0001752724-23-091229.txt : 20230428
0001752724-23-091229.hdr.sgml : 20230428
20230428140213
ACCESSION NUMBER: 0001752724-23-091229
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230428
DATE AS OF CHANGE: 20230428
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: 23863770
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
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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
2023-02-28
N
247923781.40
3840311.39
244083470.01
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
101767.37000000
EUR
GBP
USD
N
U.S. Corporate Investment Grade
2765TRUSD0
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
357000.00000000
PA
USD
300103.13000000
0.122951025723
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AG5
452000.00000000
PA
USD
281135.58000000
0.115180098016
Long
DBT
CORP
US
Y
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AM1
262000.00000000
PA
USD
217030.29000000
0.088916422726
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
260000.00000000
PA
USD
242022.57000000
0.099155657689
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.07499840
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
N/A
600000.00000000
PA
282369.04000000
0.115685441537
Long
DBT
CORP
GB
Y
2
2052-09-09
Fixed
2.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2U6
775000.00000000
PA
USD
655265.20000000
0.268459474118
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000160
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
100000.00000000
PA
USD
76978.41000000
0.031537739936
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
513000.00000000
PA
USD
415330.54000000
0.170159224622
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
40000.00000000
PA
USD
38487.97000000
0.015768363993
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDP3
934000.00000000
PA
USD
554021.66000000
0.226980409602
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
382537.11000000
0.156723890390
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
235000.00000000
PA
USD
172137.04000000
0.070523841697
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Alliant Energy Finance LLC
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAB2
181000.00000000
PA
USD
168185.86000000
0.068905059401
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
215631.18000000
0.088343213078
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAG4
130000.00000000
PA
USD
134179.50000000
0.054972792706
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.99999840
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
19223708.93100000
NS
USD
19233320.78000000
7.879812909580
Long
STIV
RF
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
295000.00000000
PA
USD
258748.60000000
0.106008243814
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
543000.00000000
PA
USD
448524.95000000
0.183758838720
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699880
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
2536000.00000000
PA
USD
2382844.44000000
0.976241627465
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88699920
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
955000.00000000
PA
USD
893975.86000000
0.366258255818
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBT1
500000.00000000
PA
USD
342388.68000000
0.140275242721
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAU3
262000.00000000
PA
USD
244246.76000000
0.100066899241
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
579000.00000000
PA
USD
467286.51000000
0.191445373167
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
295000.00000000
PA
USD
258060.57000000
0.105726360736
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
4.58799840
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3A0
650000.00000000
PA
USD
649513.80000000
0.266103149047
Long
DBT
CORP
US
N
2
2024-01-03
Floating
4.92123960
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABL8
200000.00000000
PA
USD
139188.67000000
0.057025029181
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAK4
35000.00000000
PA
USD
32173.94000000
0.013181531710
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
82354.64000000
0.033740359392
Long
DBT
CORP
NL
Y
2
2032-03-10
Fixed
0.87500000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
385000.00000000
PA
USD
333931.51000000
0.136810374740
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBL4
548000.00000000
PA
USD
532310.50000000
0.218085436092
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
540000.00000000
PA
USD
501226.83000000
0.205350583544
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CK6
200000.00000000
PA
USD
130570.89000000
0.053494359939
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAJ9
250000.00000000
PA
USD
229318.55000000
0.093950872621
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DF4
310000.00000000
PA
USD
249120.05000000
0.102063466235
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8747.64000000
0.003583872353
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
296659.51000000
GBP
365590.42000000
USD
2023-03-03
8747.64000000
N
N
N
N/A
N/A
Long Gilt
N/A
-6.00000000
NC
10048.60000000
0.004116870347
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
Long Gilt
2023-06-28
-599760.00000000
GBP
10048.60000000
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
292000.00000000
PA
USD
227657.76000000
0.093270453747
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AV2
100000.00000000
PA
USD
98622.38000000
0.040405185978
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAR4
715000.00000000
PA
USD
682110.47000000
0.279457871510
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100080
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
202000.00000000
PA
USD
204211.90000000
0.083664780737
Long
DBT
CORP
FR
Y
2
2025-12-23
Variable
8.12499840
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Metropolitan Edison Co.
N/A
Metropolitan Edison Co.
591894CB4
46000.00000000
PA
USD
43841.51000000
0.017961687449
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
307884.69000000
0.126139099049
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38299840
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AH1
200000.00000000
PA
USD
200257.95000000
0.082044863583
Long
DBT
CORP
GB
N
2
2034-03-02
Variable
0.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
258000.00000000
PA
USD
263494.94000000
0.107952799912
Long
DBT
CORP
IT
Y
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
341000.00000000
PA
USD
279182.91000000
0.114380097098
Long
DBT
CORP
NO
Y
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DB2
1015000.00000000
PA
USD
997952.82000000
0.408857191336
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.37500000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
613000.00000000
PA
USD
506849.65000000
0.207654229915
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
1938000.00000000
PA
USD
1765870.95000000
0.723470110420
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAC3
335000.00000000
PA
USD
335530.39000000
0.137465429341
Long
DBT
CORP
IE
Y
2
2026-09-16
Variable
6.25299840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
507.49000000
0.000207916578
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
36803.55000000
EUR
39436.97000000
USD
2023-03-03
507.49000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
555000.00000000
PA
USD
546307.20000000
0.223819826872
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
695362.96000000
0.284887362495
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
30003.30000000
PA
USD
27035.20000000
0.011076210936
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
380000.00000000
PA
USD
373163.54000000
0.152883577074
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300160
N
N
N
N
N
N
Monongahela Power Co.
N/A
Monongahela Power Co.
610202BR3
495000.00000000
PA
USD
462259.67000000
0.189385897365
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
65000.00000000
PA
USD
57927.91000000
0.023732827953
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
600000.00000000
PA
USD
486678.00000000
0.199389987359
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
707841.66000000
0.289999834880
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
199000.00000000
PA
USD
119301.30000000
0.048877254979
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
648728.11000000
0.265781255065
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
N
N
N
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
420000.00000000
PA
USD
389911.43000000
0.159745119152
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100160
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CS6
500000.00000000
PA
USD
505295.90000000
0.207017664891
Long
DBT
CORP
DE
N
2
2029-01-18
Variable
6.72000120
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
330000.00000000
PA
USD
285676.74000000
0.117040592707
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CF2
184000.00000000
PA
USD
164493.25000000
0.067392212177
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
191519.71000000
0.078464842372
Long
DBT
CORP
US
N
2
2023-04-03
Floating
5.31086040
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CF3
329000.00000000
PA
USD
219112.46000000
0.089769479265
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
543000.00000000
PA
USD
509675.63000000
0.208812022370
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
856000.00000000
PA
USD
722012.26000000
0.295805471779
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
270000.00000000
PA
USD
266654.54000000
0.109247275118
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBR6
253000.00000000
PA
USD
236418.47000000
0.096859680825
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.80000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAH9
1368000.00000000
PA
USD
1250950.75000000
0.512509409157
Long
DBT
CORP
FI
Y
2
2033-09-13
Variable
4.62499920
N
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc., Series 2032
72014TAC3
520000.00000000
PA
USD
409132.31000000
0.167619835125
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04400000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EF3
401000.00000000
PA
USD
267464.84000000
0.109579251716
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.51000000
-0.00000717377
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
6917.02000000
USD
6509.21000000
EUR
2023-04-05
-17.51000000
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
75000.00000000
PA
USD
72164.95000000
0.029565685049
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DU1
540000.00000000
PA
USD
531546.85000000
0.217772571808
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
640000.00000000
PA
USD
510427.90000000
0.209120224314
Long
DBT
CORP
CA
Y
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
287000.00000000
PA
USD
286652.66000000
0.117440423142
Long
DBT
CORP
FR
Y
2
2027-01-18
Variable
5.97499920
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAR5
124000.00000000
PA
USD
68601.47000000
0.028105741858
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AM2
240000.00000000
PA
USD
226966.07000000
0.092987071181
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
614000.00000000
PA
USD
414792.53000000
0.169938804124
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DC1
206000.00000000
PA
USD
131859.59000000
0.054022335062
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
179078.14000000
0.073367581996
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
399000.00000000
PA
USD
313558.13000000
0.128463484228
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
42564.39000000
0.017438456605
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAW1
312000.00000000
PA
USD
265506.06000000
0.108776747556
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
233363.31000000
0.095607994261
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co., Series R
677415CU3
328000.00000000
PA
USD
216875.18000000
0.088852874793
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
138095.17000000
0.056577026700
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.65100040
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34251.35000000
0.014032638096
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1282541.08000000
EUR
1390877.33000000
USD
2023-03-03
34251.35000000
N
N
N
University of Chicago (The)
54930099Y7GU6182V326
University of Chicago (The), Series 20B
91412NBD1
127000.00000000
PA
USD
98069.81000000
0.040178800307
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76100000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBQ4
750000.00000000
PA
USD
756752.88000000
0.310038561795
Long
DBT
CORP
FR
Y
2
2027-01-12
Variable
6.44699880
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
394000.00000000
PA
USD
331675.87000000
0.135886248252
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ME8
1000000.00000000
PA
USD
912004.06000000
0.373644335670
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000160
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CP2
388000.00000000
PA
USD
314016.24000000
0.128651170022
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
387246.76000000
0.158653414745
Long
DBT
CORP
US
Y
2
2030-11-24
Fixed
1.72900000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
153000.00000000
PA
USD
139753.79000000
0.057256556535
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
224000.00000000
PA
USD
215219.81000000
0.088174676470
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
96605.32000000
0.039578804740
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UCY3
660000.00000000
PA
USD
628680.40000000
0.257567790221
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
296000.00000000
PA
USD
230682.91000000
0.094509845337
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECD5
940000.00000000
PA
USD
988723.10000000
0.405075812778
Long
DBT
CORP
GB
N
2
2028-11-02
Variable
7.38500040
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECR0
270000.00000000
PA
USD
268638.96000000
0.110060283881
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECQ2
550000.00000000
PA
USD
549175.00000000
0.224994752810
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
449000.00000000
PA
USD
396611.49000000
0.162490106349
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NE7
512000.00000000
PA
USD
404014.78000000
0.165523204002
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
388000.00000000
PA
USD
390384.81000000
0.159939061004
Long
DBT
CORP
DK
Y
2
2026-01-09
Variable
6.46599960
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FG7
44000.00000000
PA
USD
37324.41000000
0.015291658217
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.05000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
480000.00000000
PA
USD
358085.98000000
0.146706362370
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DR7
455000.00000000
PA
USD
480587.39000000
0.196894689337
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
7.39000080
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AC4
340000.00000000
PA
USD
343880.90000000
0.140886599156
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.80000000
N
N
N
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851AW2
176000.00000000
PA
USD
116363.10000000
0.047673486449
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
213000.00000000
PA
USD
209606.01000000
0.085874725556
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
663000.00000000
PA
USD
563723.63000000
0.230955267055
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
534000.00000000
PA
USD
482474.62000000
0.197667879754
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
Emera, Inc.
NQZVQT2P5IUF2PGA1Q48
Emera, Inc., Series 16-A
290876AD3
348000.00000000
PA
USD
333894.88000000
0.136795367579
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.75000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DJ6
230000.00000000
PA
USD
207744.51000000
0.085112076615
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
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
24485.61000000
0.010031654334
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
201426.11000000
0.082523453960
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AJ1
750000.00000000
PA
USD
652630.94000000
0.267380228564
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCG8
535000.00000000
PA
USD
496594.02000000
0.203452540223
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAV5
206000.00000000
PA
USD
137974.61000000
0.056527633761
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CG0
22000.00000000
PA
USD
22936.30000000
0.009396908360
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
116316.00000000
0.047654189771
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.37499880
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457CH9
90000.00000000
PA
USD
89474.40000000
0.036657295963
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.95000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
564000.00000000
PA
USD
497206.51000000
0.203703474872
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDZ2
170000.00000000
PA
USD
115148.40000000
0.047175828824
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series FF
571903BE2
700000.00000000
PA
USD
660683.22000000
0.270679214767
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Smithfield Foods, Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
855000.00000000
PA
USD
665685.95000000
0.272728812800
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
OhioHealth Corp.
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAL2
395000.00000000
PA
USD
320250.18000000
0.131205189760
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.29700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
818000.00000000
PA
USD
731324.59000000
0.299620695317
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
357169.38000000
0.146330835097
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
1164000.00000000
PA
USD
984153.83000000
0.403203801535
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.88399960
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBF7
167000.00000000
PA
USD
115197.96000000
0.047196133353
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
117602.99000000
0.048181464314
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540AT6
220000.00000000
PA
USD
206899.93000000
0.084766055641
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDA6
515000.00000000
PA
USD
443276.22000000
0.181608455493
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
488000.00000000
PA
USD
367006.50000000
0.150361062953
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CX0
375000.00000000
PA
USD
368589.44000000
0.151009587001
Long
DBT
CORP
JP
N
2
2034-02-22
Variable
5.44100040
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
423000.00000000
PA
USD
334902.35000000
0.137208123920
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FT0
325000.00000000
PA
USD
318114.32000000
0.130330136648
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
4.65000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FZ4
100000.00000000
PA
USD
77496.46000000
0.031749982904
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
389351.55000000
0.159515738605
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12599880
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EG1
221000.00000000
PA
USD
141770.76000000
0.058082900900
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
50415.35000000
0.020654962828
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
325000.00000000
PA
USD
305090.35000000
0.124994269373
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CR9
639000.00000000
PA
USD
469811.93000000
0.192480027418
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
540000.00000000
PA
USD
525009.89000000
0.215094406015
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.62500000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAR3
386000.00000000
PA
USD
356878.76000000
0.146211769271
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBV1
265000.00000000
PA
USD
248630.62000000
0.101862948764
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
248000.00000000
PA
USD
159588.97000000
0.065382948707
Long
DBT
CORP
US
N
2
2052-01-25
Variable
2.80199880
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
1000000.00000000
PA
USD
874874.64000000
0.358432564058
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
213784.96000000
0.087586824290
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAY4
220000.00000000
PA
USD
189547.60000000
0.077656876965
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
643000.00000000
PA
USD
587208.05000000
0.240576737939
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BT9
327000.00000000
PA
USD
352872.19000000
0.144570293918
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAS0
112000.00000000
PA
USD
70956.35000000
0.029070526569
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
363000.00000000
PA
USD
285373.24000000
0.116916249997
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
162296.75000000
0.066492315105
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCN3
192000.00000000
PA
USD
182163.81000000
0.074631768383
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
490000.00000000
PA
USD
409114.14000000
0.167612390951
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
360000.00000000
PA
USD
224477.40000000
0.091967473254
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
166434.53000000
0.068187546659
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
560012.33000000
PA
USD
501263.73000000
0.205365701323
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HT3
300000.00000000
PA
USD
312857.88000000
0.128176594665
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAW9
580000.00000000
PA
USD
548457.83000000
0.224700931192
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
80000.00000000
PA
USD
53771.88000000
0.022030119449
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
1013180.21000000
0.415095790779
Long
DBT
CORP
US
N
2
2027-06-15
Variable
4.38699960
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAP9
320000.00000000
PA
USD
255555.96000000
0.104700232256
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.75000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
420000.00000000
PA
USD
316527.16000000
0.129679883683
Long
DBT
CORP
NL
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCP3
1468000.00000000
PA
USD
1420322.06000000
0.581900142579
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.05000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
288000.00000000
PA
USD
232512.97000000
0.095259613438
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
114215.21000000
0.046793504695
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CX5
265000.00000000
PA
USD
268085.11000000
0.109833373799
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DT4
415000.00000000
PA
USD
411583.99000000
0.168624278400
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
395000.00000000
PA
USD
298162.18000000
0.122155826442
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081FA6
88000.00000000
PA
USD
60103.67000000
0.024624227932
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HT3
692000.00000000
PA
USD
424958.58000000
0.174103793256
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
JT International Financial Services BV
549300U2F0PG10VZUN93
JT International Financial Services BV
480914AA8
315000.00000000
PA
USD
342444.74000000
0.140298210274
Long
DBT
CORP
NL
Y
2
2032-10-24
Fixed
6.87500000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series 13-A
842400FW8
5000.00000000
PA
USD
3934.85000000
0.001612091961
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
256607.24000000
0.105130937375
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
147104.46000000
0.060268095989
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271BB4
110000.00000000
PA
USD
102069.09000000
0.041817288977
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
202000.00000000
PA
USD
157126.27000000
0.064373990583
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
401000.00000000
PA
USD
268710.72000000
0.110089683659
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
1043000.00000000
PA
USD
850462.40000000
0.348430969112
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
60000.00000000
PA
USD
42780.47000000
0.017526983698
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAN3
426000.00000000
PA
USD
345117.78000000
0.141393343836
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co. (The)
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co. (The)
668131AA3
290000.00000000
PA
USD
300986.86000000
0.123313086292
Long
DBT
CORP
US
Y
2
2040-03-30
Fixed
6.06300000
N
N
N
N
N
N
Alexander Funding Trust
N/A
Alexander Funding Trust
014621AA4
1045000.00000000
PA
USD
1009607.42000000
0.413632033319
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
68744.97000000
0.028164533221
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800160
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDL2
280000.00000000
PA
USD
178617.99000000
0.073179060422
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
146.72000000
0.000060110584
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
13147.87000000
GBP
15961.90000000
USD
2023-03-03
146.72000000
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCK9
143000.00000000
PA
USD
154433.59000000
0.063270810593
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
461000.00000000
PA
USD
415808.13000000
0.170354891293
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
Bimbo Bakeries USA, Inc.
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAA1
200000.00000000
PA
USD
153400.00000000
0.062847352995
Long
DBT
CORP
US
Y
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust, Series 2019-1, Class AA
11043XAA1
16920.96000000
PA
USD
14547.62000000
0.005960100452
Long
ABS-O
CORP
US
Y
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
700000.00000000
PA
USD
733950.00000000
0.300696315063
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAG9
25000.00000000
PA
USD
23443.08000000
0.009604534055
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
73765.93000000
0.030221600011
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
156822.38000000
0.064249488092
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
380000.00000000
PA
USD
335910.49000000
0.137621154757
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CJ7
100000.00000000
PA
USD
97717.56000000
0.040034484922
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DN4
250000.00000000
PA
USD
184496.55000000
0.075587482426
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
632000.00000000
PA
USD
577022.93000000
0.236403935906
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
160446.47000000
0.065734262952
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.61600000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAV9
365000.00000000
PA
USD
344077.54000000
0.140967161760
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.75000000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AV8
950000.00000000
PA
USD
971612.82000000
0.398065800998
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KJ5
200000.00000000
PA
USD
197418.12000000
0.080881396840
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.15000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CR4
534000.00000000
PA
USD
370894.58000000
0.151953993437
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
93912.14000000
0.038475419902
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
231000.00000000
PA
USD
188649.08000000
0.077288756994
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AF6
292000.00000000
PA
USD
187058.26000000
0.076637004542
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
2.95000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class B
02376LAA3
76400.00000000
PA
USD
66821.27000000
0.027376401194
Long
ABS-O
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327V2B9
600000.00000000
PA
USD
540046.70000000
0.221254925611
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
238000.00000000
PA
USD
210249.45000000
0.086138340294
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
699000.00000000
PA
USD
634998.05000000
0.260156105603
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
673000.00000000
PA
USD
532668.35000000
0.218232045774
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
88392.70000000
0.036214127895
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCQ4
147000.00000000
PA
USD
119070.00000000
0.048782492315
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
265000.00000000
PA
USD
208742.98000000
0.085521145693
Long
DBT
CORP
AU
Y
2
2031-03-11
Fixed
2.68800000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECA7
500000.00000000
PA
USD
466735.15000000
0.191219483228
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
4.87500000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAU6
402000.00000000
PA
USD
390586.73000000
0.160021786802
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAD9
1023000.00000000
PA
USD
911008.63000000
0.373236512068
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
195236.50000000
0.079987596043
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
525512.85000000
0.215300466671
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.37500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
500000.00000000
PA
USD
494813.00000000
0.202722863608
Long
DBT
CORP
FR
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GE7
86000.00000000
PA
USD
62636.12000000
0.025661762346
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KH9
133000.00000000
PA
USD
132184.69000000
0.054155527203
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
260543DH3
275000.00000000
PA
USD
307351.51000000
0.125920657383
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
6.90000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
1620000.00000000
PA
USD
1520730.84000000
0.623037209335
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
353000.00000000
PA
USD
245800.22000000
0.100703345453
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
86921.24000000
0.035611276747
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
866000.00000000
PA
USD
765985.42000000
0.313821095696
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
915000.00000000
PA
USD
810653.86000000
0.332121572987
Long
DBT
CORP
FR
Y
2
2026-12-14
Variable
1.48799880
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
770000.00000000
PA
USD
783152.74000000
0.320854476531
Long
DBT
CORP
GB
N
2
2026-11-21
Variable
6.83300160
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAX4
477000.00000000
PA
USD
419433.11000000
0.171840030782
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NBL4
350000.00000000
PA
USD
341726.66000000
0.140004015833
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.60000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
1006000.00000000
PA
USD
858221.01000000
0.351609639917
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
20109.51000000
0.008238784051
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
425000.00000000
PA
USD
353690.52000000
0.144905560374
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
583110.92000000
0.238898160525
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBP3
394000.00000000
PA
USD
341557.24000000
0.139934605152
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400080
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAJ7
502000.00000000
PA
USD
391760.80000000
0.160502798482
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAJ5
37000.00000000
PA
USD
36801.10000000
0.015077260249
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
368000.00000000
PA
USD
335765.54000000
0.137561769334
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-199.00000000
NC
USD
5728.74000000
0.002347041362
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2023-06-21
-23345187.50000000
USD
5728.74000000
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AH2
120000.00000000
PA
USD
106885.25000000
0.043790450043
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
156000.00000000
PA
USD
120329.87000000
0.049298655904
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
135750.02000000
0.055616228331
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
185000.00000000
PA
USD
167058.86000000
0.068443332108
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCE4
190000.00000000
PA
USD
108012.01000000
0.044252079010
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
5.00000000
NC
USD
114.50000000
0.000046910181
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Ultra Note
2023-06-21
586562.50000000
USD
114.50000000
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
844000.00000000
PA
USD
787838.54000000
0.322774229638
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
501746.44000000
0.205563465637
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co., Series AA
037735CZ8
298000.00000000
PA
USD
246691.44000000
0.101068474645
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.70000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HM2
166000.00000000
PA
USD
157347.83000000
0.064464762809
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
230000.00000000
PA
USD
224955.46000000
0.092163332482
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.94799840
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
595000.00000000
PA
USD
594765.94000000
0.243673174580
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
560000.00000000
PA
USD
500413.23000000
0.205017254949
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
300000.00000000
PA
USD
274883.26000000
0.112618548068
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
645000.00000000
PA
USD
677364.58000000
0.277513499776
Long
DBT
CORP
CH
Y
2
2033-11-15
Variable
9.01599840
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAG0
250000.00000000
PA
USD
243362.50000000
0.099704621533
Long
DBT
CORP
NL
Y
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBS0
610000.00000000
PA
USD
622281.94000000
0.254946367312
Long
DBT
CORP
FR
Y
2
2034-01-10
Variable
6.69099960
N
N
N
N
N
N
JetBlue Pass-Through Trust
N/A
JetBlue Pass-Through Trust, Series 2019-1, Class B
477165AA2
351475.92000000
PA
USD
347326.25000000
0.142298144968
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
119049.31000000
0.048774015706
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
594973.59000000
0.243758247936
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-28.67000000
-0.00001174598
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
30328.94000000
USD
25189.98000000
GBP
2023-03-03
-28.67000000
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BZ6
897000.00000000
PA
USD
586934.85000000
0.240464809016
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
159000.00000000
PA
USD
108425.22000000
0.044421369458
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
422621.74000000
0.173146399460
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
26508.06000000
0.010860243833
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
216971.18000000
0.088892205601
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NX5
569000.00000000
PA
USD
569003.91000000
0.233118576188
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.60999880
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CW0
210000.00000000
PA
USD
209975.43000000
0.086026075420
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FY7
203000.00000000
PA
USD
164046.90000000
0.067209344407
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
125627.45000000
0.051469052777
Long
DBT
CORP
US
Y
2
2064-06-19
Fixed
4.87500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
539000.00000000
PA
USD
448826.87000000
0.183882534110
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
64565.38000000
0.026452172282
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
770000.00000000
PA
USD
589549.95000000
0.241536204797
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
635000.00000000
PA
USD
597814.46000000
0.244922140764
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900160
N
N
N
N
N
N
Iowa Health System
549300M1J9QXG1NVRE79
Iowa Health System, Series 2020
91338CAA3
300000.00000000
PA
USD
224194.86000000
0.091851717771
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.66500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
1030000.00000000
PA
USD
1007176.30000000
0.412636013392
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.20999920
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NU1
250000.00000000
PA
USD
236920.87000000
0.097065512052
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
13798.20000000
0.005653066141
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CD4
789000.00000000
PA
USD
632399.62000000
0.259091539453
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
331627.14000000
0.135866283770
Long
DBT
CORP
AU
Y
2
2032-03-14
Fixed
3.78400000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
176000.00000000
PA
USD
113806.33000000
0.046625988230
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
PPL Electric Utilities Corp.
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp.
69351UBA0
648000.00000000
PA
USD
642818.09000000
0.263359944028
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
195000.00000000
PA
USD
154336.80000000
0.063231156126
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAA5
59000.00000000
PA
USD
48492.77000000
0.019867289660
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457CF3
150000.00000000
PA
USD
149212.04000000
0.061131562900
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
613000.00000000
PA
USD
549992.64000000
0.225329736576
Long
DBT
CORP
DK
Y
2
2026-09-11
Variable
1.62100080
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC53
687000.00000000
PA
USD
584795.24000000
0.239588219544
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600120
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
91000.00000000
PA
USD
77885.93000000
0.031909547171
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
635557.37000000
0.260385256721
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
401000.00000000
PA
USD
328629.73000000
0.134638257144
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AJ9
325000.00000000
PA
USD
295653.79000000
0.121128149312
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
290000.00000000
PA
USD
256099.97000000
0.104923110929
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2016-1, Class A
02376WAA9
151933.59000000
PA
USD
136771.20000000
0.056034601603
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
67849.07000000
0.027797486653
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FBD7
181000.00000000
PA
USD
143264.63000000
0.058694933333
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.02500000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BD5
157000.00000000
PA
USD
136091.23000000
0.055756020673
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
241047.58000000
0.098756208271
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BW8
566000.00000000
PA
USD
580033.21000000
0.237637235317
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBV9
400000.00000000
PA
USD
402464.46000000
0.164888044234
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
293000.00000000
PA
USD
233285.24000000
0.095576009301
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57199840
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CT7
308000.00000000
PA
USD
295865.28000000
0.121214795900
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAN9
243000.00000000
PA
USD
214501.84000000
0.087880527096
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Euro-OAT
N/A
-1.00000000
NC
2966.18000000
0.001215231822
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-OAT
2023-03-08
-127810.00000000
EUR
2966.18000000
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DR6
55000.00000000
PA
USD
37606.97000000
0.015407421894
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
PPL Electric Utilities Corp.
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp.
69351UBB8
370000.00000000
PA
USD
364736.81000000
0.149431180237
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.25000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
222000.00000000
PA
USD
181892.96000000
0.074520802245
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
297821.50000000
0.122016251238
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94799960
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
170000.00000000
PA
USD
152575.04000000
0.062509370255
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Columbia Pipeline Group, Inc.
549300SRP1TQM9JJBG80
Columbia Pipeline Group, Inc.
198280AH2
180000.00000000
PA
USD
178209.36000000
0.073011646381
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
688000.00000000
PA
USD
562775.61000000
0.230566867136
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
144847.50000000
0.059343428702
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DA4
530000.00000000
PA
USD
518799.95000000
0.212550218979
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DQ9
560000.00000000
PA
USD
583602.31000000
0.239099480999
Long
DBT
CORP
GB
N
2
2026-11-03
Variable
7.33600080
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co. (The)
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co. (The)
668138AA8
80000.00000000
PA
USD
63311.50000000
0.025938462771
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
168885.21000000
0.069191580238
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
368000.00000000
PA
USD
309921.21000000
0.126973452969
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
85000.00000000
PA
USD
54075.43000000
0.022154482643
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
1093000.00000000
PA
USD
1080860.74000000
0.442824227284
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
41965.28000000
0.017193003687
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
492000.00000000
PA
USD
377680.27000000
0.154734062894
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
N/A
N/A
Euro-Buxl 30 Year Bond
N/A
1.00000000
NC
-8870.97000000
-0.00363440014
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-Buxl 30 Year Bond
2023-03-08
134260.00000000
EUR
-8870.97000000
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HV8
100000.00000000
PA
USD
99730.96000000
0.040859366673
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.70000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
529000.00000000
PA
USD
489458.98000000
0.200529343498
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
704409.59000000
0.288593729829
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.48200000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
560000.00000000
PA
USD
439508.04000000
0.180064647549
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
540000.00000000
PA
USD
441904.53000000
0.181046479707
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200160
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKQ1
250000.00000000
PA
USD
232389.03000000
0.095208835727
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.57099920
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PES7
380000.00000000
PA
USD
409910.33000000
0.167938586739
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Trustees of Boston University
549300M1CR2B2GU2ZU17
Trustees of Boston University, Series Ee
10115CAB0
317000.00000000
PA
USD
219094.40000000
0.089762080156
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.17300000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
240000.00000000
PA
USD
232860.12000000
0.095401839375
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAM1
386000.00000000
PA
USD
334732.49000000
0.137138532972
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
139957.59000000
0.057340052562
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
808000.00000000
PA
USD
780503.76000000
0.319769200252
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
122000.00000000
PA
USD
114307.21000000
0.046831196719
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
5.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
260000.00000000
PA
USD
210977.54000000
0.086436635791
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
183331.09000000
0.075109998228
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
159221.66000000
0.065232463301
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DV9
295000.00000000
PA
USD
285490.22000000
0.116964176225
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.62500000
N
N
N
N
N
N
Schlumberger Holdings Corp.
529900IKZG65COT1D505
Schlumberger Holdings Corp.
806851AK7
223000.00000000
PA
USD
209526.77000000
0.085842261252
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAT2
132000.00000000
PA
USD
109714.20000000
0.044949459295
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AR6
370000.00000000
PA
USD
364960.98000000
0.149523021769
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
220000.00000000
PA
USD
168836.66000000
0.069171689501
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
208985.11000000
0.085620345364
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
527000.00000000
PA
USD
490283.71000000
0.200867232008
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
226498.33000000
0.092795440015
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
375000.00000000
PA
USD
347249.25000000
0.142266598383
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
371316.61000000
0.152126897403
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBQ7
200000.00000000
PA
USD
146241.30000000
0.059914462865
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCN1
170000.00000000
PA
USD
134546.50000000
0.055123151106
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCV4
1244000.00000000
PA
USD
1098038.99000000
0.449862086094
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
265000.00000000
PA
USD
265051.24000000
0.108590409661
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
0.00000000
N
N
N
N
N
N
Alfa Desarrollo SpA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
199270.93000000
PA
USD
146464.13000000
0.060005755405
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
241000.00000000
PA
USD
159970.04000000
0.065539071528
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
130000.00000000
PA
USD
116727.60000000
0.047822820609
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HS5
270000.00000000
PA
USD
276320.88000000
0.113207535106
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.85000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAU2
101000.00000000
PA
USD
69835.19000000
0.028611191899
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AJ9
410000.00000000
PA
USD
377636.53000000
0.154716142795
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BT0
130000.00000000
PA
USD
111001.41000000
0.045476823971
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
630000.00000000
PA
USD
622027.64000000
0.254842181641
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BT2
131000.00000000
PA
USD
84053.46000000
0.034436359003
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
129366.46000000
0.053000909891
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
19511.72000000
0.007993871932
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
157932.41000000
0.064704262846
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
770000.00000000
PA
USD
666781.50000000
0.273177655157
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
348000.00000000
PA
USD
305435.45000000
0.125135655432
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCQ1
290000.00000000
PA
USD
277579.35000000
0.113723125121
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
5.25000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2013-1, Class A
909319AA3
187908.58000000
PA
USD
179595.07000000
0.073579366104
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
8426EPAF5
795000.00000000
PA
USD
776122.60000000
0.317974256908
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
5.15000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBD9
54000.00000000
PA
USD
46058.81000000
0.018870106196
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
470006.71000000
0.192559827988
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
281934.05000000
0.115507227912
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
502214.07000000
0.205755051736
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
195000.00000000
PA
USD
154928.00000000
0.063473368349
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCN3
948000.00000000
PA
USD
817354.59000000
0.334866834680
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.27300120
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
392000.00000000
PA
USD
356823.72000000
0.146189219608
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
173239.96000000
0.070975703513
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
65600.00000000
PA
USD
53717.69000000
0.022007918028
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AU5
256000.00000000
PA
USD
223097.75000000
0.091402236288
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
80549.42000000
0.033000768137
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
519000.00000000
PA
USD
487106.54000000
0.199565558446
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
270592.73000000
0.110860735464
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
98529.70000000
0.040367215361
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
240000.00000000
PA
USD
197404.80000000
0.080875939690
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
20749.37000000
0.008500932078
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
122796.24000000
0.050309117612
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.45000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAE2
427000.00000000
PA
USD
384253.82000000
0.157427219460
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CG2
209000.00000000
PA
USD
164428.28000000
0.067365594234
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
Memorial Health Services
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
44000.00000000
PA
USD
33110.98000000
0.013565433168
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EM5
550000.00000000
PA
USD
526441.03000000
0.215680738223
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.62500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AT9
200000.00000000
PA
USD
163108.32000000
0.066824812017
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
95000.00000000
PA
USD
82025.26000000
0.033605413753
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAZ9
388000.00000000
PA
USD
342039.21000000
0.140132066291
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAF0
370000.00000000
PA
USD
372954.39000000
0.152797889174
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
441286.46000000
0.180793258954
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
144573.40000000
0.059231131052
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
252365.86000000
0.103393261325
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
3.79600000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CA0
235000.00000000
PA
USD
148503.56000000
0.060841301540
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
193243.65000000
0.079171133543
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
733000.00000000
PA
USD
681768.56000000
0.279317792381
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
826000.00000000
PA
USD
620095.72000000
0.254050681914
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
369000.00000000
PA
USD
317268.04000000
0.129983419191
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBP9
424000.00000000
PA
USD
335727.58000000
0.137546217278
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-5.00000000
NC
USD
2177.75000000
0.000892215273
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2023-06-30
-1018710.94000000
USD
2177.75000000
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAX9
210000.00000000
PA
USD
142734.02000000
0.058477544585
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co., Series XXX
797440CB8
468000.00000000
PA
USD
396457.39000000
0.162426972209
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
26075.93000000
0.010683201938
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
100750.17000000
0.041276932844
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAT2
865000.00000000
PA
USD
875572.53000000
0.358718486739
Long
DBT
CORP
GB
N
2
2029-01-10
Variable
6.53400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
1012000.00000000
PA
USD
820766.87000000
0.336264831848
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
525325.09000000
0.215223542167
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
500000.00000000
PA
USD
404375.82000000
0.165671120614
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
225000.00000000
PA
USD
214244.16000000
0.087774956653
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
691.55000000
0.000283325208
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
23393.26000000
EUR
25436.10000000
USD
2023-03-03
691.55000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
675000.00000000
PA
USD
635413.06000000
0.260326133504
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43099880
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAL0
270000.00000000
PA
USD
247806.17000000
0.101525174969
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.27800000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
116000.00000000
PA
USD
95004.36000000
0.038922897972
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
760000.00000000
PA
USD
758513.41000000
0.310759843740
Long
DBT
CORP
NO
Y
2
2026-10-09
Variable
5.89600080
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
839000.00000000
PA
USD
663191.77000000
0.271706957448
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
420000.00000000
PA
USD
365393.39000000
0.149700178379
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDS9
320000.00000000
PA
USD
248476.48000000
0.101799798236
Long
DBT
CORP
US
Y
2
2030-08-07
Fixed
1.20000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
307000.00000000
PA
USD
235736.11000000
0.096580120722
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66799960
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Louisville Gas and Electric Co.
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co.
546676AV9
65000.00000000
PA
USD
55558.93000000
0.022762266530
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.65000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAA7
140000.00000000
PA
USD
131598.00000000
0.053915162708
Long
DBT
CORP
US
Y
2
2044-07-15
Fixed
5.45000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBF1
94000.00000000
PA
USD
62857.81000000
0.025752587832
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
272398.37000000
0.111600498792
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
126619.66000000
0.051875557158
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
16000.00000000
PA
USD
14137.31000000
0.005791998122
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
696632.93000000
0.285407664014
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAG8
515000.00000000
PA
USD
472427.24000000
0.193551509236
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
36940.80000000
PA
USD
31665.71000000
0.012973311957
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
10961.38000000
0.004490832582
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
118794.71000000
0.048669707127
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAV6
572000.00000000
PA
USD
551932.41000000
0.226124452416
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Santos Finance Ltd.
213800BKUBSWG53XNS94
Santos Finance Ltd.
803014AA7
807000.00000000
PA
USD
665074.37000000
0.272478250974
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
Pernod Ricard International Finance LLC
5493009254WI1A8WXT48
Pernod Ricard International Finance LLC
71427QAB4
547000.00000000
PA
USD
419900.09000000
0.172031350579
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
179298.58000000
0.073457895363
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAT3
254000.00000000
PA
USD
199692.39000000
0.081813155963
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.63900000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGM5
16000.00000000
PA
USD
13840.00000000
0.005670191430
Long
DBT
CORP
US
N
2
2038-04-24
Variable
4.24400040
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CU3
185000.00000000
PA
USD
120336.32000000
0.049301298443
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CJ6
248000.00000000
PA
USD
195252.05000000
0.079993966814
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
202000.00000000
PA
USD
156782.96000000
0.064233337879
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
654000.00000000
PA
USD
593012.66000000
0.242954862930
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
138051.52000000
0.056559143474
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
84832.17000000
0.034755393307
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
109000.00000000
0.044656854475
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
129666.76000000
0.053123941574
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCQ6
500000.00000000
PA
USD
458165.81000000
0.187708659656
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
-3.00000000
NC
12973.11000000
0.005315030140
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bund
2023-03-08
-398730.00000000
EUR
12973.11000000
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAF0
692000.00000000
PA
USD
643824.61000000
0.263772311157
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AB6
290000.00000000
PA
USD
290774.99000000
0.119129324893
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.60000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
934000.00000000
PA
USD
848398.90000000
0.347585561597
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
1004607.62000000
0.411583635695
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
595871.27000000
0.244126023763
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.35000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
195325EG6
220000.00000000
PA
USD
208120.00000000
0.085265913333
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
Pepperdine University
549300G0RVHY0VSFWD76
Pepperdine University, Series 2020
71338QAC0
50000.00000000
PA
USD
34655.60000000
0.014198257669
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.30100000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
197000.00000000
PA
USD
196241.55000000
0.080399360920
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC, Series O
00115AAP4
100000.00000000
PA
USD
88669.85000000
0.036327675117
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
368446.16000000
0.150950885770
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.87500000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAN2
460000.00000000
PA
USD
422027.71000000
0.172903027797
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.75000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAV3
240000.00000000
PA
USD
222357.70000000
0.091099040828
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.80000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBT6
654000.00000000
PA
USD
548014.72000000
0.224519390836
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
1385000.00000000
PA
USD
1222805.25000000
0.500978312849
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
201573.40000000
0.082583798071
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
505000.00000000
PA
USD
518460.62000000
0.212411196865
Long
DBT
CORP
US
N
2
2028-10-18
Variable
6.29600040
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AG3
880000.00000000
PA
USD
914352.06000000
0.374606301673
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.47200160
N
N
N
N
N
N
Southwest Gas Corp.
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp.
845011AE5
425000.00000000
PA
USD
378651.55000000
0.155131992340
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAG7
499000.00000000
PA
USD
456890.23000000
0.187186059744
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBM4
785000.00000000
PA
USD
526145.50000000
0.215559660790
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DF3
610000.00000000
PA
USD
585939.31000000
0.240056940347
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
249328.32000000
0.102148793603
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
415340.62000000
0.170163354357
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
1131000.00000000
PA
USD
1049631.13000000
0.430029583714
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500120
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBA5
325000.00000000
PA
USD
255011.25000000
0.104477066795
Long
DBT
CORP
US
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
256000.00000000
PA
USD
234091.52000000
0.095906338921
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
126.00000000
NC
USD
-63636.40000000
-0.02607157297
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2023-06-21
15805125.00000000
USD
-63636.40000000
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAA5
460000.00000000
PA
USD
378079.23000000
0.154897515175
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JY7
136000.00000000
PA
USD
135173.69000000
0.055380108286
Long
DBT
CORP
US
N
2
2053-02-01
Fixed
5.30000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CJ3
175000.00000000
PA
USD
146926.73000000
0.060195280734
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
257854.05000000
0.105641750336
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000040
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BA7
141000.00000000
PA
USD
114101.35000000
0.046746856718
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
31.00000000
NC
USD
-3580.73000000
-0.00146701044
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2023-06-21
3462312.50000000
USD
-3580.73000000
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DA6
219000.00000000
PA
USD
188590.51000000
0.077264761104
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAM9
490000.00000000
PA
USD
452656.39000000
0.185451472802
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
791000.00000000
PA
USD
535826.09000000
0.219525758945
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
110704.87000000
0.045355332745
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
370000.00000000
PA
USD
297886.05000000
0.122042697110
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308HN0
238000.00000000
PA
USD
170192.46000000
0.069727155219
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
1444000.00000000
PA
USD
1124234.11000000
0.460594119689
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
151911.76000000
0.062237627150
Long
DBT
CORP
NL
Y
2
2037-03-13
Variable
3.32399880
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CC3
567000.00000000
PA
USD
495262.55000000
0.202907042406
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CH1
170000.00000000
PA
USD
165924.39000000
0.067978544386
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EQ7
529000.00000000
PA
USD
446007.12000000
0.182727294061
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
268000.00000000
PA
USD
179456.82000000
0.073522725644
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
253238.60000000
0.103750819336
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
89000.00000000
PA
USD
66415.43000000
0.027210130205
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XED4
280000.00000000
PA
USD
280922.22000000
0.115092685296
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AZ7
859000.00000000
PA
USD
824533.49000000
0.337808000667
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
1000000.00000000
PA
USD
962103.26000000
0.394169773135
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.01500160
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
-10.00000000
NC
4307.57000000
0.001764793822
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bobl
2023-03-08
-1151800.00000000
EUR
4307.57000000
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECM1
388000.00000000
PA
USD
303319.97000000
0.124268951923
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
305000.00000000
PA
USD
282609.70000000
0.115784038955
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92400000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
199000.00000000
PA
USD
192924.53000000
0.079040391384
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Pine Street Trust I
N/A
Pine Street Trust I
722844AA5
330000.00000000
PA
USD
311208.44000000
0.127500825839
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.57200000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AU2
760000.00000000
PA
USD
758406.82000000
0.310716174253
Long
DBT
CORP
CH
Y
2
2027-01-12
Variable
5.71100040
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
255000.00000000
PA
USD
243795.42000000
0.099881987088
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.37600160
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBP0
335000.00000000
PA
USD
321704.82000000
0.131801149822
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
988000.00000000
PA
USD
938519.79000000
0.384507721871
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
131964.50000000
0.054065316260
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Healthpeak Properties Interim, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Interim, Inc.
42250PAE3
580000.00000000
PA
USD
569401.97000000
0.233281659743
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
5.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWV2
545000.00000000
PA
USD
500259.09000000
0.204954104421
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81399840
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EL0
187000.00000000
PA
USD
132173.14000000
0.054150795215
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CE2
160000.00000000
PA
USD
103251.31000000
0.042301639679
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
424100.00000000
0.173752036540
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
908740.34000000
0.372307202926
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
579000.00000000
PA
USD
396611.87000000
0.162490262033
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
571977.45000000
0.234336823372
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
66196.39000000
0.027120390412
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EV6
48000.00000000
PA
USD
42457.98000000
0.017394860863
Long
DBT
CORP
US
N
2
2038-09-10
Fixed
4.37500000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCE4
258000.00000000
PA
USD
185825.20000000
0.076131824900
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
673471.72000000
0.275918610945
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
214177.69000000
0.087747724166
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
127512.97000000
0.052241542614
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAL7
1001000.00000000
PA
USD
864174.48000000
0.354048752242
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
378000.00000000
PA
USD
354483.19000000
0.145230314033
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAH3
566000.00000000
PA
USD
531264.10000000
0.217656730289
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
80622GAE4
310000.00000000
PA
USD
284829.46000000
0.116693465554
Long
DBT
CORP
AU
Y
2
2030-05-28
Fixed
4.37500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAG6
390000.00000000
PA
USD
362811.09000000
0.148642220624
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
1035428.82000000
0.424210955357
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29899960
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAK8
510000.00000000
PA
USD
419318.60000000
0.171793116503
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CP8
515000.00000000
PA
USD
396429.93000000
0.162415721959
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
1185000.00000000
PA
USD
873555.34000000
0.357892052241
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
450000.00000000
PA
USD
403308.22000000
0.165233729258
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900040
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140CB4
530000.00000000
PA
USD
469945.70000000
0.192534832441
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
150000.00000000
PA
USD
107473.63000000
0.044031506924
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
363888.33000000
0.149083561449
Long
DBT
CORP
US
Y
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBU3
920000.00000000
PA
USD
903680.08000000
0.370234035087
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CC4
191000.00000000
PA
USD
152101.42000000
0.062315330076
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-64.00000000
NC
USD
5271.86000000
0.002159859493
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2023-06-21
-7148000.00000000
USD
5271.86000000
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The), Series 2
0641598N9
208000.00000000
PA
USD
160912.13000000
0.065925041951
Long
DBT
CORP
CA
N
2
2081-10-27
Variable
3.62499840
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAL8
340000.00000000
PA
USD
276920.02000000
0.113453000315
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.75000000
N
N
N
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co., Series F
843646AU4
620000.00000000
PA
USD
538275.88000000
0.220529427895
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.95000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMN9
472000.00000000
PA
USD
331374.03000000
0.135762585637
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
N/A
600000.00000000
PA
585519.46000000
0.239884929518
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
122101.72000000
0.050024575607
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAR5
184000.00000000
PA
USD
159943.79000000
0.065528317011
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
275000.00000000
PA
USD
268696.42000000
0.110083825008
Long
DBT
CORP
US
N
2
2038-01-19
Variable
5.94799920
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
630000.00000000
PA
USD
554173.12000000
0.227042462145
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100080
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BG7
37000.00000000
PA
USD
35190.18000000
0.014417272910
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAN4
1075000.00000000
PA
USD
879921.96000000
0.360500430432
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AU2
176000.00000000
PA
USD
129691.70000000
0.053134159390
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
288260.00000000
0.118098943770
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
194929.75000000
0.079861921822
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
Northern Natural Gas Co.
5493007M02M6CT9EXE41
Northern Natural Gas Co.
665501AM4
200000.00000000
PA
USD
137928.05000000
0.056508558319
Long
DBT
CORP
US
Y
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AG1
817000.00000000
PA
USD
710282.68000000
0.290999910797
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
658557.18000000
0.269808184869
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
104000.00000000
PA
USD
81162.21000000
0.033251825695
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.
842434CX8
140000.00000000
PA
USD
153212.04000000
0.062770346551
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.35000000
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co.
842434CL4
25000.00000000
PA
USD
20685.19000000
0.008474637794
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CV1
406000.00000000
PA
USD
274121.80000000
0.112306581018
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807CH3
980000.00000000
PA
USD
945003.80000000
0.387164194265
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.70000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
508000.00000000
PA
USD
497728.24000000
0.203917225521
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAT9
471000.00000000
PA
USD
468774.22000000
0.192054881873
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
520000.00000000
PA
USD
516377.15000000
0.211557607722
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAV1
615000.00000000
PA
USD
627635.88000000
0.257139854646
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-5.00000000
NC
USD
170.44000000
0.000069828571
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2023-06-30
-535429.69000000
USD
170.44000000
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
666000.00000000
PA
USD
737000.93000000
0.301946268614
Long
DBT
CORP
US
Y
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
44.00000000
NC
USD
61434.42000000
0.025169430767
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2023-06-21
5970250.00000000
USD
61434.42000000
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653AE1
164000.00000000
PA
USD
155882.77000000
0.063864533716
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
268.39000000
0.000109958285
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
38290.66000000
EUR
40854.98000000
USD
2023-04-05
268.39000000
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BZ0
310000.00000000
PA
USD
308910.47000000
0.126559356923
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.25000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
197000.00000000
PA
USD
140693.50000000
0.057641551881
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
1129667.36000000
0.462820100006
Long
STIV
UST
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCY9
260000.00000000
PA
USD
252467.38000000
0.103434853654
Long
DBT
CORP
US
N
2
2034-02-01
Variable
5.81699880
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
375000.00000000
PA
USD
335317.81000000
0.137378336184
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
203791.68000000
0.083492618320
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
266000.00000000
PA
USD
209007.97000000
0.085629711012
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
1257000.00000000
PA
USD
1144708.86000000
0.468982541076
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
550000.00000000
PA
USD
476841.23000000
0.195359902897
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.87500000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBJ4
182000.00000000
PA
USD
174524.38000000
0.071501925137
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
800000.00000000
PA
USD
784584.00000000
0.321440857903
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
1499000.00000000
PA
USD
1156682.20000000
0.473887969534
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
1720000.00000000
PA
USD
1463071.22000000
0.599414298698
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
400000.00000000
PA
USD
318933.90000000
0.130665915224
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
550000.00000000
PA
USD
468661.89000000
0.192008860731
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAZ1
572000.00000000
PA
USD
430727.19000000
0.176467169195
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.87500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
502000.00000000
PA
USD
339994.47000000
0.139294344670
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAE7
565000.00000000
PA
USD
504461.84000000
0.206675953918
Long
DBT
CORP
GB
Y
2
2030-07-18
Variable
3.96000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
324000.00000000
PA
USD
289524.80000000
0.118617127160
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
Federal Realty Investment Trust
549300FHEI1SLVZ0RB48
Federal Realty Investment Trust
313747BA4
240000.00000000
PA
USD
208204.99000000
0.085300733389
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKJ0
400000.00000000
PA
USD
274594.58000000
0.112500277052
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HBB3
1133000.00000000
PA
USD
1058151.19000000
0.433520217471
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABV6
905000.00000000
PA
USD
799241.79000000
0.327446094554
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AS9
222000.00000000
PA
USD
171322.88000000
0.070190283673
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
1168342.80000000
0.478665269693
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.80800160
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DZ7
113000.00000000
PA
USD
71806.80000000
0.029418952457
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189YAH9
131000.00000000
PA
USD
132520.97000000
0.054293299744
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.40000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BM6
260000.00000000
PA
USD
251406.46000000
0.103000199067
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800080
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170AS3
130000.00000000
PA
USD
117437.48000000
0.048113655543
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
480000.00000000
PA
USD
384114.17000000
0.157370005426
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Ovintiv, Inc.
N/A
Ovintiv, Inc.
292505AG9
75000.00000000
PA
USD
73550.52000000
0.030133347414
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
413000.00000000
PA
USD
394543.49000000
0.161642855201
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
48241FAB0
200000.00000000
PA
USD
197364.66000000
0.080859494496
Long
DBT
CORP
BE
Y
2
2029-01-19
Variable
5.79600000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
648000.00000000
PA
USD
607136.41000000
0.248741305576
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
441000.00000000
PA
USD
410994.09000000
0.168382598781
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
829000.00000000
PA
USD
750767.27000000
0.307586281844
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EQ9
325000.00000000
PA
USD
276860.89000000
0.113428774995
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
196467.87000000
0.080492083299
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAJ2
583000.00000000
PA
USD
521350.78000000
0.213595283604
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBH1
200000.00000000
PA
USD
207416.88000000
0.084977847943
Long
DBT
CORP
GB
N
2
2033-01-24
Fixed
5.50000000
N
N
N
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AE9
262000.00000000
PA
USD
205210.31000000
0.084073825233
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
350000.00000000
PA
USD
323121.37000000
0.132381504567
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200080
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
218000.00000000
PA
USD
174198.85000000
0.071368556827
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-2, Class AA
90932JAA0
16805.98000000
PA
USD
14085.69000000
0.005770849619
Long
ABS-O
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CW3
135000.00000000
PA
USD
128415.55000000
0.052611325951
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAH7
240000.00000000
PA
USD
221218.23000000
0.090632204626
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABC4
660000.00000000
PA
USD
621872.65000000
0.254778682872
Long
DBT
CORP
DK
Y
2
2028-04-01
Variable
4.29800040
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
190000.00000000
PA
USD
157306.70000000
0.064447912016
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
20000.00000000
PA
USD
17986.38000000
0.007368946368
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAX6
432000.00000000
PA
USD
367545.81000000
0.150582016055
Long
DBT
CORP
AU
Y
2
2028-04-14
Variable
1.93500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
270000.00000000
PA
USD
262724.37000000
0.107637100533
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200080
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
245000.00000000
PA
USD
241026.10000000
0.098747408003
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAR6
103000.00000000
PA
USD
87748.39000000
0.035950156721
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
80000.00000000
PA
USD
73663.05000000
0.030179450495
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
262000.00000000
PA
USD
160851.81000000
0.065900329093
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
446000.00000000
PA
USD
384939.17000000
0.157708004554
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
197414.34000000
0.080879848189
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C43
202000.00000000
PA
USD
202120.71000000
0.082808028741
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804GD0
698000.00000000
PA
USD
413670.68000000
0.169479186764
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BS3
740000.00000000
PA
USD
736135.31000000
0.301591627638
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
385000.00000000
PA
USD
348579.00000000
0.142811391523
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
431695.22000000
0.176863767129
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
183758.71000000
0.075285192394
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
124000.00000000
PA
USD
93362.10000000
0.038250070763
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
18500.00000000
0.007579374383
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
5.60000000
N
N
N
N
N
N
Air Canada Pass-Through Trust
N/A
Air Canada Pass-Through Trust, Series 2020-2, Class B
00909UAA3
161354.75000000
PA
USD
164057.89000000
0.067213846965
Long
ABS-O
CORP
CA
Y
2
2025-10-01
Fixed
9.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2S1
650000.00000000
PA
USD
574654.29000000
0.235433513779
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.39299920
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AH8
775000.00000000
PA
USD
763762.76000000
0.312910480979
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
115.00000000
NC
USD
-56760.82000000
-0.02325467595
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2023-06-30
23430351.62000000
USD
-56760.82000000
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
368000.00000000
PA
USD
320932.22000000
0.131484618760
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
1037000.00000000
PA
USD
831145.13000000
0.340516762550
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
151172.33000000
0.061934685701
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
329605.76000000
0.135038132646
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.25600000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
564000.00000000
PA
USD
467814.13000000
0.191661536924
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
JBS USA LUX SA
N/A
JBS USA LUX SA
46590XAH9
630000.00000000
PA
USD
587613.60000000
0.240742890117
Long
DBT
CORP
US
Y
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Ameren Illinois Co.
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co.
02361DAZ3
30000.00000000
PA
USD
32568.04000000
0.013342992869
Long
DBT
CORP
US
N
2
2052-12-01
Fixed
5.90000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECE3
500000.00000000
PA
USD
539820.19000000
0.221162125390
Long
DBT
CORP
GB
N
2
2033-11-02
Variable
7.43699880
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DS6
282000.00000000
PA
USD
278484.38000000
0.114093912213
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
488000.00000000
PA
USD
401361.38000000
0.164436116867
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
255839.58000000
0.104816430211
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
2023-03-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer