0001752724-22-237614.txt : 20221026
0001752724-22-237614.hdr.sgml : 20221026
20221026134058
ACCESSION NUMBER: 0001752724-22-237614
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220831
FILED AS OF DATE: 20221026
DATE AS OF CHANGE: 20221026
PERIOD START: 20230228
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: 221332643
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
C000123397
C000123395
C000123398
C000123396
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Corporate Bond Fund
S000039803
549300A4UMYKC7JGN025
2023-02-28
2022-08-31
N
263069248.13
833171.88
262236076.25
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
185063.98000000
AUD
CAD
EUR
GBP
USD
N
U.S. Corporate Investment Grade
2765TRUSD0
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AG5
452000.00000000
PA
USD
295408.79000000
0.112649942839
Long
DBT
CORP
US
Y
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBH3
632000.00000000
PA
USD
503927.10000000
0.192165436276
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AM1
262000.00000000
PA
USD
216839.08000000
0.082688500796
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
74000.00000000
PA
USD
67495.61000000
0.025738491425
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
N/A
600000.00000000
PA
318133.87000000
0.121315829061
Long
DBT
CORP
GB
Y
2
2052-09-09
Fixed
2.25000000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
268000.00000000
PA
USD
222942.44000000
0.085015930373
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
100000.00000000
PA
USD
78988.93000000
0.030121305630
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
113000.00000000
PA
USD
92307.45000000
0.035200133909
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
269000.00000000
PA
USD
269115.11000000
0.102623221735
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDP3
1134000.00000000
PA
USD
734873.80000000
0.280233677421
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
454000.00000000
PA
USD
395804.40000000
0.150934381592
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Alliant Energy Finance LLC
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAB2
181000.00000000
PA
USD
174193.00000000
0.066426024401
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.25000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EE6
305000.00000000
PA
USD
229377.58000000
0.087469879537
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp., Series F
857477AQ6
225000.00000000
PA
USD
222786.69000000
0.084956537325
Long
DBT
CORP
US
N
2
2022-09-15
Floating
5.42585880
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAU9
640000.00000000
PA
USD
592198.40000000
0.225826441757
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAN4
180000.00000000
PA
USD
166903.68000000
0.063646345837
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.40000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
11482385.29200000
NS
USD
11486978.24000000
4.380395864773
Long
STIV
RF
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
436000.00000000
PA
USD
391979.05000000
0.149475638747
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFT6
156000.00000000
PA
USD
112600.70000000
0.042938676329
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
555000.00000000
PA
USD
440636.84000000
0.168030595294
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
543000.00000000
PA
USD
473313.54000000
0.180491390341
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699880
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
3536000.00000000
PA
USD
3385488.36000000
1.291007861470
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88699920
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
33000.00000000
PA
USD
31266.98000000
0.011923218363
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
125000.00000000
PA
USD
117656.25000000
0.044866538457
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAU3
262000.00000000
PA
USD
248766.66000000
0.094863629580
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
Flex Intermediate Holdco LLC
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
129000.00000000
PA
USD
106516.46000000
0.040618537892
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAG6
520000.00000000
PA
USD
470047.12000000
0.179245787506
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
4.58799840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15422.99000000
0.005881337999
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
331443.84000000
GBP
400489.33000000
USD
2022-09-06
15422.99000000
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAK4
35000.00000000
PA
USD
32874.18000000
0.012536101237
Long
DBT
CORP
AU
Y
2
2028-11-28
Variable
3.76300080
N
N
N
N
N
N
RELX Finance BV
54930086P8MBY4IN4E29
RELX Finance BV
N/A
100000.00000000
PA
80985.10000000
0.030882516684
Long
DBT
CORP
NL
Y
2
2032-03-10
Fixed
0.87500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAL5
312000.00000000
PA
USD
296952.39000000
0.113238572757
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
385000.00000000
PA
USD
343488.46000000
0.130984441542
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
275000.00000000
PA
USD
261551.23000000
0.099738843617
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
035242AB2
243000.00000000
PA
USD
203285.62000000
0.077520081488
Long
DBT
CORP
US
N
2
2043-01-17
Fixed
4.00000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CK6
200000.00000000
PA
USD
143095.73000000
0.054567522534
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DF4
180000.00000000
PA
USD
156702.51000000
0.059756274667
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.20000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
292000.00000000
PA
USD
229198.81000000
0.087401708139
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
786000.00000000
PA
USD
702259.60000000
0.267796715860
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300120
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBH0
414000.00000000
PA
USD
342416.49000000
0.130575661021
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
2.35000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NZ4
260000.00000000
PA
USD
251419.88000000
0.095875397311
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.15000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
202000.00000000
PA
USD
206797.50000000
0.078859287004
Long
DBT
CORP
FR
Y
2
2025-12-23
Variable
8.12499840
N
N
N
N
N
N
Piedmont Natural Gas Co., Inc.
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co., Inc.
720186AL9
685000.00000000
PA
USD
637630.97000000
0.243151506504
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Metropolitan Edison Co.
N/A
Metropolitan Edison Co.
591894CB4
46000.00000000
PA
USD
43897.90000000
0.016739840157
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYJ7
392000.00000000
PA
USD
317315.92000000
0.121003915455
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38299840
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
769000.00000000
PA
USD
646852.70000000
0.246668082153
Long
DBT
CORP
NO
Y
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
1148000.00000000
PA
USD
994838.03000000
0.379367341147
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAQ7
400000.00000000
PA
USD
395000.36000000
0.150627772367
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
1438000.00000000
PA
USD
1326007.42000000
0.505654080461
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11594.01000000
0.004421210904
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
535242.96000000
EUR
549626.81000000
USD
2022-09-06
11594.01000000
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
1407000.00000000
PA
USD
1404227.20000000
0.535482081672
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
555000.00000000
PA
USD
551992.16000000
0.210494363664
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
942000.00000000
PA
USD
685064.17000000
0.261239483062
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class AA
90931CAA6
30928.29000000
PA
USD
28349.67000000
0.010810743664
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Monongahela Power Co.
N/A
Monongahela Power Co.
610202BR3
870000.00000000
PA
USD
820457.88000000
0.312869949753
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BG1
150000.00000000
PA
USD
141830.74000000
0.054085136579
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.39300000
N
N
N
N
N
N
TSMC Global Ltd.
549300N2ZLI21P85T117
TSMC Global Ltd.
872882AK1
940000.00000000
PA
USD
785529.80000000
0.299550622947
Long
DBT
CORP
VG
Y
2
2031-04-23
Fixed
2.25000000
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BX9
873000.00000000
PA
USD
735275.12000000
0.280386715098
Long
DBT
CORP
US
Y
2
2031-12-13
Fixed
2.07600000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CG5
380000.00000000
PA
USD
249542.58000000
0.095159515642
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.37500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
716000.00000000
PA
USD
662463.20000000
0.252620924425
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAL8
224000.00000000
PA
USD
199810.98000000
0.076195076915
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.50000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAV4
184000.00000000
PA
USD
153554.70000000
0.058555902069
Long
DBT
CORP
US
N
2
2031-11-24
Fixed
2.60000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
183000.00000000
PA
USD
159518.75000000
0.060830207758
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CF2
184000.00000000
PA
USD
172250.23000000
0.065685176678
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
Mellon Capital IV
N/A
Mellon Capital IV, Series 1
58551TAA5
228000.00000000
PA
USD
173415.58000000
0.066129566335
Long
DBT
CORP
US
N
2
2164-12-31
Floating
3.99999960
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CF3
329000.00000000
PA
USD
242199.32000000
0.092359267825
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
035242AM8
758000.00000000
PA
USD
733355.75000000
0.279654790632
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
526000.00000000
PA
USD
463661.20000000
0.176810607689
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAH9
1368000.00000000
PA
USD
1291894.84000000
0.492645732987
Long
DBT
CORP
FI
Y
2
2033-09-13
Variable
4.62499920
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EF3
401000.00000000
PA
USD
293428.13000000
0.111894646303
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
N/A
N/A
Canada 5 Year Bond
N/A
-3.00000000
NC
1353.08000000
0.000515977824
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Short
Canada
Canada 5 Year Bond
2022-12-19
-337920.00000000
CAD
1353.08000000
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
75000.00000000
PA
USD
75032.09000000
0.028612420942
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CY3
550000.00000000
PA
USD
544987.34000000
0.207823175130
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
807000.00000000
PA
USD
743773.70000000
0.283627527774
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
206000.00000000
PA
USD
203647.72000000
0.077658163175
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
618000.00000000
PA
USD
545385.00000000
0.207974817118
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAR5
124000.00000000
PA
USD
74679.32000000
0.028477897117
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AM2
320000.00000000
PA
USD
321516.54000000
0.122605762181
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
599000.00000000
PA
USD
432879.10000000
0.165072291421
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DC1
396000.00000000
PA
USD
278852.89000000
0.106336585716
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
264000.00000000
PA
USD
195825.29000000
0.074675190690
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
984000.00000000
PA
USD
788381.01000000
0.300637891351
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600080
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
53000.00000000
PA
USD
43792.93000000
0.016699811340
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
160000.00000000
PA
USD
143300.80000000
0.054645723063
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAW1
312000.00000000
PA
USD
285089.62000000
0.108714874046
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAN1
269000.00000000
PA
USD
237462.41000000
0.090552914532
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAF3
150000.00000000
PA
USD
129093.75000000
0.049228066498
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co., Series R
677415CU3
328000.00000000
PA
USD
234593.68000000
0.089458965125
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series N
06051GJP5
170000.00000000
PA
USD
140944.00000000
0.053746990885
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100040
N
N
N
N
N
N
University of Chicago (The)
54930099Y7GU6182V326
University of Chicago (The), Series 20B
91412NBD1
127000.00000000
PA
USD
101277.34000000
0.038620673954
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76100000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4589.14000000
0.001750003304
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
386926.05000000
EUR
393531.96000000
USD
2022-09-06
4589.14000000
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
394000.00000000
PA
USD
343973.45000000
0.131169385585
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CP2
388000.00000000
PA
USD
312254.94000000
0.119073982674
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
Massachusetts Electric Co.
549300XN8GZY5U5O1B96
Massachusetts Electric Co.
575634AU4
510000.00000000
PA
USD
396867.37000000
0.151339730091
Long
DBT
CORP
US
Y
2
2030-11-24
Fixed
1.72900000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLA5
410000.00000000
PA
USD
410727.45000000
0.156625074579
Long
DBT
CORP
US
N
2
2026-07-22
Variable
4.82699880
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
153000.00000000
PA
USD
147336.47000000
0.056184668451
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JX6
150000.00000000
PA
USD
149827.35000000
0.057134530131
Long
DBT
CORP
US
N
2
2022-11-14
Floating
3.43230480
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
224000.00000000
PA
USD
217843.94000000
0.083071689873
Long
DBT
CORP
US
Y
2
2054-09-15
Variable
4.37500080
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AR7
156000.00000000
PA
USD
104756.91000000
0.039947558512
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
651000.00000000
PA
USD
530400.45000000
0.202260671981
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBC7
718000.00000000
PA
USD
636797.40000000
0.242833636434
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
449000.00000000
PA
USD
421322.26000000
0.160665254767
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
-9.00000000
NC
27763.16000000
0.010587086413
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bund
2022-09-08
-1329300.00000000
EUR
27763.16000000
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EX2
138000.00000000
PA
123684.52000000
0.047165333530
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
0.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
2000.00000000
PA
USD
1616.42000000
0.000616398789
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DH9
464000.00000000
PA
USD
441484.05000000
0.168353666785
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
5.40200160
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FG7
44000.00000000
PA
USD
40467.21000000
0.015431595293
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.05000000
N
N
N
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851AW2
332000.00000000
PA
USD
235618.66000000
0.089849826678
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945CAG8
96000.00000000
PA
USD
93132.60000000
0.035514793132
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
213000.00000000
PA
USD
208828.55000000
0.079633799050
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
568000.00000000
PA
USD
496045.77000000
0.189160003113
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAX8
794000.00000000
PA
USD
726956.01000000
0.277214340755
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-51.00000000
NC
USD
45955.41000000
0.017524442348
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-12-20
-5947875.00000000
USD
45955.41000000
N
N
N
Emera, Inc.
NQZVQT2P5IUF2PGA1Q48
Emera, Inc., Series 16-A
290876AD3
448000.00000000
PA
USD
452448.64000000
0.172534857320
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
400000.00000000
PA
388413.18000000
0.148115844911
Long
DBT
CORP
IT
Y
2
2027-01-11
Variable
7.75000120
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFB0
585000.00000000
PA
USD
588437.37000000
0.224392226429
Long
DBT
CORP
US
Y
2
2027-06-30
Fixed
4.40000000
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
25000.00000000
PA
USD
24209.74000000
0.009232040208
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CU2
240000.00000000
PA
USD
210005.51000000
0.080082616016
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
735000.00000000
PA
USD
731551.29000000
0.278966685461
Long
DBT
CORP
CH
Y
2
2026-07-15
Variable
6.37300080
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBC8
18000.00000000
PA
USD
16204.03000000
0.006179176500
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBC1
628000.00000000
PA
USD
597474.82000000
0.227838529520
Long
DBT
CORP
AU
Y
2
2028-06-21
Variable
4.09799880
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAV5
206000.00000000
PA
USD
142860.31000000
0.054477748463
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CE0
75000.00000000
PA
USD
70695.75000000
0.026958819324
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAE3
105000.00000000
PA
USD
97914.58000000
0.037338333230
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.37500000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EJ2
153000.00000000
PA
USD
130308.20000000
0.049691179742
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CG0
22000.00000000
PA
USD
23410.75000000
0.008927356729
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.37500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
135000.00000000
PA
USD
124184.11000000
0.047355845075
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.37499880
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
219000.00000000
PA
USD
193103.96000000
0.073637450179
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc., Series A
15189TAS6
344000.00000000
PA
USD
320053.10000000
0.122047700139
Long
DBT
CORP
US
N
2
2023-09-01
Variable
6.12500040
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDZ2
170000.00000000
PA
USD
124686.81000000
0.047547542574
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
403000.00000000
PA
USD
328403.13000000
0.125231865384
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Euro-Schatz
N/A
13.00000000
NC
-6134.03000000
-0.00233912514
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Schatz
2022-09-08
1411735.00000000
EUR
-6134.03000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
818000.00000000
PA
USD
727479.34000000
0.277413905212
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200040
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAD4
372000.00000000
PA
USD
358665.66000000
0.136772051019
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHX0
664000.00000000
PA
USD
576429.96000000
0.219813371311
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.88399960
N
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAG2
310000.00000000
PA
USD
302659.27000000
0.115414810322
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBF7
167000.00000000
PA
USD
128839.78000000
0.049131218649
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAM6
180000.00000000
PA
USD
131731.56000000
0.050233957845
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDA6
300000.00000000
PA
USD
265241.98000000
0.101146258666
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AS5
150000.00000000
PA
USD
120174.00000000
0.045826646630
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
488000.00000000
PA
USD
379717.68000000
0.144799939592
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
423000.00000000
PA
USD
340563.31000000
0.129868977171
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAL8
356000.00000000
PA
USD
262760.95000000
0.100200153143
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FZ4
190000.00000000
PA
USD
159113.57000000
0.060675698124
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
455000.00000000
PA
USD
397557.90000000
0.151603053891
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12599880
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BD6
314000.00000000
PA
USD
204432.35000000
0.077957370672
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.55000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAY2
181000.00000000
PA
USD
154093.60000000
0.058761403924
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
4.02500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EG1
221000.00000000
PA
USD
156092.00000000
0.059523465356
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series B
842400GJ6
54000.00000000
PA
USD
51307.43000000
0.019565359096
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AU9
262000.00000000
PA
USD
160725.30000000
0.061290308449
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
624000.00000000
PA
USD
493200.91000000
0.188075156192
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DR5
460000.00000000
PA
USD
434494.74000000
0.165688392769
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96949LAD7
385000.00000000
PA
USD
371475.68000000
0.141656970052
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
248000.00000000
PA
USD
168858.39000000
0.064391746709
Long
DBT
CORP
US
N
2
2052-01-25
Variable
2.80199880
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBE0
80000.00000000
PA
USD
56043.63000000
0.021371441641
Long
DBT
CORP
US
Y
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
1000000.00000000
PA
USD
880968.75000000
0.335944909868
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53799920
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VAY3
237000.00000000
PA
USD
224925.58000000
0.085772172622
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
921000.00000000
PA
USD
846015.06000000
0.322615817052
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAS0
312000.00000000
PA
USD
217293.75000000
0.082861882738
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
1433000.00000000
PA
USD
1175643.89000000
0.448315085708
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
175000.00000000
PA
USD
163885.75000000
0.062495501131
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAK1
205000.00000000
PA
USD
205543.14000000
0.078380954649
Long
DBT
CORP
JP
Y
2
2027-07-27
Fixed
4.37200000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
770000.00000000
PA
USD
651638.90000000
0.248493231487
Long
DBT
CORP
NL
Y
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507VAQ2
855000.00000000
PA
USD
578395.28000000
0.220562818156
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
190000.00000000
PA
USD
163764.95000000
0.062449435768
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2018-1, Class AA
909318AA5
577707.11000000
PA
USD
516514.70000000
0.196965538604
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
80000.00000000
PA
USD
60100.00000000
0.022918280680
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZT4
1050000.00000000
PA
USD
1030504.83000000
0.392968368325
Long
DBT
CORP
US
N
2
2027-06-15
Variable
4.38699960
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CY3
1290000.00000000
PA
USD
1263245.72000000
0.481720798322
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAP9
320000.00000000
PA
USD
265128.99000000
0.101103171535
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.75000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAC4
216000.00000000
PA
USD
214748.96000000
0.081891463245
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
205000.00000000
PA
USD
154817.31000000
0.059037380445
Long
DBT
CORP
NL
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JY4
336000.00000000
PA
USD
324565.77000000
0.123768542696
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
288000.00000000
PA
USD
248465.40000000
0.094748748361
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEE8
152000.00000000
PA
USD
121483.75000000
0.046326101174
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-558.20000000
-0.00021286163
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
14840.01000000
USD
12292.99000000
GBP
2022-09-06
-558.20000000
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAL9
343000.00000000
PA
USD
268335.61000000
0.102325970490
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BV5
159000.00000000
PA
USD
106092.16000000
0.040456737119
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
N/A
650000.00000000
PA
563400.09000000
0.214844615606
Long
DBT
CORP
GB
Y
2
2029-03-22
Variable
3.62500115
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AA0
400000.00000000
PA
USD
380195.46000000
0.144982134203
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
2.45000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081FA6
288000.00000000
PA
USD
214709.92000000
0.081876575896
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HT3
902000.00000000
PA
USD
596343.51000000
0.227407120533
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CH7
292000.00000000
PA
USD
279897.78000000
0.106735039664
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 13-A
842400FW8
5000.00000000
PA
USD
4057.09000000
0.001547113600
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
277000.00000000
PA
USD
260879.70000000
0.099482765197
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800040
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado, Series 39
744448CX7
165000.00000000
PA
USD
160187.68000000
0.061085294704
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Duke Energy Ohio, Inc.
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAG5
51000.00000000
PA
USD
46028.81000000
0.017552432395
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AY8
10000.00000000
PA
USD
8732.94000000
0.003330182530
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
987000.00000000
PA
USD
795035.21000000
0.303175375931
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23899840
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
501000.00000000
PA
USD
361708.92000000
0.137932554960
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AX4
1120000.00000000
PA
USD
936345.63000000
0.357062095875
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BQ6
54000.00000000
PA
USD
48452.23000000
0.018476569163
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.30000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
340000.00000000
PA
USD
328347.75000000
0.125210747009
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
60000.00000000
PA
USD
47925.00000000
0.018275517497
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAN3
836000.00000000
PA
USD
683439.65000000
0.260619995453
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBS0
100000.00000000
PA
USD
92697.89000000
0.035349022653
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc., Series A
69352PAC7
712000.00000000
PA
USD
593452.00000000
0.226304484297
Long
DBT
CORP
US
N
2
2067-03-30
Floating
4.91542920
N
N
N
N
N
N
Alexander Funding Trust
N/A
Alexander Funding Trust
014621AA4
1045000.00000000
PA
USD
992913.06000000
0.378633281201
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
90000.00000000
PA
USD
71284.97000000
0.027183509995
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800160
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
152000.00000000
PA
USD
134035.86000000
0.051112669895
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BX1
415000.00000000
PA
USD
333866.79000000
0.127315354460
Long
DBT
CORP
JP
N
2
2032-07-20
Variable
2.30900040
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBE7
160000.00000000
PA
USD
155230.00000000
0.059194753910
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDL2
280000.00000000
PA
USD
193638.54000000
0.073841304662
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
176000.00000000
PA
USD
168415.18000000
0.064222734876
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
Toll Brothers Finance Corp.
N/A
Toll Brothers Finance Corp.
88947EAS9
348000.00000000
PA
USD
335433.60000000
0.127912835181
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAB7
370000.00000000
PA
USD
347314.32000000
0.132443378869
Long
DBT
CORP
US
Y
2
2027-03-24
Fixed
3.37500000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2019-1, Class AA
11043XAA1
17408.15000000
PA
USD
15305.43000000
0.005836508164
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAY0
60000.00000000
PA
USD
54694.97000000
0.020857149322
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
900000.00000000
PA
USD
950350.50000000
0.362402653971
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BY7
665000.00000000
PA
USD
472152.49000000
0.180048640428
Long
DBT
CORP
US
Y
2
2051-12-13
Fixed
2.60700000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAG9
25000.00000000
PA
USD
24214.36000000
0.009233801979
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEF5
103000.00000000
PA
USD
80880.86000000
0.030842766242
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAP5
181000.00000000
PA
USD
159105.24000000
0.060672521597
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAC7
300000.00000000
PA
USD
293264.86000000
0.111832385609
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
930000.00000000
PA
USD
819784.22000000
0.312613059088
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
370000.00000000
PA
USD
293949.89000000
0.112093612062
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBD4
368000.00000000
PA
USD
373066.09000000
0.142263450298
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
570000.00000000
PA
USD
527558.85000000
0.201177068214
Long
DBT
CORP
NL
Y
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AG0
179000.00000000
PA
USD
164861.54000000
0.062867604777
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.61600000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BZ8
185000.00000000
PA
USD
159160.22000000
0.060693487439
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2174.25000000
0.000829119330
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
100375.49000000
EUR
103072.93000000
USD
2022-09-06
2174.25000000
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAH6
676000.00000000
PA
USD
580714.86000000
0.221447357016
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAM1
686000.00000000
PA
USD
653929.21000000
0.249366608649
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CR4
534000.00000000
PA
USD
370973.70000000
0.141465547115
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 21A
8426EPAE8
140000.00000000
PA
USD
97481.17000000
0.037173058487
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDT6
794000.00000000
PA
USD
683892.35000000
0.260792626163
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
948000.00000000
PA
USD
896366.96000000
0.341816798366
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-792.64000000
-0.00030226199
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
51053.25000000
USD
50000.00000000
EUR
2022-09-06
-792.64000000
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AF6
292000.00000000
PA
USD
212323.31000000
0.080966476099
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CH0
363000.00000000
PA
USD
299777.89000000
0.114316037017
Long
DBT
CORP
GB
N
2
2031-06-04
Variable
2.84799960
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
80000.00000000
PA
USD
66575.94000000
0.025387788344
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
238000.00000000
PA
USD
205339.86000000
0.078303436711
Long
DBT
CORP
US
Y
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
384000.00000000
PA
USD
365013.77000000
0.139192812529
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
263000.00000000
PA
USD
215367.98000000
0.082127517723
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EP1
100000.00000000
PA
USD
95306.16000000
0.036343649341
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
484000.00000000
PA
USD
438021.19000000
0.167033154348
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
265000.00000000
PA
USD
212403.11000000
0.080996906694
Long
DBT
CORP
AU
Y
2
2031-03-11
Fixed
2.68800000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
47123.62000000
0.017969922626
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2389306.80000000
EUR
2448884.17000000
USD
2022-09-06
47123.62000000
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BR0
546000.00000000
PA
USD
506619.58000000
0.193192175250
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.95000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAD9
885000.00000000
PA
USD
805690.03000000
0.307238440080
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCC7
223000.00000000
PA
USD
203710.50000000
0.077682103436
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECN9
652000.00000000
PA
USD
547509.21000000
0.208784854406
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
7.00000000
NC
USD
-4975.65000000
-0.00189739339
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2022-12-20
816375.00000000
USD
-4975.65000000
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
200000.00000000
PA
192703.99000000
0.073484927305
Long
DBT
CORP
IT
Y
2
2026-06-03
Variable
7.50000175
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
500000.00000000
PA
USD
497085.00000000
0.189556298701
Long
DBT
CORP
FR
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
214000.00000000
PA
USD
205699.96000000
0.078440755727
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AH9
237000.00000000
PA
USD
163425.72000000
0.062320075230
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GE7
86000.00000000
PA
USD
65391.13000000
0.024935977892
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
172000.00000000
PA
USD
139851.98000000
0.053330564581
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
1400000.00000000
PA
USD
1319904.14000000
0.503326681391
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DE7
304000.00000000
PA
USD
296283.64000000
0.112983554450
Long
DBT
CORP
US
N
2
2028-04-25
Variable
4.05500040
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
353000.00000000
PA
USD
256443.03000000
0.097790904160
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAJ8
110000.00000000
PA
USD
87584.51000000
0.033399107877
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
376000.00000000
PA
USD
341521.19000000
0.130234251093
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
413875AW5
820000.00000000
PA
USD
806042.92000000
0.307373009666
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
1665000.00000000
PA
USD
1450989.57000000
0.553314246746
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48799880
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAX4
506000.00000000
PA
USD
450887.27000000
0.171939451065
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
1006000.00000000
PA
USD
878952.80000000
0.335176155992
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCG9
22000.00000000
PA
USD
20200.98000000
0.007703356566
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBZ7
1805000.00000000
PA
USD
1791777.06000000
0.683268711773
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.30399880
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AJ1
497000.00000000
PA
USD
454266.42000000
0.173228041883
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
415000.00000000
PA
USD
361604.35000000
0.137892678677
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
668000.00000000
PA
USD
591515.08000000
0.225565867388
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
228000.00000000
PA
USD
194536.92000000
0.074183889105
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788NAA8
835000.00000000
PA
USD
799177.41000000
0.304754945020
Long
DBT
CORP
US
N
2
2033-07-28
Variable
4.91600160
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
180000.00000000
PA
USD
169345.32000000
0.064577430543
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBG6
516000.00000000
PA
USD
503105.16000000
0.191852001141
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
368000.00000000
PA
USD
342169.14000000
0.130481337614
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FX9
700000.00000000
PA
USD
617070.03000000
0.235310884308
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
95000.00000000
PA
USD
83301.13000000
0.031765701802
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
470000.00000000
PA
USD
355227.46000000
0.135460942323
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.09099960
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AH2
120000.00000000
PA
USD
110668.20000000
0.042201744924
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 20-A
8426EPAD0
354000.00000000
PA
USD
281145.88000000
0.107210984857
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAE5
150000.00000000
PA
USD
136325.73000000
0.051985879269
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
142000.00000000
PA
USD
101871.00000000
0.038847057756
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCE4
190000.00000000
PA
USD
117319.05000000
0.044737952030
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
844000.00000000
PA
USD
794005.69000000
0.302782783114
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
N/A
500000.00000000
PA
461958.43000000
0.176161280555
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP, Series B
55336VAU4
420000.00000000
PA
USD
405066.67000000
0.154466416593
Long
DBT
CORP
US
N
2
2023-02-15
Variable
6.87499920
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
294000.00000000
PA
USD
278499.90000000
0.106201977997
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series AA
037735CZ8
298000.00000000
PA
USD
253428.74000000
0.096641447517
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.70000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAP8
446000.00000000
PA
USD
361643.44000000
0.137907585093
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAR0
513000.00000000
PA
USD
476203.37000000
0.181593385932
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HM2
166000.00000000
PA
USD
158251.16000000
0.060346830330
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKW8
530000.00000000
PA
USD
529515.64000000
0.201923262265
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.94799840
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818DL9
41000.00000000
PA
USD
37285.82000000
0.014218417440
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
4.30000000
N
N
N
N
N
N
INEOS Quattro Finance 2 plc
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
45674GAA2
200000.00000000
PA
USD
173000.00000000
0.065971090810
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
162000.00000000
PA
USD
165129.84000000
0.062969917168
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAL6
827000.00000000
PA
USD
822572.99000000
0.313676516886
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
560000.00000000
PA
USD
507829.87000000
0.193653702138
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AC9
313000.00000000
PA
USD
298555.38000000
0.113849850207
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co., Series CC
641423CC0
600000.00000000
PA
USD
575344.51000000
0.219399450383
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.70000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AY5
496000.00000000
PA
USD
418287.13000000
0.159507851086
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2019-1, Class B
477165AA2
378571.63000000
PA
USD
378070.86000000
0.144171948195
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
8.00000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
190000.00000000
PA
USD
132584.51000000
0.050559218203
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCB9
634000.00000000
PA
USD
601349.00000000
0.229315892992
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBP8
575000.00000000
PA
USD
574590.17000000
0.219111793547
Long
DBT
CORP
US
Y
2
2027-07-06
Fixed
4.71400000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BZ6
602000.00000000
PA
USD
417154.51000000
0.159075942549
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HY6
508000.00000000
PA
USD
346967.13000000
0.132310982898
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHQ5
462000.00000000
PA
USD
433485.32000000
0.165303464801
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400040
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AH3
29000.00000000
PA
USD
27896.60000000
0.010637971860
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CJ9
274000.00000000
PA
USD
226917.58000000
0.086531793506
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FY7
203000.00000000
PA
USD
172967.02000000
0.065958514356
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Guardian Life Insurance Co. of America (The)
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co. of America (The)
401378AB0
140000.00000000
PA
USD
131988.27000000
0.050331850555
Long
DBT
CORP
US
Y
2
2064-06-19
Fixed
4.87500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DF4
352000.00000000
PA
USD
334788.43000000
0.127666808773
Long
DBT
CORP
US
N
2
2033-04-25
Variable
4.33699920
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
607000.00000000
PA
USD
533780.89000000
0.203549754722
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAB2
89000.00000000
PA
USD
71175.09000000
0.027141608819
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
1038000.00000000
PA
USD
827043.84000000
0.315381411980
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742AZ8
127000.00000000
PA
USD
112683.29000000
0.042970170851
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
885000.00000000
PA
USD
832071.98000000
0.317298821694
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900160
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
1030000.00000000
PA
USD
1005334.43000000
0.383369994081
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.20999920
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
90000.00000000
PA
USD
78161.85000000
0.029805910429
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NU1
250000.00000000
PA
USD
244555.58000000
0.093257794082
Long
DBT
CORP
US
N
2
2033-05-24
Variable
4.91000040
N
N
N
N
N
N
Cottage Health Obligated Group
N/A
Cottage Health Obligated Group, Series 2020
22170QAA8
19000.00000000
PA
USD
14933.45000000
0.005694658878
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2J9
930000.00000000
PA
USD
924818.03000000
0.352666209480
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
91.00000000
NC
USD
-37255.63000000
-0.01420690491
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2022-12-30
18950750.00000000
USD
-37255.63000000
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
538000.00000000
PA
USD
536131.96000000
0.204446301846
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CD4
1315000.00000000
PA
USD
1080016.93000000
0.411849103847
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BS3
395000.00000000
PA
USD
339426.09000000
0.129435314489
Long
DBT
CORP
AU
Y
2
2032-03-14
Fixed
3.78400000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBC5
267000.00000000
PA
USD
201286.91000000
0.076757901841
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
176000.00000000
PA
USD
116600.58000000
0.044463973709
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAA5
59000.00000000
PA
USD
50012.76000000
0.019071655096
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Longfor Group Holdings Ltd.
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd.
N/A
200000.00000000
PA
USD
160000.00000000
0.061013725604
Long
DBT
CORP
KY
Y
2
2028-01-16
Fixed
4.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
613000.00000000
PA
USD
542652.93000000
0.206932981060
Long
DBT
CORP
DK
Y
2
2026-09-11
Variable
1.62100080
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
223000.00000000
PA
USD
218319.04000000
0.083252862505
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC53
687000.00000000
PA
USD
598712.28000000
0.228310417300
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600120
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAS4
1200000.00000000
PA
USD
1174433.42000000
0.447853490181
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
91000.00000000
PA
USD
79842.70000000
0.030446878683
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBT7
790000.00000000
PA
USD
665387.08000000
0.253735904500
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
696000.00000000
PA
USD
592604.05000000
0.225981130618
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DD4
329000.00000000
PA
USD
277973.07000000
0.106001078865
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
401000.00000000
PA
USD
336893.35000000
0.128469490093
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJY6
700000.00000000
PA
USD
678280.02000000
0.258652443896
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.52300080
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
290000.00000000
PA
USD
259798.28000000
0.099070381053
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
592000.00000000
PA
USD
488365.87000000
0.186231382418
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-1, Class A
02376WAA9
157159.32000000
PA
USD
124134.99000000
0.047337113861
Long
ABS-O
CORP
US
N
2
2028-01-15
Fixed
4.10000000
N
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series J
845437BN1
89000.00000000
PA
USD
70702.47000000
0.026961381901
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBB2
492000.00000000
PA
USD
419785.52000000
0.160079240813
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BD5
392000.00000000
PA
USD
350392.15000000
0.133617065588
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VBB2
269000.00000000
PA
USD
254664.09000000
0.097112530679
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
648000.00000000
PA
USD
529652.92000000
0.201975612041
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57199840
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAN9
458000.00000000
PA
USD
415487.22000000
0.158440145208
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DR6
55000.00000000
PA
USD
40208.55000000
0.015332958979
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Ovintiv Exploration, Inc.
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration, Inc.
651290AR9
640000.00000000
PA
USD
650943.35000000
0.248227993382
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
452000.00000000
PA
USD
391310.04000000
0.149220521293
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
340000.00000000
PA
USD
301983.42000000
0.115157084531
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94799960
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
260000.00000000
PA
USD
218796.35000000
0.083434877888
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Columbia Pipeline Group, Inc.
549300SRP1TQM9JJBG80
Columbia Pipeline Group, Inc.
198280AH2
180000.00000000
PA
USD
186500.28000000
0.071119230682
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.80000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
338000.00000000
PA
USD
285678.86000000
0.108939572344
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAB1
155000.00000000
PA
USD
144033.75000000
0.054925223127
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
384000.00000000
PA
USD
364135.68000000
0.138857965390
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co. (The)
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co. (The)
668138AA8
80000.00000000
PA
USD
67006.92000000
0.025552136440
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAP3
193000.00000000
PA
USD
176204.53000000
0.067193092773
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.75000000
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
University of Miami, Series 2022
914453AA3
140000.00000000
PA
USD
123633.87000000
0.047146018872
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DS4
942000.00000000
PA
USD
648465.41000000
0.247283066187
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
583000.00000000
PA
USD
585964.56000000
0.223449255487
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CG5
70000.00000000
PA
USD
45968.37000000
0.017529384460
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.37500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
572000.00000000
PA
USD
468343.08000000
0.178595976075
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
529000.00000000
PA
USD
499152.61000000
0.190344752384
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.58400160
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZU1
735000.00000000
PA
USD
717468.43000000
0.273596386988
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.48200000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKQ1
250000.00000000
PA
USD
238691.62000000
0.091021656292
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.57099920
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AT7
354000.00000000
PA
USD
320968.87000000
0.122396916011
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
Trustees of Boston University
549300M1CR2B2GU2ZU17
Trustees of Boston University, Series Ee
10115CAB0
317000.00000000
PA
USD
236686.15000000
0.090256898815
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.17300000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAM1
596000.00000000
PA
USD
539179.46000000
0.205608422651
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CW8
193000.00000000
PA
USD
148905.90000000
0.056783148272
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCD5
1408000.00000000
PA
USD
1356516.48000000
0.517288276807
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAM6
345000.00000000
PA
USD
339492.12000000
0.129460494091
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
142.00000000
NC
USD
-160055.30000000
-0.06103481347
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2022-12-20
19236562.50000000
USD
-160055.30000000
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AC2
425000.00000000
PA
USD
372066.55000000
0.141882289927
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64199960
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
640000.00000000
PA
USD
534647.93000000
0.203880388101
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CJ7
245000.00000000
PA
USD
192518.99000000
0.073414380184
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAX2
170000.00000000
PA
USD
165833.64000000
0.063238301293
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BE0
67000.00000000
PA
USD
63817.10000000
0.024335743926
Long
DBT
CORP
US
Y
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AR9
1445000.00000000
PA
USD
1440112.37000000
0.549166381145
Long
DBT
CORP
CH
Y
2
2025-08-05
Variable
4.48999920
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
223000.00000000
PA
USD
212747.34000000
0.081128173911
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
220000.00000000
PA
USD
182971.97000000
0.069773759818
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDY5
287000.00000000
PA
USD
221656.55000000
0.084525574501
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBF9
927000.00000000
PA
USD
878946.77000000
0.335173856537
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Nationwide Mutual Insurance Co.
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
290000.00000000
PA
USD
241137.93000000
0.091954521837
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
1010000.00000000
PA
USD
954122.11000000
0.363840903831
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
592000.00000000
PA
USD
401089.05000000
0.152949607748
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EL0
155000.00000000
PA
USD
110053.18000000
0.041967215790
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCV4
1244000.00000000
PA
USD
1146682.22000000
0.437270964543
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXA7
335000.00000000
PA
USD
304824.47000000
0.116240478563
Long
DBT
CORP
US
N
2
2039-04-23
Variable
4.41100080
N
N
N
N
N
N
Alfa Desarrollo SpA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
199460.83600000
PA
USD
143113.15000000
0.054574165403
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAX5
396000.00000000
PA
USD
245751.18000000
0.093713719147
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.65000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
241000.00000000
PA
USD
172710.74000000
0.065860785621
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
395000.00000000
PA
USD
382706.17000000
0.145939557772
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
101000.00000000
PA
USD
73054.56000000
0.027858317987
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BT0
130000.00000000
PA
USD
119700.83000000
0.045646209976
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AW6
1030000.00000000
PA
USD
1043871.42000000
0.398065527416
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAR2
56000.00000000
PA
USD
45735.34000000
0.017440521782
Long
DBT
CORP
KY
Y
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BT2
316000.00000000
PA
USD
219851.02000000
0.083837061301
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AU3
170000.00000000
PA
USD
127846.80000000
0.048752559841
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
30000.00000000
PA
USD
21846.09000000
0.008330695879
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEK4
172000.00000000
PA
USD
170202.42000000
0.064904273444
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
529000.00000000
PA
USD
461155.75000000
0.175855189947
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AS9
538000.00000000
PA
USD
489376.47000000
0.186616760362
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAG7
610000.00000000
PA
USD
541877.49000000
0.206637278039
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2013-1, Class A
909319AA3
196009.96000000
PA
USD
184205.32000000
0.070244080308
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBD9
54000.00000000
PA
USD
48501.54000000
0.018495372831
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
583000.00000000
PA
USD
473902.74000000
0.180716073385
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BW9
440000.00000000
PA
USD
315904.16000000
0.120465560847
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
3.05000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDP8
600000.00000000
PA
USD
498910.59000000
0.190252461497
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214FG3
615000.00000000
PA
USD
591134.54000000
0.225420753869
Long
DBT
CORP
AU
N
2
2033-08-10
Variable
5.40500040
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
170000.00000000
PA
USD
141360.15000000
0.053905683772
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
392000.00000000
PA
USD
360850.14000000
0.137605071415
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BT2
270000.00000000
PA
USD
187847.39000000
0.071632931931
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class A
02379KAA2
155000.00000000
PA
USD
129651.39000000
0.049440714585
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.87500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBN9
136000.00000000
PA
USD
95394.50000000
0.036377336545
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AU5
256000.00000000
PA
USD
225687.04000000
0.086062544569
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BM9
98000.00000000
PA
USD
84763.13000000
0.032323214720
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.95000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGF0
1434000.00000000
PA
USD
1372669.90000000
0.523448153903
Long
DBT
CORP
US
N
2
2028-01-20
Variable
3.82399920
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBE4
332000.00000000
PA
USD
282518.83000000
0.107734539823
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903AM1
160000.00000000
PA
USD
104513.30000000
0.039854661301
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
2.80000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
350000.00000000
PA
USD
294341.25000000
0.112242851635
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
21000.00000000
PA
USD
20736.68000000
0.007907638146
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAH5
152000.00000000
PA
USD
128537.19000000
0.049015830254
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.45000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
660000.00000000
PA
USD
645115.05000000
0.246005454026
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAE2
427000.00000000
PA
USD
383730.07000000
0.146330007483
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CG2
1010000.00000000
PA
USD
930745.34000000
0.354926504891
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
2.09900160
N
N
N
N
N
N
Memorial Health Services
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
44000.00000000
PA
USD
35362.97000000
0.013485165925
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
222000.00000000
PA
USD
176549.86000000
0.067324779460
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
230000.00000000
PA
USD
230584.83000000
0.087930247164
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AT9
200000.00000000
PA
USD
170543.62000000
0.065034385214
Long
DBT
CORP
NL
N
2
2042-08-21
Fixed
3.62500000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CP1
250000.00000000
PA
USD
235650.05000000
0.089861796809
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
302570AX4
612000.00000000
PA
USD
506752.40000000
0.193242824269
Long
DBT
CORP
US
N
2
2067-06-15
Floating
3.95385840
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAF0
370000.00000000
PA
USD
375590.02000000
0.143225915126
Long
DBT
CORP
GB
Y
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAP5
472000.00000000
PA
USD
447120.62000000
0.170503092630
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAM0
178000.00000000
PA
USD
150268.55000000
0.057302775479
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.12500000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority, Sanford Health
19648FNV2
320000.00000000
PA
USD
264452.10000000
0.100845049156
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
3.79600000
N
N
N
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AF8
350000.00000000
PA
USD
343343.00000000
0.130928972439
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.87500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CA0
485000.00000000
PA
USD
328612.84000000
0.125311835312
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AY3
296000.00000000
PA
USD
214602.85000000
0.081835746274
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
343000.00000000
PA
USD
314518.97000000
0.119937338331
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJZ6
1286000.00000000
PA
USD
1013660.55000000
0.386545041588
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
859000.00000000
PA
USD
749600.08000000
0.285849334965
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EP1
310000.00000000
PA
USD
293127.10000000
0.111779852792
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
424000.00000000
PA
USD
329232.32000000
0.125548065204
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168AAB6
160000.00000000
PA
USD
152000.00000000
0.057963039324
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co., Series XXX
797440CB8
468000.00000000
PA
USD
415818.67000000
0.158566538954
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources, Series 2019
882484AB4
35000.00000000
PA
USD
27220.78000000
0.010380257510
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.37200000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CQ2
114000.00000000
PA
USD
106018.80000000
0.040428762325
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
490000.00000000
PA
USD
439875.94000000
0.167740436895
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
320000.00000000
PA
USD
295181.71000000
0.112563349109
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
AEP Texas, Inc.
5493001L78U618KXNZ75
AEP Texas, Inc.
00108WAP5
70000.00000000
PA
USD
68391.52000000
0.026080133968
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
2729000.00000000
PA
USD
2262332.57000000
0.862708366580
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700040
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
550000.00000000
PA
USD
541179.23000000
0.206371006514
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700080
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CJ2
194000.00000000
PA
USD
157840.57000000
0.060190257670
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAE6
913000.00000000
PA
USD
916521.33000000
0.349502380872
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
675000.00000000
PA
USD
657544.00000000
0.250745057431
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43099880
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-93.00000000
NC
USD
49540.56000000
0.018891588338
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2022-12-30
-10292484.38000000
USD
49540.56000000
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
-6.00000000
NC
3592.21000000
0.001369838220
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
Australia
Australia 10 Year Bond
2022-09-15
-719755.32000000
AUD
3592.21000000
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
6000.00000000
PA
USD
5207.12000000
0.001985661192
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
216000.00000000
PA
USD
183011.35000000
0.069788776821
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAJ9
596000.00000000
PA
USD
534225.52000000
0.203719308052
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
307000.00000000
PA
USD
241690.29000000
0.092165156471
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66799960
N
N
N
N
N
N
Louisville Gas and Electric Co.
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co.
546676AV9
65000.00000000
PA
USD
58697.24000000
0.022383358094
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.65000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBF1
1052000.00000000
PA
USD
760860.73000000
0.290143423773
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
320000.00000000
PA
USD
278402.99000000
0.106165022746
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CE2
176000.00000000
PA
USD
138448.12000000
0.052795222526
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
21000.00000000
PA
USD
19045.78000000
0.007262837467
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAG1
721000.00000000
PA
USD
714462.22000000
0.272450011538
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAG8
240000.00000000
PA
USD
224179.49000000
0.085487661806
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2017-1, Class AA
00908PAA5
38169.60000000
PA
USD
34024.95000000
0.012974931018
Long
ABS-O
CORP
CA
Y
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
13000.00000000
PA
USD
11077.95000000
0.004224418759
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC, Series N
00115AAN9
185000.00000000
PA
USD
129325.54000000
0.049316456320
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Santos Finance Ltd.
213800BKUBSWG53XNS94
Santos Finance Ltd.
803014AA7
482000.00000000
PA
USD
404804.96000000
0.154366617205
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AF6
240000.00000000
PA
USD
234416.01000000
0.089391213196
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
Pernod Ricard International Finance LLC
5493009254WI1A8WXT48
Pernod Ricard International Finance LLC
71427QAB4
797000.00000000
PA
USD
628580.89000000
0.239700387143
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
1.62500000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AG4
190000.00000000
PA
USD
182839.89000000
0.069723392987
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
595000.00000000
PA
USD
524441.07000000
0.199988147130
Long
DBT
CORP
CH
Y
2
2027-01-30
Variable
1.36400040
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAT3
254000.00000000
PA
USD
209711.81000000
0.079970617696
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.63900000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-165.00000000
NC
USD
176809.83000000
0.067423915324
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2022-12-20
-20601796.88000000
USD
176809.83000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGM5
16000.00000000
PA
USD
14394.24000000
0.005489038810
Long
DBT
CORP
US
N
2
2038-04-24
Variable
4.24400040
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
325000.00000000
PA
USD
334033.33000000
0.127378862121
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
105000.00000000
PA
USD
80951.22000000
0.030869597027
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CU3
185000.00000000
PA
USD
131129.40000000
0.050004332689
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DL1
278000.00000000
PA
USD
217992.60000000
0.083128379251
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
408000.00000000
PA
USD
406147.39000000
0.154878533803
Long
DBT
CORP
US
N
2
2033-07-20
Variable
4.88900160
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CJ6
368000.00000000
PA
USD
306120.09000000
0.116734544833
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JF8
401000.00000000
PA
USD
335396.35000000
0.127898630423
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
2216000.00000000
PA
USD
2048086.74000000
0.781008764807
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DK3
155000.00000000
PA
USD
150349.62000000
0.057333690371
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
105000.00000000
PA
USD
92658.44000000
0.035333978957
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
Country Garden Holdings Co. Ltd.
549300MGHLPT1EFHGF84
Country Garden Holdings Co. Ltd.
N/A
200000.00000000
PA
USD
87000.00000000
0.033176213297
Long
DBT
CORP
KY
Y
2
2030-08-06
Fixed
4.80000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBH6
190000.00000000
PA
USD
140294.03000000
0.053499134065
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAF0
402000.00000000
PA
USD
387631.88000000
0.147817907262
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
934000.00000000
PA
USD
854682.20000000
0.325920907688
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
1132000.00000000
PA
USD
997402.70000000
0.380345341595
Long
DBT
CORP
FR
Y
2
2028-01-19
Variable
2.79699840
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NW1
800000.00000000
PA
USD
619175.29000000
0.236113695283
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.35000000
N
N
N
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AL4
200000.00000000
PA
USD
157466.00000000
0.060047420725
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AV0
360000.00000000
PA
USD
352925.31000000
0.134583050145
Long
DBT
CORP
CH
Y
2
2028-08-11
Variable
6.44199840
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAF1
71000.00000000
PA
USD
68069.13000000
0.025957195124
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
196000.00000000
PA
USD
153176.39000000
0.058411638928
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Pepperdine University
549300G0RVHY0VSFWD76
Pepperdine University, Series 2020
71338QAC0
50000.00000000
PA
USD
35212.90000000
0.013427938864
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.30100000
N
N
N
N
N
N
BHP Billiton Finance Ltd.
549300KZMIS43NMT0A66
BHP Billiton Finance Ltd., Series 10
N/A
650000.00000000
PA
663512.82000000
0.253021182092
Long
DBT
CORP
AU
Y
2
2027-09-24
Fixed
3.25000000
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC, Series O
00115AAP4
100000.00000000
PA
USD
95312.45000000
0.036346047943
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.50000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAK8
376000.00000000
PA
USD
371106.85000000
0.141516321974
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International, Series B
281020AT4
291000.00000000
PA
USD
249626.87000000
0.095191658436
Long
DBT
CORP
US
N
2
2026-12-15
Variable
5.00000040
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
259000.00000000
PA
USD
266580.41000000
0.101656649920
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
419000.00000000
PA
USD
365364.66000000
0.139326619443
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
2045000.00000000
PA
USD
1822772.39000000
0.695088340271
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAP8
324000.00000000
PA
USD
216539.88000000
0.082574405130
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
1075000.00000000
PA
USD
1061351.99000000
0.404731494299
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCE3
310000.00000000
PA
USD
275033.30000000
0.104880039364
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CU4
100000.00000000
PA
USD
87954.89000000
0.033540347025
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAG7
40000.00000000
PA
USD
36305.12000000
0.013844441435
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
-67.00000000
NC
109335.77000000
0.041693641684
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bobl
2022-09-08
-8239660.00000000
EUR
109335.77000000
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
125000.00000000
PA
USD
121749.49000000
0.046427437346
Long
DBT
CORP
US
N
2
2033-06-01
Variable
4.78900080
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBM4
485000.00000000
PA
USD
327864.97000000
0.125026645718
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
200000.00000000
PA
USD
177778.00000000
0.067793113191
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Euro-BTP
N/A
-1.00000000
NC
4532.12000000
0.001728259538
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Republic of Italy
Euro-BTP
2022-09-08
-119510.00000000
EUR
4532.12000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2T9
1170000.00000000
PA
USD
1097524.49000000
0.418525362983
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.80499960
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DF3
610000.00000000
PA
USD
588279.19000000
0.224331906735
Long
DBT
CORP
GB
N
2
2028-06-09
Variable
4.75499880
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
260000.00000000
PA
USD
255076.96000000
0.097269972784
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
558000.00000000
PA
USD
442849.22000000
0.168874254958
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZR8
1656000.00000000
PA
USD
1567158.12000000
0.597613471956
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500120
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
256000.00000000
PA
USD
242334.72000000
0.092410900691
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAA5
460000.00000000
PA
USD
389929.96000000
0.148694247403
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CJ3
175000.00000000
PA
USD
159132.57000000
0.060682943504
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
336000.00000000
PA
USD
265089.09000000
0.101087956238
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000040
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBX6
430000.00000000
PA
USD
392747.15000000
0.149768542763
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
331000.00000000
PA
USD
287301.77000000
0.109558446003
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
120000.00000000
PA
USD
100982.93000000
0.038508404886
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BN5
384000.00000000
PA
USD
311489.84000000
0.118782222665
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.20000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DA6
513000.00000000
PA
USD
456554.95000000
0.174100740267
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
981000.00000000
PA
USD
718279.81000000
0.273905795217
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCJ7
115000.00000000
PA
USD
117070.96000000
0.044643346435
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HN0
238000.00000000
PA
USD
174590.42000000
0.066577574869
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAE7
492000.00000000
PA
USD
389073.65000000
0.148367705757
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAV2
200000.00000000
PA
USD
155502.08000000
0.059298507750
Long
DBT
CORP
NL
Y
2
2037-03-13
Variable
3.32399880
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
40000.00000000
PA
USD
37547.16000000
0.014318075734
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CC3
772000.00000000
PA
USD
704609.06000000
0.268692649034
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EQ7
529000.00000000
PA
USD
470666.27000000
0.179481891557
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
Long Gilt
N/A
-6.00000000
NC
9243.58000000
0.003524907835
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2022-12-28
-647580.00000000
GBP
9243.58000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
268000.00000000
PA
USD
196591.06000000
0.074967206194
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AK8
297000.00000000
PA
USD
254776.68000000
0.097155465275
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AE5
70000.00000000
PA
USD
69325.96000000
0.026436469379
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
89000.00000000
PA
USD
67270.58000000
0.025652679433
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AZ7
601000.00000000
PA
USD
594887.97000000
0.226852071044
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKY4
155000.00000000
PA
USD
153553.26000000
0.058555352946
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.01500160
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECM1
388000.00000000
PA
USD
313112.95000000
0.119401172591
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.90000000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903BF3
580000.00000000
PA
USD
560726.22000000
0.213824973290
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92400000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAR6
745000.00000000
PA
USD
653150.99000000
0.249069845514
Long
DBT
CORP
GB
N
2
2028-01-11
Variable
2.46899880
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
1019000.00000000
PA
USD
990977.50000000
0.377895182909
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
598000.00000000
PA
USD
564623.28000000
0.215311061725
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
1520000.00000000
PA
USD
1481111.21000000
0.564800705982
Long
DBT
CORP
US
N
2
2028-04-20
Variable
4.20999840
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
192000.00000000
PA
USD
143906.57000000
0.054876724841
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EL0
187000.00000000
PA
USD
144544.83000000
0.055120116220
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AW9
108000.00000000
PA
USD
84940.02000000
0.032390669207
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
800000.00000000
PA
USD
796151.22000000
0.303600950481
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CE2
160000.00000000
PA
USD
110520.12000000
0.042145276721
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAQ7
500000.00000000
PA
USD
430000.00000000
0.163974387562
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
944000.00000000
PA
USD
916998.39000000
0.349684300921
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29199920
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
1145000.00000000
PA
USD
819859.58000000
0.312641796553
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599880
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
690000.00000000
PA
USD
571042.32000000
0.217758871382
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600080
N
N
N
N
N
N
Mid-Atlantic Interstate Transmission LLC
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
70000.00000000
PA
USD
67568.01000000
0.025766100136
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DA4
335000.00000000
PA
USD
323098.19000000
0.123208901925
Long
DBT
CORP
US
N
2
2033-08-03
Variable
4.42000080
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EV6
48000.00000000
PA
USD
43573.85000000
0.016616268296
Long
DBT
CORP
US
N
2
2038-09-10
Fixed
4.37500000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62947QBB3
799000.00000000
PA
USD
814480.63000000
0.310590610432
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DN7
300000.00000000
PA
224033.50000000
0.085431990595
Long
DBT
CORP
US
N
2
2036-05-06
Fixed
0.95000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCE4
258000.00000000
PA
USD
201219.52000000
0.076732203622
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
674000.00000000
PA
USD
688221.40000000
0.262443447843
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYA6
243000.00000000
PA
USD
216191.00000000
0.082441364701
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CF0
190000.00000000
PA
USD
131377.03000000
0.050098762869
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAL7
925000.00000000
PA
USD
805983.82000000
0.307350472721
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
628000.00000000
PA
USD
598902.59000000
0.228382989314
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBG0
226000.00000000
PA
USD
227500.12000000
0.086753936854
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
7250000.00000000
PA
USD
2578.58000000
0.000983304828
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 38-V1
Markit CDX North American Investment Grade Index Series 38-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-06-20
0.00000000
USD
41421.78000000
USD
7250000.00000000
USD
2578.58000000
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAH3
801000.00000000
PA
USD
774957.73000000
0.295519114334
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAM4
285000.00000000
PA
USD
233879.94000000
0.089186790522
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAG6
82000.00000000
PA
USD
75802.50000000
0.028906205844
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
1324000.00000000
PA
USD
1056884.59000000
0.403027914813
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29899960
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAV8
389000.00000000
PA
USD
360445.71000000
0.137450847783
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CP8
515000.00000000
PA
USD
396211.47000000
0.151089611950
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CD4
174000.00000000
PA
USD
123565.77000000
0.047120049905
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
450000.00000000
PA
USD
396686.66000000
0.151270818902
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900040
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
411000.00000000
PA
USD
392197.01000000
0.149558754694
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200160
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CB4
250000.00000000
PA
USD
243961.64000000
0.093031303506
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBL1
384000.00000000
PA
USD
378493.13000000
0.144332974857
Long
DBT
CORP
US
N
2
2032-05-09
Fixed
4.75000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
150000.00000000
PA
USD
116871.81000000
0.044567403414
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAC3
390000.00000000
PA
USD
366681.44000000
0.139828754778
Long
DBT
CORP
US
Y
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CC4
301000.00000000
PA
USD
251880.84000000
0.096051177855
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The), Series 2
0641598N9
208000.00000000
PA
USD
159914.37000000
0.060981071821
Long
DBT
CORP
CA
N
2
2081-10-27
Variable
3.62499840
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co., Series F
843646AU4
350000.00000000
PA
USD
323258.17000000
0.123269908024
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.95000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
N/A
600000.00000000
PA
579575.97000000
0.221013057504
Long
DBT
CORP
US
Y
2
2027-05-26
Fixed
1.87500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBR0
165000.00000000
PA
USD
129497.60000000
0.049382068955
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081ET6
378000.00000000
PA
USD
365108.37000000
0.139228886895
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CR1
600000.00000000
PA
USD
545215.85000000
0.207910314170
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.95000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAR5
184000.00000000
PA
USD
167429.38000000
0.063846814059
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
630000.00000000
PA
USD
555405.86000000
0.211796129633
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100080
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AU2
866000.00000000
PA
USD
618242.58000000
0.235758019583
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
335000.00000000
PA
USD
307339.60000000
0.117199587636
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EE3
288000.00000000
PA
USD
205083.15000000
0.078205544001
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AG1
1048000.00000000
PA
USD
923181.02000000
0.352041958986
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
687000.00000000
PA
USD
670682.47000000
0.255755226203
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DN7
681000.00000000
PA
USD
550337.80000000
0.209863496994
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co.
842434CL4
25000.00000000
PA
USD
22187.55000000
0.008460906797
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
50000.00000000
PA
USD
42830.08000000
0.016332642179
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CV1
406000.00000000
PA
USD
296132.68000000
0.112925988000
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457BY3
238000.00000000
PA
USD
164578.76000000
0.062759770643
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
208000.00000000
PA
USD
202649.46000000
0.077277490915
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAW8
930000.00000000
PA
USD
906220.63000000
0.345574355351
Long
DBT
CORP
NL
Y
2
2027-06-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
74.00000000
NC
USD
-47514.40000000
-0.01811894102
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2022-12-20
11016750.00000000
USD
-47514.40000000
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E Energy Recovery Funding LLC, Series A-3
71710TAC2
70000.00000000
PA
USD
51887.62000000
0.019786606306
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
2.82200000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
600000.00000000
PA
USD
569824.09000000
0.217294316689
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900160
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653AE1
433000.00000000
PA
USD
421734.15000000
0.160822323164
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AL9
528000.00000000
PA
USD
411640.50000000
0.156973253217
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
402000.00000000
PA
USD
311008.09000000
0.118598514150
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796XQ7
1150000.00000000
PA
USD
1117183.67000000
0.426022111822
Long
STIV
UST
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
375000.00000000
PA
USD
346303.37000000
0.132057867457
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BE3
280000.00000000
PA
USD
219966.07000000
0.083880933983
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAZ5
185000.00000000
PA
USD
144930.11000000
0.055267037271
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAW1
470000.00000000
PA
USD
456673.28000000
0.174145863731
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
5.45000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
266000.00000000
PA
USD
231612.91000000
0.088322290857
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1809.97000000
0.000690206330
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
115966.15000000
EUR
118380.57000000
USD
2022-09-06
1809.97000000
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
1757000.00000000
PA
USD
1614073.97000000
0.615504164446
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
476000.00000000
PA
USD
397708.01000000
0.151660296206
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57199840
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
550000.00000000
PA
USD
486392.70000000
0.185478942087
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.87500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
800000.00000000
PA
USD
774301.30000000
0.295268794085
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.70099920
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
1169000.00000000
PA
USD
926970.39000000
0.353486981370
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABS3
320000.00000000
PA
USD
275912.89000000
0.105215458508
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYN8
231000.00000000
PA
USD
189672.19000000
0.072328793472
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.64999960
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
1753000.00000000
PA
USD
1490258.13000000
0.568288753900
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAZ1
162000.00000000
PA
USD
132085.46000000
0.050368912580
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.87500000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2K6
395000.00000000
PA
USD
384770.29000000
0.146726680593
Long
DBT
CORP
CH
N
2
2027-07-09
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
572000.00000000
PA
USD
389490.58000000
0.148526696086
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
324000.00000000
PA
USD
293815.85000000
0.112042497814
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKJ0
366000.00000000
PA
USD
269820.76000000
0.102892311332
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AS9
222000.00000000
PA
USD
176689.45000000
0.067378010122
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3A9
1200000.00000000
PA
USD
1191190.94000000
0.454243732225
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.80800160
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAZ8
350000.00000000
PA
USD
316315.86000000
0.120622556790
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DZ7
113000.00000000
PA
USD
77462.78000000
0.029539330021
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DJ6
210000.00000000
PA
USD
202424.30000000
0.077191629349
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.20000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170AS3
130000.00000000
PA
USD
125001.53000000
0.047667556572
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
648000.00000000
PA
USD
606808.04000000
0.231397620295
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAL9
125000.00000000
PA
USD
111168.45000000
0.042392508151
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAR9
780000.00000000
PA
USD
782277.16000000
0.298310274919
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.60000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
966000.00000000
PA
USD
930132.76000000
0.354692906216
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
259000.00000000
PA
USD
234561.50000000
0.089446693740
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BA0
1000000.00000000
PA
USD
974678.16000000
0.371679661295
Long
DBT
CORP
NL
N
2
2026-03-28
Variable
3.86899920
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAY5
224000.00000000
PA
USD
179433.01000000
0.068424227728
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EQ9
165000.00000000
PA
USD
152262.65000000
0.058063197168
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EM8
294000.00000000
PA
USD
215452.71000000
0.082159828304
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
295000.00000000
PA
USD
247855.33000000
0.094516106839
Long
DBT
CORP
US
N
2
2052-04-01
Variable
4.12499880
N
N
N
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AE9
262000.00000000
PA
USD
214759.99000000
0.081895669379
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
558000.00000000
PA
USD
457483.49000000
0.174454825797
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BL7
280000.00000000
PA
USD
240079.22000000
0.091550797828
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class AA
90932JAA0
17290.99000000
PA
USD
14581.05000000
0.005560276148
Long
ABS-O
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
160000.00000000
PA
USD
143543.08000000
0.054738113097
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABC4
660000.00000000
PA
USD
615862.10000000
0.234850257373
Long
DBT
CORP
DK
Y
2
2028-04-01
Variable
4.29800040
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAX6
432000.00000000
PA
USD
370618.93000000
0.141330260618
Long
DBT
CORP
AU
Y
2
2028-04-14
Variable
1.93500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
262000.00000000
PA
USD
175632.14000000
0.066974819983
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJF8
365000.00000000
PA
USD
366321.11000000
0.139691348054
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.54799880
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
192000.00000000
PA
USD
176816.92000000
0.067426618994
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
446000.00000000
PA
USD
396886.79000000
0.151347135632
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JQ1
252000.00000000
PA
USD
196161.31000000
0.074803327141
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAR0
170000.00000000
PA
USD
146578.89000000
0.055895776086
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBM6
198000.00000000
PA
USD
196415.52000000
0.074900266511
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
2.91217320
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAJ0
204000.00000000
PA
USD
169211.64000000
0.064526453575
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804GD0
698000.00000000
PA
USD
469188.75000000
0.178918460308
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
385000.00000000
PA
USD
339108.00000000
0.129314015389
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AR8
437000.00000000
PA
USD
437632.52000000
0.166884940568
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CK4
262000.00000000
PA
USD
196950.12000000
0.075104128621
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NS6
296000.00000000
PA
USD
291838.81000000
0.111288581713
Long
DBT
CORP
US
N
2
2028-05-24
Variable
4.65800040
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
124000.00000000
PA
USD
97381.02000000
0.037134867708
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AP6
25000.00000000
PA
USD
18585.34000000
0.007087255218
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
5.60000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAK8
158000.00000000
PA
USD
126266.15000000
0.048149801432
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2020-2, Class B
00909UAA3
183516.06000000
PA
USD
185639.91000000
0.070791140812
Long
ABS-O
CORP
CA
Y
2
2025-10-01
Fixed
9.00000000
N
N
N
N
N
N
American Transmission Systems, Inc.
N/A
American Transmission Systems, Inc.
030288AC8
480000.00000000
PA
USD
403902.95000000
0.154022648514
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAK0
155000.00000000
PA
USD
124319.34000000
0.047407413113
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2S1
648000.00000000
PA
USD
580446.25000000
0.221344926411
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.39299920
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AH8
1015000.00000000
PA
USD
1017786.18000000
0.388118291943
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
368000.00000000
PA
USD
311376.73000000
0.118739089774
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
195000.00000000
PA
USD
142195.95000000
0.054224404221
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
797000.00000000
PA
USD
637998.50000000
0.243291658845
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
New York Life Insurance Co.
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAQ1
180000.00000000
PA
USD
159643.70000000
0.060877855664
Long
DBT
CORP
US
Y
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
New York and Presbyterian Hospital (The)
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital (The)
649322AH7
482000.00000000
PA
USD
342745.95000000
0.130701295909
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.25600000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BK4
345000.00000000
PA
USD
342489.12000000
0.130603357439
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
564000.00000000
PA
USD
484696.20000000
0.184832005928
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
488000.00000000
PA
USD
431410.57000000
0.164512288381
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
386000.00000000
PA
USD
278449.00000000
0.106182568005
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BW3
504000.00000000
PA
USD
470403.55000000
0.179381707020
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.95299920
N
N
N
N
N
N
2022-09-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer