027-03-09 Fixed 1.75000000 N N N N N N Connecticut Light & Power Co. (The) 549300O45IUXEDS1VZ32 207597EF8 150000.00000000 PA USD 156914.37000000 0.023457816071 Long DBT CORP US N 2 2023-01-15 Fixed 2.50000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EC3 250000.00000000 PA USD 271670.75000000 0.040613249668 Long DBT CORP AU N 2 2024-02-26 Fixed 3.30000000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 185.00000000 NS USD 294582.90000000 0.044038487271 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 4285.00000000 NS USD 1263860.75000000 0.188940076125 Long EC CORP US N 1 N N N Endo Dac N/A 29273DAC4 525000.00000000 PA USD 338625.00000000 0.050622533596 Long DBT CORP US Y 2 2028-06-30 Fixed 6.00000000 N N N N N United States of America 254900HROIFWPRGM1V77 912828XG0 1350000.00000000 PA USD 1402788.11000000 0.209708935332 Long DBT UST US N 2 2022-06-30 Fixed 2.12500000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 6534.00000000 NS USD 75598.38000000 0.011301532761 Long EC CORP US N 1 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 613.00000000 NS USD 24047.99000000 0.003595039296 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828L24 700000.00000000 PA USD 725825.10000000 0.108506771531 Long DBT UST US N 2 2022-08-31 Fixed 1.87500000 N N N N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 22160K105 1995.00000000 NS USD 604903.95000000 0.090429739480 Long EC CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAS2 100000.00000000 PA USD 109893.31000000 0.016428431974 Long DBT CORP US N 2 2024-01-31 Fixed 4.00000000 N N N N N N Paycom Software, Inc. 254900LSB0HNJUDC6Q18 70432V102 222.00000000 NS USD 68760.06000000 0.010279242369 Long EC CORP US N 1 N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 1162.00000000 NS USD 60203.22000000 0.009000042900 Long EC CORP US N 1 N N N E*TRADE Financial Corp. 549300LYE2HSVYJFJD24 269246401 1012.00000000 NS USD 50326.76000000 0.007523567660 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810FA1 1000000.00000000 PA USD 1413714.20000000 0.211342324356 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637209 819.00000000 NS USD 52137.54000000 0.007794269089 Long EC CORP US N 1 N N N Ventas, Inc. ORQTRC074CWLT3DKHT41 92276F100 1677.00000000 NS USD 61411.74000000 0.009180709845 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828YA2 500000.00000000 PA USD 514179.70000000 0.076866974198 Long DBT UST US N 2 2022-08-15 Fixed 1.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25152RXA6 250000.00000000 PA USD 260576.53000000 0.038954726155 Long DBT CORP DE N 2 2024-05-30 Fixed 3.70000000 N N N N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 090572207 96.00000000 NS USD 43343.04000000 0.006479540785 Long EC CORP US N 1 N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 3343.00000000 NS USD 312002.19000000 0.046642573186 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558AW3 100000.00000000 PA USD 110656.32000000 0.016542497679 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FB9 100000.00000000 PA USD 116315.79000000 0.017388556624 Long DBT CORP US N 2 2029-03-01 Fixed 3.70000000 N N N N N N Boston Properties, Inc. 549300OF70FSEUQBT254 101121101 643.00000000 NS USD 58114.34000000 0.008687767084 Long EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAF0 40000.00000000 PA USD 45893.96000000 0.006860888983 Long DBT CORP US N 2 2025-09-15 Fixed 4.05000000 N N N N N N American Airlines Group, Inc. N/A 02376R102 1746.00000000 NS USD 22820.22000000 0.003411494584 Long EC CORP US N 1 N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680103 1853.00000000 NS USD 61556.66000000 0.009202374570 Long EC CORP US N 1 N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 436.00000000 NS USD 72423.96000000 0.010826974819 Long EC CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 8363.00000000 NS USD 328247.75000000 0.049071193067 Long EC CORP US N 1 N N N American Airlines Pass-Through Trust N/A 02377UAB0 94363.13000000 PA USD 75490.50000000 0.011285405308 Long ABS-O CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBU2 100000.00000000 PA USD 108051.53000000 0.016153096220 Long DBT CORP US Y 2 2026-11-21 Fixed 2.95000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHN3 150000.00000000 PA USD 162208.71000000 0.024249290133 Long DBT CORP US N 2 2026-07-22 Fixed 2.37500000 N N N N N N STERIS plc N/A N/A 380.00000000 NS USD 58307.20000000 0.008716598570 Long EC CORP IE N 1 N N N Allegion plc N/A N/A 414.00000000 NS USD 42319.08000000 0.006326464522 Long EC CORP IE N 1 N N N Teleflex, Inc. UUL85LWXB4NGSWWXIQ25 879369106 209.00000000 NS USD 76071.82000000 0.011372309379 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 49402.00000000 NS USD 2730448.54000000 0.408186704907 Long EC CORP US N 1 N N N International Paper Co. 824LMFJDH41EY779Q875 460146CJ0 150000.00000000 PA USD 164888.16000000 0.024649852843 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVR2 200000.00000000 PA USD 224691.82000000 0.033590163770 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408103 3441.00000000 NS USD 239975.34000000 0.035874964079 Long EC CORP US N 1 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BN8 50000.00000000 PA USD 57883.89000000 0.008653316105 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAG4 150000.00000000 PA USD 165139.79000000 0.024687470114 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 2591.00000000 NS USD 404170.09000000 0.060421156027 Long EC CORP US N 1 N N N Calumet Specialty Products Partners LP N/A 131477AL5 2000000.00000000 PA USD 1920000.00000000 0.287029204887 Long DBT CORP US N 2 2022-01-15 Fixed 7.62500000 N N N N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054109 562.00000000 NS USD 123285.94000000 0.018430554860 Long EC CORP US N 1 N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 23155.00000000 NS USD 3347981.45000000 0.500504402902 Long EC CORP US N 1 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 607.00000000 NS USD 83322.89000000 0.012456303575 Long EC CORP US N 1 N N N Comerica, Inc. I9Q57JVPWHHZ3ZGBW498 200340AT4 25000.00000000 PA USD 28117.16000000 0.004203357332 Long DBT CORP US N 2 2029-02-01 Fixed 4.00000000 N N N N N N Aon plc 635400FALWQYX5E6QC64 N/A 1050.00000000 NS USD 202230.00000000 0.030232247971 Long EC CORP IE N 1 N N N Unilever Capital Corp. MYF1DAS6G5WY7PRWCU78 904764AU1 150000.00000000 PA USD 158674.11000000 0.023720887307 Long DBT CORP US N 2 2026-07-28 Fixed 2.00000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AJ7 100000.00000000 PA USD 105500.00000000 0.015771656831 Long DBT CORP US N 2 2022-11-21 Fixed 3.85000000 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194105 590.00000000 NS USD 44704.30000000 0.006683041502 Long EC CORP US N 1 N N N GLP Capital LP N/A 361841AL3 100000.00000000 PA USD 108303.00000000 0.016190689571 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBE5 200000.00000000 PA USD 213868.92000000 0.031972201071 Long DBT CORP US N 2 2030-10-15 Variable 2.73899900 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBH8 200000.00000000 PA USD 207164.96000000 0.030969996744 Long DBT CORP US N 2 2026-03-13 Variable 2.00499800 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 25000.00000000 NS 1834989.57000000 0.274320623570 Long EC CORP DE N 2 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QAE0 150000.00000000 PA USD 174480.42000000 0.026083841781 Long DBT CORP US N 2 2028-11-06 Fixed 4.23400000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523100 1662.00000000 NS USD 311874.30000000 0.046623454351 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HAY1 100000.00000000 PA USD 104191.63000000 0.015576062872 Long DBT CORP US N 2 2021-07-15 Fixed 4.75000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 70901.00000000 NS USD 4606437.97000000 0.688636577028 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828XW5 300000.00000000 PA USD 309451.92000000 0.046261322160 Long DBT UST US N 2 2022-06-30 Fixed 1.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GEU9 150000.00000000 PA USD 159731.70000000 0.023878991065 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAN9 50000.00000000 PA USD 48336.00000000 0.007225960233 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWZ3 250000.00000000 PA USD 289430.30000000 0.043268202541 Long DBT CORP US N 2 2029-05-01 Variable 4.22300200 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345102 1578.00000000 NS USD 17815.62000000 0.002663335022 Long EC CORP US N 1 N N N Wynn Las Vegas LLC N/A 983130AV7 2000000.00000000 PA USD 1840000.00000000 0.275069654684 Long DBT CORP US Y 2 2025-03-01 Fixed 5.50000000 N N N N N N Dover Corp. 549300FMC2ALGA7N9E80 260003108 628.00000000 NS USD 60639.68000000 0.009065291216 Long EC CORP US N 1 N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658107 380.00000000 NS USD 45729.20000000 0.006836258289 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBG3 50000.00000000 PA USD 51000.00000000 0.007624213254 Long DBT CORP US N 2 2029-06-15 Fixed 3.45000000 N N N N N N Chevron Corp. N/A 166764BL3 100000.00000000 PA USD 110772.64000000 0.016559886865 Long DBT CORP US N 2 2026-05-16 Fixed 2.95400000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460105 646.00000000 NS USD 56176.16000000 0.008398020072 Long EC CORP US N 1 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 1597.00000000 NS USD 136128.28000000 0.020350412484 Long EC CORP US N 1 N N N TechnipFMC plc 549300D5I93QWCJTCK36 N/A 1909.00000000 NS USD 13057.56000000 0.001952031804 Long EC CORP GB N 1 N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 100000.00000000 PA USD 108096.43000000 0.016159808517 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 363576109 864.00000000 NS USD 84231.36000000 0.012592114733 Long EC CORP US N 1 N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP100 4388.00000000 NS USD 48794.56000000 0.007294512374 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045V100 90704.00000000 NS USD 2294811.20000000 0.343061371928 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746SH5 150000.00000000 PA USD 163186.22000000 0.024395422382 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377508 1133.00000000 NS USD 36890.48000000 0.005514919344 Long EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 3513.00000000 NS USD 118915.05000000 0.017777131380 Long EC CORP US N 1 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 3368.00000000 NS USD 621294.96000000 0.092880103317 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAC7 75000.00000000 PA USD 76299.69000000 0.011406374663 Long DBT CORP US N 2 2021-08-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283Z1 1000000.00000000 PA USD 1114683.40000000 0.166638901043 Long DBT UST US N 2 2025-02-28 Fixed 2.75000000 N N N N N N N/A N/A 00C6R5TT0 -350.00000000 NC USD -1050.00000000 -0.00015696909 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Comcast Corp. Comcast Corp. 100.00000000 45.00000000 USD 2020-07-17 XXXX 16086.03000000 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 1265.00000000 NS USD 121389.40000000 0.018147032793 Long EC CORP US N 1 N N N European Investment Bank 5493006YXS1U5GIHE750 298785HM1 200000.00000000 PA USD 223696.22000000 0.033441327168 Long DBT NUSS US N 2 2027-05-24 Fixed 2.37500000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044CZ2 150000.00000000 PA USD 153853.41000000 0.023000219761 Long DBT CORP US N 2 2021-11-01 Fixed 2.95000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 4143.00000000 NS USD 250444.35000000 0.037440022213 Long EC CORP US N 1 N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214DC4 100000.00000000 PA USD 108582.80000000 0.016232518098 Long DBT CORP AU N 2 2026-08-19 Fixed 2.70000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBK0 50000.00000000 PA USD 54302.02000000 0.008117846679 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Under Armour, Inc. 549300D4549QKWETZ406 904311206 904.00000000 NS USD 7991.36000000 0.001194663388 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 1561.00000000 NS USD 91818.02000000 0.013726277747 Long EC CORP US N 1 N N N CarMax, Inc. N/A 143130102 736.00000000 NS USD 65908.80000000 0.009852995030 Long EC CORP US N 1 N N N Westrock Co. 549300JEB576INN13W07 96145D105 1154.00000000 NS USD 32612.04000000 0.004875316620 Long EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 4849.00000000 NS USD 203754.98000000 0.030460223906 Long EC CORP US N 1 N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769EX8 300000.00000000 PA USD 311037.03000000 0.046498287193 Long DBT NUSS DE N 2 2022-01-25 Fixed 2.62500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KU4 2000000.00000000 PA USD 2249672.80000000 0.336313434917 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N NextEra Energy, Inc. N/A 65339F770 25000.00000000 NS USD 1061250.00000000 0.158650908170 Long EP CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828F21 1500000.00000000 PA USD 1536395.25000000 0.229682451562 Long DBT UST US N 2 2021-09-30 Fixed 2.12500000 N N N N N N Comerica, Inc. I9Q57JVPWHHZ3ZGBW498 200340107 642.00000000 NS USD 24460.20000000 0.003656662373 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179VDQ0 569255.70000000 PA USD 605206.59000000 0.090474982458 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N Norwegian Cruise Line Holdings Ltd. N/A N/A 1121.00000000 NS USD 18418.03000000 0.002753391930 Long EC CORP BM N 1 N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAX3 200000.00000000 PA USD 222602.50000000 0.033277822177 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Avery Dennison Corp. 549300PW7VPFCYKLIV37 053611109 372.00000000 NS USD 42441.48000000 0.006344762634 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 2050.00000000 NS USD 128309.50000000 0.019181548835 Long EC CORP US N 1 N N N H&R Block, Inc. 549300CE3KUCWLZBG404 093671105 892.00000000 NS USD 12737.76000000 0.001904223502 Long EC CORP US N 1 N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CY2 150000.00000000 PA USD 166971.59000000 0.024961313914 Long DBT NUSS US N 2 2027-07-07 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828XB1 1000000.00000000 PA USD 1088613.00000000 0.162741522823 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAF8 250000.00000000 PA USD 254379.48000000 0.038028302023 Long DBT CORP US N 2 2021-08-09 Fixed 3.20000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAH7 100000.00000000 PA USD 102865.87000000 0.015377869206 Long DBT CORP US Y 2 2027-02-15 Fixed 2.49300000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DH7 100000.00000000 PA USD 113211.37000000 0.016924463289 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272104 658.00000000 NS USD 42065.94000000 0.006288621516 Long EC CORP US N 1 N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AL2 200000.00000000 PA USD 223612.90000000 0.033428871296 Long DBT CORP GB N 2 2025-11-16 Fixed 3.37500000 N N N N N N Gartner, Inc. PP55B5R38BFB8O8HH686 366651107 399.00000000 NS USD 48410.67000000 0.007237122978 Long EC CORP US N 1 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BF5 25000.00000000 PA USD 27582.00000000 0.004123353921 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746SK8 250000.00000000 PA USD 259286.13000000 0.038761818610 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 1391.00000000 NS USD 122922.67000000 0.018376248037 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCN0 250000.00000000 PA USD 264137.93000000 0.039487135431 Long DBT CORP US N 2 2022-07-15 Fixed 3.35000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AL7 50000.00000000 PA USD 54132.60000000 0.008092519341 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N Broadcom Corp. N/A 11134LAH2 350000.00000000 PA USD 376815.81000000 0.056331844965 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828J27 1790000.00000000 PA USD 1932135.85000000 0.288843446229 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828SF8 1000000.00000000 PA USD 1029595.50000000 0.153918738396 Long DBT UST US N 2 2022-02-15 Fixed 2.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CD2 100000.00000000 PA USD 104697.74000000 0.015651723471 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 21328.00000000 NS USD 2500281.44000000 0.373778017561 Long EC CORP US N 1 N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QBX3 50000.00000000 PA USD 57585.92000000 0.008608771265 Long DBT CORP US N 2 2028-09-01 Fixed 3.65000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WCY5 250000.00000000 PA USD 256717.60000000 0.038377837817 Long DBT CORP US N 2 2022-06-27 Fixed 2.20000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AR1 1000000.00000000 PA USD 1003750.00000000 0.150054981461 Long DBT CORP US N 2 2020-08-15 Fixed 7.00000000 N N N N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656100 332.00000000 NS USD 15952.60000000 0.002384824007 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48124BAC9 1800000.00000000 PA USD 1746000.00000000 0.261017183194 Long DBT CORP US N 2 2023-05-01 Variable 5.15000200 N N N N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 828806109 1378.00000000 NS USD 94227.64000000 0.014086502389 Long EC CORP US N 1 N N N ResMed, Inc. 529900T3QE5253CCXF22 761152107 648.00000000 NS USD 124416.00000000 0.018599492476 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828R69 600000.00000000 PA USD 625285.56000000 0.093476675580 Long DBT UST US N 2 2023-05-31 Fixed 1.62500000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XBA1 150000.00000000 PA USD 149757.51000000 0.022387905740 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Apartment Investment and Management Co. 549300O8FT5GJ4RU1D57 03748R754 660.00000000 NS USD 24842.40000000 0.003713799124 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810EP9 1800000.00000000 PA USD 2129121.72000000 0.318291726250 Long DBT UST US N 2 2023-02-15 Fixed 7.12500000 N N N N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044105 2147.00000000 NS USD 19237.12000000 0.002875841280 Long EC CORP US N 1 N N N FHLB 2549001DPIFGXC1TOL40 3130AEBV1 375000.00000000 PA USD 423193.69000000 0.063265077267 Long DBT USGA US N 2 2025-06-13 Fixed 3.12500000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 3179.00000000 NS USD 353441.22000000 0.052837475182 Long EC CORP US N 1 N N N BCE, Inc. 5493001I9203PRB5KR45 05534B760 35000.00000000 NS 1459708.31000000 0.218218185201 Long EC CORP CA N 1 N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCT6 150000.00000000 PA USD 179826.83000000 0.026883100016 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Amcor plc 549300GSODGFCDQ3DI89 N/A 7224.00000000 NS USD 73757.04000000 0.011026262784 Long EC CORP JE N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAP4 200000.00000000 PA USD 208411.76000000 0.031156386334 Long DBT CORP JP N 2 2025-01-16 Fixed 2.64800000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 5081.00000000 NS USD 463438.01000000 0.069281376835 Long EC CORP US N 1 N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760108 996.00000000 NS USD 12569.52000000 0.001879072568 Long EC CORP US N 1 N N N NXP BV N/A 62954HAB4 75000.00000000 PA USD 85120.11000000 0.012724977861 Long DBT CORP US Y 2 2029-06-18 Fixed 4.30000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2K8 250000.00000000 PA USD 257952.33000000 0.038562423009 Long DBT CORP US N 2 2026-02-11 Variable 2.16400000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AM8 250000.00000000 PA USD 286708.95000000 0.042861376017 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087K78 200000.00000000 PA USD 211077.34000000 0.031554875557 Long DBT NUSS CA N 2 2025-01-22 Fixed 1.62500000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913Q3B3 100000.00000000 PA USD 105624.00000000 0.015790194133 Long DBT CORP US N 2 2024-11-08 Fixed 2.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282R0 1300000.00000000 PA USD 1459996.98000000 0.218261339743 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAN9 150000.00000000 PA USD 153143.73000000 0.022894126591 Long DBT CORP US N 2 2021-06-01 Fixed 4.65000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EE9 200000.00000000 PA USD 224523.06000000 0.033564935099 Long DBT NUSS US N 2 2027-11-02 Fixed 2.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBT2 100000.00000000 PA USD 103380.25000000 0.015454766124 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 73734.00000000 NS USD 6935420.04000000 1.036806301897 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCG2 150000.00000000 PA USD 157829.66000000 0.023594646779 Long DBT CORP US Y 2 2022-10-01 Fixed 3.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AG0 1500000.00000000 PA USD 1616250.00000000 0.241620287708 Long DBT CORP US N 2 2023-05-01 Fixed 5.87500000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 1403.00000000 NS USD 220481.45000000 0.032960737128 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAH8 50000.00000000 PA USD 60055.97000000 0.008978029853 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BC6 40000.00000000 PA USD 42313.94000000 0.006325696121 Long DBT CORP US N 2 2022-09-01 Fixed 3.25000000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 16.00000000 NS USD 52140.00000000 0.007794636845 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VEN0 249000.00000000 PA USD 276886.13000000 0.041392919655 Long DBT CORP US N 2 2025-02-15 Fixed 3.37600000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 100000.00000000 PA USD 110065.93000000 0.016454237694 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAA9 50000.00000000 PA USD 51676.99000000 0.007725419453 Long DBT CORP BM N 2 2028-01-12 Fixed 4.12500000 N N N N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 5266.00000000 NS USD 277044.26000000 0.041416559201 Long EC CORP US N 1 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 3902.00000000 NS USD 285860.52000000 0.042734540502 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 8721.00000000 NS USD 132297.57000000 0.019777742877 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBM1 250000.00000000 PA USD 263957.85000000 0.039460214484 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 2981.00000000 NS USD 156353.45000000 0.023373961684 Long EC CORP US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 6452.00000000 NS USD 329890.76000000 0.049316813824 Long EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAE3 100000.00000000 PA USD 106086.44000000 0.015859326313 Long DBT CORP US N 2 2022-09-15 Fixed 3.62500000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 923.00000000 NS USD 110169.28000000 0.016469687938 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159JAA4 150000.00000000 PA USD 157394.60000000 0.023529607756 Long DBT CORP US N 2 2022-07-15 Fixed 2.95000000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355L106 1159.00000000 NS USD 19123.50000000 0.002858855728 Long EC CORP US N 1 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 1616.00000000 NS USD 62296.80000000 0.009313021339 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081DM2 100000.00000000 PA USD 110961.11000000 0.016588062071 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828G38 1800000.00000000 PA USD 1955994.12000000 0.292410123452 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409V104 1088.00000000 NS USD 358474.24000000 0.053589883374 Long EC CORP US N 1 N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713BG0 150000.00000000 PA USD 168994.32000000 0.025263700677 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBH4 50000.00000000 PA USD 54364.83000000 0.008127236421 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BT0 35000.00000000 PA USD 36588.60000000 0.005469789982 Long DBT CORP US N 2 2023-03-01 Fixed 2.05000000 N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 100000.00000000 PA USD 120840.00000000 0.018064900582 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 679580100 438.00000000 NS USD 74280.42000000 0.011104505151 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 200000.00000000 PA USD 224721.92000000 0.033594663551 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBJ3 1500000.00000000 PA USD 1667271.90000000 0.249247774889 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BG5 15000.00000000 PA USD 16242.94000000 0.002428228204 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 5302.00000000 NS USD 923767.46000000 0.138098041429 Long EC CORP US N 1 N N N Charter Communications Operating LLC N/A 161175AY0 100000.00000000 PA USD 114238.00000000 0.017077938702 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AZ0 50000.00000000 PA USD 52056.00000000 0.007782079317 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAH4 26000.00000000 PA USD 27508.10000000 0.004112306286 Long DBT CORP KY N 2 2023-06-01 Fixed 4.75000000 N N N N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423102 650.00000000 NS USD 37238.50000000 0.005566946378 Long EC CORP US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 1111.00000000 NS USD 116999.41000000 0.017490753971 Long EC CORP US N 1 N N N Trane Technologies Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AD0 100000.00000000 PA USD 112691.99000000 0.016846818899 Long DBT CORP LU N 2 2029-03-21 Fixed 3.80000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BJ7 200000.00000000 PA USD 206757.00000000 0.030909009018 Long DBT CORP GB N 2 2023-03-13 Variable 3.26200000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XAS5 150000.00000000 PA USD 155818.56000000 0.023293998637 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N N Seagate Technology plc 396PBGKP6TE3O062MS44 N/A 1034.00000000 NS USD 50055.94000000 0.007483081592 Long EC CORP IE N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 961.00000000 NS USD 52470.60000000 0.007844059686 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LD1 150000.00000000 PA USD 168603.80000000 0.025205320132 Long DBT CORP US N 2 2028-01-10 Variable 3.88699900 N N N N N N Consumers Energy Co. 7NKTFWJ1G6MELP9TU740 210518CT1 50000.00000000 PA USD 52180.61000000 0.007800707811 Long DBT CORP US N 2 2022-05-15 Fixed 2.85000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200JG7 150000.00000000 PA USD 169379.15000000 0.025321230598 Long DBT CORP US N 2 2026-02-19 Fixed 3.45000000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 278642AE3 100000.00000000 PA USD 103372.99000000 0.015453680795 Long DBT CORP US N 2 2022-07-15 Fixed 2.60000000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149Y108 1319.00000000 NS USD 68838.61000000 0.010290985153 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BQ6 135000.00000000 PA USD 141299.15000000 0.021123428476 Long DBT CORP US N 2 2023-08-08 Fixed 2.00000000 N N N N N N Garmin Ltd. 2549001E0HIPIJQ0W046 N/A 642.00000000 NS USD 62595.00000000 0.009357600562 Long EC CORP CH N 1 N N N Essex Property Trust, Inc. 549300TR2H2VEFX0NC60 297178105 297.00000000 NS USD 68063.49000000 0.010175109071 Long EC CORP US N 1 N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 631103108 514.00000000 NS USD 61407.58000000 0.009180087948 Long EC CORP US N 1 N N N GlaxoSmithKline Capital, Inc. 5493007Q8VD7Q3ZYZS59 377372AH0 100000.00000000 PA USD 105717.71000000 0.015804203252 Long DBT CORP US N 2 2023-03-18 Fixed 2.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YJ3 2000000.00000000 PA USD 2032981.00000000 0.303919229157 Long DBT UST US N 2 2021-09-30 Fixed 1.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAZ7 250000.00000000 PA USD 267918.70000000 0.040052339289 Long DBT CORP US N 2 2025-01-15 Fixed 3.20000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BE4 100000.00000000 PA USD 103714.57000000 0.015504745084 Long DBT CORP US N 2 2022-06-08 Fixed 2.60000000 N N N N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 015351109 996.00000000 NS USD 111791.04000000 0.016712131939 Long EC CORP US N 1 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AU6 1000000.00000000 PA USD 955000.00000000 0.142767130556 Long DBT CORP US Y 2 2027-06-01 Fixed 6.62500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HD1 500000.00000000 PA USD 545399.90000000 0.081534218563 Long DBT NUSS US N 2 2026-04-13 Fixed 2.12500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 550.00000000 NS USD 82522.00000000 0.012336575023 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128284B3 5000000.00000000 PA USD 5077589.50000000 0.759071081735 Long DBT UST US N 2 2021-03-15 Fixed 2.37500000 N N N N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 693718108 1530.00000000 NS USD 114520.50000000 0.017120170863 Long EC CORP US N 1 N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130H105 2995.00000000 NS USD 43397.55000000 0.006487689724 Long EC CORP US N 1 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 5445.00000000 NS USD 103563.90000000 0.015482220766 Long EC CORP US N 1 N N N JPMorgan Prime Money Market Fund, IM Shares N/A N/A 30149224.78900000 NS USD 30176359.09000000 4.511196018755 Long STIV RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828P79 800000.00000000 PA USD 828248.32000000 0.123818467051 Long DBT UST US N 2 2023-02-28 Fixed 1.50000000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573106 2272.00000000 NS USD 111691.52000000 0.016697254259 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 3339.00000000 NS USD 113993.46000000 0.017041381346 Long EC CORP IE N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315AN3 50000.00000000 PA USD 51632.53000000 0.007718772933 Long DBT CORP US N 2 2021-08-23 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283U2 1000000.00000000 PA USD 1056734.40000000 0.157975851359 Long DBT UST US N 2 2023-01-31 Fixed 2.37500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 1807.00000000 NS USD 570307.27000000 0.085257730338 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 2484.00000000 NS USD 258708.60000000 0.038675481122 Long EC CORP US N 1 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687CM6 150000.00000000 PA USD 157704.95000000 0.023576003336 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795HZ6 100000.00000000 PA USD 102695.12000000 0.015352343041 Long DBT CORP US N 2 2021-09-01 Fixed 3.40000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137L204 756.00000000 NS USD 20291.04000000 0.003033396394 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RBD3 100000.00000000 PA USD 104133.20000000 0.015567327915 Long DBT CORP US N 2 2022-02-15 Fixed 3.00000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 339.00000000 NS USD 142946.13000000 0.021369642726 Long EC CORP US N 1 N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 806407102 651.00000000 NS USD 38011.89000000 0.005682563834 Long EC CORP US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 N/A 1497.00000000 NS USD 122080.35000000 0.018250325933 Long EC CORP CH N 1 N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429109 760.00000000 NS USD 37718.80000000 0.005638748527 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G04Z3 100000.00000000 PA USD 100059.83000000 0.014958382003 Long DBT USGA US N 2 2025-06-17 Fixed 0.50000000 N N N N N N Endo Dac N/A 29273DAB6 343000.00000000 PA USD 362791.10000000 0.054235229673 Long DBT CORP US Y 2 2027-07-31 Fixed 9.50000000 N N N N N TransDigm Group, Inc. N/A 893641100 224.00000000 NS USD 99019.20000000 0.014802813669 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128282P4 1637900.00000000 PA USD 1696031.20000000 0.253547128542 Long DBT UST US N 2 2022-07-31 Fixed 1.87500000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AM1 100000.00000000 PA USD 118598.22000000 0.017729767076 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 3197.00000000 NS USD 61638.16000000 0.009214558362 Long EC CORP US N 1 N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751Y106 310.00000000 NS USD 44159.50000000 0.006601596965 Long EC CORP US N 1 N N N Jacobs Engineering Group, Inc. 549300CZ8QS1GE53O776 469814107 559.00000000 NS USD 47403.20000000 0.007086511877 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QAP9 200000.00000000 PA USD 230870.92000000 0.034513904478 Long DBT CORP US N 2 2030-03-26 Fixed 3.35000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JC1 200000.00000000 PA USD 206363.38000000 0.030850165041 Long DBT NUSS US N 2 2023-05-15 Fixed 1.37500000 N N N N N N DISH DBS Corp. N/A 25470XAL9 4000000.00000000 PA USD 3990400.00000000 0.596542364158 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 3430.00000000 NS USD 88631.20000000 0.013249866075 Long EC CORP US N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 1136.00000000 NS USD 298745.28000000 0.044660739678 Long EC CORP US N 1 N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 573.00000000 NS USD 92969.25000000 0.013898380159 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590112 1735.00000000 NS USD 291.48000000 0.000043574621 Long CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 1324.00000000 NS USD 1871619.64000000 0.279796613084 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002101 1417.00000000 NS USD 137434.83000000 0.020545734363 Long EC CORP US N 1 N N N BlackRock, Inc. 549300LRIF3NWCU26A80 09247X101 694.00000000 NS USD 377598.46000000 0.056448846739 Long EC CORP US N 1 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034109 636.00000000 NS USD 28193.88000000 0.004214826541 Long EC CORP US N 1 N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 631103AG3 150000.00000000 PA USD 169245.47000000 0.025301246190 Long DBT CORP US N 2 2026-06-30 Fixed 3.85000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 976.00000000 NS USD 165597.92000000 0.024755957973 Long EC CORP US N 1 N N N Rollins, Inc. 549300F2A0BXT4SGWD84 775711104 632.00000000 NS USD 26790.48000000 0.004005026131 Long EC CORP US N 1 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 75000.00000000 PA USD 85481.72000000 0.012779036522 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Linde plc 8945002PAZHZLBGKGF02 N/A 2372.00000000 NS USD 503124.92000000 0.075214346743 Long EC CORP IE N 1 N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AB1 50000.00000000 PA USD 53601.00000000 0.008013048130 Long DBT CORP US N 2 2022-09-01 Fixed 4.50000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BE4 100000.00000000 PA USD 110610.94000000 0.016535713625 Long DBT CORP US N 2 2024-03-15 Fixed 3.79600000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 1987.00000000 NS USD 904164.48000000 0.135167506136 Long EC CORP US N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 1739.00000000 NS USD 29841.24000000 0.004461097598 Long EC CORP US N 1 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604103 39463.00000000 NS USD 269532.29000000 0.040293561922 Long EC CORP US N 1 N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746108 1061.00000000 NS USD 98333.48000000 0.014700302384 Long EC CORP US N 1 N N N Diamond Sports Group LLC N/A 25277LAA4 750000.00000000 PA USD 542625.00000000 0.081119386615 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T107 2488.00000000 NS USD 46450.96000000 0.006944157351 Long EC CORP US N 1 N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBC2 150000.00000000 PA USD 164156.15000000 0.024540421464 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250P103 2486.00000000 NS USD 68514.16000000 0.010242481702 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828G53 1850000.00000000 PA USD 1894551.52000000 0.283224800210 Long DBT UST US N 2 2021-11-30 Fixed 1.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 45399.00000000 NS USD 2192771.70000000 0.327807040391 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAV8 100000.00000000 PA USD 116223.37000000 0.017374740354 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAQ2 132000.00000000 PA USD 137908.68000000 0.020616572274 Long DBT CORP US N 2 2023-03-20 Fixed 2.95000000 N N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 2174.00000000 NS USD 946363.94000000 0.141476088142 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 3994.00000000 NS USD 1181025.80000000 0.176556716836 Long EC CORP US N 1 N N N Mettler-Toledo International, Inc. 5493000BD5GJNUDIUG10 592688105 109.00000000 NS USD 87804.95000000 0.013126346345 Long EC CORP US N 1 N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFG4 100000.00000000 PA USD 107423.70000000 0.016059239165 Long DBT NUSS CA N 2 2029-10-02 Fixed 2.00000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAT3 1200000.00000000 PA USD 1298366.76000000 0.194098530612 Long DBT CORP US N 2 2029-01-30 Fixed 4.62500000 N N N N N N Perrigo Co. plc 549300IFOQS6R1QLY196 N/A 616.00000000 NS USD 34046.32000000 0.005089733416 Long EC CORP IE N 1 N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058HJ5 100000.00000000 PA USD 107926.08000000 0.016134342150 Long DBT NUSS US N 2 2029-10-23 Fixed 1.75000000 N N N N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 436106108 681.00000000 NS USD 19885.20000000 0.002972725596 Long EC CORP US N 1 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320106 277.00000000 NS USD 35879.81000000 0.005363829862 Long EC CORP US N 1 N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAV4 150000.00000000 PA USD 154340.67000000 0.023073062391 Long DBT NUSS NO N 2 2021-11-10 Fixed 2.75000000 N N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039483102 2485.00000000 NS USD 99151.50000000 0.014822591775 Long EC CORP US N 1 N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAL3 150000.00000000 PA USD 164128.43000000 0.024536277480 Long DBT CORP US N 2 2024-08-15 Fixed 3.87500000 N N N N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 1311.00000000 NS USD 173117.55000000 0.025880100379 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BF9 100000.00000000 PA USD 114886.79000000 0.017174929159 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494103 1326.00000000 NS USD 79175.46000000 0.011836286109 Long EC CORP US N 1 N N N Mosaic Co. (The) 2YD5STGSJNMUB7H76907 61945C103 1595.00000000 NS USD 19953.45000000 0.002982928587 Long EC CORP US N 1 N N N Leggett & Platt, Inc. DKOVQUCDW4ZLYCUD4T55 524660107 586.00000000 NS USD 20597.90000000 0.003079270239 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DK3 200000.00000000 PA USD 223646.84000000 0.033433945135 Long DBT CORP US N 2 2027-11-13 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKV3 151194.70000000 PA USD 160236.02000000 0.023954384070 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Domino's Pizza, Inc. 5299004V0Y8MI5D9FF45 25754A201 173.00000000 NS USD 63913.12000000 0.009554652091 Long EC CORP US N 1 N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356106 531.00000000 NS USD 69980.49000000 0.010461689792 Long EC CORP US N 1 N N N AerCap Ireland Capital DAC N/A 00774MAD7 250000.00000000 PA USD 243504.00000000 0.036402478909 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CW8 250000.00000000 PA USD 282161.08000000 0.042181495022 Long DBT CORP US N 2 2025-03-25 Fixed 4.10000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887109 1334.00000000 NS USD 319186.18000000 0.047716539300 Long EC CORP US N 1 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579YBG5 100000.00000000 PA USD 115215.93000000 0.017224133738 Long DBT CORP US N 2 2029-03-01 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287C8 650000.00000000 PA USD 670922.27000000 0.100299107135 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 44146.00000000 NS USD 5605217.62000000 0.837948519110 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGC7 250000.00000000 PA USD 285415.13000000 0.042667957201 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N CCO Holdings LLC N/A 1248EPBR3 900000.00000000 PA USD 931500.00000000 0.139254012683 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAR4 150000.00000000 PA USD 164494.74000000 0.024591038765 Long DBT CORP ES N 2 2023-04-27 Fixed 4.57000000 N N N N N N CNO Financial Group, Inc. 11XPYHB76MPM4Y4P2897 12621EAL7 50000.00000000 PA USD 53562.50000000 0.008007292597 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348106 364.00000000 NS USD 210337.40000000 0.031444258687 Long EC CORP US N 1 N N N Accenture plc N/A N/A 2877.00000000 NS USD 617749.44000000 0.092350068012 Long EC CORP IE N 1 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 2000000.00000000 PA USD 2166915.40000000 0.323941668917 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAT3 200000.00000000 PA USD 205830.98000000 0.030770574234 Long DBT CORP US N 2 2022-03-28 Fixed 3.70000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BY3 200000.00000000 PA USD 213996.74000000 0.031991309443 Long DBT NUSS JP N 2 2024-05-23 Fixed 2.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B648 76000.00000000 NS USD 2082400.00000000 0.311307091801 Long EP CORP US N 1 N N CVS Health Corp. 549300EJG376EN5NQE29 126650DJ6 150000.00000000 PA USD 171831.18000000 0.025687795297 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FB9 950000.00000000 PA USD 1338536.99000000 0.200103754141 Long DBT UST US N 2 2027-11-15 Fixed 6.12500000 N N N N N N GlaxoSmithKline Capital, Inc. 5493007Q8VD7Q3ZYZS59 377372AN7 50000.00000000 PA USD 58515.30000000 0.008747708350 Long DBT CORP US N 2 2028-05-15 Fixed 3.87500000 N N N N N N National Oilwell Varco, Inc. 549300EHF3IW1AR6U008 637071101 1740.00000000 NS USD 21315.00000000 0.003186472657 Long EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406FAD5 250000.00000000 PA USD 261607.98000000 0.039108922131 Long DBT CORP US N 2 2023-08-16 Fixed 2.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 1397.00000000 NS USD 276075.14000000 0.041271681210 Long EC CORP US N 1 N N N Celanese Corp. 549300FHJQTDPPN41627 150870103 542.00000000 NS USD 46796.28000000 0.006995780750 Long EC CORP US N 1 N N N Baker Hughes Co. N/A 05722G100 2915.00000000 NS USD 44861.85000000 0.006706594341 Long EC CORP US N 1 N N N N/A N/A N/A 461.00000000 NC USD 385333.88000000 0.057605248537 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2020-09-18 71229110.00000000 USD 385333.88000000 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAQ1 150000.00000000 PA USD 167691.12000000 0.025068879604 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868103 1213.00000000 NS USD 172379.43000000 0.025769755589 Long EC CORP US N 1 N N N AMETEK, Inc. 549300WZDEF9KKE40E98 031100100 1000.00000000 NS USD 89370.00000000 0.013360312521 Long EC CORP US N 1 N N N Mylan NV 549300A0CD4KNFGIIS89 N/A 2319.00000000 NS USD 37289.52000000 0.005574573581 Long EC CORP NL N 1 N N N Burlington Northern Santa Fe LLC N/A 12189LAR2 25000.00000000 PA USD 27563.90000000 0.004120648073 Long DBT CORP US N 2 2024-04-01 Fixed 3.75000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610105 1964.00000000 NS USD 49571.36000000 0.007410639607 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDD1 100000.00000000 PA USD 111956.84000000 0.016736918107 Long DBT CORP US N 2 2025-01-15 Fixed 3.95000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448BY3 150000.00000000 PA USD 155685.38000000 0.023274088976 Long DBT CORP US N 2 2022-03-05 Fixed 2.75000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 4420.00000000 NS USD 160401.80000000 0.023979167248 Long EC CORP US N 1 N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AH8 75000.00000000 PA USD 82551.98000000 0.012341056865 Long DBT CORP US N 2 2024-12-15 Fixed 3.60000000 N N N N N N Husky Energy, Inc. N/A 448055AK9 50000.00000000 PA USD 51280.77000000 0.007666186791 Long DBT CORP CA N 2 2024-04-15 Fixed 4.00000000 N N N N N N Duke Realty Corp. N/A 264411505 1649.00000000 NS USD 58358.11000000 0.008724209329 Long EC CORP US N 1 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502AD3 100000.00000000 PA USD 105462.04000000 0.015765982024 Long DBT CORP US N 2 2022-11-01 Fixed 2.90000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 579780206 554.00000000 NS USD 99393.14000000 0.014858715596 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172AT6 100000.00000000 PA USD 103692.52000000 0.015501448733 Long DBT CORP US N 2 2022-08-22 Fixed 2.50000000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 264.00000000 NS USD 26864.64000000 0.004016112634 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 2422.00000000 NS USD 443952.60000000 0.066368417596 Long EC CORP US N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBC5 250000.00000000 PA USD 260911.93000000 0.039004866569 Long DBT CORP US N 2 2024-08-16 Fixed 2.01900000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BJ8 150000.00000000 PA USD 155556.65000000 0.023254844564 Long DBT CORP US N 2 2023-08-01 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286Z8 3500000.00000000 PA USD 3712157.40000000 0.554946659864 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 008281BC0 200000.00000000 PA USD 200932.56000000 0.030038287985 Long DBT NUSS US N 2 2023-04-03 Fixed 0.75000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BW8 98000.00000000 PA USD 109171.02000000 0.016320453680 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Cabot Oil & Gas Corp. FCNMH6O7VWU7LHXMK351 127097103 1828.00000000 NS USD 31405.04000000 0.004694876906 Long EC CORP US N 1 N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAB8 100000.00000000 PA USD 107134.00000000 0.016015930643 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142DP5 100000.00000000 PA USD 109470.53000000 0.016365228741 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAN3 200000.00000000 PA USD 208369.70000000 0.031150098600 Long DBT CORP US N 2 2022-08-09 Fixed 2.85000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 100000.00000000 PA USD 102899.32000000 0.015382869793 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 5028.00000000 NS USD 259042.56000000 0.038725406265 Long EC CORP US N 1 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 1840.00000000 NS USD 108228.80000000 0.016179597088 Long EC CORP US N 1 N N N Cerner Corp. 549300L4UJ40IEVVI304 156782104 1370.00000000 NS USD 93913.50000000 0.014039540225 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 2455.00000000 NS USD 139493.10000000 0.020853434156 Long EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 589331AT4 150000.00000000 PA USD 156148.61000000 0.023343339256 Long DBT CORP US N 2 2022-09-15 Fixed 2.40000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824C109 5745.00000000 NS USD 55898.85000000 0.008356563786 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106AK9 100000.00000000 PA USD 111304.50000000 0.016639396945 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G6F6 100000.00000000 PA USD 104080.05000000 0.015559382289 Long DBT CORP US N 2 2022-09-07 Fixed 3.15000000 N N N N N N Oregon School Boards Association N/A 686053BN8 150000.00000000 PA USD 180795.00000000 0.027027835988 Long DBT MUN US N 2 2028-06-30 Fixed 5.55000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 5205.00000000 NS USD 175616.70000000 0.026253709253 Long EC CORP US N 1 N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAY3 250000.00000000 PA USD 274082.30000000 0.040973762834 Long DBT CORP US N 2 2023-11-15 Fixed 3.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWQ3 1700000.00000000 PA USD 1830020.25000000 0.273577738169 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BR4 150000.00000000 PA USD 160060.65000000 0.023928167241 Long DBT CORP US N 2 2023-09-01 Fixed 3.60000000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354G100 382.00000000 NS USD 127519.24000000 0.019063409408 Long EC CORP US N 1 N N N NextEra Energy, Inc. N/A 65339F101 2211.00000000 NS USD 531015.87000000 0.079383886952 Long EC CORP US N 1 N N N Republic of Korea 549300O0QCVSQGPGDT58 50064FAQ7 200000.00000000 PA USD 218937.50000000 0.032729925283 Long DBT NUSS KR N 2 2029-06-19 Fixed 2.50000000 N N N N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762P102 862.00000000 NS USD 349161.72000000 0.052197713994 Long EC CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 75000.00000000 PA USD 86927.10000000 0.012995112706 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203101 1008.00000000 NS USD 33173.28000000 0.004959218844 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810EY0 1000000.00000000 PA USD 1382883.40000000 0.206733293101 Long DBT UST US N 2 2026-11-15 Fixed 6.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GL1 200000.00000000 PA USD 217123.06000000 0.032458676705 Long DBT NUSS US N 2 2023-09-27 Fixed 3.00000000 N N N N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 323.00000000 NS USD 88644.12000000 0.013251797542 Long EC CORP US N 1 N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123BX8 100000.00000000 PA USD 103709.57000000 0.015503997612 Long DBT CORP US N 2 2022-06-26 Fixed 2.60000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAP5 150000.00000000 PA USD 166121.54000000 0.024834236219 Long DBT CORP US N 2 2027-07-15 Fixed 3.55000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAY0 50000.00000000 PA USD 53848.07000000 0.008049983706 Long DBT CORP US N 2 2029-08-15 Fixed 2.45000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 100000.00000000 PA USD 111389.98000000 0.016652175724 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAS8 100000.00000000 PA USD 104121.50000000 0.015565578831 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828SV3 800000.00000000 PA USD 823599.12000000 0.123123437791 Long DBT UST US N 2 2022-05-15 Fixed 1.75000000 N N N N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445101 600.00000000 NS USD 24342.00000000 0.003638992138 Long EC CORP US N 1 N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 42217KBF2 150000.00000000 PA USD 166327.44000000 0.024865017111 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Trane Technologies plc 549300BURLR9SLYY2705 N/A 1080.00000000 NS USD 96098.40000000 0.014366170491 Long EC CORP IE N 1 N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAH8 50000.00000000 PA USD 51121.00000000 0.007642302074 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286AP2 150000.00000000 PA USD 209906.25000000 0.031379804186 Long DBT NUSS PH N 2 2025-03-16 Fixed 10.62500000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448CM8 250000.00000000 PA USD 274539.50000000 0.041042111664 Long DBT CORP US N 2 2024-03-01 Fixed 3.60000000 N N N N N N Paychex, Inc. 529900K900DW6SUBM174 704326107 1420.00000000 NS USD 107565.00000000 0.016080362720 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 37039.00000000 NS USD 2594952.34000000 0.387930784829 Long EC CORP US N 1 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 3356.00000000 NS USD 75375.76000000 0.011268252323 Long EC CORP US N 1 N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BS4 109000.00000000 PA USD 122120.21000000 0.018256284779 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAA2 100000.00000000 PA USD 110687.24000000 0.016547120046 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 681.00000000 NS USD 347337.24000000 0.051924964492 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 2841.00000000 NS USD 502374.03000000 0.075102092909 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 32195.00000000 NS USD 973254.85000000 0.145496127994 Long EC CORP US N 1 N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844108 1152.00000000 NS USD 202256.64000000 0.030236230501 Long EC CORP US N 1 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363109 319.00000000 NS USD 47543.76000000 0.007107524807 Long EC CORP US N 1 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 1173.00000000 NS USD 340533.63000000 0.050907863050 Long EC CORP US N 1 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 600.00000000 NS USD 56202.00000000 0.008401883006 Long EC CORP US N 1 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 1200000.00000000 PA USD 1353000.00000000 0.202265892819 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDS8 100000.00000000 PA USD 111727.90000000 0.016702692864 Long DBT CORP US N 2 2029-08-15 Fixed 2.87500000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759100 953.00000000 NS USD 78193.65000000 0.011689511034 Long EC CORP US N 1 N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 983134107 440.00000000 NS USD 32775.60000000 0.004899767920 Long EC CORP US N 1 N N N Council of Europe Development Bank 549300UYNXMI821WYG82 222213AU4 200000.00000000 PA USD 207959.54000000 0.031088781986 Long DBT NUSS US N 2 2025-02-27 Fixed 1.37500000 N N N N N N ANSYS, Inc. 549300VJV8H15Z5FJ571 03662Q105 386.00000000 NS USD 112607.78000000 0.016834229977 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828Z94 1300000.00000000 PA USD 1405415.70000000 0.210101745264 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKP3 45000.00000000 PA USD 46493.05000000 0.006950449569 Long DBT CORP US N 2 2026-12-01 Fixed 2.90000000 N N N N N N Calumet Specialty Products Partners LP N/A 131477AT8 1000000.00000000 PA USD 960000.00000000 0.143514602443 Long DBT CORP US Y 2 2025-04-15 Fixed 11.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BH6 100000.00000000 PA USD 110336.47000000 0.016494681903 Long DBT CORP US N 2 2023-12-05 Fixed 3.37500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAX8 250000.00000000 PA USD 263812.75000000 0.039438522849 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10200000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320102 1790.00000000 NS USD 109011.00000000 0.016296531590 Long EC CORP US N 1 N N N ABIOMED, Inc. 5493001EZN4ZTB4Z5887 003654100 203.00000000 NS USD 49036.68000000 0.007330707953 Long EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 707.00000000 NS USD 27014.47000000 0.004038511377 Long EC CORP US N 1 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DD8 1750000.00000000 PA USD 1996133.65000000 0.298410757504 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286B1 2050000.00000000 PA USD 2402147.36000000 0.359107524356 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Dell International LLC N/A 25272KAG8 200000.00000000 PA USD 218762.36000000 0.032703742838 Long DBT CORP US Y 2 2023-06-15 Fixed 5.45000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760761AD8 100000.00000000 PA USD 106199.48000000 0.015876225158 Long DBT CORP US N 2 2021-11-15 Fixed 5.25000000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAN4 1100000.00000000 PA USD 1227597.69000000 0.183518952543 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2D4 150000.00000000 PA USD 174719.12000000 0.026119526089 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 232.00000000 NS USD 50002.96000000 0.007475161380 Long EC CORP US N 1 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 3064.00000000 NS USD 518030.48000000 0.077442644157 Long EC CORP US N 1 N N N Hershey Co. (The) 21X2CX66SU2BR6QTAD08 427866108 665.00000000 NS USD 86197.30000000 0.012886011709 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 35137L105 1565.00000000 NS USD 41973.30000000 0.006274772357 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826CAH5 150000.00000000 PA USD 165783.06000000 0.024783635362 Long DBT CORP US N 2 2027-09-15 Fixed 2.75000000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 1131.00000000 NS USD 128990.55000000 0.019283361981 Long EC CORP US N 1 N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CC0 250000.00000000 PA USD 271352.43000000 0.040565662618 Long DBT NUSS US N 2 2023-10-04 Fixed 3.00000000 N N N N N N F5 Networks, Inc. N/A 315616102 273.00000000 NS USD 38078.04000000 0.005692452887 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BA7 175000.00000000 PA USD 181393.07000000 0.027117244090 Long DBT CORP US N 2 2022-03-15 Fixed 2.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284V9 1300000.00000000 PA USD 1539686.59000000 0.230174488387 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 1179.00000000 NS USD 349208.01000000 0.052204634088 Long EC CORP US N 1 N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 487836108 1111.00000000 NS USD 73392.66000000 0.010971790023 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828WR7 800000.00000000 PA USD 815472.24000000 0.121908514924 Long DBT UST US N 2 2021-06-30 Fixed 2.12500000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148RZ8 200000.00000000 PA USD 208024.80000000 0.031098537990 Long DBT NUSS CA N 2 2025-02-11 Fixed 1.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 2112000.00000000 PA USD 2352071.04000000 0.351621396068 Long DBT CORP US N 2 2028-12-20 Variable 3.41899900 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BL3 150000.00000000 PA USD 163872.11000000 0.024497959081 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Flex Ltd. 549300EAQH74YHD07T53 33938XAA3 50000.00000000 PA USD 55158.50000000 0.008245885623 Long DBT CORP SG N 2 2029-06-15 Fixed 4.87500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BC7 100000.00000000 PA USD 115468.55000000 0.017261899008 Long DBT CORP JP N 2 2028-09-11 Fixed 4.05000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748102 2301.00000000 NS USD 247058.37000000 0.036933837240 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 125071.00000000 NS USD 4089821.70000000 0.611405349314 Long EC CORP US N 1 N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871R209 840.00000000 NS USD 28862.40000000 0.004314766522 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BR0 150000.00000000 PA USD 181755.71000000 0.027171456731 Long DBT CORP US N 2 2030-03-25 Fixed 3.90000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516BM7 250000.00000000 PA USD 254392.83000000 0.038030297772 Long DBT CORP US N 2 2021-11-01 Fixed 1.85000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 595.00000000 NS USD 230711.25000000 0.034490034711 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDC0 1400000.00000000 PA USD 1554392.43000000 0.232372928784 Long DBT CORP US Y 2 2025-03-15 Fixed 3.80000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187109 891.00000000 NS USD 32779.89000000 0.004900409251 Long EC CORP US N 1 N N N Twitter, Inc. 549300I8RX485XMK6836 90184L102 3568.00000000 NS USD 106290.72000000 0.015889865025 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFB0 100000.00000000 PA USD 110793.77000000 0.016563045682 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211K100 683.00000000 NS USD 22436.55000000 0.003354138076 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 2656.00000000 NS USD 626444.16000000 0.093649879766 Long EC CORP US N 1 N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150104 4748.00000000 NS USD 42898.18000000 0.006413036716 Long EC CORP US N 1 N N N NetApp, Inc. QTX3D84DZDD5JYOCYH15 64110D104 1014.00000000 NS USD 44991.18000000 0.006725928449 Long EC CORP US N 1 N N N Fastenal Co. 529900PP0C7H2HHPSJ32 311900104 2571.00000000 NS USD 110141.64000000 0.016465555913 Long EC CORP US N 1 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92556H206 2427.00000000 NS USD 56597.64000000 0.008461028962 Long EC CORP US N 1 N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TEC5 150000.00000000 PA USD 154506.42000000 0.023097841084 Long DBT CORP US N 2 2022-09-08 Fixed 2.15000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABE4 200000.00000000 PA USD 222592.00000000 0.033276252486 Long DBT CORP US Y 2 2030-04-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YH7 1000000.00000000 PA USD 1053029.50000000 0.157421989639 Long DBT UST US N 2 2024-09-30 Fixed 1.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 3000000.00000000 PA USD 3075000.00000000 0.459695210953 Long DBT CORP CA Y 2 2025-11-01 Fixed 5.50000000 N N N N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 704.00000000 NS USD 14622.08000000 0.002185918748 Long EC CORP US N 1 N N N DISH Network Corp. 529900U350CWHH15G169 25470M109 1148.00000000 NS USD 39617.48000000 0.005922590512 Long EC CORP US N 1 N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BR6 80000.00000000 PA USD 83802.44000000 0.012527993604 Long DBT CORP US N 2 2022-03-15 Fixed 3.15000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 2291.00000000 NS USD 197255.10000000 0.029488528392 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828XR6 750000.00000000 PA USD 772588.35000000 0.115497614482 Long DBT UST US N 2 2022-05-31 Fixed 1.75000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284V101 1277.00000000 NS USD 33329.70000000 0.004982602755 Long EC CORP US N 1 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 013817AW1 100000.00000000 PA USD 103211.00000000 0.015429464200 Long DBT CORP US N 2 2024-10-01 Fixed 5.12500000 N N N N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797104 1045.00000000 NS USD 15643.65000000 0.002338637719 Long EC CORP US N 1 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AR0 100000.00000000 PA USD 116568.78000000 0.017426377207 Long DBT CORP US N 2 2028-11-15 Fixed 4.00000000 N N N N N N International Finance Corp. QKL54NQY28TCDAI75F60 45950KCJ7 250000.00000000 PA USD 251977.13000000 0.037669164205 Long DBT NUSS US N 2 2021-07-20 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828R36 1950000.00000000 PA USD 2089246.77000000 0.312330645420 Long DBT UST US N 2 2026-05-15 Fixed 1.62500000 N N N N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846UAJ0 100000.00000000 PA USD 108901.93000000 0.016280226238 Long DBT CORP US N 2 2023-07-15 Fixed 3.87500000 N N N N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 1025.00000000 NS USD 89451.75000000 0.013372533686 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828D56 2500000.00000000 PA USD 2719010.25000000 0.406476744864 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Chipotle Mexican Grill, Inc. N/A 169656105 116.00000000 NS USD 122073.76000000 0.018249340765 Long EC CORP US N 1 N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AH4 100000.00000000 PA USD 109718.56000000 0.016402307832 Long DBT NUSS CA N 2 2024-10-16 Fixed 2.87500000 N N N N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 6059.00000000 NS USD 555610.30000000 0.083060615956 Long EC CORP IE N 1 N N N Schlumberger Ltd. 213800ZUA17OK3QLGM62 806857108 6216.00000000 NS USD 114312.24000000 0.017089037164 Long EC CORP CW N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGZ6 250000.00000000 PA USD 273020.70000000 0.040815059603 Long DBT CORP US N 2 2026-01-23 Variable 3.36600000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 6463.00000000 NS USD 226915.93000000 0.033922655710 Long EC CORP US N 1 N N N National Oilwell Varco, Inc. 549300EHF3IW1AR6U008 637071AJ0 43000.00000000 PA USD 43272.96000000 0.006469064219 Long DBT CORP US N 2 2022-12-01 Fixed 2.60000000 N N N N N N Juniper Networks, Inc. AUHIXNGG7U2U7JEHM527 48203R104 1470.00000000 NS USD 33604.20000000 0.005023638961 Long EC CORP US N 1 N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34354PAD7 100000.00000000 PA USD 100926.08000000 0.015087881507 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 16257.00000000 NS USD 4072541.07000000 0.608821992288 Long EC CORP US N 1 N N N VF Corp. CWAJJ9DJ5Z7P057HV541 918204108 1461.00000000 NS USD 89033.34000000 0.013309983744 Long EC CORP US N 1 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 1000000.00000000 PA USD 1180000.00000000 0.176403365503 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 664.00000000 NS USD 245912.40000000 0.036762521168 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFN5 100000.00000000 PA USD 108769.26000000 0.016260392819 Long DBT CORP US N 2 2023-08-15 Fixed 4.12500000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054109 508.00000000 NS USD 70901.56000000 0.010599384579 Long EC CORP US N 1 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 1737.00000000 NS USD 27531.45000000 0.004115796980 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AB1 150000.00000000 PA USD 154919.75000000 0.023159631595 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543CY7 50000.00000000 PA USD 59627.02000000 0.008913904239 Long DBT CORP US N 2 2028-11-30 Fixed 4.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828K74 800000.00000000 PA USD 868494.80000000 0.129835089527 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C100 757.00000000 NS USD 80234.43000000 0.011994596170 Long EC CORP US N 1 N N N Westrock Co. 549300JEB576INN13W07 92940PAE4 150000.00000000 PA USD 165649.01000000 0.024763595641 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N Omnicom Group, Inc. N/A 68217FAA0 150000.00000000 PA USD 168132.15000000 0.025134811109 Long DBT CORP US N 2 2026-04-15 Fixed 3.60000000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 1805.00000000 NS USD 102632.30000000 0.015342951804 Long EC CORP US N 1 N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073E105 672.00000000 NS USD 67717.44000000 0.010123376541 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBA5 100000.00000000 PA USD 102283.74000000 0.015290844044 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AN4 150000.00000000 PA USD 157597.29000000 0.023559908771 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 576.00000000 NS USD 113443.20000000 0.016959120570 Long EC CORP IE N 1 N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346105 1344.00000000 NS USD 55655.04000000 0.008320115562 Long EC CORP US N 1 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 1169.00000000 NS USD 58695.49000000 0.008774645742 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670702 8769.00000000 NS USD 1565354.19000000 0.234011650272 Long EC CORP US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 1021.00000000 NS USD 60535.09000000 0.009049655599 Long EC CORP US N 1 N N N Dell International LLC N/A 25272KAK9 95000.00000000 PA USD 108525.37000000 0.016223932636 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 33398.00000000 NS USD 12183590.40000000 1.821378263119 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAN6 1000000.00000000 PA USD 1039790.00000000 0.155442758828 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAQ4 100000.00000000 PA USD 93712.54000000 0.014009497835 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAE7 100000.00000000 PA USD 105684.42000000 0.015799226584 Long DBT CORP US Y 2 2027-04-05 Fixed 2.29300000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KA8 250000.00000000 PA USD 284132.15000000 0.042476158904 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162BX7 110000.00000000 PA USD 114090.13000000 0.017055832968 Long DBT CORP US N 2 2022-05-01 Fixed 2.70000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 35959.00000000 NS USD 3530454.62000000 0.527783115870 Long EC CORP US N 1 N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M2Z6 250000.00000000 PA USD 252609.63000000 0.037763719398 Long DBT CORP US N 2 2023-03-10 Fixed 1.25000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JH4 150000.00000000 PA USD 163521.42000000 0.024445532898 Long DBT CORP US N 2 2026-06-15 Fixed 2.55000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAZ6 50000.00000000 PA USD 50730.30000000 0.007583894621 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 2794.00000000 NS USD 374647.46000000 0.056007688831 Long EC CORP US N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752AN3 70000.00000000 PA USD 71854.30000000 0.010741813852 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N Invesco Finance plc 549300OYQ3LAJYXXO449 46132FAD2 100000.00000000 PA USD 109334.52000000 0.016344896011 Long DBT CORP GB N 2 2026-01-15 Fixed 3.75000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3133X8EW8 300000.00000000 PA USD 360697.02000000 0.053922176487 Long DBT USGA US N 2 2024-08-15 Fixed 5.37500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DY8 500000.00000000 PA USD 501875.00000000 0.075027490730 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 2468.00000000 NS USD 226068.80000000 0.033796014538 Long EC CORP US N 1 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540AT6 100000.00000000 PA USD 117526.36000000 0.017569530033 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251V102 1147.00000000 NS USD 47646.38000000 0.007122865920 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128284D9 750000.00000000 PA USD 797809.35000000 0.119268012178 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432100 607.00000000 NS USD 42271.48000000 0.006319348590 Long EC CORP US N 1 N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EA1 100000.00000000 PA USD 115851.00000000 0.017319073133 Long DBT NUSS CA N 2 2028-03-15 Fixed 3.30000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BX6 1500000.00000000 PA USD 1665041.70000000 0.248914372529 Long DBT CORP GB N 2 2026-09-12 Variable 4.29199900 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473P105 1674.00000000 NS USD 38066.76000000 0.005690766591 Long EC CORP US N 1 N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015103 1937.00000000 NS USD 288399.93000000 0.043114168019 Long EC CORP US N 1 N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAD6 500000.00000000 PA USD 125000.00000000 0.018686797193 Long DBT CORP US N 2 2022-10-15 Fixed 7.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 1892.00000000 NS USD 5219687.44000000 0.780313924825 Long EC CORP US N 1 N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884AAZ6 150000.00000000 PA USD 155815.95000000 0.023293608456 Long DBT CORP US N 2 2021-12-15 Fixed 4.62500000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 652.00000000 NS USD 210895.92000000 0.031527754287 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002AZ4 100000.00000000 PA USD 107137.85000000 0.016016506197 Long DBT CORP US N 2 2023-06-15 Fixed 3.15000000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350105 3417.00000000 NS USD 88500.30000000 0.013230297261 Long EC CORP US N 1 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 1548.00000000 NS USD 43529.76000000 0.006507454375 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 46184.00000000 NS USD 5522220.88000000 0.825540973125 Long EC CORP US N 1 N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAF0 150000.00000000 PA USD 153736.56000000 0.022982751343 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAF1 3500000.00000000 PA USD 840000.00000000 0.125575277138 Long DBT CORP US N 2 2025-06-15 Fixed 8.75000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429BG3 75000.00000000 PA USD 86881.07000000 0.012988231480 Long DBT CORP US N 2 2028-03-15 Fixed 4.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284N7 700000.00000000 PA USD 826153.37000000 0.123505283805 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 527.00000000 NS USD 300300.41000000 0.044893222869 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 156865.00000000 NS USD 4015744.00000000 0.600331149662 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BJ2 200000.00000000 PA USD 211762.78000000 0.031657344983 Long DBT CORP JP N 2 2024-07-18 Fixed 2.80100000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 746.00000000 NS USD 95383.56000000 0.014259305930 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GGS7 250000.00000000 PA USD 269706.08000000 0.040319542549 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 2247.00000000 NS USD 178951.08000000 0.026752180315 Long EC CORP US N 1 N N N American Express Co. R4PP93JZOLY261QX3811 025816BD0 212000.00000000 PA USD 221768.68000000 0.033153170775 Long DBT CORP US N 2 2022-12-02 Fixed 2.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283F5 950000.00000000 PA USD 1069717.48000000 0.159916748822 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828N30 1000000.00000000 PA USD 1048752.30000000 0.156782572288 Long DBT UST US N 2 2022-12-31 Fixed 2.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0ZR7 500000.00000000 PA USD 546957.30000000 0.081767041107 Long DBT USGA US N 2 2024-09-06 Fixed 2.62500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 250000.00000000 PA USD 270406.48000000 0.040424248411 Long DBT CORP US N 2 2026-07-15 Fixed 2.65000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081EA7 150000.00000000 PA USD 168564.20000000 0.025199400155 Long DBT CORP US N 2 2026-12-15 Fixed 3.00000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FQ4 100000.00000000 PA USD 115378.60000000 0.017248451989 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAB6 150000.00000000 PA USD 160048.23000000 0.023926310521 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828RR3 2000000.00000000 PA USD 2050011.40000000 0.306465178204 Long DBT UST US N 2 2021-11-15 Fixed 2.00000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556CG5 100000.00000000 PA USD 123012.71000000 0.018389708511 Long DBT CORP US N 2 2030-03-25 Fixed 4.49700000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 702.00000000 NS USD 215822.88000000 0.032264307105 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LS8 100000.00000000 PA USD 110854.65000000 0.016572146899 Long DBT CORP US N 2 2028-10-27 Variable 3.52000100 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBL9 100000.00000000 PA USD 106736.31000000 0.015956478224 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AP2 1469000.00000000 PA USD 1024627.50000000 0.153176050328 Long DBT CORP BM Y 2 2024-12-01 Fixed 11.00000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 1075.00000000 NS USD 150736.50000000 0.022534259240 Long EC CORP US N 1 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696106 469.00000000 NS USD 182093.94000000 0.027222020215 Long EC CORP US N 1 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FL5 50000.00000000 PA USD 50643.29000000 0.007570887115 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N Broadridge Financial Solutions, Inc. N/A 11133TAC7 55000.00000000 PA USD 60904.90000000 0.009104940114 Long DBT CORP US N 2 2026-06-27 Fixed 3.40000000 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 008117AP8 150000.00000000 PA USD 156104.16000000 0.023336694231 Long DBT CORP US N 2 2022-11-15 Fixed 2.75000000 N N N N N N Cooper Cos., Inc. (The) QJKMVPIGLH7530PCUE20 216648402 222.00000000 NS USD 62968.08000000 0.009413373924 Long EC CORP US N 1 N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639106 3643.00000000 NS USD 224918.82000000 0.033624098994 Long EC CORP US N 1 N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAU1 100000.00000000 PA USD 99140.36000000 0.014820926407 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555CZ5 25000.00000000 PA USD 26454.37000000 0.003954779576 Long DBT CORP US N 2 2029-08-15 Fixed 2.60000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAP5 1000000.00000000 PA USD 976059.90000000 0.145915467197 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 1254.00000000 NS USD 77271.48000000 0.011551651804 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 7986.00000000 NS USD 730159.98000000 0.109154811718 Long EC CORP US N 1 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CY3 150000.00000000 PA USD 175927.68000000 0.026300199014 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 1300000.00000000 PA USD 1500262.01000000 0.224280735340 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 N/A 182.00000000 NS USD 37528.40000000 0.005610284798 Long EC CORP BM N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BH6 110000.00000000 PA USD 115579.01000000 0.017278412157 Long DBT CORP US N 2 2022-11-03 Fixed 2.65000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CJ7 250000.00000000 PA USD 282375.38000000 0.042213531667 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BF8 50000.00000000 PA USD 55000.00000000 0.008222190765 Long DBT CORP US N 2 2048-09-15 Variable 5.69999900 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278X109 723.00000000 NS USD 30235.86000000 0.004520091070 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0U92 325000.00000000 PA USD 337051.72000000 0.050387337082 Long DBT USGA US N 2 2022-01-11 Fixed 2.62500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VDY7 250000.00000000 PA USD 292514.38000000 0.043729255161 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 2578.00000000 NS USD 72312.90000000 0.010810371974 Long EC CORP US N 1 N N N PerkinElmer, Inc. 549300IKL1SDPFI7N655 714046109 502.00000000 NS USD 49241.18000000 0.007361279553 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 100000.00000000 PA USD 107848.34000000 0.016122720457 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123101 2440.00000000 NS USD 308660.00000000 0.046142934573 Long EC CORP US N 1 N N N Mid-America Apartment Communities, Inc. 549300FQZKFR5YNSHZ21 59522J103 510.00000000 NS USD 58481.70000000 0.008742685339 Long EC CORP US N 1 N N N BASF SE 529900PM64WH8AF1E917 N/A 50000.00000000 NS 2793998.07000000 0.417687002338 Long EC CORP DE N 2 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAQ8 45000.00000000 PA USD 46361.26000000 0.006930747705 Long DBT CORP US N 2 2022-02-10 Fixed 2.35000000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551QAA5 25000.00000000 PA USD 25764.55000000 0.003851655364 Long DBT CORP US Y 2 2029-09-15 Fixed 3.37500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 51094.00000000 NS USD 1918579.70000000 0.286816878023 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 1910.00000000 NS USD 200951.10000000 0.030041059611 Long EC CORP US N 1 N N N American Water Works Co., Inc. 549300DXHIJQMD5WFW18 030420103 810.00000000 NS USD 104214.60000000 0.015579496758 Long EC CORP US N 1 N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360105 166.00000000 NS USD 51617.70000000 0.007716555931 Long EC CORP US N 1 N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGX7 200000.00000000 PA USD 215722.74000000 0.032249336738 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 37249.00000000 NS USD 4467272.57000000 0.667832132179 Long EC CORP US N 1 N N N BP plc 213800LH1BZH3DI6G760 055622104 100000.00000000 NS USD 2332000.00000000 0.348620888436 Long EC CORP GB N 1 N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 25470F302 1546.00000000 NS USD 29775.96000000 0.004451338606 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 500000.00000000 PA USD 534635.00000000 0.079924926539 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CG7 100000.00000000 PA USD 117279.80000000 0.017532670699 Long DBT CORP US N 2 2028-04-17 Fixed 4.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284R8 5000000.00000000 PA USD 5629554.50000000 0.841586745837 Long DBT UST US N 2 2025-05-31 Fixed 2.87500000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BY9 250000.00000000 PA USD 285045.98000000 0.042612771352 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 949.00000000 NS USD 75293.66000000 0.011255978834 Long EC CORP US N 1 N N N People's United Financial, Inc. ROPY7PEPIPIDJNF0BO69 712704105 1990.00000000 NS USD 23024.30000000 0.003442003396 Long EC CORP US N 1 N N N FleetCor Technologies, Inc. 549300DG6RR0NQSFLN74 339041105 378.00000000 NS USD 95078.34000000 0.014213677256 Long EC CORP US N 1 N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 723484101 502.00000000 NS USD 36791.58000000 0.005500134351 Long EC CORP US N 1 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 5294.00000000 NS USD 389585.46000000 0.058240835843 Long EC CORP US N 1 N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 989207105 243.00000000 NS USD 62195.85000000 0.009297929881 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 1716.00000000 NS USD 93195.96000000 0.013932272029 Long EC CORP US N 1 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 114782.00000000 NS USD 5951446.70000000 0.889707819912 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CB6 50000.00000000 PA USD 54888.23000000 0.008205481778 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 100000.00000000 PA USD 111990.55000000 0.016741957563 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 208251AE8 50000.00000000 PA USD 69692.89000000 0.010418695209 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477103 1591.00000000 NS USD 101108.05000000 0.015115084999 Long EC CORP US N 1 N N N IDEX Corp. 549300U5Y5EL6PHYLF13 45167R104 333.00000000 NS USD 52627.32000000 0.007867488445 Long EC CORP US N 1 N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 676.00000000 NS USD 131820.00000000 0.019706348848 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 1148.00000000 NS USD 75446.56000000 0.011278836525 Long EC CORP NL N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406FAC7 200000.00000000 PA USD 221898.18000000 0.033172530297 Long DBT CORP US N 2 2026-05-04 Fixed 2.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828RC6 800000.00000000 PA USD 817425.68000000 0.122200543221 Long DBT UST US N 2 2021-08-15 Fixed 2.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 100000.00000000 PA USD 107692.38000000 0.016099405314 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 857524AC6 100000.00000000 PA USD 110932.00000000 0.016583710289 Long DBT NUSS PL N 2 2024-01-22 Fixed 4.00000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 109140.00000000 NS USD 4880740.80000000 0.729643307857 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 724.00000000 NS USD 111076.08000000 0.016605249439 Long EC CORP US N 1 N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BAV2 25000.00000000 PA USD 29337.28000000 0.004385758412 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Ulta Beauty, Inc. 529900CIV6HN8M28YM82 90384S303 257.00000000 NS USD 52278.94000000 0.007815407594 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 200000.00000000 PA USD 215875.56000000 0.032272182469 Long DBT CORP GB N 2 2025-05-07 Variable 3.93199900 N N N N N N West Pharmaceutical Services, Inc. 5493007NKRGM1RJQ1P16 955306105 336.00000000 NS USD 76329.12000000 0.011410774283 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAE6 900000.00000000 PA USD 1259084.70000000 0.188226083503 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700106 4419.00000000 NS USD 44322.57000000 0.006625975013 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741108 2428.00000000 NS USD 82989.04000000 0.012406394877 Long EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAG7 50000.00000000 PA USD 46364.77000000 0.006931272431 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 50000.00000000 PA USD 54829.00000000 0.008196627226 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323ABK9 150000.00000000 PA USD 156115.32000000 0.023338362588 Long DBT NUSS CA N 2 2022-06-29 Fixed 2.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285J5 1400000.00000000 PA USD 1597137.78000000 0.238763118275 Long DBT UST US N 2 2025-10-31 Fixed 3.00000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 1351.00000000 NS USD 1915785.55000000 0.286399168308 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AD6 200000.00000000 PA USD 227387.24000000 0.033993113905 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283P3 1000000.00000000 PA USD 1089003.90000000 0.162799960175 Long DBT UST US N 2 2024-12-31 Fixed 2.25000000 N N N N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203BU4 100000.00000000 PA USD 107738.92000000 0.016106362782 Long DBT CORP US N 2 2024-03-01 Fixed 4.30000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AU9 60000.00000000 PA USD 61072.22000000 0.009129953514 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 361.00000000 NS USD 33533.29000000 0.005013038315 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828M80 4000000.00000000 PA USD 4176568.00000000 0.624373433437 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 75000.00000000 PA USD 79989.50000000 0.011957980512 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAN5 200000.00000000 PA USD 225345.20000000 0.033687840406 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 10855.00000000 NS USD 2464844.85000000 0.368480446597 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 1991.00000000 NS USD 143152.90000000 0.021400553679 Long EC CORP US N 1 N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NP6 150000.00000000 PA USD 168305.04000000 0.025160657192 Long DBT CORP US N 2 2028-02-07 Fixed 3.40000000 N N N N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 13657.00000000 NS USD 2366211.82000000 0.353735363172 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BN2 50000.00000000 PA USD 60004.96000000 0.008970404144 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 857524AB8 150000.00000000 PA USD 160687.50000000 0.024021877791 Long DBT NUSS PL N 2 2022-03-23 Fixed 5.00000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137AR8 77000.00000000 PA USD 86156.73000000 0.012879946722 Long DBT CORP US N 2 2025-05-15 Fixed 3.85000000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434L105 6474.00000000 NS USD 112841.82000000 0.016869217642 Long EC CORP US N 1 N N N Globe Life, Inc. 5493001JFHKQOPP6XA71 37959E102 446.00000000 NS USD 33106.58000000 0.004949247569 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 7622.00000000 NS USD 1472341.74000000 0.220106811955 Long EC CORP US N 1 N N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 74144T108 1023.00000000 NS USD 126340.50000000 0.018887194406 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CD5 100000.00000000 PA USD 99254.14000000 0.014837935878 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939U106 1415.00000000 NS USD 124024.75000000 0.018541002801 Long EC CORP US N 1 N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095101 1325.00000000 NS USD 126948.25000000 0.018978049614 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJH4 150000.00000000 PA USD 159176.61000000 0.023796008231 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Cintas Corp. N/A 172908105 376.00000000 NS USD 100151.36000000 0.014972065223 Long EC CORP US N 1 N N N TD Ameritrade Holding Corp. ZI85ER3E6RXD4HPHW309 87236YAE8 250000.00000000 PA USD 259974.78000000 0.038864767913 Long DBT CORP US N 2 2022-04-01 Fixed 2.95000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAD0 50000.00000000 PA USD 49283.37000000 0.007367586721 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U57 800000.00000000 PA USD 852479.28000000 0.127440859334 Long DBT UST US N 2 2023-11-30 Fixed 2.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 150000.00000000 PA USD 165032.27000000 0.024671396478 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBT9 150000.00000000 PA USD 171535.04000000 0.025643524032 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345Y106 729.00000000 NS USD 124075.80000000 0.018548634489 Long EC CORP US N 1 N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HD8 250000.00000000 PA USD 276836.90000000 0.041385560047 Long DBT CORP US N 2 2025-11-01 Fixed 3.35000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 16613.00000000 NS USD 2006352.01000000 0.299938344872 Long EC CORP US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AK0 1000000.00000000 PA USD 1003450.00000000 0.150010133148 Long DBT CORP US Y 2 2026-08-15 Fixed 5.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 61397.00000000 NS USD 4747830.01000000 0.709773892037 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BH1 150000.00000000 PA USD 172109.19000000 0.025729356228 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N DEUTSCHE BANK AG, LONDON BRANCH 7LTWFZYICNSX8D621K86 N/A 79710.00000000 PA USD 79710.00000000 0.011916196834 Long RA CORP DE N 2 Repurchase Y 0.33000000 2020-07-01 131.97319000 USD 135.89614700 USD UST 2046.20193700 USD 88438.15110200 USD EQT N N DEUTSCHE BANK AG, LONDON BRANCH 7LTWFZYICNSX8D621K86 N/A 16843.00000000 PA USD 16843.00000000 0.002517933801 Long RA CORP DE N 2 Repurchase Y 0.22000000 2020-07-01 15.00711300 USD 12.15573200 USD UST 16127.00407100 USD 16677.64663000 USD AMBS 483.39410000 USD 490.06680600 USD ACMO N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 N/A 1316627.82000000 PA USD 1316627.82000000 0.196828456410 Long RA CORP DE N 2 Repurchase Y 0.07000000 2020-07-01 1340600.97934600 USD 1342960.43707000 USD UST N N NBC GLOBAL FINANCE LIMITED 549300KWU8YQOYSK5Y64 N/A 300000.00000000 PA USD 300000.00000000 0.044848313263 Long RA CORP IE N 2 Repurchase Y 0.20000000 2020-07-01 4338.49680200 USD 333388.01931600 USD EQT N N SOCIETE GENERALE NY BRANCH O2RNE8IBXP4R0TD8PU41 N/A 500000.00000000 PA USD 500000.00000000 0.074747188772 Long RA CORP FR N 2 Repurchase Y 0.08000000 2020-07-07 463945.47404300 USD 509999.99996400 USD UST N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 N/A 100000.00000000 PA USD 100000.00000000 0.014949437754 Long RA CORP FR N 2 Repurchase Y 0.21000000 2020-07-01 98.28571400 USD 100.21693400 USD UST 2277.04886100 USD 111021.54760000 USD EQT N N CITIGROUP GLOBAL MARKETS LTD XKZZ2JZF41MRHTR1V493 N/A 42108.00000000 PA USD 42108.00000000 0.006294909249 Long RA CORP US N 2 Repurchase Y 0.10000000 2020-07-01 38147.95313900 USD 42950.19975900 USD UST N N 2020-07-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer