0001752724-20-216516.txt : 20201027
0001752724-20-216516.hdr.sgml : 20201027
20201027132408
ACCESSION NUMBER: 0001752724-20-216516
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20201027
PERIOD START: 20210228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 201263277
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000039803
JPMorgan Corporate Bond Fund
C000123395
Class A
CBRAX
C000123396
Class C
CBRCX
C000123397
Class I
CBFSX
C000123398
Class R6
CBFVX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000039803
C000123395
C000123397
C000123396
C000123398
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Corporate Bond Fund
S000039803
549300A4UMYKC7JGN025
2021-02-28
2020-08-31
N
2673805884.31
14371612.53
2659434271.78
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
750220.26000000
EUR
USD
GBP
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAD9
8255000.00000000
PA
USD
9289570.75000000
0.349306273464
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
10270000.00000000
PA
USD
11225911.06000000
0.422116507225
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BN8
2320000.00000000
PA
USD
2621693.17000000
0.098580859764
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAL9
435000.00000000
PA
USD
450225.00000000
0.016929352410
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GF2
85000.00000000
PA
USD
90054.95000000
0.003386244621
Long
DBT
CORP
US
N
2
2023-02-15
Variable
5.90000000
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392FJ2
90000.00000000
PA
USD
106629.81000000
0.004009492211
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.85000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AY8
35000.00000000
PA
USD
39612.70000000
0.001489516038
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
Hutchison Whampoa International 14 Ltd.
2549004PE8SIGYBLPX59
Hutchison Whampoa International 14 Ltd.
44841DAB8
243000.00000000
PA
USD
266464.69000000
0.010019600515
Long
DBT
CORP
KY
Y
2
2024-10-31
Fixed
3.62500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
6735000.00000000
PA
USD
7462217.42000000
0.280594166179
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
124857AN3
1700000.00000000
PA
USD
1845827.53000000
0.069406773823
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659AS0
1107000.00000000
PA
USD
1265147.96000000
0.047572071001
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAM5
3500000.00000000
PA
USD
3700324.29000000
0.139139527878
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
3500000.00000000
PA
USD
3468860.15000000
0.130436017419
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJY9
3610000.00000000
PA
USD
3824433.60000000
0.143806283937
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHY8
685000.00000000
PA
USD
713757.16000000
0.026838683985
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.01499900
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDK4
1025000.00000000
PA
USD
1163013.63000000
0.043731617748
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAX8
2270000.00000000
PA
USD
2372814.07000000
0.089222512290
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
LABL Escrow Issuer LLC
N/A
LABL Escrow Issuer LLC
50168AAB6
160000.00000000
PA
USD
171600.00000000
0.006452500135
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
50000.00000000
PA
USD
57250.00000000
0.002152713477
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AR1
2560000.00000000
PA
USD
3261218.56000000
0.122628282060
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
4.90000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JC2
1530000.00000000
PA
USD
1694980.48000000
0.063734625742
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-22975.61000000
-0.00086392847
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
12143532.35000000
EUR
14479280.08000000
USD
2020-10-05
-22975.61000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
4370000.00000000
PA
USD
4949310.75000000
0.186103894445
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
2750000.00000000
PA
USD
3050457.77000000
0.114703258597
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AZ9
4770000.00000000
PA
USD
4846643.79000000
0.182243413248
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
2500000.00000000
PA
USD
2731788.45000000
0.102720660517
Long
DBT
CORP
GB
Y
2
2032-10-18
Variable
4.12499900
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAM3
520000.00000000
PA
USD
550550.00000000
0.020701771269
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AX6
4296000.00000000
PA
USD
3977171.97000000
0.149549549398
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.12500000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AS9
3195000.00000000
PA
USD
3169669.46000000
0.119185854436
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAE0
1965000.00000000
PA
USD
2340526.69000000
0.088008442804
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23400000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
4135000.00000000
PA
USD
4250074.78000000
0.159811235987
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAV7
305000.00000000
PA
USD
328637.50000000
0.012357421406
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
EMC Corp.
KDMDXRWU7UTJ30FC8R59
EMC Corp.
268648AN2
174000.00000000
PA
USD
179655.00000000
0.006755384102
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.37500000
N
N
N
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAP0
200000.00000000
PA
USD
216250.00000000
0.008131428638
Long
DBT
CORP
GB
Y
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAR1
180000.00000000
PA
USD
185625.00000000
0.006979867935
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CD2
350000.00000000
PA
USD
398199.22000000
0.014973079960
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
3660000.00000000
PA
USD
3881255.93000000
0.145942916175
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AU2
1240000.00000000
PA
USD
1410318.67000000
0.053030777446
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
1920000.00000000
PA
USD
2283784.95000000
0.085874840910
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA, Series X-R
26874RAE8
205000.00000000
PA
USD
236906.94000000
0.008908170527
Long
DBT
CORP
IT
Y
2
2028-09-12
Fixed
4.75000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBK6
2000000.00000000
PA
USD
2266957.48000000
0.085242094683
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.25000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AL1
5700000.00000000
PA
USD
5813565.66000000
0.218601592138
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
Mellon Capital IV
N/A
Mellon Capital IV, Series 1
58551TAA5
1075000.00000000
PA
USD
1067749.13000000
0.040149483720
Long
DBT
CORP
US
N
2
2020-10-05
Floating
4.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series E
842400GN7
680000.00000000
PA
USD
757387.67000000
0.028479277643
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BQ2
885000.00000000
PA
USD
901005.17000000
0.033879580313
Long
DBT
CORP
GB
Y
2
2022-09-10
Variable
2.74399900
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
1650000.00000000
PA
USD
1696837.64000000
0.063804458640
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MER1
575000.00000000
PA
USD
634496.22000000
0.023858315534
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.62500000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAE9
2500000.00000000
PA
USD
2591081.65000000
0.097429805936
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05254HAA2
200000.00000000
PA
USD
229250.00000000
0.008620254406
Long
DBT
CORP
AU
Y
2
2026-06-15
Variable
6.75000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBJ3
985000.00000000
PA
USD
1068765.28000000
0.040187692974
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.21500000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAA6
5630000.00000000
PA
USD
5816482.49000000
0.218711270728
Long
DBT
CORP
GB
Y
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
2500000.00000000
PA
USD
3187883.58000000
0.119870741451
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513EBG5
160000.00000000
PA
USD
198267.67000000
0.007455257387
Long
DBT
CORP
US
Y
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JF8
2960000.00000000
PA
USD
3495381.21000000
0.131433261844
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
35000.00000000
PA
USD
35612.50000000
0.001339100589
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
10260000.00000000
PA
USD
12100646.67000000
0.455008300013
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CC4
9900000.00000000
PA
USD
11282341.46000000
0.424238402118
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAZ8
11495000.00000000
PA
USD
12376134.17000000
0.465367176069
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
Cottage Health Obligated Group
N/A
Cottage Health Obligated Group, Series 2020
22170QAA8
140000.00000000
PA
USD
152450.35000000
0.005732435338
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
320000.00000000
PA
USD
355715.28000000
0.013375599606
Long
DBT
CORP
NL
Y
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAB5
235000.00000000
PA
USD
257391.98000000
0.009678448635
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
7.75000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCW4
6000000.00000000
PA
USD
6544716.24000000
0.246094303192
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDR0
115000.00000000
PA
USD
144815.50000000
0.005445349845
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCS7
300000.00000000
PA
USD
306900.00000000
0.011540048319
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAD5
200000.00000000
PA
USD
236000.00000000
0.008874067785
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
80000.00000000
PA
USD
97881.36000000
0.003680533150
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
2490000.00000000
PA
USD
3557567.03000000
0.133771571937
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097BP5
3465000.00000000
PA
USD
3707601.11000000
0.139413150734
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
3.07300000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 123
202795JL5
1250000.00000000
PA
USD
1496054.65000000
0.056254620235
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
N/A
200000.00000000
PA
261921.71000000
0.009848775462
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
1.87500000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060BD7
1140000.00000000
PA
USD
1177445.45000000
0.044274282786
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.37500000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAK1
45000.00000000
PA
USD
46453.05000000
0.001746726756
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
6.37500000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BB4
1923000.00000000
PA
USD
2420732.32000000
0.091024333471
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CJ6
855000.00000000
PA
USD
984712.78000000
0.037027152370
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Upjohn, Inc.
N/A
Upjohn, Inc.
91533BAF7
1455000.00000000
PA
USD
1584283.34000000
0.059572193861
Long
DBT
CORP
US
Y
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CX6
2550000.00000000
PA
USD
2583910.21000000
0.097160145577
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
Metropolitan Edison Co.
N/A
Metropolitan Edison Co.
591894CB4
273000.00000000
PA
USD
302076.00000000
0.011358656358
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
2725000.00000000
PA
USD
2726090.00000000
0.102506387502
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BB7
240000.00000000
PA
USD
254700.00000000
0.009577224852
Long
DBT
CORP
US
Y
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGT1
665000.00000000
PA
USD
794078.77000000
0.029858935730
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
2110000.00000000
PA
USD
2274012.94000000
0.085507393964
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDY5
946000.00000000
PA
USD
997752.04000000
0.037517454391
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BN1
4957000.00000000
PA
USD
5605057.36000000
0.210761266765
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
3000000.00000000
PA
USD
3248473.26000000
0.122149033517
Long
DBT
CORP
FR
Y
2
2030-01-14
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
390000.00000000
PA
USD
410962.50000000
0.015453004586
Long
DBT
CORP
CH
Y
2
2022-07-29
Variable
7.12500100
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
40421586.28900000
NS
USD
40453923.55000000
1.521147710972
Long
STIV
RF
US
N
1
N
N
N
NXP BV
N/A
NXP BV
62947QAU2
1870000.00000000
PA
USD
1917993.12000000
0.072120343050
Long
DBT
CORP
NL
Y
2
2021-06-01
Fixed
4.12500000
N
N
N
N
N
N
Level 3 Financing, Inc.
N/A
Level 3 Financing, Inc.
527298BH5
230000.00000000
PA
USD
236877.00000000
0.008907044724
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
188496.00000000
PA
USD
175236.64000000
0.006589245008
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
3835000.00000000
PA
USD
3886469.46000000
0.146138955237
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBR9
8640000.00000000
PA
USD
10077240.76000000
0.378924227115
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAH3
14935000.00000000
PA
USD
16656010.08000000
0.626298993614
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Upjohn, Inc.
N/A
Upjohn, Inc.
91533BAD2
4840000.00000000
PA
USD
5048891.25000000
0.189848318628
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AS9
4000000.00000000
PA
USD
4646769.48000000
0.174727743013
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
2160000.00000000
PA
USD
2219339.00000000
0.083451545448
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AM3
155000.00000000
PA
USD
173018.75000000
0.006505847948
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EF6
205000.00000000
PA
USD
231402.98000000
0.008701210721
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000100
N
N
N
N
N
N
Mitsubishi UFJ Lease & Finance Co. Ltd.
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co. Ltd.
60682LAD4
305000.00000000
PA
USD
315045.27000000
0.011846326617
Long
DBT
CORP
JP
Y
2
2022-02-28
Fixed
3.40600000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UCE7
2230000.00000000
PA
USD
2549016.95000000
0.095848089838
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
413875AR6
415000.00000000
PA
USD
466343.77000000
0.017535450112
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
Dominion Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC, Series A
257375AN5
240000.00000000
PA
USD
256818.06000000
0.009656868106
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BZ4
1990000.00000000
PA
USD
2178695.92000000
0.081923285080
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.12500000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BH2
2500000.00000000
PA
USD
2717505.93000000
0.102183609455
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
4545000.00000000
PA
USD
4897778.45000000
0.184166177821
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69899900
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAJ4
185000.00000000
PA
USD
204656.25000000
0.007695480658
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBN1
12450000.00000000
PA
USD
13523037.99000000
0.508493033029
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
302570AX4
1100000.00000000
PA
USD
901639.62000000
0.033903436891
Long
DBT
CORP
US
N
2
2067-06-15
Floating
2.43838100
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXA7
2500000.00000000
PA
USD
3061417.58000000
0.115115369177
Long
DBT
CORP
US
N
2
2039-04-23
Variable
4.41100100
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AG0
427000.00000000
PA
USD
462984.30000000
0.017409127381
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.05000000
N
N
N
N
N
N
Newcrest Finance Pty. Ltd.
549300I0XDZ4K7PDSS04
Newcrest Finance Pty. Ltd.
65120FAE4
410000.00000000
PA
USD
483913.11000000
0.018196092121
Long
DBT
CORP
AU
Y
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAQ2
330000.00000000
PA
USD
315420.88000000
0.011860450297
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBJ0
355000.00000000
PA
USD
387433.74000000
0.014568276573
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class AA
90931CAA6
145438.66000000
PA
USD
144104.86000000
0.005418628372
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources, Series 2019
882484AB4
135000.00000000
PA
USD
154195.99000000
0.005798074862
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.37200000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class AA
90932JAA0
130000.00000000
PA
USD
119869.78000000
0.004507341327
Long
ABS-O
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
165000.00000000
PA
USD
176139.15000000
0.006623181173
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
270000.00000000
PA
USD
309510.36000000
0.011638203030
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020YAQ3
100000.00000000
PA
USD
106000.00000000
0.003985810107
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.62500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC53
5350000.00000000
PA
USD
5809134.81000000
0.218434983396
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600100
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AM1
4000000.00000000
PA
USD
4894525.08000000
0.184043844660
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDU9
3830000.00000000
PA
USD
4021500.00000000
0.151216371191
Long
DBT
CORP
GB
N
2
2025-06-22
Variable
4.37500100
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CR3
250000.00000000
PA
USD
279375.00000000
0.010505053761
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
350000.00000000
PA
USD
358879.50000000
0.013494580550
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CH0
3779000.00000000
PA
USD
3967835.69000000
0.149198486764
Long
DBT
CORP
GB
N
2
2031-06-04
Variable
2.84800000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
360000.00000000
PA
USD
381844.80000000
0.014358121351
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAG7
39000.00000000
PA
USD
36998.94000000
0.001391233481
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBS7
6780000.00000000
PA
USD
8160532.41000000
0.306852193964
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAL4
170000.00000000
PA
USD
183588.64000000
0.006903296763
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
165000.00000000
PA
USD
186862.50000000
0.007026400388
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
750000.00000000
PA
USD
799856.25000000
0.030076180430
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
00101JAH9
200000.00000000
PA
USD
209003.00000000
0.007858927073
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.12500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
570000.00000000
PA
USD
675916.35000000
0.025415794523
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
850000.00000000
PA
USD
946585.50000000
0.035593491068
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA, Series X-R
26874RAG3
2850000.00000000
PA
USD
3083800.23000000
0.115957001183
Long
DBT
CORP
IT
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AH9
6280000.00000000
PA
USD
5984792.40000000
0.225040056958
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AP1
3000000.00000000
PA
USD
3149808.51000000
0.118439043349
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
2655000.00000000
PA
USD
2884002.41000000
0.108444207123
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
4980000.00000000
PA
USD
5479215.47000000
0.206029362264
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616PAA2
170000.00000000
PA
USD
178435.40000000
0.006709524724
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.37500000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
2390000.00000000
PA
USD
2374670.76000000
0.089292327514
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Cigna Holding Co.
45RS2W538ZOGNWLVIX82
Cigna Holding Co.
125509BU2
1058000.00000000
PA
USD
1147998.34000000
0.043167013081
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAG9
295000.00000000
PA
USD
345489.45000000
0.012991088129
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAJ3
3455000.00000000
PA
USD
3603090.39000000
0.135483340507
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAM0
1050000.00000000
PA
USD
1190890.98000000
0.044779861365
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.12500000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AS5
550000.00000000
PA
USD
588467.00000000
0.022127525626
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCQ5
235000.00000000
PA
USD
293241.49000000
0.011026461270
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AU3
650000.00000000
PA
USD
745745.59000000
0.028041512358
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BA3
755000.00000000
PA
USD
798596.09000000
0.030028795916
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAH1
3820000.00000000
PA
USD
4183999.13000000
0.157326660575
Long
DBT
CORP
NL
Y
2
2023-09-14
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
725000.00000000
PA
USD
853866.81000000
0.032107084542
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699900
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2G8
700000.00000000
PA
USD
782000.50000000
0.029404768837
Long
DBT
CORP
FR
Y
2
2025-01-10
Variable
4.70499800
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAN6
325000.00000000
PA
USD
349598.40000000
0.013145592794
Long
DBT
CORP
CA
Y
2
2050-01-25
Fixed
3.80000000
N
N
N
N
N
N
Express Scripts Holding Co.
5493003UA6VMND084504
Express Scripts Holding Co.
30219GAF5
303000.00000000
PA
USD
316207.25000000
0.011890019368
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.90000000
N
N
N
N
N
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AV7
180000.00000000
PA
USD
178200.00000000
0.006700673218
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
SCE Trust VI
N/A
SCE Trust VI
78410V200
9725.00000000
NS
USD
233302.75000000
0.008772645839
Long
EP
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDP3
4335000.00000000
PA
USD
4125831.87000000
0.155139456303
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448ET1
1520000.00000000
PA
USD
1786497.69000000
0.067175854239
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
2402000.00000000
PA
USD
2542926.30000000
0.095619069325
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GU1
11860000.00000000
PA
USD
12052774.57000000
0.453208214164
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DF7
1706000.00000000
PA
USD
1943227.95000000
0.073069222677
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
4.32200200
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCX8
3355000.00000000
PA
USD
4235245.45000000
0.159253623785
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
6941000.00000000
PA
USD
7265778.34000000
0.273207667401
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300100
N
N
N
N
N
N
Narragansett Electric Co. (The)
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co. (The)
631005BJ3
520000.00000000
PA
USD
596116.46000000
0.022415160484
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AD9
10290000.00000000
PA
USD
11269209.26000000
0.423744605368
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
5000000.00000000
PA
USD
5973298.90000000
0.224607878577
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAJ7
170000.00000000
PA
USD
173860.70000000
0.006537506936
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
2500000.00000000
PA
USD
2588291.88000000
0.097324905054
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABH7
5090000.00000000
PA
USD
5213636.10000000
0.196043051536
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGA1
615000.00000000
PA
USD
684563.78000000
0.025740955031
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
95000.00000000
PA
USD
143491.56000000
0.005395567076
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
2725000.00000000
PA
USD
3067817.86000000
0.115356032392
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
200000.00000000
PA
249281.27000000
0.009373469863
Long
DBT
CORP
BE
Y
2
2024-03-05
Variable
4.74999900
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HH3
1502000.00000000
PA
USD
1576792.57000000
0.059290526061
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2R3
5240000.00000000
PA
USD
5357138.31000000
0.201439019074
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.65399800
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
335000.00000000
PA
USD
356781.70000000
0.013415699112
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
375000.00000000
PA
USD
402088.85000000
0.015119337757
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
7129000.00000000
PA
USD
7709718.93000000
0.289900713539
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BN9
3220000.00000000
PA
USD
3443358.39000000
0.129477100695
Long
DBT
CORP
GB
Y
2
2025-05-21
Variable
3.78500000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HF3
290000.00000000
PA
USD
335740.17000000
0.012624495877
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAT6
280000.00000000
PA
USD
260503.05000000
0.009795431034
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
Entercom Media Corp.
549300S5JUSXRHNCHD80
Entercom Media Corp.
29365DAA7
195000.00000000
PA
USD
166237.50000000
0.006250859506
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DH7
2588000.00000000
PA
USD
2420400.06000000
0.091011839836
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BQ6
315000.00000000
PA
USD
371490.39000000
0.013968775011
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.30000000
N
N
N
N
N
N
Pennsylvania Electric Co.
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co.
708696BY4
455000.00000000
PA
USD
493923.27000000
0.018572493978
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AE1
330000.00000000
PA
USD
354750.00000000
0.013339303165
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CJ6
3645000.00000000
PA
USD
3954547.94000000
0.148698841026
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
30161MAS2
3007000.00000000
PA
USD
3314080.94000000
0.124616012328
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAN9
2052000.00000000
PA
USD
2086710.63000000
0.078464455848
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services plc
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services plc
75625QAE9
800000.00000000
PA
USD
884425.74000000
0.033256160882
Long
DBT
CORP
GB
Y
2
2027-06-26
Fixed
3.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CG5
8895000.00000000
PA
USD
9769410.61000000
0.367349203312
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
9380000.00000000
PA
USD
10177676.04000000
0.382700792721
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Level 3 Financing, Inc.
N/A
Level 3 Financing, Inc.
527298BR3
555000.00000000
PA
USD
571233.75000000
0.021479521267
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
6950000.00000000
PA
USD
7834811.45000000
0.294604440242
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EB5
2770000.00000000
PA
USD
3449088.57000000
0.129692566821
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAB0
920000.00000000
PA
USD
998168.79000000
0.037533125018
Long
DBT
CORP
IE
Y
2
2025-04-10
Variable
4.26300100
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
1243000.00000000
PA
USD
1439772.78000000
0.054138310364
Long
DBT
CORP
NL
Y
2
2025-09-14
Fixed
4.62500000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAX3
300000.00000000
PA
USD
340215.95000000
0.012792794076
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
420000.00000000
PA
USD
436800.00000000
0.016424545800
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BS3
1000000.00000000
PA
USD
845828.68000000
0.031804834922
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
CIT Group, Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581GX0
250000.00000000
PA
USD
294687.50000000
0.011080834112
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.12500000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AD2
110000.00000000
PA
USD
114400.00000000
0.004301666757
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
UBS AG
254900R882POXXVAK772
UBS AG
90261AAB8
5600000.00000000
PA
USD
6279355.77000000
0.236116223537
Long
DBT
CORP
CH
N
2
2022-08-17
Fixed
7.62500000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAQ3
3230000.00000000
PA
USD
3588269.63000000
0.134926050554
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AM5
350000.00000000
PA
USD
400569.61000000
0.015062211322
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.37500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
4015000.00000000
PA
USD
4565670.50000000
0.171678260615
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AM8
250000.00000000
PA
USD
265000.00000000
0.009964525268
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
5405000.00000000
PA
USD
6114096.65000000
0.229902153058
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
-93.00000000
NC
20784.41000000
0.000781535013
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bobl
2020-09-08
-12518730.00000000
EUR
20784.41000000
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
8420000.00000000
PA
USD
9774482.96000000
0.367539933726
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FX9
5910000.00000000
PA
USD
6394577.80000000
0.240448800252
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
4405000.00000000
PA
USD
4572077.73000000
0.171919185163
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900200
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
26138EAY5
240000.00000000
PA
USD
299866.18000000
0.011275562745
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.42000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAQ4
665000.00000000
PA
USD
780856.98000000
0.029361770218
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABC8
15810000.00000000
PA
USD
17879687.10000000
0.672311675070
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAA3
1190000.00000000
PA
USD
1251588.45000000
0.047062206548
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co.
171798AD3
220000.00000000
PA
USD
227061.17000000
0.008537950059
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
260543CN1
2000000.00000000
PA
USD
2320071.90000000
0.087239302156
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
4.55000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CP2
2490000.00000000
PA
USD
2580385.93000000
0.097027625663
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
11000000.00000000
PA
USD
12357433.33000000
0.464663987417
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AD6
945000.00000000
PA
USD
990311.61000000
0.037237679475
Long
DBT
CORP
AU
Y
2
2025-10-28
Fixed
3.25000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
2330000.00000000
PA
USD
2485804.30000000
0.093471168901
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAX5
3920000.00000000
PA
USD
3625104.67000000
0.136311121070
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.65000000
N
N
N
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
30000.00000000
PA
USD
32133.00000000
0.001208264492
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAH8
200000.00000000
PA
USD
232442.00000000
0.008740279933
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
1580000.00000000
PA
USD
1855616.59000000
0.069774861882
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AF2
750000.00000000
PA
USD
824752.01000000
0.031012310353
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.75000000
N
N
N
N
N
N
Goodman US Finance Three LLC
N/A
Goodman US Finance Three LLC
38239JAA9
200000.00000000
PA
USD
218080.99000000
0.008200277491
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AL1
137000.00000000
PA
USD
140865.16000000
0.005296809230
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
2000000.00000000
PA
USD
1912433.34000000
0.071911284301
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AS3
170000.00000000
PA
USD
177017.52000000
0.006656209626
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
520000.00000000
PA
USD
580259.72000000
0.021818915630
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBU8
7355000.00000000
PA
USD
8068101.74000000
0.303376617561
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBK5
11115000.00000000
PA
USD
12522360.07000000
0.470865559749
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.54300000
N
N
N
N
N
N
Embarq Corp.
N/A
Embarq Corp.
29078EAA3
100000.00000000
PA
USD
119923.00000000
0.004509342504
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBH7
311000.00000000
PA
USD
365207.84000000
0.013732538678
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
Midcontinent Communications
N/A
Midcontinent Communications
59565XAC4
170000.00000000
PA
USD
175759.60000000
0.006608909340
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.37500000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBD1
650000.00000000
PA
USD
760580.82000000
0.028599346412
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
1780000.00000000
PA
USD
1969443.37000000
0.074054974431
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AG1
3280000.00000000
PA
USD
3597275.61000000
0.135264693253
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAN5
150000.00000000
PA
USD
153187.50000000
0.005760153639
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.37500000
N
N
N
N
N
N
Trustees of Boston University
549300M1CR2B2GU2ZU17
Trustees of Boston University, Series Ee
10115CAB0
2880000.00000000
PA
USD
3072508.24000000
0.115532399977
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.17300000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCX6
55000.00000000
PA
USD
57750.00000000
0.002171514468
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
2735000.00000000
PA
USD
3171042.61000000
0.119237487598
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AS9
3560000.00000000
PA
USD
4041612.89000000
0.151972655721
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
Wisconsin Power & Light Co.
JWBYHVQVMY66CVCOSO49
Wisconsin Power & Light Co.
976826BN6
160000.00000000
PA
USD
188470.66000000
0.007086870391
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AD4
1400000.00000000
PA
USD
1473125.95000000
0.055392455667
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
6.00000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
N/A
Marriott Ownership Resorts, Inc.
57165PAB1
30000.00000000
PA
USD
31162.50000000
0.001171771768
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.50000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
1020000.00000000
PA
USD
1108784.83000000
0.041692507378
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
70000.00000000
PA
USD
73988.08000000
0.002782098463
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Louisville Gas & Electric Co.
KO3GRIB3RPH1XDX50U72
Louisville Gas & Electric Co.
546676AV9
235000.00000000
PA
USD
296723.37000000
0.011157386860
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.65000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FL5
4205000.00000000
PA
USD
4372091.44000000
0.164399304257
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
4239000.00000000
PA
USD
4642425.63000000
0.174564405643
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
200000.00000000
PA
USD
218000.00000000
0.008197232107
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DM9
5180000.00000000
PA
USD
5147405.01000000
0.193552631272
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BM4
3050000.00000000
PA
USD
3043323.06000000
0.114434979359
Long
DBT
CORP
US
Y
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Diamond Sports Group LLC
N/A
Diamond Sports Group LLC
25277LAA4
25000.00000000
PA
USD
19500.00000000
0.000733238651
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
1177000.00000000
PA
USD
1300585.00000000
0.048904573946
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
200000.00000000
PA
USD
210521.00000000
0.007916006882
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBD9
315000.00000000
PA
USD
384612.75000000
0.014462201757
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series Z
94988U151
161775.00000000
NS
USD
4010402.25000000
0.150799073793
Long
EP
CORP
US
N
1
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
854000.00000000
PA
USD
938465.48000000
0.035288162221
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AJ0
200000.00000000
PA
USD
226139.64000000
0.008503298705
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
New York and Presbyterian Hospital (The)
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital (The)
649322AH7
3570000.00000000
PA
USD
3486935.99000000
0.131115704832
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.25600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series H
61761JQK8
2914000.00000000
PA
USD
2788685.38000000
0.104860097863
Long
DBT
CORP
US
N
2
2020-10-15
Floating
3.88500100
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
3850000.00000000
PA
USD
4407500.37000000
0.165730750211
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series L
06051GFP9
9190000.00000000
PA
USD
10337674.40000000
0.388717048196
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BN3
75000.00000000
PA
USD
78750.00000000
0.002961156093
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.74999800
N
N
N
N
N
N
Six Flags Theme Parks, Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
15000.00000000
PA
USD
16233.00000000
0.000610392976
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAC6
30000.00000000
PA
USD
29250.00000000
0.001099857977
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
625000.00000000
PA
USD
773104.45000000
0.029070259724
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAX7
1780000.00000000
PA
USD
1853725.80000000
0.069703764431
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
295000.00000000
PA
USD
313933.24000000
0.011804512084
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HBX2
200000.00000000
PA
USD
210000.00000000
0.007896416250
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDC5
475000.00000000
PA
USD
583105.03000000
0.021925904926
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.12500000
N
N
N
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414HAF0
75000.00000000
PA
USD
76781.25000000
0.002887127191
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
4.91199800
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
750000.00000000
PA
USD
859431.04000000
0.032316310619
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.12500000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series B
842400GJ6
335000.00000000
PA
USD
375816.52000000
0.014131446074
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAK4
620000.00000000
PA
USD
762315.99000000
0.028664592243
Long
DBT
CORP
NL
Y
2
2029-06-14
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-1400.00000000
NC
USD
194740.52000000
0.007322629555
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2020-12-21
-222862500.00000000
USD
194740.52000000
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
3750000.00000000
PA
USD
3991678.99000000
0.150095042105
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
N
Cleveland Electric Illuminating Co. (The)
N/A
Cleveland Electric Illuminating Co. (The)
186108CL8
2105000.00000000
PA
USD
2522399.80000000
0.094847232239
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.55000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAY4
975000.00000000
PA
USD
1063384.92000000
0.039985380773
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HH9
2030000.00000000
PA
USD
2295470.39000000
0.086314236616
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AG0
1313000.00000000
PA
USD
1407842.90000000
0.052937683587
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.61600000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
4010000.00000000
PA
USD
4399246.09000000
0.165420372922
Long
DBT
CORP
US
Y
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AM1
1650000.00000000
PA
USD
1794391.19000000
0.067472665485
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LZ2
2360000.00000000
PA
USD
2568833.76000000
0.096593241173
Long
DBT
CORP
US
N
2
2024-06-01
Variable
4.04399900
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081FA6
3380000.00000000
PA
USD
3507447.43000000
0.131886975633
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
GE Capital Funding LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAD5
5700000.00000000
PA
USD
6040125.21000000
0.227120680292
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
4.05000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
2546000.00000000
PA
USD
2262429.78000000
0.085071844189
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
2215000.00000000
PA
USD
2424426.94000000
0.091163258506
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAL3
2091000.00000000
PA
USD
2154211.26000000
0.081002613332
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BM1
500000.00000000
PA
USD
520122.88000000
0.019557651246
Long
DBT
CORP
GB
Y
2
2023-01-20
Variable
4.24699900
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KH3
4890000.00000000
PA
USD
5060682.71000000
0.190291700896
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.70000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JS0
160000.00000000
PA
USD
171701.88000000
0.006456331025
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBD4
10500000.00000000
PA
USD
12557284.74000000
0.472178796567
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCL1
150000.00000000
PA
USD
183802.25000000
0.006911328922
Long
DBT
CORP
US
Y
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
67054KAA7
200000.00000000
PA
USD
212330.00000000
0.007984028868
Long
DBT
CORP
FR
Y
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series D
172967GR6
17000.00000000
PA
USD
17425.00000000
0.000655214538
Long
DBT
CORP
US
N
2
2023-05-15
Variable
5.35000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FG7
250000.00000000
PA
USD
312373.44000000
0.011745860513
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.05000000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc., Series 2020
30037DAA3
2699000.00000000
PA
USD
2875582.51000000
0.108127602193
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
400000.00000000
PA
USD
475726.00000000
0.017888240557
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
860000.00000000
PA
USD
922742.35000000
0.034696941367
Long
DBT
CORP
DK
Y
2
2025-12-20
Variable
3.24400000
N
N
N
N
N
N
Upjohn, Inc.
N/A
Upjohn, Inc.
91533BAC4
1650000.00000000
PA
USD
1717497.56000000
0.064581312583
Long
DBT
CORP
US
Y
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
2705000.00000000
PA
USD
2907029.69000000
0.109310078494
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CR7
3140000.00000000
PA
USD
4168081.31000000
0.156728118992
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123CJ8
1800000.00000000
PA
USD
2019028.21000000
0.075919462700
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CJ2
1453000.00000000
PA
USD
1410814.67000000
0.053049428029
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBC2
2240000.00000000
PA
USD
2225951.75000000
0.083700197956
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
0.87999800
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448CC0
200000.00000000
PA
USD
244709.80000000
0.009201573530
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
3.60000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHX0
4745000.00000000
PA
USD
5157117.49000000
0.193917839772
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.88400000
N
N
N
N
N
N
Upjohn, Inc.
N/A
Upjohn, Inc.
91533BAE0
730000.00000000
PA
USD
791005.11000000
0.029743360021
Long
DBT
CORP
US
Y
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 13-A
842400FW8
28000.00000000
PA
USD
30167.26000000
0.001134348771
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBA2
400000.00000000
PA
USD
423655.78000000
0.015930297074
Long
DBT
CORP
GB
N
2
2023-09-15
Variable
7.75000100
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CF3
5766000.00000000
PA
USD
6080613.43000000
0.228643117618
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCK8
2500000.00000000
PA
USD
3356068.45000000
0.126194825930
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAF4
2735000.00000000
PA
USD
2600490.18000000
0.097783585313
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AD4
165000.00000000
PA
USD
180675.00000000
0.006793738123
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CK0
165000.00000000
PA
USD
172235.25000000
0.006476386795
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AN8
4000000.00000000
PA
USD
4445098.16000000
0.167144501639
Long
DBT
CORP
GB
N
2
2027-06-12
Fixed
3.12500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBV9
1000000.00000000
PA
USD
1349550.49000000
0.050745773427
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BB7
900000.00000000
PA
USD
993923.27000000
0.037373485050
Long
DBT
CORP
US
Y
2
2026-09-26
Fixed
3.20000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBN1
2340000.00000000
PA
USD
2353465.72000000
0.088494975979
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
450000.00000000
PA
USD
498928.50000000
0.018760700548
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
2325000.00000000
PA
USD
2529093.64000000
0.095098933891
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2F9
6550000.00000000
PA
USD
7170085.29000000
0.269609419043
Long
DBT
CORP
US
N
2
2027-06-17
Variable
3.19600100
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AG3
4500000.00000000
PA
USD
4661014.91000000
0.175263399417
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.45000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BR5
5780000.00000000
PA
USD
5664580.57000000
0.212999457445
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
4085000.00000000
PA
USD
4064207.35000000
0.152822252203
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.87500000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
250000.00000000
PA
USD
249375.00000000
0.009376994297
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc., Series A
15189TAS6
1949000.00000000
PA
USD
1983107.50000000
0.074568772804
Long
DBT
CORP
US
N
2
2023-09-01
Variable
6.12500000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co. LLC
N/A
Transcontinental Gas Pipe Line Co. LLC
893574AN3
8000000.00000000
PA
USD
8728785.44000000
0.328219634251
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
453140AF2
1000000.00000000
PA
USD
1111790.54000000
0.041805528032
Long
DBT
CORP
GB
Y
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDF8
4330000.00000000
PA
USD
4638325.18000000
0.174410220595
Long
DBT
CORP
NL
Y
2
2024-07-22
Fixed
2.62500000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92553PAP7
80000.00000000
PA
USD
85248.65000000
0.003205518215
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0HR3
6750000.00000000
PA
USD
7648064.01000000
0.287582366338
Long
DBT
CORP
AU
Y
2
2025-12-09
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
209.00000000
NC
USD
17613.15000000
0.000662289351
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2020-12-31
26334000.00000000
USD
17613.15000000
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAZ7
290000.00000000
PA
USD
326219.08000000
0.012266484021
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAT3
500000.00000000
PA
USD
566039.58000000
0.021284210179
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
3480000.00000000
PA
USD
4041394.64000000
0.151964449089
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62200000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
40414LAJ8
47000.00000000
PA
USD
51438.96000000
0.001934206855
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAK1
5820000.00000000
PA
USD
5834579.22000000
0.219391743646
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
1550000.00000000
PA
USD
1709585.94000000
0.064283819989
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAP4
1330000.00000000
PA
USD
1258697.33000000
0.047329514527
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HN0
1748000.00000000
PA
USD
1733090.49000000
0.065167637658
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
400000.00000000
PA
USD
474000.00000000
0.017823339536
Long
DBT
CORP
FR
Y
2
2025-12-23
Variable
8.12499800
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAW9
3020000.00000000
PA
USD
3521336.46000000
0.132409230691
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CF4
6605000.00000000
PA
USD
8125442.00000000
0.305532724994
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAN1
3057000.00000000
PA
USD
3359272.71000000
0.126315312457
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EV6
265000.00000000
PA
USD
328663.94000000
0.012358415603
Long
DBT
CORP
US
N
2
2038-09-10
Fixed
4.37500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAJ9
865000.00000000
PA
USD
933157.38000000
0.035088567140
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BK8
330000.00000000
PA
USD
376550.00000000
0.014159026376
Long
DBT
CORP
US
Y
2
2031-03-30
Variable
3.15200200
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
1180000.00000000
PA
USD
1470838.51000000
0.055306443389
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBD0
3000000.00000000
PA
USD
3136843.71000000
0.117951541171
Long
DBT
CORP
JP
N
2
2026-05-25
Variable
2.22599900
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAU4
3528000.00000000
PA
USD
4092290.72000000
0.153878242580
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2K8
435000.00000000
PA
USD
453688.46000000
0.017059585371
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16400000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CR1
4507000.00000000
PA
USD
5102573.95000000
0.191866894555
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.95000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
5000000.00000000
PA
USD
5278492.30000000
0.198481773210
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GE7
525000.00000000
PA
USD
539447.78000000
0.020284305791
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2B6
2705000.00000000
PA
USD
2671260.81000000
0.100444701278
Long
DBT
CORP
FR
Y
2
2035-08-12
Variable
2.58800000
N
N
N
N
N
N
SPX FLOW, Inc.
5493003YXEKRBINIEM78
SPX FLOW, Inc.
78469XAE7
170000.00000000
PA
USD
178925.00000000
0.006727934655
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.87500000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
1760000.00000000
PA
USD
1845800.00000000
0.069405738640
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
450000.00000000
PA
USD
508500.00000000
0.019120607920
Long
DBT
CORP
CH
Y
2
2025-02-19
Variable
6.99999800
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAF5
1580000.00000000
PA
USD
1909955.65000000
0.071818118246
Long
DBT
CORP
US
N
2
2042-09-21
Fixed
3.70000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
4232000.00000000
PA
USD
4779202.34000000
0.179707481050
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAC9
2265000.00000000
PA
USD
2200873.03000000
0.082757188374
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AY9
819000.00000000
PA
USD
805115.55000000
0.030273940534
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAH5
143000.00000000
PA
USD
159729.65000000
0.006006151447
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
5455000.00000000
PA
USD
6206965.69000000
0.233394213042
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
Nielsen Finance LLC
N/A
Nielsen Finance LLC
65409QBB7
105000.00000000
PA
USD
105099.75000000
0.003951958922
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127962G3
146000.00000000
PA
USD
145994.48000000
0.005489681830
Long
STIV
UST
US
N
2
2020-09-17
None
0.00000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAA0
2000000.00000000
PA
USD
2100000.00000000
0.078964162501
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UBQ1
160000.00000000
PA
USD
189134.87000000
0.007111846004
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.05000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AQ7
2775000.00000000
PA
USD
2872344.47000000
0.108005845471
Long
DBT
CORP
US
Y
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AW6
7650000.00000000
PA
USD
9463639.28000000
0.355851595221
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
100000.00000000
PA
USD
106750.00000000
0.004014011593
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
1000000.00000000
PA
USD
1147939.90000000
0.043164815621
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAX8
5875000.00000000
PA
USD
6390192.09000000
0.240283888863
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CJ7
3955000.00000000
PA
USD
4195074.67000000
0.157743122833
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
4820000.00000000
PA
USD
5838762.72000000
0.219549051539
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BV4
8895000.00000000
PA
USD
9443582.05000000
0.355097403617
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.45000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BA9
170000.00000000
PA
USD
193201.18000000
0.007264747320
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.93500000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAK4
343000.00000000
PA
USD
353920.28000000
0.013308104048
Long
DBT
CORP
US
Y
2
2022-07-22
Fixed
2.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
7540000.00000000
PA
USD
8065191.69000000
0.303267193913
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000200
N
N
N
N
N
N
Parsley Energy LLC
N/A
Parsley Energy LLC
701885AH8
150000.00000000
PA
USD
155250.00000000
0.005837707727
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.62500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBJ8
120000.00000000
PA
USD
137887.97000000
0.005184860985
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series Q
89832QAF6
1797000.00000000
PA
USD
1972207.50000000
0.074158911198
Long
DBT
CORP
US
N
2
2030-03-01
Variable
5.10000100
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCG5
2170000.00000000
PA
USD
2606867.52000000
0.098023385938
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AW1
100000.00000000
PA
USD
107262.87000000
0.004033296522
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.12500000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDN5
340000.00000000
PA
USD
379479.72000000
0.014269189655
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
3.27900000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAK0
327000.00000000
PA
USD
345802.50000000
0.013002859430
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
10310000.00000000
PA
USD
12489625.76000000
0.469634684809
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Bayer Capital Corp. BV
529900KEOKKPYZLTAU90
Bayer Capital Corp. BV
N/A
10000000.00000000
PA
12593780.60000000
0.473551113243
Long
DBT
CORP
NL
Y
2
2026-06-26
Fixed
1.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BU7
4470000.00000000
PA
USD
4696424.68000000
0.176594876956
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
3330000.00000000
PA
USD
3649815.30000000
0.137240289738
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
Glencore Finance Canada Ltd.
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd.
98417EAR1
310000.00000000
PA
USD
362530.29000000
0.013631857491
Long
DBT
CORP
CA
Y
2
2042-10-25
Fixed
5.55000100
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
480000.00000000
PA
USD
566845.70000000
0.021314521889
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
CK Hutchison International 17 II Ltd.
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd.
12563XAB7
775000.00000000
PA
USD
807453.13000000
0.030361838176
Long
DBT
CORP
KY
Y
2
2023-03-29
Fixed
2.75000000
N
N
N
N
N
N
CK Hutchison International 17 II Ltd.
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd.
12563XAC5
220000.00000000
PA
USD
240693.75000000
0.009050562089
Long
DBT
CORP
KY
Y
2
2027-09-29
Fixed
3.25000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
310000.00000000
PA
USD
331256.98000000
0.012455919046
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
325000.00000000
PA
USD
381435.25000000
0.014342721459
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
30000.00000000
PA
USD
31896.60000000
0.001199375383
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
650000.00000000
PA
USD
752375.00000000
0.028290791315
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AT2
3000000.00000000
PA
USD
3280312.20000000
0.123346240770
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
227000.00000000
PA
USD
240728.96000000
0.009051886055
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAJ7
250000.00000000
PA
USD
275394.63000000
0.010355383959
Long
DBT
CORP
FR
Y
2
2028-01-11
Fixed
3.25000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCF0
1250000.00000000
PA
USD
1391289.05000000
0.052315226014
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
Transcanada Trust
N/A
Transcanada Trust, Series 16-A
89356BAB4
600000.00000000
PA
USD
655553.98000000
0.024650129050
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87499800
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
3520000.00000000
PA
USD
3689960.07000000
0.138749812663
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
113.00000000
NC
USD
-311670.50000000
-0.01171942857
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2020-12-21
24792906.25000000
USD
-311670.50000000
N
N
N
Harborwalk Funding Trust
N/A
Harborwalk Funding Trust
41161EAA6
155000.00000000
PA
USD
185978.85000000
0.006993173396
Long
DBT
CORP
US
Y
2
2069-02-15
Variable
5.07700100
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
570000.00000000
PA
USD
619875.00000000
0.023308528681
Long
DBT
CORP
CH
Y
2
2026-08-21
Variable
6.37499900
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAE9
100000.00000000
PA
USD
102691.00000000
0.003861385148
Long
DBT
CORP
CA
Y
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AB7
200000.00000000
PA
USD
200250.00000000
0.007529796924
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAA1
5960000.00000000
PA
USD
6478081.34000000
0.243588698872
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAG4
265000.00000000
PA
USD
307224.46000000
0.011552248659
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.95000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AW0
670000.00000000
PA
USD
712379.91000000
0.026786896655
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAB7
1200000.00000000
PA
USD
1307236.07000000
0.049154667361
Long
DBT
CORP
FR
Y
2
2024-01-10
Fixed
3.80000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AN8
100000.00000000
PA
USD
99419.00000000
0.003738351462
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGM5
75000.00000000
PA
USD
91370.88000000
0.003435726198
Long
DBT
CORP
US
N
2
2038-04-24
Variable
4.24400000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAX8
1270000.00000000
PA
USD
1432230.14000000
0.053854692150
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAU2
350000.00000000
PA
USD
367500.00000000
0.013818728437
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CL2
2468000.00000000
PA
USD
2589526.27000000
0.097371320565
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
200000.00000000
PA
USD
216000.00000000
0.008122028143
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBM3
1500000.00000000
PA
USD
1671897.57000000
0.062866662573
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado, Series 36
744448CU3
1720000.00000000
PA
USD
1758347.98000000
0.066117369346
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
3405000.00000000
PA
USD
3598091.32000000
0.135295365566
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57199800
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBA2
925000.00000000
PA
USD
939861.77000000
0.035340665493
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
Cleveland Electric Illuminating Co. (The)
N/A
Cleveland Electric Illuminating Co. (The)
186108CK0
11360000.00000000
PA
USD
12373312.45000000
0.465261073804
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
50000.00000000
PA
USD
54835.27000000
0.002061914843
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
4370000.00000000
PA
USD
4409186.84000000
0.165794164826
Long
DBT
CORP
CH
Y
2
2027-01-30
Variable
1.36400000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CV7
2889000.00000000
PA
USD
3176266.21000000
0.119433905312
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBF5
5910000.00000000
PA
USD
5981980.73000000
0.224934332593
Long
DBT
CORP
JP
N
2
2024-07-10
Variable
1.24099900
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAD9
8000000.00000000
PA
USD
8714614.80000000
0.327686790099
Long
DBT
CORP
FR
Y
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAT0
4595000.00000000
PA
USD
4960238.58000000
0.186514802513
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
978000.00000000
PA
USD
1082117.88000000
0.040689777201
Long
DBT
CORP
CH
Y
2
2025-08-07
Variable
6.87499900
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
7020000.00000000
PA
USD
7903928.14000000
0.297203364785
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29199900
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc.
156700AZ9
130000.00000000
PA
USD
140237.50000000
0.005273207970
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AT7
10435000.00000000
PA
USD
12628957.50000000
0.474873834409
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556HAA5
7000000.00000000
PA
USD
8080546.60000000
0.303844568965
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 20-A
8426EPAD0
5220000.00000000
PA
USD
5168655.35000000
0.194351686177
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAM5
2215000.00000000
PA
USD
2248225.00000000
0.084537716305
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AN6
4450000.00000000
PA
USD
4514841.66000000
0.169766995481
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAG6
230000.00000000
PA
USD
240637.50000000
0.009048446978
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
500000.00000000
PA
USD
546250.00000000
0.020540082746
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
3780000.00000000
PA
USD
4221957.22000000
0.158753959998
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000100
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
18045000.00000000
PA
USD
20213759.44000000
0.760077421521
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400200
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
250000.00000000
PA
USD
280796.53000000
0.010558506107
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.37500000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAP4
170000.00000000
PA
USD
171580.81000000
0.006451778553
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FM3
2530000.00000000
PA
USD
2480837.47000000
0.093284406248
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
450000.00000000
PA
USD
509586.06000000
0.019161445928
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Baker Hughes a GE Co. LLC
N/A
Baker Hughes a GE Co. LLC
05723KAE0
3055000.00000000
PA
USD
3327619.10000000
0.125125073979
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.33700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
4541000.00000000
PA
USD
4717676.64000000
0.177393992777
Long
DBT
CORP
FR
Y
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAV6
3355000.00000000
PA
USD
3385013.16000000
0.127283204398
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
Concho Resources, Inc.
SYHS7HRDXLL4I0IQ8776
Concho Resources, Inc.
20605PAH4
5006000.00000000
PA
USD
5490695.79000000
0.206461045052
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAE5
100000.00000000
PA
USD
100220.00000000
0.003768470650
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
Euro-Buxl
N/A
-4.00000000
NC
581.54000000
0.000021867056
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Buxl
2020-09-08
-864960.00000000
EUR
581.54000000
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBX0
55000.00000000
PA
USD
58162.50000000
0.002187025286
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Total Capital SA
529900QI55ZLJVCMPA71
Total Capital SA
89152UAH5
2420000.00000000
PA
USD
2868236.22000000
0.107851367128
Long
DBT
CORP
FR
N
2
2028-10-11
Fixed
3.88300000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCH0
617000.00000000
PA
USD
640873.22000000
0.024098103374
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
2.80000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HG5
2357000.00000000
PA
USD
2485902.28000000
0.093474853143
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAA3
150000.00000000
PA
USD
153375.00000000
0.005767204011
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2J1
10515000.00000000
PA
USD
11029741.11000000
0.414740128268
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57199800
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DR5
3000000.00000000
PA
USD
3321752.10000000
0.124904463150
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHW5
3795000.00000000
PA
USD
4327861.23000000
0.162736160691
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.80000000
N
N
N
N
N
N
Cincinnati Bell, Inc.
549300JYVZOCUJOHL272
Cincinnati Bell, Inc.
14987RAA6
250000.00000000
PA
USD
267225.00000000
0.010048189678
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CP8
3855000.00000000
PA
USD
3612884.99000000
0.135851636881
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
300000.00000000
PA
USD
318750.00000000
0.011985631808
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
2923000.00000000
PA
USD
3896549.46000000
0.146517983217
Long
DBT
CORP
NL
Y
2
2039-10-07
Fixed
6.00000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAV1
1830000.00000000
PA
USD
1916147.93000000
0.072050960248
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AP2
2130000.00000000
PA
USD
2217823.88000000
0.083394573933
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.12500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
10510000.00000000
PA
USD
10982524.13000000
0.412964676229
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800100
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDZ2
1485000.00000000
PA
USD
1570225.12000000
0.059043576923
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAH3
640000.00000000
PA
USD
694520.35000000
0.026115341799
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Interstate Power and Light Co.
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AS3
970000.00000000
PA
USD
1016648.16000000
0.038227985958
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BM9
575000.00000000
PA
USD
682835.51000000
0.025675968654
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.95000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBW8
5195000.00000000
PA
USD
5749677.84000000
0.216199283472
Long
DBT
CORP
US
Y
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCV4
8120000.00000000
PA
USD
9928334.56000000
0.373325058842
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EL0
1085000.00000000
PA
USD
1175332.53000000
0.044194832806
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series M
38148BAB4
478000.00000000
PA
USD
472622.50000000
0.017771542805
Long
DBT
CORP
US
N
2
2020-10-05
Floating
4.16525000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBU7
2200000.00000000
PA
USD
2453943.58000000
0.092273142676
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.75000000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AG5
245000.00000000
PA
USD
260520.75000000
0.009796096589
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
150000.00000000
PA
USD
133530.00000000
0.005020992675
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
215000.00000000
PA
USD
233640.50000000
0.008785345909
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBG6
170000.00000000
PA
USD
217133.18000000
0.008164637957
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
3550000.00000000
PA
USD
4121532.96000000
0.154977808766
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAK2
200000.00000000
PA
USD
217530.60000000
0.008179581736
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.95000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
300000.00000000
PA
USD
336759.00000000
0.012662805904
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BF9
2447000.00000000
PA
USD
2454232.18000000
0.092283994609
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.12500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWV2
9575000.00000000
PA
USD
10968827.87000000
0.412449669705
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81399800
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAZ1
985000.00000000
PA
USD
1143520.05000000
0.042998620501
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.87500000
N
N
N
N
N
N
Eli Lilly and Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co.
532457BY3
6305000.00000000
PA
USD
5975416.09000000
0.224687489117
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AD3
30000.00000000
PA
USD
30975.90000000
0.001164755238
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.12500000
N
N
N
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054AX7
3130000.00000000
PA
USD
3200336.39000000
0.120338991790
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHV7
5920000.00000000
PA
USD
6524944.32000000
0.245350839809
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.95000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
1600000.00000000
PA
USD
1791464.83000000
0.067362628548
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
130000.00000000
PA
USD
129675.00000000
0.004876037034
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
2961000.00000000
PA
USD
3670993.11000000
0.138036617372
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAF8
1250000.00000000
PA
USD
1326062.50000000
0.049862578446
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
3725000.00000000
PA
USD
4189452.44000000
0.157531715841
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAX9
3405000.00000000
PA
USD
3579591.14000000
0.134599722128
Long
DBT
CORP
DK
Y
2
2023-01-12
Variable
5.00000000
N
N
N
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AJ9
450000.00000000
PA
USD
445104.00000000
0.016736792660
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
345000.00000000
PA
USD
360093.75000000
0.013540238757
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
6070000.00000000
PA
USD
5945339.56000000
0.223556551973
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
Anheuser-Busch InBev Finance, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
035242AB2
1820000.00000000
PA
USD
1981631.23000000
0.074513262125
Long
DBT
CORP
US
N
2
2043-01-17
Fixed
4.00000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
250000.00000000
PA
USD
286873.75000000
0.010787021625
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
1230000.00000000
PA
USD
1306124.70000000
0.049112877646
Long
DBT
NUSS
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBT7
3775000.00000000
PA
USD
4236555.96000000
0.159302901558
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAG2
1500000.00000000
PA
USD
1424708.57000000
0.053571866209
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AU4
160000.00000000
PA
USD
176569.04000000
0.006639345889
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
8.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAN8
315000.00000000
PA
USD
338537.94000000
0.012729697574
Long
DBT
CORP
FR
Y
2
2029-10-01
Fixed
2.70000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
530000.00000000
PA
USD
625072.41000000
0.023503961599
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
532716AU1
90000.00000000
PA
USD
92475.00000000
0.003477243298
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.62500000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AA2
185000.00000000
PA
USD
192113.25000000
0.007223838996
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAA9
2610000.00000000
PA
USD
2923238.81000000
0.109919573535
Long
DBT
CORP
FR
Y
2
2025-09-28
Fixed
4.37500000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFK5
6250000.00000000
PA
USD
6973981.56000000
0.262235530090
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
2095000.00000000
PA
USD
2501322.53000000
0.094054685108
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAA2
4085000.00000000
PA
USD
4473983.87000000
0.168230661591
Long
DBT
CORP
IE
Y
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAA7
2569000.00000000
PA
USD
2823128.41000000
0.106155224062
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.60000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAF8
5000000.00000000
PA
USD
4619109.00000000
0.173687654138
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
3415000.00000000
PA
USD
3838750.99000000
0.144344646180
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CG0
450000.00000000
PA
USD
501568.92000000
0.018859985573
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
3.35000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZX4
2000000.00000000
PA
USD
2028440.00000000
0.076273364659
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCZ7
4250000.00000000
PA
USD
4275175.64000000
0.160755078076
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
1.70000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series Z
060505EL4
1301000.00000000
PA
USD
1469804.75000000
0.055267571964
Long
DBT
CORP
US
N
2
2024-10-23
Variable
6.50000200
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
385000.00000000
PA
USD
425547.86000000
0.016001443033
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
826.00000000
NC
USD
75826.80000000
0.002851237979
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2020-12-31
182494375.00000000
USD
75826.80000000
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCG8
1700000.00000000
PA
USD
1786045.50000000
0.067158850998
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
1190000.00000000
PA
USD
1359938.20000000
0.051136371913
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CS7
2845000.00000000
PA
USD
3104625.06000000
0.116740056069
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.37500000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AK1
1010000.00000000
PA
USD
1129185.32000000
0.042459606239
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
780000.00000000
PA
USD
818059.23000000
0.030760648559
Long
DBT
CORP
CH
Y
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AD0
125000.00000000
PA
USD
127500.00000000
0.004794252723
Long
DBT
CORP
CA
Y
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
President & Fellows of Harvard College
6S3X7J22E861RNTJSA74
President & Fellows of Harvard College
740816AP8
640000.00000000
PA
USD
653240.74000000
0.024563146641
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.51700000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
04021LAA8
175000.00000000
PA
USD
176293.25000000
0.006628975638
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
7.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BS9
650000.00000000
PA
USD
663812.50000000
0.024960665771
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AP0
1420000.00000000
PA
USD
1810999.90000000
0.068097185902
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series B
337932AP2
912000.00000000
PA
USD
906845.41000000
0.034099184913
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AX1
3600000.00000000
PA
USD
4774203.83000000
0.179519527166
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
400000.00000000
PA
USD
436701.60000000
0.016420845765
Long
DBT
CORP
SE
Y
2
2024-03-01
Variable
6.25000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAM1
976000.00000000
PA
USD
1001057.96000000
0.037641763536
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
250000.00000000
PA
USD
263750.00000000
0.009917522790
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAY0
365000.00000000
PA
USD
377763.27000000
0.014204647733
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JC6
6179000.00000000
PA
USD
7120982.62000000
0.267763061323
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CK3
3150000.00000000
PA
USD
3184858.06000000
0.119756975902
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35699900
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc.
156700BC9
560000.00000000
PA
USD
569032.80000000
0.021396761184
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
5120000.00000000
PA
USD
5339175.68000000
0.200763588581
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.21900000
N
N
N
N
N
N
Guardian Life Insurance Co. of America (The)
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co. of America (The)
401378AB0
530000.00000000
PA
USD
712570.88000000
0.026794077505
Long
DBT
CORP
US
Y
2
2064-06-19
Fixed
4.87500000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CD4
23000.00000000
PA
USD
24782.50000000
0.000931871122
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCB4
3640000.00000000
PA
USD
3718587.27000000
0.139826252126
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DF5
1219000.00000000
PA
USD
1379705.16000000
0.051879648789
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.87500000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAV2
240000.00000000
PA
USD
283615.79000000
0.010664515871
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series B
337932AH0
2069000.00000000
PA
USD
2268474.67000000
0.085299144034
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.90000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
1050000.00000000
PA
USD
1118232.68000000
0.042047765265
Long
DBT
CORP
US
Y
2
2054-09-15
Variable
4.37500100
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
2220000.00000000
PA
USD
2249986.58000000
0.084603955204
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556HAD9
4589000.00000000
PA
USD
5208192.67000000
0.195838367778
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
2000000.00000000
PA
USD
2088380.00000000
0.078527227469
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BJ2
2385000.00000000
PA
USD
2456797.21000000
0.092380444821
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
3624000.00000000
PA
USD
4166251.69000000
0.156659321653
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918AR5
365000.00000000
PA
USD
436392.78000000
0.016409233521
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
7705000.00000000
PA
USD
9625270.15000000
0.361929236309
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021AS5
1500000.00000000
PA
USD
1473886.44000000
0.055421051598
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
-1.00000000
NC
-313.21000000
-0.00001177731
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bund
2020-09-08
-175480.00000000
EUR
-313.21000000
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RBH4
7548000.00000000
PA
USD
8564301.37000000
0.322034707188
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc.
26907YAA2
25000.00000000
PA
USD
25375.00000000
0.000954150296
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAL8
5420000.00000000
PA
USD
5510418.28000000
0.207202649769
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.75000000
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBC2
165000.00000000
PA
USD
170981.25000000
0.006429233909
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BZ2
940000.00000000
PA
USD
1013320.89000000
0.038102874011
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
2.97800000
N
N
N
N
N
N
EMD Finance LLC
529900C8KS5G529A0B76
EMD Finance LLC
26867LAL4
2000000.00000000
PA
USD
2214697.24000000
0.083277006072
Long
DBT
CORP
US
Y
2
2025-03-19
Fixed
3.25000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBA1
5600000.00000000
PA
USD
5690418.05000000
0.213970997906
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AP4
1662000.00000000
PA
USD
1899688.57000000
0.071432055687
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAJ7
400000.00000000
PA
USD
448872.44000000
0.016878493473
Long
DBT
CORP
IT
Y
2
2029-05-09
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
5715000.00000000
PA
USD
6011883.79000000
0.226058746921
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800100
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AR1
729000.00000000
PA
USD
878685.92000000
0.033040332273
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
1000000.00000000
PA
USD
1101002.06000000
0.041399859800
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HM2
1226000.00000000
PA
USD
1293309.88000000
0.048631015014
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
001192AM5
6000000.00000000
PA
USD
6501431.10000000
0.244466696131
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
25272KAK9
6687000.00000000
PA
USD
7872651.51000000
0.296027301503
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
165000.00000000
PA
USD
175312.50000000
0.006592097494
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHL6
1500000.00000000
PA
USD
1631676.11000000
0.061354255952
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.86399900
N
N
N
N
N
N
Memorial Health Services
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
260000.00000000
PA
USD
272185.07000000
0.010234698141
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBN9
1510000.00000000
PA
USD
1423823.41000000
0.053538582438
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CQ2
7240000.00000000
PA
USD
9260441.60000000
0.348210959686
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBG2
700000.00000000
PA
USD
768893.01000000
0.028911901232
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.75000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HS3
200000.00000000
PA
USD
268259.65000000
0.010087094569
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AH3
175000.00000000
PA
USD
201728.35000000
0.007585385814
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBB0
705000.00000000
PA
USD
703170.50000000
0.026440604585
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AB0
930000.00000000
PA
USD
973133.40000000
0.036591744730
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAJ3
485000.00000000
PA
USD
548037.96000000
0.020607313586
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
750000.00000000
PA
USD
937204.39000000
0.035240742737
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
NOVA Chemicals Corp.
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp.
66977WAR0
200000.00000000
PA
USD
193500.00000000
0.007275983544
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
KeySpan Gas East Corp.
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp.
49338CAB9
630000.00000000
PA
USD
687239.21000000
0.025841556502
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
Reynolds Group Issuer, Inc.
N/A
Reynolds Group Issuer, Inc.
761735AT6
170000.00000000
PA
USD
172499.00000000
0.006486304317
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
5.12500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
500000.00000000
PA
USD
565881.37000000
0.021278261170
Long
DBT
CORP
DK
Y
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102AM7
350000.00000000
PA
USD
378749.00000000
0.014241713134
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CK4
340000.00000000
PA
USD
363987.04000000
0.013686634178
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series EE
571903BD4
100000.00000000
PA
USD
112265.67000000
0.004221411718
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127962R9
4642000.00000000
PA
USD
4641489.38000000
0.174529200787
Long
STIV
UST
US
N
2
2020-10-15
None
0.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BL8
200000.00000000
PA
USD
224061.87000000
0.008425170434
Long
DBT
CORP
AU
Y
2
2039-09-12
Fixed
3.74300000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FY7
1500000.00000000
PA
USD
1685876.28000000
0.063392289777
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAG8
100000.00000000
PA
USD
104125.00000000
0.003915306390
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
500000.00000000
PA
USD
561103.18000000
0.021098591755
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BD4
1000000.00000000
PA
USD
1216271.64000000
0.045734224489
Long
DBT
CORP
US
N
2
2029-12-03
Variable
4.14100100
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAJ4
300000.00000000
PA
USD
359250.00000000
0.013508512085
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCG9
155000.00000000
PA
USD
163191.07000000
0.006136307700
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBC4
3232000.00000000
PA
USD
3803675.68000000
0.143025745000
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
6.10000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBL3
305000.00000000
PA
USD
381810.76000000
0.014356841379
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2016-2, Class AA
90932EAA1
5207070.68000000
PA
USD
4867380.13000000
0.183023140735
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAG9
4100000.00000000
PA
USD
4432683.14000000
0.166677672279
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160KAQ8
6150000.00000000
PA
USD
6332301.50000000
0.238107087931
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBF9
1940000.00000000
PA
USD
1940097.00000000
0.072951492751
Long
DBT
CORP
GB
Y
2
2025-08-28
Fixed
1.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DF4
1240000.00000000
PA
USD
1360490.69000000
0.051157146632
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAP6
1260000.00000000
PA
USD
1771592.63000000
0.066615394439
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
390000.00000000
PA
USD
420813.07000000
0.015823405544
Long
DBT
CORP
US
Y
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AH3
4500000.00000000
PA
USD
5385285.00000000
0.202497390409
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
175000.00000000
PA
USD
207802.68000000
0.007813792662
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAG9
2630000.00000000
PA
USD
3080723.17000000
0.115841297628
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.70000000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co.
677415CR0
110000.00000000
PA
USD
133960.73000000
0.005037188977
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164Q6M5
845000.00000000
PA
USD
895499.76000000
0.033672565985
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
657.00000000
NC
USD
-568900.30000000
-0.02139177892
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2020-12-21
115098187.50000000
USD
-568900.30000000
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CT3
1145000.00000000
PA
USD
1424919.44000000
0.053579795339
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CF2
1070000.00000000
PA
USD
1342748.49000000
0.050490004744
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
4760000.00000000
PA
USD
4921029.04000000
0.185040446091
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300100
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
1015000.00000000
PA
USD
1072713.90000000
0.040336168913
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06799900
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBW0
3604000.00000000
PA
USD
3869630.01000000
0.145505758539
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
5160000.00000000
PA
USD
5804189.73000000
0.218249038586
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co., Series F
843646AU4
1110000.00000000
PA
USD
1272432.85000000
0.047845997304
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.95000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
2820000.00000000
PA
USD
3240934.29000000
0.121865553301
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BW2
6120000.00000000
PA
USD
6300387.61000000
0.236907062410
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBN4
5350000.00000000
PA
USD
6361546.44000000
0.239206755643
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
100000.00000000
PA
USD
98875.00000000
0.003717895984
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAE6
100000.00000000
PA
USD
110314.38000000
0.004148039346
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BM7
2784000.00000000
PA
USD
2975397.88000000
0.111880857954
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BT3
230000.00000000
PA
USD
245525.00000000
0.009232226665
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HS5
2460000.00000000
PA
USD
2940628.92000000
0.110573476141
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.80000000
N
N
N
N
N
N
Clear Channel Worldwide Holdings, Inc.
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAA4
255000.00000000
PA
USD
257626.50000000
0.009687267052
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CY3
13570000.00000000
PA
USD
16143062.39000000
0.607011143734
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-115210.61000000
-0.00433214729
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
12143532.35000000
EUR
14376273.78000000
USD
2020-09-02
-115210.61000000
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
300000.00000000
PA
USD
364500.00000000
0.013705922491
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HC4
3221000.00000000
PA
USD
3349616.20000000
0.125952208540
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.25000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP, Series G
29278NAT0
255000.00000000
PA
USD
222589.50000000
0.008369806404
Long
DBT
CORP
US
N
2
2030-05-15
Variable
7.12500100
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CG0
135000.00000000
PA
USD
181453.13000000
0.006822997354
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.37500000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
100000.00000000
PA
USD
108862.22000000
0.004093435252
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AR6
605000.00000000
PA
USD
732733.90000000
0.027552247023
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBG3
245000.00000000
PA
USD
267234.08000000
0.010048531104
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CE2
250000.00000000
PA
USD
276967.50000000
0.010414526989
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
4665000.00000000
PA
USD
5079442.52000000
0.190997106937
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAH8
5000000.00000000
PA
USD
5096240.70000000
0.191628751801
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327V2A1
295000.00000000
PA
USD
331050.73000000
0.012448163638
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.40000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AD0
150000.00000000
PA
USD
153375.00000000
0.005767204011
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
3610000.00000000
PA
USD
3543794.77000000
0.133253707662
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508EAF8
750000.00000000
PA
USD
791250.00000000
0.029752568371
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
180000.00000000
PA
USD
175500.00000000
0.006599147866
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055AR3
3597000.00000000
PA
USD
4182015.00000000
0.157252053354
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
620000.00000000
PA
USD
758631.21000000
0.028526037212
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAE7
3815000.00000000
PA
USD
3709384.40000000
0.139480205973
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series V
172967MK4
5213000.00000000
PA
USD
5186935.00000000
0.195039037250
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.70000200
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAB3
150000.00000000
PA
USD
163989.92000000
0.006166346043
Long
DBT
CORP
US
Y
2
2050-02-15
Fixed
3.36200000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAK1
1700000.00000000
PA
USD
1752546.54000000
0.065899223703
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBK7
320000.00000000
PA
USD
371505.81000000
0.013969354833
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48200000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KJ9
4070000.00000000
PA
USD
4204261.28000000
0.158088557578
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.95000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAD7
1345000.00000000
PA
USD
1341637.50000000
0.050448229318
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
6500000.00000000
PA
USD
6910258.88000000
0.259839431014
Long
DBT
CORP
IT
Y
2
2022-01-14
Fixed
6.57200000
N
N
N
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417EAQ2
930000.00000000
PA
USD
920105.93000000
0.034597806750
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VBG8
55000.00000000
PA
USD
65445.62000000
0.002460885034
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
3.85000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BF0
200000.00000000
PA
USD
213970.00000000
0.008045696119
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc., Series Q
172967JZ5
2987000.00000000
PA
USD
2972513.05000000
0.111772382628
Long
DBT
CORP
US
N
2
2020-11-15
Floating
4.37513000
N
N
N
N
N
N
William Marsh Rice University
549300QPVG49ONTSJJ20
William Marsh Rice University
96926GAF0
200000.00000000
PA
USD
204263.56000000
0.007680714735
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.59800000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
6890000.00000000
PA
USD
7765435.89000000
0.291995781674
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BC7
270000.00000000
PA
USD
332530.96000000
0.012503823220
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EM8
1055000.00000000
PA
USD
1085160.18000000
0.040804173711
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado, Series 34
744448CS8
110000.00000000
PA
USD
125515.79000000
0.004719642494
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAX5
517000.00000000
PA
USD
568417.16000000
0.021373611900
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
Duke Energy Ohio, Inc.
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAH3
1800000.00000000
PA
USD
1902664.69000000
0.071543963698
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HY6
1430000.00000000
PA
USD
1343838.70000000
0.050530998801
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBE3
6000000.00000000
PA
USD
6132685.50000000
0.230601130664
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AN5
2900000.00000000
PA
USD
3220876.71000000
0.121111348536
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021AT3
3475000.00000000
PA
USD
3456810.43000000
0.129982924063
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Bell Canada, Inc.
549300O5ZKB2MUUSKB97
Bell Canada, Inc.
0778FPAB5
500000.00000000
PA
USD
625083.11000000
0.023504363940
Long
DBT
CORP
CA
N
2
2049-07-29
Fixed
4.30000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HR1
3290000.00000000
PA
USD
3140421.30000000
0.118086065646
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659AU5
13242000.00000000
PA
USD
15694065.10000000
0.590127955653
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BV0
4275000.00000000
PA
USD
4651773.75000000
0.174915913484
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHM4
440000.00000000
PA
USD
519826.75000000
0.019546516171
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
9525000.00000000
PA
USD
10794105.67000000
0.405879768661
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.70500100
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040CS6
35000.00000000
PA
USD
14175.00000000
0.000533008096
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
5.50000000
Y
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DL1
1785000.00000000
PA
USD
2116024.91000000
0.079566730881
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAE1
1150000.00000000
PA
USD
1351777.47000000
0.050829512289
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
3.80000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWB6
1295000.00000000
PA
USD
1474587.08000000
0.055447397051
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780099CH8
5000000.00000000
PA
USD
5534460.25000000
0.208106675495
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
5.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAE3
200000.00000000
PA
USD
229562.50000000
0.008632005025
Long
DBT
CORP
FR
Y
2
2026-04-01
Fixed
4.87500000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc.
156700BB1
185000.00000000
PA
USD
191849.63000000
0.007213926361
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Columbia Pipeline Group, Inc.
549300SRP1TQM9JJBG80
Columbia Pipeline Group, Inc.
198280AF6
825000.00000000
PA
USD
960219.93000000
0.036106172661
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DQ0
3225000.00000000
PA
USD
3466735.55000000
0.130356128248
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
200000.00000000
PA
USD
213440.00000000
0.008025767068
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DN7
4100000.00000000
PA
USD
4049385.13000000
0.152264907351
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BT0
5415000.00000000
PA
USD
6742184.44000000
0.253519498922
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Dana Financing Luxembourg SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg SARL
235822AA1
200000.00000000
PA
USD
210750.00000000
0.007924617736
Long
DBT
CORP
LU
Y
2
2026-06-01
Fixed
6.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
3000000.00000000
PA
USD
3329882.88000000
0.125210196594
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12599900
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906AAA8
235000.00000000
PA
USD
248161.70000000
0.009331371812
Long
DBT
CORP
GB
Y
2
2022-09-29
Fixed
3.62500000
N
N
N
N
N
N
CK Hutchison International 20 Ltd.
254900SSPRZHBMNJF043
CK Hutchison International 20 Ltd.
12564HAB1
1480000.00000000
PA
USD
1659968.00000000
0.062418087095
Long
DBT
CORP
KY
Y
2
2050-05-08
Fixed
3.37500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAF0
1400000.00000000
PA
USD
1846175.77000000
0.069419868337
Long
DBT
CORP
NL
Y
2
2045-05-27
Fixed
4.40000000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAB9
1877000.00000000
PA
USD
2043626.08000000
0.076844391368
Long
DBT
CORP
GB
Y
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAK4
215000.00000000
PA
USD
235685.15000000
0.008862228801
Long
DBT
CORP
AU
Y
2
2028-11-28
Variable
3.76300100
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
3470000.00000000
PA
USD
4067255.25000000
0.152936859284
Long
DBT
CORP
GB
Y
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
320000.00000000
PA
USD
340160.00000000
0.012790690246
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
6.37499900
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AB3
170000.00000000
PA
USD
176749.00000000
0.006646112741
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.12500000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBJ0
200000.00000000
PA
USD
210500.00000000
0.007915217241
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BD0
1750000.00000000
PA
USD
2127334.81000000
0.079992005539
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BJ1
2120000.00000000
PA
USD
2646586.55000000
0.099516900195
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FEL8
200000.00000000
PA
USD
210000.00000000
0.007896416250
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CW7
3595000.00000000
PA
USD
4433354.68000000
0.166702923514
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
University of Chicago (The)
54930099Y7GU6182V326
University of Chicago (The), Series 20B
91412NBD1
770000.00000000
PA
USD
813385.94000000
0.030584923591
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76100000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AM1
940000.00000000
PA
USD
1120978.65000000
0.042151019180
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DW7
7705000.00000000
PA
USD
7915248.80000000
0.297629044041
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
5285000.00000000
PA
USD
5529620.35000000
0.207924685662
Long
DBT
CORP
FR
Y
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BZ1
789000.00000000
PA
USD
985480.40000000
0.037056016403
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAQ2
4755000.00000000
PA
USD
5476844.04000000
0.205940191796
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.45500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
1600000.00000000
PA
USD
1551639.49000000
0.058344720396
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
165000.00000000
PA
USD
180257.55000000
0.006778041176
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
800000.00000000
PA
USD
876645.10000000
0.032963593396
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAF1
845000.00000000
PA
USD
885206.18000000
0.033285506973
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EQ7
70000.00000000
PA
USD
78407.99000000
0.002948295839
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDT6
200000.00000000
PA
USD
231747.84000000
0.008714178141
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667AZ4
1225000.00000000
PA
USD
1272420.90000000
0.047845547961
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
6870000.00000000
PA
USD
7378634.95000000
0.277451299635
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
5744000.00000000
PA
USD
5902900.92000000
0.221960774990
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BU3
3020000.00000000
PA
USD
3277569.49000000
0.123243109437
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.74999800
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
N/A
200000.00000000
PA
279967.85000000
0.010527346096
Long
DBT
CORP
GB
Y
2
2024-12-20
Variable
5.87499900
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
18860000.00000000
PA
USD
21076021.90000000
0.792500199145
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41899900
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
1000000.00000000
PA
USD
1029499.40000000
0.038711218055
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2L6
6315000.00000000
PA
USD
7709487.01000000
0.289891992887
Long
DBT
CORP
US
N
2
2031-04-04
Variable
4.47800000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
7380000.00000000
PA
USD
8573602.60000000
0.322384451872
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKD3
1305000.00000000
PA
USD
1295111.11000000
0.048698744832
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KL4
1000000.00000000
PA
USD
1028901.70000000
0.038688743351
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DAZ4
1191000.00000000
PA
USD
1347545.31000000
0.050670374684
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWL4
13500000.00000000
PA
USD
15297395.00000000
0.575212373636
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100100
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXH2
640000.00000000
PA
USD
745501.99000000
0.028032352516
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAH7
210000.00000000
PA
USD
220314.44000000
0.008284259638
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BB2
35000.00000000
PA
USD
34300.00000000
0.001289747987
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
6.37500000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AL7
4435000.00000000
PA
USD
4976648.81000000
0.187131859689
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
Mississippi Power Co.
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co.
605417CB8
2100000.00000000
PA
USD
2402153.86000000
0.090325746550
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
1885000.00000000
PA
USD
1969935.12000000
0.074073465206
Long
DBT
CORP
FR
Y
2
2024-10-16
Fixed
2.62500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAT3
245000.00000000
PA
USD
300737.50000000
0.011308326104
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEU4
7145000.00000000
PA
USD
8573897.18000000
0.322395528664
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15137TAA8
230000.00000000
PA
USD
243225.00000000
0.009145742106
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JB4
3332000.00000000
PA
USD
3557013.49000000
0.133750757736
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CE0
335000.00000000
PA
408843.08000000
0.015373310193
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.87500000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BD4
215000.00000000
PA
USD
269785.76000000
0.010144479330
Long
DBT
CORP
US
N
2
2047-06-02
Fixed
4.55000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BP5
2850000.00000000
PA
USD
3266684.42000000
0.122833809230
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAW5
2210000.00000000
PA
USD
2657878.60000000
0.099941503657
Long
DBT
CORP
US
Y
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
6960000.00000000
PA
USD
7348717.25000000
0.276326334814
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BQ1
3490000.00000000
PA
USD
3675813.99000000
0.138217892015
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BS2
9005000.00000000
PA
USD
10807821.26000000
0.406395502031
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAB9
3560000.00000000
PA
USD
3797896.11000000
0.142808421712
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
9150000.00000000
PA
USD
10068076.14000000
0.378579619238
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAG8
2902000.00000000
PA
USD
2936779.48000000
0.110428729567
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
500000.00000000
PA
USD
530000.00000000
0.019929050536
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAL5
2315000.00000000
PA
USD
2601073.69000000
0.097805526446
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
2140000.00000000
PA
USD
2712174.07000000
0.101983120950
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBG0
1685000.00000000
PA
USD
1915446.65000000
0.072024590730
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
5665000.00000000
PA
USD
6211320.36000000
0.233557957265
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAG6
490000.00000000
PA
USD
451252.03000000
0.016967970774
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAD5
1700000.00000000
PA
USD
1716707.38000000
0.064551600248
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
200000.00000000
PA
USD
228487.20000000
0.008591571614
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142DW0
1000000.00000000
PA
USD
1223321.37000000
0.045999308310
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.62500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
4250000.00000000
PA
USD
4499757.67000000
0.169199807558
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAZ5
260000.00000000
PA
USD
271757.60000000
0.010218624422
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
24565000.00000000
PA
USD
27993808.49000000
1.052622686977
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88699900
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AE8
120000.00000000
PA
USD
129094.94000000
0.004854225628
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BL4
200000.00000000
PA
USD
208560.00000000
0.007842269395
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.75000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
1120000.00000000
PA
USD
1169269.79000000
0.043966861764
Long
DBT
CORP
CA
Y
2
2025-02-10
Fixed
2.05000000
N
N
N
N
N
N
Delta Air Lines Pass-Through Trust
N/A
Delta Air Lines Pass-Through Trust, Series 2019-1, Class AA
24737BAA3
160000.00000000
PA
USD
159133.94000000
0.005983751570
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
395000.00000000
PA
USD
419193.75000000
0.015762515902
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
170000.00000000
PA
USD
183434.94000000
0.006897517338
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CC6
4410000.00000000
PA
USD
4613684.93000000
0.173483698354
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAM1
3675000.00000000
PA
USD
4422753.76000000
0.166304307909
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
5084000.00000000
PA
USD
5503628.23000000
0.206947330430
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCL8
2000000.00000000
PA
USD
2133460.62000000
0.080222348137
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAQ2
315000.00000000
PA
392582.27000000
0.014761871506
Long
DBT
CORP
LU
N
2
2049-07-02
Fixed
1.75000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCX2
3055000.00000000
PA
USD
3154637.14000000
0.118620609408
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAM1
3413000.00000000
PA
USD
4100176.42000000
0.154174760531
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AN5
3000000.00000000
PA
USD
3928804.50000000
0.147730836655
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
200000.00000000
PA
USD
217042.47000000
0.008161227081
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.62500000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAG6
240000.00000000
PA
USD
287463.89000000
0.010809212058
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
3035000.00000000
PA
USD
3116558.37000000
0.117188772178
Long
DBT
CORP
FR
Y
2
2035-07-08
Variable
3.65299900
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
8320000.00000000
PA
USD
8750675.32000000
0.329042737128
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CW8
3330000.00000000
PA
USD
3495996.37000000
0.131456393079
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co. (The)
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co. (The)
668138AA8
280000.00000000
PA
USD
318271.00000000
0.011967620458
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Pepperdine University
549300G0RVHY0VSFWD76
Pepperdine University, Series 2020
71338QAC0
190000.00000000
PA
USD
203784.39000000
0.007662696993
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.30100000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
200000.00000000
PA
USD
207800.00000000
0.007813691889
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAG9
865000.00000000
PA
USD
926631.25000000
0.034843171716
Long
DBT
CORP
MX
Y
2
2049-09-06
Fixed
4.00000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBF5
750000.00000000
PA
USD
698231.17000000
0.026254875986
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
4000000.00000000
PA
USD
4633789.00000000
0.174239651235
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Fortis, Inc.
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
3381000.00000000
PA
USD
3694491.49000000
0.138920203037
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAK8
7055000.00000000
PA
USD
7596262.99000000
0.285634545309
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Transcanada Trust
N/A
Transcanada Trust
89356BAE8
277000.00000000
PA
USD
295005.00000000
0.011092772742
Long
DBT
CORP
CA
N
2
2079-09-15
Variable
5.50000100
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAT4
1990000.00000000
PA
USD
2120275.03000000
0.079726543817
Long
DBT
CORP
FR
Y
2
2024-11-21
Fixed
2.37500000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAP5
2960000.00000000
PA
USD
3170922.53000000
0.119232972352
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series J
617474AA9
4350000.00000000
PA
USD
4288856.23000000
0.161269495377
Long
DBT
CORP
US
N
2
2020-10-15
Floating
4.08499900
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
260000.00000000
PA
USD
264963.40000000
0.009963149035
Long
DBT
CORP
CH
Y
2
2021-03-22
Variable
6.87499900
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAT8
3840000.00000000
PA
USD
3925136.18000000
0.147592900552
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CF9
1205000.00000000
PA
USD
1227593.75000000
0.046159958267
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
990000.00000000
PA
USD
997797.85000000
0.037519176938
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64499800
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
Duke University, Series 2020
26442TAH0
4260000.00000000
PA
USD
4506062.71000000
0.169436889560
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
2000000.00000000
PA
USD
2256965.14000000
0.084866362893
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PBA0
5000000.00000000
PA
USD
5594054.00000000
0.210347518619
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.60000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series L
06051GGC7
7070000.00000000
PA
USD
8150746.01000000
0.306484205926
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AW9
650000.00000000
PA
USD
746488.20000000
0.028069435966
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
4.30000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
413000.00000000
PA
USD
407155.38000000
0.015309849328
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PDN3
615000.00000000
PA
USD
632466.73000000
0.023782002687
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.00000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc., Series C
59156RBP2
1400000.00000000
PA
USD
1380750.00000000
0.051918936845
Long
DBT
CORP
US
N
2
2020-10-05
Floating
3.88838200
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBG6
30000.00000000
PA
USD
30668.40000000
0.001153192629
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664BV2
1320000.00000000
PA
USD
1699688.48000000
0.063911655874
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
300000.00000000
PA
USD
316500.00000000
0.011901027348
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AP6
115000.00000000
PA
USD
105800.00000000
0.003978289710
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
5.60000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
3050000.00000000
PA
USD
3704187.00000000
0.139284773431
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200200
N
N
N
N
N
N
Pennsylvania Electric Co.
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co.
708696BZ1
420000.00000000
PA
USD
464999.01000000
0.017484884470
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.60000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABE4
5315000.00000000
PA
USD
6074566.65000000
0.228415746704
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CJ4
2000000.00000000
PA
USD
2249025.12000000
0.084567802403
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
Boston Gas Co.
FN7P4E7K9JOBORDEUX61
Boston Gas Co.
100743AK9
7560000.00000000
PA
USD
8390607.45000000
0.315503471510
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HP5
1032000.00000000
PA
USD
1053638.06000000
0.039618879518
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBC5
2007000.00000000
PA
USD
1754009.02000000
0.065954215850
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
1635000.00000000
PA
USD
1688360.11000000
0.063485686708
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90699900
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BK9
4660000.00000000
PA
USD
6130937.81000000
0.230535414056
Long
DBT
CORP
US
N
2
2035-11-03
Fixed
4.20000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
8380000.00000000
PA
USD
9351997.71000000
0.351653650899
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CL4
220000.00000000
PA
USD
242627.24000000
0.009123265146
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAV5
5915000.00000000
PA
USD
6138249.96000000
0.230810365389
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAB3
300000.00000000
PA
USD
353410.23000000
0.013288925157
Long
DBT
CORP
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
173000.00000000
PA
USD
179920.00000000
0.006765348627
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
716768AC0
165000.00000000
PA
USD
169743.75000000
0.006382701456
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CS2
13050000.00000000
PA
USD
13781489.82000000
0.518211334126
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HD2
1608000.00000000
PA
USD
1652752.14000000
0.062146756456
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
525000.00000000
PA
USD
564033.75000000
0.021208786995
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
3140000.00000000
PA
USD
3036442.80000000
0.114176267946
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
8990000.00000000
PA
USD
9753732.86000000
0.366759688836
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600100
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081ET0
1265000.00000000
PA
USD
1760773.36000000
0.066208568441
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
4.95000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
1095000.00000000
PA
USD
1186790.50000000
0.044625675189
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
3.80300000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CK1
105000.00000000
PA
USD
130933.88000000
0.004923373417
Long
DBT
CORP
US
Y
2
2047-08-15
Fixed
4.60000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAN1
5000000.00000000
PA
USD
5499725.15000000
0.206800566885
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945CAG8
581000.00000000
PA
USD
643468.74000000
0.024195700071
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc.
65343HAA9
250000.00000000
PA
USD
263750.00000000
0.009917522790
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
86787GAJ1
200000.00000000
PA
USD
225525.49000000
0.008480205447
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
3025000.00000000
PA
USD
2951811.43000000
0.110993960682
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91831AAC5
155000.00000000
PA
USD
159456.25000000
0.005995871065
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CW8
9685000.00000000
PA
USD
9990255.61000000
0.375653413058
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
2.50000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
250000.00000000
PA
USD
264833.18000000
0.009958252505
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96949LAA3
6042000.00000000
PA
USD
6274471.15000000
0.235932552143
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBC8
200000.00000000
PA
USD
224908.00000000
0.008456986599
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
3135000.00000000
PA
USD
3629740.24000000
0.136485427691
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Emera, Inc.
NQZVQT2P5IUF2PGA1Q48
Emera, Inc., Series 16-A
290876AD3
1008000.00000000
PA
USD
1128960.00000000
0.042451133761
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.75000000
N
N
N
N
N
N
Level 3 Financing, Inc.
N/A
Level 3 Financing, Inc.
527298BN2
119000.00000000
PA
USD
124652.50000000
0.004687181079
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
400000.00000000
PA
456969.04000000
0.017182941682
Long
DBT
CORP
IT
Y
2
2032-01-15
Variable
2.73100100
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
1135000.00000000
PA
USD
1154658.20000000
0.043417437018
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
2790000.00000000
PA
USD
2707070.15000000
0.101791203442
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBV5
305000.00000000
PA
USD
369370.48000000
0.013889062193
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.70000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AU3
3890000.00000000
PA
USD
4936154.47000000
0.185609192239
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp., Series P
89832QAE9
1427000.00000000
PA
USD
1544541.99000000
0.058077840328
Long
DBT
CORP
US
N
2
2025-09-01
Variable
4.95000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKE1
2180000.00000000
PA
USD
2158383.05000000
0.081159480905
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBA3
1310000.00000000
PA
USD
1400751.74000000
0.052671041915
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
200000.00000000
PA
USD
206440.00000000
0.007762553193
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
7505000.00000000
PA
USD
7633872.18000000
0.287048725400
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599900
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BZ6
100000.00000000
PA
USD
107250.00000000
0.004032812584
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
CK Hutchison International 20 Ltd.
254900SSPRZHBMNJF043
CK Hutchison International 20 Ltd.
12564HAA3
4065000.00000000
PA
USD
4286972.98000000
0.161198681444
Long
DBT
CORP
KY
Y
2
2030-05-08
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
5503000.00000000
PA
USD
6010376.60000000
0.226002073590
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
4.87500100
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
549300GJVOEHHLSO6K25
W.R. Grace & Co.-Conn.
383909AG3
725000.00000000
PA
USD
759437.50000000
0.028556355314
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
1633000.00000000
PA
USD
1921100.69000000
0.072237193841
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013093AD1
110000.00000000
PA
USD
113025.00000000
0.004249964031
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCB9
4110000.00000000
PA
USD
4411036.95000000
0.165863732629
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series J
845437BN1
550000.00000000
PA
USD
606216.60000000
0.022794945768
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CK3
2200000.00000000
PA
USD
2470324.74000000
0.092889106762
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
SCE Trust II
N/A
SCE Trust II
78407R204
18750.00000000
NS
USD
462750.00000000
0.017400317237
Long
EP
CORP
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158AZ9
3300000.00000000
PA
USD
3532462.23000000
0.132827581695
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.70000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
2070000.00000000
PA
USD
2108812.50000000
0.079295529969
Long
DBT
CORP
CH
Y
2
2027-02-11
Variable
5.24999900
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
125000.00000000
PA
USD
134255.00000000
0.005048254112
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HE0
1000000.00000000
PA
USD
1060133.60000000
0.039863124697
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAT2
4087000.00000000
PA
USD
4963727.95000000
0.186646009742
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BF8
3000000.00000000
PA
USD
3443236.02000000
0.129472499340
Long
DBT
CORP
US
Y
2
2030-05-13
Fixed
3.75000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
1440000.00000000
PA
USD
1448000.44000000
0.054447686689
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
2725000.00000000
PA
USD
3019662.15000000
0.113545282244
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BQ1
370000.00000000
PA
USD
431326.25000000
0.016218721950
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
2450000.00000000
PA
USD
2533951.43000000
0.095281596424
Long
DBT
CORP
IT
Y
2
2035-06-30
Variable
5.45900000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBH7
2750000.00000000
PA
USD
2986288.53000000
0.112290367981
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.46200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
1070000.00000000
PA
USD
1285691.72000000
0.048344557097
Long
DBT
CORP
US
N
2
2038-07-22
Variable
3.97100200
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp., Series F
857477AQ6
3122000.00000000
PA
USD
3137610.00000000
0.117980355194
Long
DBT
CORP
US
N
2
2020-12-15
Variable
5.24999900
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAF1
432000.00000000
PA
USD
470387.83000000
0.017687514784
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DC8
865000.00000000
PA
USD
1007393.51000000
0.037879992774
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.87500000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BF5
2805000.00000000
PA
USD
3159158.77000000
0.118790631658
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAQ3
585000.00000000
PA
USD
641297.69000000
0.024114064288
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBH7
435000.00000000
PA
USD
491957.81000000
0.018498588787
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.62500000
N
N
N
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540AR0
2745000.00000000
PA
USD
3063703.48000000
0.115201323548
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
1500000.00000000
PA
USD
1526481.23000000
0.057398719953
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
200000.00000000
PA
USD
213292.00000000
0.008020201975
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAN7
155000.00000000
PA
USD
173639.53000000
0.006529190506
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.40000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
6735000.00000000
PA
USD
7432466.70000000
0.279475480137
Long
DBT
CORP
FR
Y
2
2025-11-24
Fixed
4.75000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBL5
180000.00000000
PA
USD
196193.47000000
0.007377263355
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.50000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400FQ1
170000.00000000
PA
USD
194722.70000000
0.007321959488
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AL4
1030000.00000000
PA
USD
1262744.45000000
0.047481694261
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDK5
1395000.00000000
PA
USD
1644128.01000000
0.061822472074
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-974.00000000
NC
USD
-100944.25000000
-0.00379570388
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2020-12-21
-135538187.50000000
USD
-100944.25000000
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABG6
7192000.00000000
PA
USD
7827484.47000000
0.294328931271
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
3800000.00000000
PA
USD
4053156.00000000
0.152406699537
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
200000.00000000
PA
USD
220351.09000000
0.008285637751
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBG4
1045000.00000000
PA
USD
1027962.50000000
0.038653427569
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGF0
17500000.00000000
PA
USD
19899205.20000000
0.748249558605
Long
DBT
CORP
US
N
2
2028-01-20
Variable
3.82399900
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
200000.00000000
PA
USD
208000.00000000
0.007821212285
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
2695000.00000000
PA
USD
2782529.80000000
0.104628635854
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAS0
3500000.00000000
PA
USD
3280616.82000000
0.123357695086
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAW5
711000.00000000
PA
USD
778145.38000000
0.029259808684
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFM6
2740000.00000000
PA
USD
3069870.35000000
0.115433210084
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BR0
6000000.00000000
PA
USD
6434211.42000000
0.241939102924
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.95000000
N
N
N
N
N
N
Guardian Life Insurance Co. of America (The)
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co. of America (The)
401378AD6
565000.00000000
PA
USD
607120.17000000
0.022828921791
Long
DBT
CORP
US
Y
2
2070-01-22
Fixed
3.70000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
6785000.00000000
PA
USD
7915041.75000000
0.297621258550
Long
DBT
CORP
CH
Y
2
2031-04-01
Variable
4.19400000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAS4
2000000.00000000
PA
USD
2340251.66000000
0.087998101131
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.75000000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
830000.00000000
PA
USD
906221.34000000
0.034075718644
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
7436000.00000000
PA
USD
7285348.05000000
0.273943527287
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
20190000.00000000
PA
USD
22799452.51000000
0.857304606168
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
42217KBF2
2135000.00000000
PA
USD
2404318.74000000
0.090407150329
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKH4
4950000.00000000
PA
USD
5017261.14000000
0.188658963796
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
165000.00000000
PA
USD
200421.38000000
0.007536241151
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAJ4
375000.00000000
PA
USD
430949.14000000
0.016204541867
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097BQ3
1638000.00000000
PA
USD
1725583.86000000
0.064885373491
Long
DBT
CORP
GB
N
2
2025-12-29
Variable
6.00000100
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780099CE5
4005000.00000000
PA
USD
4396688.64000000
0.165324207732
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
6.12500000
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AH8
2000000.00000000
PA
USD
2218450.76000000
0.083418145864
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAB9
3950000.00000000
PA
USD
3938748.35000000
0.148104745125
Long
DBT
CORP
GB
Y
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAU9
160000.00000000
PA
USD
173930.69000000
0.006540138699
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAB7
170000.00000000
PA
USD
176409.00000000
0.006633328068
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.37500000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAS7
2500000.00000000
PA
USD
2643143.73000000
0.099387443338
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBM1
9490000.00000000
PA
USD
10183007.34000000
0.382901260168
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.69600000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2019-1, Class AA
11043XAA1
129812.48000000
PA
USD
119751.14000000
0.004502880227
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co., Series TTT
797440BX1
240000.00000000
PA
USD
293546.56000000
0.011037932507
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAM2
1827000.00000000
PA
USD
2015595.25000000
0.075790376599
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.12500000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAL9
4690000.00000000
PA
USD
5277723.64000000
0.198452870071
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
3140000.00000000
PA
USD
3214869.56000000
0.120885467789
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAL4
85000.00000000
PA
USD
85796.45000000
0.003226116580
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp., Series B
337932AF4
985000.00000000
PA
USD
1044739.92000000
0.039284291816
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
1200000.00000000
PA
USD
1199352.00000000
0.045098012488
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BW8
3135000.00000000
PA
USD
3552714.52000000
0.133589107942
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BS2
2740000.00000000
PA
USD
2787728.69000000
0.104824124423
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAY3
200000.00000000
PA
USD
252015.74000000
0.009476291355
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866BG2
1720000.00000000
PA
USD
1770544.40000000
0.066575978913
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.65000000
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAA0
100000.00000000
PA
USD
101000.00000000
0.003797800196
Long
DBT
CORP
US
Y
2
2023-04-15
Fixed
5.37500000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AX7
4920000.00000000
PA
USD
5013497.12000000
0.188517429184
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AF7
113000.00000000
PA
USD
123008.88000000
0.004625377709
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AP0
123000.00000000
PA
USD
139520.41000000
0.005246243965
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BT2
2049000.00000000
PA
USD
2061051.32000000
0.077499614932
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEN0
520000.00000000
PA
USD
578440.36000000
0.021750504087
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JD3
600000.00000000
PA
USD
794354.54000000
0.029869305228
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.70000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
10040000.00000000
PA
USD
9776683.13000000
0.367622664479
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62947QAT5
400000.00000000
PA
USD
426523.86000000
0.016038142567
Long
DBT
CORP
NL
Y
2
2022-06-15
Fixed
4.62500000
N
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368CB7
3000000.00000000
PA
USD
3420874.47000000
0.128631660737
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BS2
4975000.00000000
PA
USD
5801547.64000000
0.218149690765
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAH4
2500000.00000000
PA
USD
2831171.05000000
0.106457643268
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EA4
1045000.00000000
PA
USD
1020630.78000000
0.038377740364
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDG3
7360000.00000000
PA
USD
8507979.39000000
0.319916889102
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AQ0
597000.00000000
PA
USD
635836.70000000
0.023908720239
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EZ2
4245000.00000000
PA
USD
4431678.50000000
0.166639895823
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DZ0
1290000.00000000
PA
USD
1277679.96000000
0.048043299041
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
N
American Woodmark Corp.
N/A
American Woodmark Corp.
030506AA7
105000.00000000
PA
USD
106837.50000000
0.004017301767
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDM0
5000000.00000000
PA
USD
5144933.35000000
0.193459691957
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AW6
1498000.00000000
PA
USD
1621689.86000000
0.060978753158
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000200
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCJ2
305000.00000000
PA
USD
323802.84000000
0.012175628607
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
3.00000000
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
70000.00000000
PA
USD
73325.00000000
0.002757165340
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKF6
3350000.00000000
PA
USD
3642047.57000000
0.136948207693
Long
DBT
CORP
FR
Y
2
2026-08-19
Fixed
4.25000000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAH5
150000.00000000
PA
USD
168000.00000000
0.006317133000
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2H5
1215000.00000000
PA
USD
1279996.00000000
0.048130386736
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40599900
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AW9
650000.00000000
PA
USD
766529.65000000
0.028823034211
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
12585000.00000000
PA
USD
14368646.75000000
0.540289598523
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AY3
1255000.00000000
PA
USD
1318848.58000000
0.049591320755
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAB3
525000.00000000
PA
USD
604514.45000000
0.022730941554
Long
DBT
CORP
FR
Y
2
2027-01-10
Fixed
4.12500000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AV1
1890000.00000000
PA
USD
1868302.67000000
0.070251883636
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAP4
1310000.00000000
PA
USD
1437399.67000000
0.054049076724
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AY8
785000.00000000
PA
USD
978946.15000000
0.036810315652
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626PAM8
515000.00000000
PA
USD
553878.98000000
0.020826947515
Long
DBT
CORP
CA
Y
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AL8
29000.00000000
PA
USD
35185.34000000
0.001323038526
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.87500000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KK6
7450000.00000000
PA
USD
7883874.96000000
0.296449325469
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.85000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AR8
5250000.00000000
PA
USD
5774530.23000000
0.217133782597
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FJ3
1430000.00000000
PA
USD
1743928.07000000
0.065575152148
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
3.55000000
N
N
N
N
N
N
Avantor, Inc.
N/A
Avantor, Inc.
05352AAA8
200000.00000000
PA
USD
209500.00000000
0.007877615259
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
6.00000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCC7
1575000.00000000
PA
USD
1704622.50000000
0.064097184806
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
75000.00000000
PA
USD
81375.00000000
0.003059861296
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818DL9
255000.00000000
PA
USD
310192.52000000
0.011663853598
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
4.30000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CA2
1540000.00000000
PA
USD
1664056.66000000
0.062571828815
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.80000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
200000.00000000
PA
USD
203000.00000000
0.007633202375
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNV2
320000.00000000
PA
USD
352601.60000000
0.013258519067
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
3.79600000
N
N
N
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1730000.00000000
PA
USD
1397338.30000000
0.052542689805
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
5.87499800
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
200000.00000000
PA
USD
206500.00000000
0.007764809312
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAE5
5461000.00000000
PA
USD
6390899.08000000
0.240310473088
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AG3
2315000.00000000
PA
USD
2516167.71000000
0.094612893302
Long
DBT
CORP
CH
Y
2
2024-06-12
Variable
4.20700000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAE0
4565000.00000000
PA
USD
4986538.49000000
0.187503731260
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.87500000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AJ1
4535000.00000000
PA
USD
5198179.63000000
0.195461857627
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co.
842434CL4
160000.00000000
PA
USD
196175.57000000
0.007376590280
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
Natwest Group plc
2138005O9XJIJN4JPN90
Natwest Group plc
780097AZ4
6000000.00000000
PA
USD
6764654.22000000
0.254364407189
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAB1
5600000.00000000
PA
USD
6324920.84000000
0.237829560486
Long
DBT
CORP
ES
N
2
2027-04-11
Fixed
4.25000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
2730000.00000000
PA
USD
3082432.16000000
0.115905559039
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RAZ5
2500000.00000000
PA
USD
2569755.20000000
0.096627889144
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BS7
650000.00000000
PA
USD
702269.91000000
0.026406740615
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.94999900
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAK1
55000.00000000
PA
USD
67639.83000000
0.002543391679
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
3820000.00000000
PA
USD
3899692.65000000
0.146636173391
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JJ0
1060000.00000000
PA
USD
1246939.23000000
0.046887386660
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAK6
4000000.00000000
PA
USD
4618948.64000000
0.173681624284
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBR3
400000.00000000
PA
USD
418000.00000000
0.015717628536
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CA8
161000.00000000
PA
USD
172128.32000000
0.006472366015
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBF7
6565000.00000000
PA
USD
7220163.23000000
0.271492448849
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LM1
575000.00000000
PA
USD
599237.11000000
0.022532503110
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.87600000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
1050000.00000000
PA
USD
1141875.00000000
0.042936763360
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAU5
2390000.00000000
PA
USD
2467870.91000000
0.092796837890
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
835000.00000000
PA
USD
881981.89000000
0.033164267278
Long
DBT
CORP
GB
Y
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BD3
100000.00000000
PA
USD
108760.00000000
0.004089591577
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
N/A
Hilton Worldwide Finance LLC
432891AK5
14000.00000000
PA
USD
14350.00000000
0.000539588443
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
CK Hutchison International 19 Ltd.
254900FPY8WXG61CMU70
CK Hutchison International 19 Ltd.
12564CAA4
635000.00000000
PA
USD
678361.29000000
0.025507729113
Long
DBT
CORP
KY
Y
2
2024-04-11
Fixed
3.25000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCD6
1920000.00000000
PA
USD
1991348.62000000
0.074878655251
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBR0
10906000.00000000
PA
USD
11423687.64000000
0.429553298655
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
3760000.00000000
PA
USD
3758860.38000000
0.141340600889
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
8400000.00000000
PA
USD
8843432.05000000
0.332530574033
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AB0
350000.00000000
PA
USD
369250.00000000
0.013884531906
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CS4
2900000.00000000
PA
USD
3146012.02000000
0.118296287800
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FK9
2000000.00000000
PA
USD
2191168.44000000
0.082392276554
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22648.96000000
0.000851645789
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
14468835.43000000
USD
12143532.35000000
EUR
2020-09-02
22648.96000000
N
N
N
2020-09-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer