NPORT-P false 0000939934 XXXXXXXX S000036875 C000112815 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LONG DURATION CREDIT BOND FUND S000036875 05XOXL7DW084I0I72F95 2021-05-31 2021-02-28 N 4464848086.60 45087805.28 4419760281.32 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 0.00000000 USD N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DP0 3754000.00000000 PA USD 4063367.33000000 0.091936373725 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 12277000.00000000 PA USD 13893943.64000000 0.314359665584 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859AZ5 1510000.00000000 PA USD 2350352.46000000 0.053178279146 Long DBT CORP US N 2 2038-06-15 Fixed 8.15000000 N N N N N N METROPOLITAN TRANSN AUTH N Y REV N/A 59259YCA5 1210000.00000000 PA USD 1548993.60000000 0.035047004846 Long DBT MUN US N 2 2031-11-15 Fixed 6.54800000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 597433AC5 2115000.00000000 PA USD 2581854.63000000 0.058416168879 Long DBT NUSS GB N 2 2025-05-01 Fixed 7.65000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 10220000.00000000 PA USD 11511969.58000000 0.260465926820 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAF6 3833000.00000000 PA USD 4377120.11000000 0.099035237917 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FS0 1123000.00000000 PA USD 1422035.00000000 0.032174482539 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAK7 2096000.00000000 PA USD 3028217.02000000 0.068515413218 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DM6 2950000.00000000 PA USD 2870603.20000000 0.064949296280 Long DBT CORP US N 2 2031-02-01 Fixed 2.20000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 2150000.00000000 PA USD 3113066.16000000 0.070435181137 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N BALTIMORE MD REV N/A 059231Y53 890000.00000000 PA USD 927495.70000000 0.020985203743 Long DBT MUN US N 2 2040-07-01 Fixed 2.81400000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAT5 500000.00000000 PA USD 602583.52000000 0.013633850744 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAQ5 1385000.00000000 PA USD 1722856.84000000 0.038980775660 Long DBT NUSS NO N 2 2043-11-08 Fixed 4.80000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 15980000.00000000 PA USD 18050513.58000000 0.408404810014 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FW9 1720000.00000000 PA USD 1965653.22000000 0.044474204365 Long DBT CORP US N 2 2046-11-15 Fixed 4.00000000 N N N N N N United States of America N/A N/A 39.00000000 NC USD 6209531.25000000 0.140494752085 N/A DIR US N 1 US LONG BOND(CBT) JUN21 N/A Long U.S. Treasury Futures US Long Bond (CBT) Jun 2021 2021-06-24 6225374.25000000 USD -15843.00000000 N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BU4 2250000.00000000 PA USD 2760783.46000000 0.062464552018 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 6195000.00000000 PA USD 7049849.72000000 0.159507513332 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AN9 1135000.00000000 PA USD 1237207.48000000 0.027992637637 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 6215000.00000000 PA USD 7202862.81000000 0.162969535710 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 615000.00000000 PA USD 646915.01000000 0.014636880030 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AT1 2655000.00000000 PA USD 3350333.93000000 0.075803521384 Long DBT CORP US N 2 2047-03-15 Fixed 4.65000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CE5 3865000.00000000 PA USD 5529392.95000000 0.125106173141 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 1400000.00000000 PA USD 1651351.84000000 0.037362927735 Long DBT CORP US N 2 2048-08-15 Fixed 4.25000000 N N N N N N MEDSTAR HEALTH, INC. 549300ICFOCGDEPVJE31 58506YAS1 2547000.00000000 PA USD 2679229.59000000 0.060619341762 Long DBT CORP US N 2 2049-08-15 Fixed 3.62600000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BF1 2000000.00000000 PA USD 2344542.70000000 0.053046829483 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 1555000.00000000 PA USD 1800990.95000000 0.040748611584 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JW2 6235000.00000000 PA USD 7244175.15000000 0.163904254731 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 2725000.00000000 PA USD 2374785.13000000 0.053731084467 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AW1 5290000.00000000 PA USD 6235499.63000000 0.141082303860 Long DBT CORP US Y 2 2050-10-15 Fixed 4.25000000 N N N N N N THE CHILDREN'S HOSPITAL OF PHILADELPHIA 254900N2KNSY5WTR1Q61 16877PAA8 2120000.00000000 PA USD 2009699.24000000 0.045470774704 Long DBT CORP US N 2 2050-07-01 Fixed 2.70400000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 1285000.00000000 PA USD 1614859.65000000 0.036537267797 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N BAPTIST HEALTH SOUTH FLORIDA, INC. K6I7TB5M0RZYIMZN1Q07 066836AB3 610000.00000000 PA USD 702240.08000000 0.015888646336 Long DBT CORP US N 2 2041-11-15 Fixed 4.34200000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AK7 1025000.00000000 PA USD 1137147.87000000 0.025728722772 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 1890000.00000000 PA USD 2429185.57000000 0.054961930407 Long DBT CORP US Y 2 2053-11-01 Fixed 6.15100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 7265000.00000000 PA USD 7833568.56000000 0.177239670511 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 700000.00000000 PA USD 825094.64000000 0.018668312023 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AE6 925000.00000000 PA USD 921705.60000000 0.020854198900 Long DBT CORP US N 2 2050-10-01 Fixed 2.80500000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAJ0 540000.00000000 PA USD 780669.07000000 0.017663154114 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1295000.00000000 PA USD 1582470.37000000 0.035804438912 Long DBT CORP US Y 2 2064-06-19 Fixed 4.87500000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 4425000.00000000 PA USD 6279105.49000000 0.142068915287 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 4265000.00000000 PA USD 5420659.75000000 0.122646012565 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCY5 330000.00000000 PA USD 347820.24000000 0.007869663010 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 1150000.00000000 PA USD 1457227.84000000 0.032970743824 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 1995000.00000000 PA USD 2867013.74000000 0.064868082373 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBU8 600000.00000000 PA USD 559664.94000000 0.012662789481 Long DBT CORP GB N 2 2050-09-25 Fixed 3.98400000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BZ4 910000.00000000 PA USD 919428.07000000 0.020802668277 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 2040000.00000000 PA USD 2278939.98000000 0.051562524547 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DK6 625000.00000000 PA USD 767267.41000000 0.017359932692 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 3900000.00000000 PA USD 4623659.82000000 0.104613361940 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BX9 1390000.00000000 PA USD 1727311.69000000 0.039081569588 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AB4 3205000.00000000 PA USD 3914067.08000000 0.088558356808 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 6795000.00000000 PA USD 8424412.39000000 0.190607903003 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 4140000.00000000 PA USD 5271847.60000000 0.119279039233 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 2727000.00000000 PA USD 2995994.83000000 0.067786364854 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WBG9 2475000.00000000 PA USD 2889983.25000000 0.065387782731 Long DBT NUSS MX N 2 2049-04-22 Fixed 4.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 1155000.00000000 PA USD 1423716.44000000 0.032212526231 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 1490000.00000000 PA USD 1754932.64000000 0.039706511853 Long DBT CORP US Y 2 2038-09-24 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBL4 10290000.00000000 PA USD 9973260.94000000 0.225651625997 Long SN UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DV7 4823000.00000000 PA USD 5673012.13000000 0.128355652092 Long DBT CORP US N 2 2047-05-02 Fixed 4.00000000 N N N N N N RWJ BARNABAS HEALTH, INC. 549300HV60S88R85TC91 78349AAC7 535000.00000000 PA USD 556119.07000000 0.012582561826 Long DBT CORP US N 2 2049-07-01 Fixed 3.47700000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CR3 1335000.00000000 PA USD 1238005.87000000 0.028010701739 Long DBT CORP US N 2 2040-09-01 Fixed 2.10000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAJ0 5045000.00000000 PA USD 7293473.11000000 0.165019653686 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBL4 23675000.00000000 PA USD 22946253.91000000 0.519174173472 Long SN UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 5775000.00000000 PA USD 6648253.28000000 0.150421128224 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 1705000.00000000 PA USD 2115534.42000000 0.047865365661 Long DBT CORP US Y 2 2044-06-01 Fixed 5.12500000 N N N N N N VALIDUS HOLDINGS, LTD. 549300V97BMXPCWUAZ30 91915WAB8 2155000.00000000 PA USD 3403744.25000000 0.077011965205 Long DBT NUSS US N 2 2040-01-26 Fixed 8.87500000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 2170000.00000000 PA USD 2199847.29000000 0.049773000117 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N TRINITY HEALTH CORPORATION TWSRHFGEDJDX0GKMGJ67 896516AA9 2392000.00000000 PA USD 2745272.52000000 0.062113606740 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAD1 525000.00000000 PA USD 698306.39000000 0.015799643997 Long DBT NUSS CA N 2 2037-10-15 Fixed 6.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 22445000.00000000 PA USD 19642882.03000000 0.444433199533 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N NORTHWELL HEALTHCARE, INC. 54930073NUTKK4QD3P47 667274AC8 825000.00000000 PA USD 938534.61000000 0.021234966384 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 7792000.00000000 PA USD 8890190.06000000 0.201146430895 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172BL2 701000.00000000 PA USD 798175.16000000 0.018059240981 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 440000.00000000 PA USD 547279.60000000 0.012382562970 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 1681000.00000000 PA USD 2214004.18000000 0.050093309118 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 1195000.00000000 PA USD 1425621.84000000 0.032255637167 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 2373000.00000000 PA USD 3078079.97000000 0.069643595445 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 845000.00000000 PA USD 849833.40000000 0.019228042832 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N EMORY UNIVERSITY 95MD72NUUVZ3P8PQ6919 29157TAE6 1660000.00000000 PA USD 1710020.88000000 0.038690353574 Long DBT CORP US N 2 2050-09-01 Fixed 2.96900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHX0 585000.00000000 PA USD 615345.87000000 0.013922607354 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 1550000.00000000 PA USD 1827139.29000000 0.041340235073 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 4135000.00000000 PA USD 4835932.70000000 0.109416176267 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 500000.00000000 PA USD 530923.27000000 0.012012490185 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N OHIO ST HOSP FAC REV N/A 677561JU7 970000.00000000 PA USD 1078349.00000000 0.024398359444 Long DBT MUN US N 2 2043-01-01 Fixed 3.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGK0 7974000.00000000 PA USD 9127241.42000000 0.206509874722 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N THE MOUNT SINAI HOSPITAL 549300IJEDK5LH7YPT15 623115AE2 2700000.00000000 PA USD 2894228.31000000 0.065483830022 Long DBT CORP US N 2 2049-07-01 Fixed 3.73700000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BN9 500000.00000000 PA USD 675825.30000000 0.015290994465 Long DBT CORP US N 2 2060-03-25 Fixed 4.95000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CB2 1900000.00000000 PA USD 2294732.60000000 0.051919843021 Long DBT CORP US N 2 2118-08-01 Fixed 5.10000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAD0 5640000.00000000 PA USD 6254933.04000000 0.141521997616 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 2635000.00000000 PA USD 3023015.05000000 0.068397715205 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N THE DAYTON POWER AND LIGHT COMPANY 1ELKY8G44MKGCQWG6864 240019BV0 250000.00000000 PA USD 269168.98000000 0.006090126225 Long DBT CORP US N 2 2049-06-15 Fixed 3.95000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 7739000.00000000 PA USD 9539516.50000000 0.215837871124 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 1830000.00000000 PA USD 2029906.25000000 0.045927971672 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 3655000.00000000 PA USD 5323458.16000000 0.120446762293 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAG3 145000.00000000 PA USD 149544.78000000 0.003383549570 Long DBT CORP US N 2 2031-02-15 Fixed 3.20000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AR7 1605000.00000000 PA USD 1796479.49000000 0.040646536817 Long DBT CORP US N 2 2042-10-01 Fixed 3.62500000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BF9 4615000.00000000 PA USD 4877146.86000000 0.110348673900 Long DBT CORP US N 2 2034-11-01 Fixed 3.03100000 N N N N N N LOS ANGELES CALIF DEPT ARPTS REV N/A 544445BD0 1430000.00000000 PA USD 1660644.70000000 0.037573184840 Long DBT MUN US N 2 2038-05-15 Fixed 3.88700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 1205000.00000000 PA USD 1509537.93000000 0.034154294213 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 3005000.00000000 PA USD 3445315.17000000 0.077952534768 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAY9 1716000.00000000 PA USD 1964457.10000000 0.044447141359 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 1769000.00000000 PA USD 2654796.25000000 0.060066521282 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAE2 380000.00000000 PA USD 390003.30000000 0.008824082646 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FT5 2060000.00000000 PA USD 2524605.81000000 0.057120876457 Long DBT CORP US N 2 2048-12-01 Fixed 4.65000000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 3700000.00000000 PA USD 4744399.00000000 0.107345165755 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QCF0 85000.00000000 PA USD 92750.01000000 0.002098530329 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N State of California N/A 13063A5G5 1635000.00000000 PA USD 2734750.05000000 0.061875528895 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N LOS ANGELES CALIF DEPT WTR & PWR REV N/A 544495UG7 1510000.00000000 PA USD 2158650.70000000 0.048840900017 Long DBT MUN US N 2 2039-07-01 Fixed 5.71600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 1990000.00000000 PA USD 2296982.71000000 0.051970753248 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 3023000.00000000 PA USD 3459340.49000000 0.078269866911 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 2810000.00000000 PA USD 3197461.63000000 0.072344684473 Long DBT CORP DE Y 2 2064-07-15 Fixed 4.70000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 1235000.00000000 PA USD 1339253.70000000 0.030301500867 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 3485000.00000000 PA USD 3893189.13000000 0.088085979378 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAN6 1495000.00000000 PA USD 1583353.33000000 0.035824416466 Long DBT NUSS CA Y 2 2050-01-25 Fixed 3.80000000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPA4 1025000.00000000 PA USD 1759545.75000000 0.039810886518 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 6015000.00000000 PA USD 7929658.35000000 0.179413765572 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 700000.00000000 PA USD 787905.16000000 0.017826875437 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBV7 2176000.00000000 PA USD 2567938.99000000 0.058101318319 Long DBT CORP US N 2 2048-05-01 Fixed 4.05000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AL2 530000.00000000 PA USD 685271.62000000 0.015504723704 Long DBT CORP US Y 2 2077-04-01 Fixed 4.90000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BY4 698000.00000000 PA USD 854559.66000000 0.019334977591 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N THE CHILDREN'S HOSPITAL OF PHILADELPHIA 254900N2KNSY5WTR1Q61 16877PAA8 1160000.00000000 PA USD 1099646.75000000 0.024880235126 Long DBT CORP US N 2 2050-07-01 Fixed 2.70400000 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAD7 4975000.00000000 PA USD 4921590.04000000 0.111354230246 Long DBT NUSS JP Y 2 2028-04-03 Fixed 1.59100000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMC3 2465000.00000000 PA USD 2232109.73000000 0.050502959163 Long DBT CORP US Y 2 2053-09-15 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 6590000.00000000 PA USD 8103072.44000000 0.183337374070 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FP4 4770000.00000000 PA USD 5906973.34000000 0.133649179231 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DH7 2330000.00000000 PA USD 2208766.84000000 0.049974810836 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAX0 385000.00000000 PA USD 572529.20000000 0.012953851873 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAC5 2350000.00000000 PA USD 2825211.27000000 0.063922273837 Long DBT CORP US N 2 2049-04-01 Fixed 4.31500000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646XZ0 2235000.00000000 PA USD 3056787.15000000 0.069161831308 Long DBT MUN US N 2 2034-07-01 Fixed 5.75000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KC4 575000.00000000 PA USD 674635.94000000 0.015264084408 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 2350000.00000000 PA USD 3000319.97000000 0.067884224008 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 945000.00000000 PA USD 1314277.42000000 0.029736396011 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 620000.00000000 PA USD 859979.18000000 0.019457597816 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 1175000.00000000 PA USD 1361764.09000000 0.030810813332 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAT1 1095000.00000000 PA USD 1347400.35000000 0.030485824213 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BM7 295000.00000000 PA USD 296279.84000000 0.006703527366 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBE1 1160000.00000000 PA USD 1742291.46000000 0.039420496793 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCN9 7908000.00000000 PA USD 10605023.40000000 0.239945669560 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAU6 1583000.00000000 PA USD 1770382.15000000 0.040056067237 Long DBT NUSS CN N 2 2037-12-06 Fixed 4.00000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 6001000.00000000 PA USD 8515460.35000000 0.192667923325 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 1785000.00000000 PA USD 2292128.01000000 0.051860912450 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BV5 340000.00000000 PA USD 388349.16000000 0.008786656634 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 1995000.00000000 PA USD 2217509.81000000 0.050172626315 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BG9 1795000.00000000 PA USD 1776147.89000000 0.040186520918 Long DBT CORP US N 2 2049-09-07 Fixed 2.87500000 N N N N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903AJ8 2500000.00000000 PA USD 3069941.08000000 0.069459447675 Long DBT CORP US N 2 2049-03-01 Fixed 4.20000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION N/A 69351UAU7 3925000.00000000 PA USD 4500777.91000000 0.101833077441 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GC86 2701000.00000000 PA USD 3518214.56000000 0.079601931690 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 160000.00000000 PA USD 149075.00000000 0.003372920486 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670BK3 1100000.00000000 PA USD 1379071.56000000 0.031202406289 Long DBT CORP US N 2 2043-02-11 Fixed 4.50000000 N N N N N N AIG SUNAMERICA GLOBAL FINANCING X 549300Q3UB1GMKCGGR05 00139PAA6 5490000.00000000 PA USD 7824193.79000000 0.177027560138 Long DBT CORP US Y 2 2032-03-15 Fixed 6.90000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 690000.00000000 PA USD 622135.50000000 0.014076227225 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAE3 1665000.00000000 PA USD 2832265.82000000 0.064081887698 Long DBT CORP US N 2 2038-11-10 Fixed 9.95000000 N N N N N N INTERNATIONAL TRANSMISSION COMPANY N/A 46051MAF9 2525000.00000000 PA USD 2955237.17000000 0.066864195836 Long DBT CORP US N 2 2043-08-15 Fixed 4.62500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 1555000.00000000 PA USD 1788868.70000000 0.040474337659 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAL8 775000.00000000 PA USD 731537.46000000 0.016551518938 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 1320000.00000000 PA USD 1190172.26000000 0.026928434671 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 1600000.00000000 PA USD 1941979.22000000 0.043938564455 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 1755000.00000000 PA USD 2270501.64000000 0.051371601523 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAG8 570000.00000000 PA USD 594332.96000000 0.013447176366 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N CHILDREN'S HOSPITAL MEDICAL CENTER 549300EKVCKSAOOWU002 16876AAC8 1180000.00000000 PA USD 1111959.90000000 0.025158828289 Long DBT CORP US N 2 2050-11-15 Fixed 2.82000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AA8 950000.00000000 PA USD 1054449.32000000 0.023857613374 Long DBT CORP US Y 2 2047-09-30 Fixed 3.85000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 6038000.00000000 PA USD 7608592.48000000 0.172149437881 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 1725000.00000000 PA USD 1768288.36000000 0.040008693853 Long DBT CORP US Y 2 2050-09-15 Fixed 3.35000000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAK4 775000.00000000 PA USD 921119.93000000 0.020840947729 Long DBT CORP CH N 2 2045-11-20 Fixed 4.00000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DK0 1815000.00000000 PA USD 1838530.02000000 0.041597957875 Long DBT CORP US N 2 2030-07-15 Fixed 2.65000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBG7 2680000.00000000 PA USD 2787678.94000000 0.063073080044 Long DBT CORP DE Y 2 2045-04-15 Fixed 3.95000000 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS L.P. 5493006LL0CKP8WQW329 86765BAV1 1252000.00000000 PA USD 1364358.80000000 0.030869520362 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AJ5 3152000.00000000 PA USD 4542209.93000000 0.102770504300 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BC5 1225000.00000000 PA USD 1440230.48000000 0.032586167310 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 2545000.00000000 PA USD 2119393.19000000 0.047952672884 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBF4 3700000.00000000 PA USD 6026641.77000000 0.136356756620 Long DBT CORP BE N 2 2039-01-15 Fixed 8.20000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 5655000.00000000 PA USD 7239389.85000000 0.163795984153 Long DBT NUSS GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CX5 785000.00000000 PA USD 959157.11000000 0.021701564088 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 2110000.00000000 PA USD 2443788.37000000 0.055292328417 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 17102467.17000000 NS USD 17102467.17000000 0.386954632862 Long STIV RF US N 2 N N N Houston Methodist Hospital N/A 591539AA9 1745000.00000000 PA USD 1649720.45000000 0.037326016457 Long DBT CORP US N 2 2050-12-01 Fixed 2.70500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DG2 2000000.00000000 PA USD 2246777.36000000 0.050834823994 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DH7 2080000.00000000 PA USD 1971774.69000000 0.044612706674 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DP0 6625000.00000000 PA USD 7170966.58000000 0.162247862408 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BA9 2445000.00000000 PA USD 2898750.61000000 0.065586150050 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DQ7 1065000.00000000 PA USD 1198562.64000000 0.027118272569 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AF7 1085000.00000000 PA USD 992225.84000000 0.022449765979 Long DBT CORP US Y 2 2041-02-10 Fixed 2.50000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 1635000.00000000 PA USD 1925714.67000000 0.043570568253 Long DBT CORP US Y 2 2038-09-24 Fixed 3.90000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 2260000.00000000 PA USD 2300490.66000000 0.052050122938 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAJ0 3130000.00000000 PA USD 4524989.26000000 0.102380875250 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 4032000.00000000 PA USD 3789475.20000000 0.085739383106 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N Vale Canada Limitee PRAQ4VOSFIK7OQ8Z2512 453258AP0 310000.00000000 PA USD 400442.50000000 0.009060276451 Long DBT NUSS BR N 2 2032-09-15 Fixed 7.20000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AC0 1715000.00000000 PA USD 2035064.94000000 0.046044690446 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QCE3 225000.00000000 PA USD 267935.35000000 0.006062214530 Long DBT CORP US N 2 2050-02-25 Fixed 4.35000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAN9 1800000.00000000 PA USD 2141723.32000000 0.048457906847 Long DBT CORP US N 2 2048-03-07 Fixed 4.05000000 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CC5 1000000.00000000 PA USD 1616449.21000000 0.036573232644 Long DBT CORP US N 2 2038-06-15 Fixed 8.70000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAK8 1175000.00000000 PA USD 1184073.44000000 0.026790444834 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FD0 650000.00000000 PA USD 763659.93000000 0.017278311071 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAD5 2192000.00000000 PA USD 3604445.91000000 0.081552973025 Long DBT NUSS DE N 2 2032-06-01 Fixed 9.25000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AP8 1820000.00000000 PA USD 1756559.66000000 0.039743324257 Long DBT CORP US N 2 2050-10-15 Fixed 2.51700000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 626000.00000000 PA USD 731529.93000000 0.016551348567 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 5250000.00000000 PA USD 6371524.74000000 0.144159961953 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECB5 560000.00000000 PA USD 671880.45000000 0.015201739624 Long DBT CORP US N 2 2041-12-15 Fixed 4.70000000 N N N N N N United States of America N/A N/A -449.00000000 NC USD -71489218.75000000 -1.61749086374 N/A DIR US N 1 US LONG BOND(CBT) JUN21 N/A Short U.S. Treasury Futures US Long Bond (CBT) Jun 2021 2021-06-24 -72006916.16000000 USD 517697.41000000 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 10093000.00000000 PA USD 11770943.69000000 0.266325387368 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N KANSAS ST DEV FIN AUTH REV N/A 485429Z64 2310000.00000000 PA USD 2843656.20000000 0.064339602580 Long DBT MUN US N 2 2037-04-15 Fixed 4.72700000 N N N N N N AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS N/A 023765AA8 802214.50000000 PA USD 799641.08000000 0.018092408391 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N DALLAS FORT WORTH TEX INTL ARPT REV N/A 2350364W7 4095000.00000000 PA USD 4292215.20000000 0.097114208165 Long DBT MUN US N 2 2038-11-01 Fixed 2.99400000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 3469000.00000000 PA USD 5003168.20000000 0.113199990079 Long DBT NUSS GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BX9 4985000.00000000 PA USD 6194711.35000000 0.140159442044 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 7777000.00000000 PA USD 9306336.63000000 0.210562022319 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 549000.00000000 PA USD 739675.08000000 0.016735637973 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EV1 1581000.00000000 PA USD 1842618.74000000 0.041690467869 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N SHANDS TEACHING HOSPITAL AND CLINICS, INC. 549300VJKZWK0KYJ1043 819420AB6 1750000.00000000 PA USD 2151716.00000000 0.048683997842 Long DBT CORP US N 2 2042-12-01 Fixed 4.74100000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBE8 685000.00000000 PA USD 684866.93000000 0.015495567325 Long DBT NUSS GB N 2 2032-04-29 Fixed 2.12500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 3000000.00000000 PA USD 3688803.84000000 0.083461626993 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAC0 4900000.00000000 PA USD 5787910.58000000 0.130955305527 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 5410000.00000000 PA USD 4992569.21000000 0.112960180919 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 04650NAB0 3100000.00000000 PA USD 3878389.70000000 0.087751132485 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 1100000.00000000 PA USD 1246367.29000000 0.028199884397 Long DBT CORP US Y 2 2042-11-28 Fixed 4.11900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 1109000.00000000 PA USD 1259967.44000000 0.028507596788 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N State of California N/A 13063A5E0 6750000.00000000 PA USD 10785825.00000000 0.244036425359 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 105000.00000000 PA USD 123056.13000000 0.002784226341 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABM6 2635000.00000000 PA USD 2440774.15000000 0.055224129695 Long DBT CORP US Y 2 2051-02-15 Fixed 3.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 2120000.00000000 PA USD 1944851.39000000 0.044003549201 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 1000000.00000000 PA USD 1189242.84000000 0.026907405929 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 1940000.00000000 PA USD 2277536.64000000 0.051530773051 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PCR5 40000.00000000 PA USD 46914.79000000 0.001061478157 Long DBT CORP US N 2 2041-12-01 Fixed 4.12500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2M6 1415000.00000000 PA USD 1279250.25000000 0.028943883119 Long DBT NUSS SA Y 2 2070-11-24 Fixed 3.50000000 N N N N N N CYRUSONE LP 549300TDXOX1X4TWIB58 23283PAR5 2800000.00000000 PA USD 2945180.00000000 0.066636645712 Long DBT CORP US N 2 2029-11-15 Fixed 3.45000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 5090000.00000000 PA USD 4860004.38000000 0.109960813950 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04351LAA8 520000.00000000 PA USD 713902.84000000 0.016152523995 Long DBT CORP US N 2 2053-11-15 Fixed 4.84700000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 5455000.00000000 PA USD 6462867.38000000 0.146226649606 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N BAKER HUGHES HOLDINGS LLC 549300XU3XH6F05YEQ93 05723KAF7 1370000.00000000 PA USD 1485333.34000000 0.033606649353 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DJ3 4660000.00000000 PA USD 4809199.31000000 0.108811315634 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 695000.00000000 PA USD 936664.55000000 0.021192655039 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 5245000.00000000 PA USD 5968758.97000000 0.135047119981 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AT9 300000.00000000 PA USD 321959.48000000 0.007284546208 Long DBT NUSS NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279AC4 2500000.00000000 PA USD 2707058.48000000 0.061248988806 Long DBT NUSS FR Y 2 2047-04-10 Fixed 3.95000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BV2 1985000.00000000 PA USD 2420784.86000000 0.054771858786 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N AHS HOSPITAL CORP. 549300D7W3C9Z4RGJG34 001306AC3 615000.00000000 PA USD 582402.55000000 0.013177242948 Long DBT CORP US N 2 2051-07-01 Fixed 2.78000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MM0 1825000.00000000 PA USD 2413704.92000000 0.054611670460 Long DBT CORP US N 2 2041-03-26 Fixed 5.31600000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAJ1 1030000.00000000 PA USD 1139406.13000000 0.025779817399 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAF8 4700000.00000000 PA USD 6311203.05000000 0.142795143815 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 700000.00000000 PA USD 859989.70000000 0.019457835838 Long DBT CORP US N 2 2047-01-22 Fixed 4.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 1035000.00000000 PA USD 1473400.18000000 0.033336653714 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAF8 1030000.00000000 PA USD 1221613.73000000 0.027639818728 Long DBT CORP US N 2 2048-07-15 Fixed 4.20000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 8810000.00000000 PA USD 8175176.77000000 0.184968782233 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CF5 829000.00000000 PA USD 1031811.73000000 0.023345422926 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N FARMERS EXCHANGE CAPITAL III N/A 30958QAA9 940000.00000000 PA USD 1166362.90000000 0.026389732151 Long DBT CORP US Y 2 2054-10-15 Fixed 5.45400000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DR6 545000.00000000 PA USD 517411.17000000 0.011706769984 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BV5 332000.00000000 PA USD 379211.53000000 0.008579911711 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 5140000.00000000 PA USD 6238608.23000000 0.141152637991 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N DALLAS CNTY TEX HOSP DIST N/A 234667JL8 2250000.00000000 PA USD 3051562.50000000 0.069043620146 Long DBT MUN US N 2 2044-08-15 Fixed 5.62100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 6805000.00000000 PA USD 6299660.70000000 0.142533990511 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BP2 330000.00000000 PA USD 434619.96000000 0.009833564092 Long DBT CORP US N 2 2028-06-01 Fixed 7.25000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 990000.00000000 PA USD 1107880.09000000 0.025066519889 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N MASSACHUSETTS ST N/A 57582PUE8 4085000.00000000 PA USD 5685584.70000000 0.128640114805 Long DBT MUN US N 2 2039-12-01 Fixed 5.45600000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CX6 946000.00000000 PA USD 847548.82000000 0.019176352699 Long DBT CORP US Y 2 2053-09-01 Fixed 2.77000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FC2 6685000.00000000 PA USD 7518869.72000000 0.170119401085 Long DBT CORP US N 2 2043-03-01 Fixed 3.95000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 1885000.00000000 PA USD 1749788.95000000 0.039590132464 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JD3 3153000.00000000 PA USD 3929466.73000000 0.088906784076 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N INDIANA UNIVERSITY HEALTH, INC. 5493005H76YOO81B8D75 455170AA8 2480000.00000000 PA USD 2941822.92000000 0.066560689556 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AA8 788000.00000000 PA USD 874637.96000000 0.019789262410 Long DBT CORP US Y 2 2047-09-30 Fixed 3.85000000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 2000000.00000000 PA USD 2570566.74000000 0.058160772901 Long DBT CORP US Y 2 2053-11-01 Fixed 6.15100000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCD2 966000.00000000 PA USD 1147994.28000000 0.025974129973 Long DBT CORP US N 2 2043-03-15 Fixed 4.25000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AV0 500000.00000000 PA USD 589583.37000000 0.013339713750 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 1960000.00000000 PA USD 2376844.43000000 0.053777677491 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N THE JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AB4 2000000.00000000 PA USD 2473483.24000000 0.055964194493 Long DBT CORP US N 2 2053-07-01 Fixed 4.08300000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BB3 1372000.00000000 PA USD 1419385.42000000 0.032114534039 Long DBT CORP US N 2 2049-11-15 Fixed 3.12500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 1105000.00000000 PA USD 1237397.34000000 0.027996933345 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 4970000.00000000 PA USD 4745426.67000000 0.107368417469 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAG1 1455000.00000000 PA USD 1574620.21000000 0.035626823849 Long DBT NUSS CN Y 2 2028-01-19 Fixed 3.59500000 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAC2 4585000.00000000 PA USD 4555671.77000000 0.103075087335 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBL4 6810000.00000000 PA USD 6600379.69000000 0.149337956583 Long SN UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N PORT AUTH N Y & N J N/A 73358WRP1 500000.00000000 PA USD 667385.00000000 0.015100027094 Long DBT MUN US N 2 2046-08-01 Fixed 4.96000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 640000.00000000 PA USD 695252.36000000 0.015730544548 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 1865000.00000000 PA USD 1726505.10000000 0.039063319956 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 00108WAJ9 2845000.00000000 PA USD 3256148.13000000 0.073672505356 Long DBT CORP US N 2 2049-05-01 Fixed 4.15000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AE5 640000.00000000 PA USD 896402.00000000 0.020281688212 Long DBT CORP US N 2 2035-11-01 Fixed 5.75000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAX3 2980000.00000000 PA USD 3345313.49000000 0.075689930608 Long DBT CORP US N 2 2029-03-07 Fixed 3.40000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KA8 600000.00000000 PA USD 700941.87000000 0.015859273476 Long DBT CORP US N 2 2043-03-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 1655000.00000000 PA USD 1541994.53000000 0.034888646257 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 1585000.00000000 PA USD 1998807.41000000 0.045224339845 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 585000.00000000 PA USD 699504.33000000 0.015826748182 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687GA8 700000.00000000 PA USD 775796.56000000 0.017552910353 Long DBT CORP US N 2 2060-05-13 Fixed 3.80000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 7030000.00000000 PA USD 8957274.50000000 0.202664260726 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DN8 280000.00000000 PA USD 307007.77000000 0.006946253879 Long DBT CORP US N 2 2050-01-15 Fixed 3.95000000 N N N N N N TEXAS ST N/A 882722KF7 4350000.00000000 PA USD 6279660.00000000 0.142081461443 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAA4 90000.00000000 PA USD 108533.97000000 0.002455652865 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XCA2 1960000.00000000 PA USD 2495689.64000000 0.056466628983 Long DBT CORP US N 2 2050-05-15 Fixed 5.25000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867229AD8 3570000.00000000 PA USD 4514141.30000000 0.102135432979 Long DBT NUSS CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 2248000.00000000 PA USD 2903820.44000000 0.065700858308 Long DBT CORP US Y 2 2043-02-01 Fixed 5.50000000 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAF5 2215000.00000000 PA USD 3248611.17000000 0.073501976650 Long DBT CORP US Y 2 2039-11-15 Fixed 6.75000000 N N N N N N GOLDMAN SACHS CAPITAL I 5299005MCIJK7R2NP351 38143VAA7 4645000.00000000 PA USD 6430696.49000000 0.145498761939 Long DBT CORP US N 2 2034-02-15 Fixed 6.34500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 3090000.00000000 PA USD 3195971.74000000 0.072310974726 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAF1 160000.00000000 PA USD 207929.98000000 0.004704553341 Long DBT CORP US N 2 2040-04-15 Fixed 6.30000000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AM7 2805000.00000000 PA USD 3226754.39000000 0.073007452545 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YS7 2200000.00000000 PA USD 3122460.00000000 0.070647722981 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAC1 31000.00000000 PA USD 31723.73000000 0.000717770376 Long DBT CORP US N 2 2050-01-01 Fixed 3.18100000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BU1 475000.00000000 PA USD 744909.81000000 0.016854077202 Long DBT CORP US N 2 2031-05-15 Fixed 8.87500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 1490000.00000000 PA USD 1437577.32000000 0.032526137810 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N MICHIGAN ST UNIV REVS N/A 594712PP0 850000.00000000 PA USD 1048296.50000000 0.023718401752 Long DBT MUN US N 2 2050-02-15 Fixed 6.17300000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 1290000.00000000 PA USD 1512430.20000000 0.034219733735 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523BK5 1300000.00000000 PA USD 1411764.71000000 0.031942110434 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAP4 4853000.00000000 PA USD 5865538.85000000 0.132711696487 Long DBT CORP US N 2 2049-03-04 Fixed 4.10000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BC7 1985000.00000000 PA USD 2307779.96000000 0.052215048172 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 2925000.00000000 PA USD 3395381.71000000 0.076822757205 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBE0 1450000.00000000 PA USD 1796769.20000000 0.040653091698 Long DBT CORP US N 2 2042-07-15 Fixed 4.65000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 1975000.00000000 PA USD 2032768.36000000 0.045992728804 Long DBT CORP US Y 2 2070-10-15 Fixed 3.72900000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAQ7 519000.00000000 PA USD 755815.68000000 0.017100829725 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 2135000.00000000 PA USD 2340192.82000000 0.052948410570 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CT9 1735000.00000000 PA USD 2060417.52000000 0.046618309339 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 2310000.00000000 PA USD 2756264.51000000 0.062362307785 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 2465000.00000000 PA USD 3106190.87000000 0.070279623153 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632G96 4150000.00000000 PA USD 5078521.00000000 0.114904897024 Long DBT MUN US N 2 2056-12-01 Fixed 4.04800000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AJ0 315000.00000000 PA USD 393393.48000000 0.008900787711 Long DBT CORP US N 2 2046-03-15 Fixed 4.62500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 2770000.00000000 PA USD 3312182.90000000 0.074940329094 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BS4 3395000.00000000 PA USD 3606395.48000000 0.081597083335 Long DBT CORP US N 2 2049-09-01 Fixed 3.40000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1175000.00000000 PA USD 1258765.91000000 0.028480411377 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAV4 1022000.00000000 PA USD 1145112.55000000 0.025908928926 Long DBT NUSS CN N 2 2047-12-06 Fixed 4.20000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAW2 2550000.00000000 PA USD 2995827.87000000 0.067782587274 Long DBT NUSS CN N 2 2057-12-06 Fixed 4.40000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 5645000.00000000 PA USD 6411600.09000000 0.145066693257 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 4000000.00000000 PA USD 4300888.76000000 0.097310453197 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92553PAZ5 300000.00000000 PA USD 334185.71000000 0.007561172749 Long DBT CORP US N 2 2034-12-15 Fixed 4.85000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 1575000.00000000 PA USD 1450863.30000000 0.032826741896 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 10336000.00000000 PA USD 11183692.47000000 0.253038440054 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AH4 21000.00000000 PA USD 19229.05000000 0.000435069976 Long DBT CORP US N 2 2051-07-01 Fixed 2.29400000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAC6 1415000.00000000 PA USD 1846504.25000000 0.041778380103 Long DBT NUSS NO N 2 2040-08-17 Fixed 5.10000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAH0 4870000.00000000 PA USD 7345553.85000000 0.166198014879 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BJ0 1725000.00000000 PA USD 2158411.72000000 0.048835492936 Long DBT CORP US N 2 2044-11-01 Fixed 4.75200000 N N N N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XBP5 90000.00000000 PA USD 88403.59000000 0.002000189701 Long DBT CORP US N 2 2050-04-15 Fixed 3.00000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CC1 6850000.00000000 PA USD 9826767.44000000 0.222337113655 Long DBT CORP US N 2 2037-07-01 Fixed 6.20000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 390000.00000000 PA USD 377104.05000000 0.008532228582 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT30 3720000.00000000 PA USD 5393665.20000000 0.122035243015 Long DBT MUN US N 2 2042-06-15 Fixed 5.72400000 N N N N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AD6 3838000.00000000 PA USD 4480765.02000000 0.101380272566 Long DBT CORP US N 2 2047-05-15 Fixed 4.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBL4 21740000.00000000 PA USD 21070815.63000000 0.476741141800 Long SN UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N MASSACHUSETTS EDL FING AUTH ED LN REV N/A 57563RRD3 1695000.00000000 PA USD 1745748.30000000 0.039498710085 Long DBT MUN US N 2 2030-07-01 Fixed 3.10500000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BJ0 1430000.00000000 PA USD 1885355.90000000 0.042657424384 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AK9 825000.00000000 PA USD 929999.46000000 0.021041852969 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AN4 965000.00000000 PA USD 1164268.05000000 0.026342334785 Long DBT CORP US Y 2 2048-09-24 Fixed 4.00000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WB21 1170000.00000000 PA USD 1173357.90000000 0.026547998654 Long DBT MUN US N 2 2042-01-01 Fixed 3.07900000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 1820000.00000000 PA USD 2220094.64000000 0.050231109804 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CJ6 2039000.00000000 PA USD 2206736.99000000 0.049928884137 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 600000.00000000 PA USD 676701.64000000 0.015310822237 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 530000.00000000 PA USD 635613.49000000 0.014381175664 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 7928000.00000000 PA USD 8502098.27000000 0.192365597426 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BV7 2390000.00000000 PA USD 3450620.72000000 0.078072576347 Long DBT CORP GB N 2 2040-05-01 Fixed 8.12500000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAT5 1760000.00000000 PA USD 2121093.97000000 0.047991154157 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 1500000.00000000 PA USD 1629497.72000000 0.036868463814 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BK2 325000.00000000 PA USD 368107.77000000 0.008328681796 Long DBT CORP US N 2 2044-10-15 Fixed 4.10000000 N N N N N N ENLINK MIDSTREAM PARTNERS, LP 88CPW63VL7KHJWS0NY83 29336UAD9 2045000.00000000 PA USD 1625775.00000000 0.036784234811 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 1025000.00000000 PA USD 1314326.75000000 0.029737512135 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 435000.00000000 PA USD 550893.12000000 0.012464321251 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAX0 1050000.00000000 PA USD 1561443.27000000 0.035328686865 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N PORT AUTH N Y & N J N/A 73358WEK6 245000.00000000 PA USD 330527.05000000 0.007478393147 Long DBT MUN US N 2 2051-10-01 Fixed 4.92600000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165DX5 1595000.00000000 PA USD 1877065.32000000 0.042469844528 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAV1 6825000.00000000 PA USD 6639520.73000000 0.150223548504 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AE1 785000.00000000 PA USD 903439.83000000 0.020440923771 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 8456000.00000000 PA USD 9909323.50000000 0.224204999123 Long DBT CORP US N 2 2038-04-24 Fixed 4.24400000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 700000.00000000 PA USD 785470.09000000 0.017771780368 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448BZ3 1675000.00000000 PA USD 2388821.35000000 0.054048663229 Long DBT CORP US N 2 2037-09-01 Fixed 6.25000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 5035000.00000000 PA USD 5947080.38000000 0.134556627542 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 960000.00000000 PA USD 1365395.95000000 0.030892986566 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RAP4 2225000.00000000 PA USD 2567840.44000000 0.058099088560 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AQ2 75000.00000000 PA USD 86530.47000000 0.001957809122 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NAK6 715000.00000000 PA USD 765317.80000000 0.017315821476 Long DBT CORP US N 2 2044-10-01 Fixed 4.41100000 N N N N N N State of California N/A 13063BFR8 1870000.00000000 PA USD 3109342.50000000 0.070350930867 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 26505000.00000000 PA USD 23196016.41000000 0.524825215250 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BM5 820000.00000000 PA USD 780824.11000000 0.017666661997 Long DBT CORP US N 2 2050-10-15 Fixed 2.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BW5 1490000.00000000 PA USD 2038934.80000000 0.046132248588 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EK5 1560000.00000000 PA USD 1878174.98000000 0.042494951319 Long DBT CORP US N 2 2048-09-15 Fixed 4.20000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CR1 4025000.00000000 PA USD 4745024.76000000 0.107359323989 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1000000.00000000 PA USD 1071290.14000000 0.024238648067 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DBY7 2375000.00000000 PA USD 2804376.25000000 0.063450867728 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 4340000.00000000 PA USD 4409849.87000000 0.099775770388 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EY5 75000.00000000 PA USD 98787.04000000 0.002235122126 Long DBT CORP US N 2 2039-12-01 Fixed 5.50000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 50000.00000000 PA USD 57545.53000000 0.001302005682 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAC6 2554000.00000000 PA USD 2860721.56000000 0.064725717638 Long DBT CORP US N 2 2049-04-15 Fixed 3.88700000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBE8 82000.00000000 PA USD 88441.21000000 0.002001040879 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 4705000.00000000 PA USD 5210241.39000000 0.117885157980 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAE6 3015000.00000000 PA USD 3337212.48000000 0.075506639898 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516CA2 1470000.00000000 PA USD 1447877.48000000 0.032759185744 Long DBT CORP US N 2 2050-06-01 Fixed 2.80000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAR4 2860000.00000000 PA USD 3426779.64000000 0.077533156141 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 1795000.00000000 PA USD 2261911.81000000 0.051177250937 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EC3 4835000.00000000 PA USD 5845503.01000000 0.132258372353 Long DBT CORP US N 2 2048-06-29 Fixed 4.05000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AF2 2410000.00000000 PA USD 2815983.97000000 0.063713500071 Long DBT CORP US Y 2 2049-04-01 Fixed 3.95000000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AM3 736000.00000000 PA USD 752480.19000000 0.017025362058 Long DBT CORP US N 2 2050-05-01 Fixed 3.10000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 400000.00000000 PA USD 480535.30000000 0.010872429032 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29279FAA7 546000.00000000 PA USD 646470.39000000 0.014626820208 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 2235000.00000000 PA USD 3214610.18000000 0.072732681760 Long DBT CORP US N 2 2051-03-24 Fixed 5.59700000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 6499022E2 2000000.00000000 PA USD 2474660.00000000 0.055990819467 Long DBT MUN US N 2 2033-03-15 Fixed 5.28900000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBW1 30000.00000000 PA USD 36039.15000000 0.000815409608 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BN2 8700000.00000000 PA USD 10430525.87000000 0.235997547515 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AT3 310000.00000000 PA USD 437254.92000000 0.009893181805 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N MISSOURI ST HEALTH & EDL FACS AUTH EDL FACS REV N/A 60636AMS9 1555000.00000000 PA USD 1662419.40000000 0.037613338601 Long DBT MUN US N 2 2051-09-15 Fixed 3.08600000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAQ0 1845000.00000000 PA USD 2199969.83000000 0.049775772665 Long DBT CORP US N 2 2048-06-01 Fixed 4.35000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 550000.00000000 PA USD 597987.75000000 0.013529868407 Long DBT CORP CH Y 2 2049-09-23 Fixed 3.80000000 N N N N N N SECURIAN FINANCIAL GROUP, INC. 5493007EAD0HGURCS836 81373PAA1 2921000.00000000 PA USD 3349805.25000000 0.075791559649 Long DBT CORP US Y 2 2048-04-15 Fixed 4.80000000 N N N N N N CRANE CO. 549300X1RO9ID7AUCA83 224399AT2 775000.00000000 PA USD 787506.43000000 0.017817853907 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AE4 1705000.00000000 PA USD 2102560.90000000 0.047571831189 Long DBT CORP US N 2 2116-08-01 Fixed 4.76300000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081FA6 1045000.00000000 PA USD 982619.64000000 0.022232419349 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KR1 800000.00000000 PA USD 981190.30000000 0.022200079586 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 1755000.00000000 PA USD 2163309.40000000 0.048946306186 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CJ6 464000.00000000 PA USD 501696.80000000 0.011351221968 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 1709000.00000000 PA USD 2535854.29000000 0.057375380758 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 971000.00000000 PA USD 1370061.45000000 0.030998546590 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AW9 2200000.00000000 PA USD 3127201.26000000 0.070754997125 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 1285000.00000000 PA USD 1613758.47000000 0.036512352871 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 3095000.00000000 PA USD 4496056.95000000 0.101726262598 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 2080000.00000000 PA USD 1892662.64000000 0.042822744210 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 350000.00000000 PA USD 382371.63000000 0.008651411064 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 5123000.00000000 PA USD 6557996.67000000 0.148379012719 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAH9 4503000.00000000 PA USD 5358424.06000000 0.121237888911 Long DBT CORP US Y 2 2034-10-01 Fixed 4.27800000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 615000.00000000 PA USD 872689.24000000 0.019745171331 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EV1 2570000.00000000 PA USD 2995275.25000000 0.067770083881 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AY8 2205000.00000000 PA USD 2305735.56000000 0.052168792270 Long DBT CORP US N 2 2049-11-01 Fixed 3.35000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCA2 1990000.00000000 PA USD 2061497.85000000 0.046642752520 Long DBT CORP US N 2 2049-08-01 Fixed 3.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 805000.00000000 PA USD 817956.02000000 0.018506796023 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FG4 1982000.00000000 PA USD 3488941.63000000 0.078939612284 Long DBT CORP US N 2 2038-11-15 Fixed 8.87500000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAK4 3550000.00000000 PA USD 4219323.57000000 0.095464986819 Long DBT CORP CH N 2 2045-11-20 Fixed 4.00000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 3091000.00000000 PA USD 3924346.92000000 0.088790944988 Long DBT CORP US N 2 2048-12-17 Fixed 4.87500000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBB4 1200000.00000000 PA USD 1396909.03000000 0.031605990847 Long DBT CORP US N 2 2047-07-01 Fixed 4.15000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 1565000.00000000 PA USD 1732621.81000000 0.039201714566 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FS0 6100000.00000000 PA USD 7724321.91000000 0.174767892789 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 5000000.00000000 PA USD 5297760.30000000 0.119865331212 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002BC4 515000.00000000 PA USD 621800.83000000 0.014068655094 Long DBT CORP US N 2 2046-12-15 Fixed 4.20000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 3910000.00000000 PA USD 4819680.78000000 0.109048465826 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDE9 50000.00000000 PA USD 66714.77000000 0.001509465802 Long DBT CORP US N 2 2040-03-15 Fixed 6.35000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646140CK7 2000000.00000000 PA USD 2294820.00000000 0.051921820504 Long DBT MUN US N 2 2036-01-01 Fixed 3.72900000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 730000.00000000 PA USD 840660.02000000 0.019020489042 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 5230000.00000000 PA USD 6230229.81000000 0.140963070697 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 1130000.00000000 PA USD 1297760.83000000 0.029362697236 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FL2 5233000.00000000 PA USD 5683254.80000000 0.128587399276 Long DBT CORP US N 2 2047-06-15 Fixed 3.87500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 1500000.00000000 PA USD 1597175.72000000 0.036137157183 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DS4 2255000.00000000 PA USD 2047947.68000000 0.046336170960 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AS6 350000.00000000 PA USD 395970.17000000 0.008959087027 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CE6 2310000.00000000 PA USD 2403004.43000000 0.054369564796 Long DBT CORP US N 2 2042-12-15 Fixed 3.65000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FW8 2350000.00000000 PA USD 2499624.08000000 0.056555648290 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AV7 2880000.00000000 PA USD 2959107.26000000 0.066951759182 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EM6 1745000.00000000 PA USD 1862920.80000000 0.042149815406 Long DBT CORP US N 2 2049-07-29 Fixed 3.37500000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 2405000.00000000 PA USD 2899306.91000000 0.065598736706 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 1890000.00000000 PA USD 2513019.60000000 0.056858730791 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAH7 4155000.00000000 PA USD 4787224.80000000 0.108314127809 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAF7 1785000.00000000 PA USD 2620972.69000000 0.059301240863 Long DBT CORP US N 2 2040-04-30 Fixed 6.40000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 2190000.00000000 PA USD 2510895.25000000 0.056810665967 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N UNIVERSITY CALIF REVS N/A 91412F7Y7 1800000.00000000 PA USD 2475954.00000000 0.056020097073 Long DBT MUN US N 2 2043-05-15 Fixed 5.77000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EJ8 2200000.00000000 PA USD 2626736.73000000 0.059431656081 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 1300000.00000000 PA USD 1486565.60000000 0.033634530050 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1250000.00000000 PA USD 1499088.41000000 0.033917866910 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 4617000.00000000 PA USD 5112791.60000000 0.115680292019 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAN0 1707000.00000000 PA USD 2055058.90000000 0.046497067017 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 2010000.00000000 PA USD 2078933.07000000 0.047037235905 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 8050000.00000000 PA USD 7469940.18000000 0.169012337876 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 5355000.00000000 PA USD 5694368.41000000 0.128838852054 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NT8 4493000.00000000 PA USD 5468804.07000000 0.123735309652 Long DBT CORP US N 2 2049-03-15 Fixed 4.30000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJA9 480000.00000000 PA USD 456368.65000000 0.010325642590 Long DBT CORP US N 2 2030-07-22 Fixed 1.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BN9 220000.00000000 PA USD 297363.13000000 0.006728037519 Long DBT CORP US N 2 2060-03-25 Fixed 4.95000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 735000.00000000 PA USD 846417.97000000 0.019150766469 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JP6 1540000.00000000 PA USD 1792754.07000000 0.040562246725 Long DBT CORP US N 2 2049-03-01 Fixed 4.00000000 N N N N N N State of California N/A 13063A5E0 13445000.00000000 PA USD 21483765.50000000 0.486084405771 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DJ2 1030000.00000000 PA USD 899154.55000000 0.020343966477 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N NATIONWIDE HEALTH PROPERTIES, LLC N/A 63861QAZ1 1600000.00000000 PA USD 1982816.61000000 0.044862537418 Long DBT CORP US N 2 2037-10-01 Fixed 6.90000000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 33000.00000000 PA USD 32749.72000000 0.000740984078 Long DBT CORP US N 2 2045-04-01 Fixed 2.76100000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAE3 1050000.00000000 PA USD 1046932.86000000 0.023687548494 Long DBT NUSS US Y 2 2040-09-02 Fixed 3.30000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 3607000.00000000 PA USD 4348357.60000000 0.098384467102 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 3200000.00000000 PA USD 3845926.50000000 0.087016631111 Long DBT NUSS NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N THE PRUDENTIAL INSURANCE COMPANY OF AMERICA X574KRZ6V5A7UBU45C31 743917AH9 1000000.00000000 PA USD 1284852.82000000 0.029070644972 Long DBT CORP US Y 2 2025-07-01 Fixed 8.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 1835000.00000000 PA USD 2084195.95000000 0.047156312047 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368CA9 1995000.00000000 PA USD 2011677.40000000 0.045515531883 Long DBT CORP US N 2 2050-02-07 Fixed 2.87500000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AM9 1200000.00000000 PA USD 1641734.57000000 0.037145330640 Long DBT CORP US N 2 2036-11-15 Fixed 5.75000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DA2 2245000.00000000 PA USD 2664381.83000000 0.060283401370 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 1055000.00000000 PA USD 1141524.34000000 0.025827743301 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 3305000.00000000 PA USD 3115032.73000000 0.070479676084 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBB3 2440000.00000000 PA USD 2885965.44000000 0.065296877122 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N GULF POWER COMPANY BLVY3B5CY5IDPCFLQ577 402479CE7 700000.00000000 PA USD 785999.65000000 0.017783762013 Long DBT CORP US N 2 2044-10-01 Fixed 4.55000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAA2 1910000.00000000 PA USD 2629107.17000000 0.059485288854 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BT4 2320000.00000000 PA USD 2710910.74000000 0.061336148737 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AM5 740000.00000000 PA USD 799651.84000000 0.018092651843 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DF1 250000.00000000 PA USD 305380.98000000 0.006909446679 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 1092000.00000000 PA USD 1438129.43000000 0.032538629664 Long DBT CORP US N 2 2041-02-01 Fixed 5.95000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AY6 4555000.00000000 PA USD 5358828.18000000 0.121247032393 Long DBT CORP US N 2 2047-05-11 Fixed 4.10000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 430000.00000000 PA USD 501834.17000000 0.011354330055 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 2722000.00000000 PA USD 3689541.92000000 0.083478326541 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CX6 1990000.00000000 PA USD 1850808.22000000 0.041875760271 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 3500000.00000000 PA USD 4927601.46000000 0.111490242600 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 615000.00000000 PA USD 736470.59000000 0.016663134267 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BV5 2380000.00000000 PA USD 2639385.49000000 0.059717842643 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 1585000.00000000 PA USD 1473585.66000000 0.033340850322 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 1140000.00000000 PA USD 1284114.02000000 0.029053929133 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EU8 7361000.00000000 PA USD 8216345.70000000 0.185900256507 Long DBT CORP US N 2 2050-03-19 Fixed 3.62500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 3050000.00000000 PA USD 3270862.73000000 0.074005432915 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N CHEVRON CORPORATION N/A 166764CA6 1590000.00000000 PA USD 1564920.07000000 0.035407351765 Long DBT CORP US N 2 2050-05-11 Fixed 3.07800000 N N N N N N NEW YORK ST URBAN DEV CORP REV N/A 650036DL7 245000.00000000 PA USD 276386.95000000 0.006253437571 Long DBT MUN US N 2 2046-03-15 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BF8 5825000.00000000 PA USD 7096180.20000000 0.160555771089 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAJ7 635000.00000000 PA USD 625894.80000000 0.014161283874 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CF2 1400000.00000000 PA USD 1697630.66000000 0.038410016651 Long DBT CORP US Y 2 2035-02-01 Fixed 4.80000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 1685000.00000000 PA USD 2433557.17000000 0.055060840749 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 6615000.00000000 PA USD 8746758.43000000 0.197901195387 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BR0 1000000.00000000 PA USD 1169749.74000000 0.026466361647 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAD3 540000.00000000 PA USD 519597.01000000 0.011756226060 Long DBT CORP US N 2 2050-04-01 Fixed 2.94300000 N N N N N N HARTFORD HEALTHCARE CORPORATION 549300W3L482NUDOFF24 41652PAB5 2130000.00000000 PA USD 2791870.47000000 0.063167916183 Long DBT CORP US N 2 2044-04-01 Fixed 5.74600000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAU5 5045000.00000000 PA USD 6253317.25000000 0.141485439299 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 3870000.00000000 PA USD 4379212.97000000 0.099082590259 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 1995000.00000000 PA USD 2352481.18000000 0.053226442844 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAB3 1157000.00000000 PA USD 1441025.97000000 0.032604165798 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 4195000.00000000 PA USD 5082711.54000000 0.114999710764 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBC3 2475000.00000000 PA USD 3023761.36000000 0.068414600963 Long DBT CORP US N 2 2053-10-01 Fixed 4.00300000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04351LAB6 2276000.00000000 PA USD 2705063.62000000 0.061203853779 Long DBT CORP US N 2 2046-11-15 Fixed 3.94500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 6103000.00000000 PA USD 7504256.61000000 0.169788769805 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMC3 4127000.00000000 PA USD 3737085.95000000 0.084554041670 Long DBT CORP US Y 2 2053-09-15 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDT6 2495000.00000000 PA USD 2732850.47000000 0.061832549641 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N XLIT LTD. 635400XCGXK8NVDIVE95 98420EAB1 805000.00000000 PA USD 1074576.77000000 0.024313010244 Long DBT NUSS BM N 2 2043-12-15 Fixed 5.25000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 730000.00000000 PA USD 796238.12000000 0.018015414169 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 2325000.00000000 PA USD 2404736.01000000 0.054408742939 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 955000.00000000 PA USD 1022252.99000000 0.023129150110 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172BD0 2830000.00000000 PA USD 3454511.78000000 0.078160614153 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 7245000.00000000 PA USD 8714535.37000000 0.197172127339 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JB7 2070000.00000000 PA USD 2541681.67000000 0.057507229085 Long DBT CORP US N 2 2043-08-15 Fixed 4.60000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBB6 735000.00000000 PA USD 1079853.84000000 0.024432407444 Long DBT CORP US N 2 2040-03-01 Fixed 6.40000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 95000.00000000 PA USD 135239.63000000 0.003059886088 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 1805000.00000000 PA USD 1850295.93000000 0.041864169371 Long DBT CORP US Y 2 2050-09-15 Fixed 3.35000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 3620000.00000000 PA USD 4330258.52000000 0.097974963445 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVS0 155000.00000000 PA USD 198239.81000000 0.004485306835 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAD1 1205000.00000000 PA USD 1735826.36000000 0.039274219629 Long DBT CORP US N 2 2037-06-15 Fixed 6.25000000 N N N N N N CARLYLE HOLDINGS II FINANCE L.L.C. N/A 14310FAA0 3818000.00000000 PA USD 4676466.61000000 0.105808150495 Long DBT CORP US Y 2 2043-03-30 Fixed 5.62500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 10000.00000000 PA USD 15362.67000000 0.000347590571 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N UNIVERSITY TEX PERM UNIV FD N/A 9151158F9 2010000.00000000 PA USD 2266777.50000000 0.051287340392 Long DBT MUN US N 2 2047-07-01 Fixed 3.37600000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432MS1 527000.00000000 PA USD 624922.98000000 0.014139295803 Long DBT CORP US N 2 2032-11-01 Fixed 4.02300000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 4095000.00000000 PA USD 6145500.65000000 0.139046017404 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHV5 4905000.00000000 PA USD 6697426.25000000 0.151533699198 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 2645000.00000000 PA USD 2792342.37000000 0.063178593232 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 5040000.00000000 PA USD 5767193.22000000 0.130486561553 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 2700000.00000000 PA USD 3559447.64000000 0.080534857400 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 370000.00000000 PA USD 381505.59000000 0.008631816336 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9127964Z9 3295000.00000000 PA USD 3294783.98000000 0.074546667020 Long DBT UST US N 2 2021-04-29 None 0.00000000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPC0 500000.00000000 PA USD 770660.00000000 0.017436692285 Long DBT MUN US N 2 2036-08-01 Fixed 6.68000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 780000.00000000 PA USD 952358.01000000 0.021547729953 Long DBT CORP US N 2 2046-03-15 Fixed 4.55000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 10515000.00000000 PA USD 10699327.95000000 0.242079372386 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMC3 7620000.00000000 PA USD 6900071.47000000 0.156118681349 Long DBT CORP US Y 2 2053-09-15 Fixed 3.50000000 N N N N N N MOTIVA ENTERPRISES LLC UQZ4EDMHL4ZESPZY3752 61980AAD5 4340000.00000000 PA USD 5258046.88000000 0.118966788814 Long DBT CORP US Y 2 2040-01-15 Fixed 6.85000000 N N N N N N Fomento Economico Mexicano, S.A.B. de C.V. 549300A8MDWDJNMLV153 344419AC0 3150000.00000000 PA USD 3207645.00000000 0.072575089955 Long DBT NUSS MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 400000.00000000 PA USD 485864.94000000 0.010993015663 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 6310000.00000000 PA USD 8775757.19000000 0.198557311515 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAM5 575000.00000000 PA USD 594060.11000000 0.013441002954 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 2415000.00000000 PA USD 2784097.32000000 0.062992043522 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BL3 1485000.00000000 PA USD 1851806.49000000 0.041898346791 Long DBT CORP US N 2 2040-03-25 Fixed 4.60000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 2920000.00000000 PA USD 3289134.17000000 0.074418836331 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EV4 175000.00000000 PA USD 220979.73000000 0.004999812567 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 1500000.00000000 PA USD 1661591.69000000 0.037594611115 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 4175000.00000000 PA USD 4741888.14000000 0.107288355887 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAJ4 3025000.00000000 PA USD 3627547.84000000 0.082075669473 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 1352000.00000000 PA USD 1245439.48000000 0.028178892082 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 115000.00000000 PA USD 121848.49000000 0.002756902688 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38143YAC7 930000.00000000 PA USD 1299975.45000000 0.029412804479 Long DBT CORP US N 2 2036-05-01 Fixed 6.45000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBW3 996000.00000000 PA USD 1402107.87000000 0.031723618041 Long DBT CORP US Y 2 2052-10-01 Fixed 5.35000000 N N N N N N NYU LANGONE HOSPITALS N/A 62954RAA4 1785000.00000000 PA USD 1752511.75000000 0.039651737615 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17308CC53 1505000.00000000 PA USD 1588404.27000000 0.035938697325 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 3360000.00000000 PA USD 4055113.31000000 0.091749621062 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587CX3 4375000.00000000 PA USD 5014878.84000000 0.113464951056 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 5309000.00000000 PA USD 5474089.67000000 0.123854899849 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 610000.00000000 PA USD 880991.02000000 0.019933004595 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 19530000.00000000 PA USD 16026806.25000000 0.362617093006 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 1025000.00000000 PA USD 1226109.11000000 0.027741529674 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 2415000.00000000 PA USD 3183728.17000000 0.072033955856 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 9140000.00000000 PA USD 10459269.61000000 0.236647893647 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CX1 462000.00000000 PA USD 410025.00000000 0.009277086853 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 425000.00000000 PA USD 494486.35000000 0.011188080767 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 700000.00000000 PA USD 769048.91000000 0.017400240308 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAG3 575000.00000000 PA USD 772902.70000000 0.017487434856 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 1420000.00000000 PA USD 1719391.18000000 0.038902362810 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 6433000.00000000 PA USD 7123800.82000000 0.161180705888 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 3380000.00000000 PA USD 4679639.00000000 0.105879927917 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CB3 3755000.00000000 PA USD 5406431.61000000 0.122324091486 Long DBT CORP US N 2 2036-06-01 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 570000.00000000 PA USD 648654.45000000 0.014676236010 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N OHIOHEALTH CORPORATION JGYGIL4QGKKPZU7C1D18 67777JAK4 2462000.00000000 PA USD 2475540.56000000 0.056010742719 Long DBT CORP US N 2 2050-11-15 Fixed 3.04200000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EB5 3130000.00000000 PA USD 3705798.52000000 0.083846142870 Long DBT CORP US N 2 2038-06-28 Fixed 3.95000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NR2 2775000.00000000 PA USD 3436957.30000000 0.077763432431 Long DBT CORP US N 2 2048-11-01 Fixed 4.40000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AK6 1385000.00000000 PA USD 1731048.48000000 0.039166116934 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCM1 4745000.00000000 PA USD 5926571.19000000 0.134092593551 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AD7 1650000.00000000 PA USD 1893146.48000000 0.042833691410 Long DBT CORP US Y 2 2039-04-01 Fixed 3.87500000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 1575000.00000000 PA USD 2083756.50000000 0.047146369200 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 208251AE8 1998000.00000000 PA USD 2722072.98000000 0.061588701801 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N Air Canada Pass Through Trusts N/A 009089AA1 359715.42000000 PA USD 352914.68000000 0.007984928085 Long DBT NUSS CA N 2 2025-05-15 Fixed 4.12500000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AU0 405000.00000000 PA USD 541146.33000000 0.012243793680 Long DBT CORP US N 2 2043-11-15 Fixed 5.25000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 1070000.00000000 PA USD 1267203.59000000 0.028671319468 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAB3 2185000.00000000 PA USD 2996409.01000000 0.067795735951 Long DBT CORP US N 2 2043-07-01 Fixed 5.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AZ9 3925000.00000000 PA USD 4195366.05000000 0.094922932081 Long DBT CORP US N 2 2046-11-15 Fixed 3.40000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AR8 1505000.00000000 PA USD 1868195.24000000 0.042269153100 Long DBT CORP US N 2 2043-10-15 Fixed 4.80000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FH5 3935000.00000000 PA USD 4509630.65000000 0.102033376539 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FY34 500000.00000000 PA USD 749770.00000000 0.016964042216 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 535000.00000000 PA USD 712245.94000000 0.016115035537 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 1000000.00000000 PA USD 1195473.87000000 0.027048387104 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N Health Care Service Corporation 549300TMJ1FKCKECR148 42218SAF5 1845000.00000000 PA USD 1846028.31000000 0.041767611646 Long DBT CORP US Y 2 2030-06-01 Fixed 2.20000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375CP5 1335000.00000000 PA USD 1503821.74000000 0.034024961633 Long DBT NUSS CA N 2 2048-02-03 Fixed 3.65000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBQ0 320000.00000000 PA USD 335748.56000000 0.007596533264 Long DBT CORP BE N 2 2042-07-15 Fixed 3.75000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAJ0 2825000.00000000 PA USD 3435753.98000000 0.077736206520 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 3310000.00000000 PA USD 3821798.79000000 0.086470725712 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 2180000.00000000 PA USD 2790636.88000000 0.063140005393 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N VALE S.A. 254900SMTWBX7RU2SR20 91912EAA3 840000.00000000 PA USD 1051092.00000000 0.023781651788 Long DBT NUSS BR N 2 2042-09-11 Fixed 5.62500000 N N N N N N United States of America N/A N/A -35.00000000 NC USD -6617187.50000000 -0.14971824440 N/A DIR US N 1 US ULTRA BOND CBT JUN21 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2021 2021-06-24 -6662725.79000000 USD 45538.29000000 N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 3505000.00000000 PA USD 3812085.88000000 0.086250964698 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAR5 600000.00000000 PA USD 675867.10000000 0.015291940218 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAW3 620000.00000000 PA USD 682456.76000000 0.015441035634 Long DBT CORP US N 2 2047-02-01 Fixed 4.40000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAG2 3050000.00000000 PA USD 3922577.76000000 0.088750916572 Long DBT CORP US Y 2 2044-06-15 Fixed 5.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 3675000.00000000 PA USD 4213488.60000000 0.095332966763 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BF1 1805000.00000000 PA USD 2115949.79000000 0.047874763682 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAH6 2501000.00000000 PA USD 4259755.90000000 0.096379795031 Long DBT CORP US N 2 2039-02-06 Fixed 10.20000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 1630000.00000000 PA USD 1772810.27000000 0.040111005058 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAA0 1666000.00000000 PA USD 2083425.56000000 0.047138881463 Long DBT CORP US N 2 2045-11-15 Fixed 4.80500000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 8093000.00000000 PA USD 11484022.76000000 0.259833611531 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N CISCO SYSTEMS, INC. N/A 17275RAD4 4935000.00000000 PA USD 7142508.65000000 0.161603982917 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 2755000.00000000 PA USD 3448536.43000000 0.078025417907 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBJ6 3076000.00000000 PA USD 4988107.73000000 0.112859236983 Long DBT CORP BE N 2 2039-11-15 Fixed 8.00000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 1750000.00000000 PA USD 1894294.83000000 0.042859673589 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CX3 500000.00000000 PA USD 597102.85000000 0.013509846959 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N VINCI SA 213800WFQ334R8UXUG83 927320AA9 1475000.00000000 PA USD 1655165.66000000 0.037449217935 Long DBT NUSS FR Y 2 2029-04-10 Fixed 3.75000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAB7 2318000.00000000 PA USD 3058832.52000000 0.069208109157 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N THE BROOKLYN UNION GAS COMPANY 83BQ1DXS6VA5GZFK8S35 114259AQ7 2050000.00000000 PA USD 2398948.11000000 0.054277787873 Long DBT CORP US Y 2 2048-03-15 Fixed 4.27300000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CB6 2100000.00000000 PA USD 2227146.50000000 0.050390662801 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 2000000.00000000 PA USD 2294392.24000000 0.051912142151 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAK0 1600000.00000000 PA USD 1866473.02000000 0.042230186734 Long DBT CORP US N 2 2048-02-26 Fixed 3.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 2325000.00000000 PA USD 2857556.18000000 0.064654098822 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBQ8 2200000.00000000 PA USD 2499007.39000000 0.056541695271 Long DBT CORP US N 2 2046-03-01 Fixed 3.80000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBA5 1640000.00000000 PA USD 1933243.78000000 0.043740919347 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 3400000.00000000 PA USD 2831409.36000000 0.064062509724 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29279FAA7 1130000.00000000 PA USD 1337933.22000000 0.030271624134 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 1825000.00000000 PA USD 3068569.47000000 0.069428414092 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911308AB0 710000.00000000 PA USD 1001587.14000000 0.022661571584 Long DBT CORP US N 2 2030-04-01 Fixed 7.62000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 225000.00000000 PA USD 255555.36000000 0.005782109067 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 95000.00000000 PA USD 90012.29000000 0.002036587603 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFM1 2138000.00000000 PA USD 1901211.18000000 0.043016160583 Long DBT CORP US Y 2 2056-10-30 Fixed 2.98700000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 4505000.00000000 PA USD 4304330.36000000 0.097388321674 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAV7 1000000.00000000 PA USD 1170213.78000000 0.026476860859 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FE9 920000.00000000 PA USD 1322544.19000000 0.029923437150 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFC8 2250000.00000000 PA USD 2913090.53000000 0.065910600226 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAZ1 285000.00000000 PA USD 324190.35000000 0.007335021118 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BV7 725000.00000000 PA USD 955286.01000000 0.021613977890 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 3830000.00000000 PA USD 4469825.28000000 0.101132753712 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N MIDMICHIGAN HEALTH N/A 597861AA1 3520000.00000000 PA USD 3601437.31000000 0.081484901459 Long DBT CORP US N 2 2050-06-01 Fixed 3.40900000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 2230000.00000000 PA USD 2667534.94000000 0.060354742569 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N SWAPTION 3Y30Y PUT N/A N/A 2500000.00000000 NC USD 130563.53000000 0.002954086232 N/A DIR US N 2 SWAPTION 3Y30Y PUT N/A Put Purchased N/A N/A 0.00000000 2.75000000 USD 2024-01-23 XXXX 52313.53000000 N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 1300000.00000000 PA USD 1306260.01000000 0.029554996806 Long DBT CORP US Y 2 2050-05-15 Fixed 3.30000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDQ1 5670000.00000000 PA USD 4922672.57000000 0.111378723203 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AB2 2300000.00000000 PA USD 2385788.41000000 0.053980040955 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N BON SECOURS MERCY HEALTH, INC. 5493006NA7JSVYYYF398 09778PAC9 1100000.00000000 PA USD 1110222.29000000 0.025119513714 Long DBT CORP US N 2 2050-06-01 Fixed 3.20500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 3235000.00000000 PA USD 3566306.60000000 0.080690045907 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBE0 810000.00000000 PA USD 948890.70000000 0.021469279770 Long DBT NUSS QA Y 2 2050-04-16 Fixed 4.40000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 6936000.00000000 PA USD 8973332.99000000 0.203027594684 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AP0 1200000.00000000 PA USD 1144234.67000000 0.025889066310 Long DBT CORP US N 2 2050-06-01 Fixed 2.75000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 7149437.47000000 NS USD 7149437.47000000 0.161760752052 Long STIV RF US N 2 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAQ5 7219000.00000000 PA USD 6047864.01000000 0.136836923838 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 630000.00000000 PA USD 746898.89000000 0.016899081453 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744482BM1 2290000.00000000 PA USD 2525231.75000000 0.057135038763 Long DBT CORP US N 2 2049-07-01 Fixed 3.60000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAG6 500000.00000000 PA USD 600207.21000000 0.013580085158 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 950000.00000000 PA USD 1047965.39000000 0.023710910169 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDG3 1015000.00000000 PA USD 1122723.20000000 0.025402355072 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076AV4 1980000.00000000 PA USD 2828588.00000000 0.063998674587 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BX0 2245000.00000000 PA USD 2470340.66000000 0.055893091542 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 9314000.00000000 PA USD 9677971.56000000 0.218970508443 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAA2 1690000.00000000 PA USD 1760054.66000000 0.039822400944 Long DBT NUSS AU Y 2 2080-09-24 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 2355000.00000000 PA USD 2858350.66000000 0.064672074457 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAD0 1000000.00000000 PA USD 1116729.52000000 0.025266744097 Long DBT CORP US N 2 2048-07-01 Fixed 3.76500000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 1685000.00000000 PA USD 1992447.98000000 0.045080453535 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAF0 2130000.00000000 PA USD 2061854.74000000 0.046650827392 Long DBT NUSS US Y 2 2050-09-02 Fixed 3.55000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 900000.00000000 PA USD 1190718.00000000 0.026940782400 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N CENTERPOINT ENERGY RESOURCES CORP. 2JADVB0458J06WCD4N56 15189YAD8 1095000.00000000 PA USD 1420580.83000000 0.032141580981 Long DBT CORP US N 2 2037-02-01 Fixed 6.25000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BB7 405000.00000000 PA USD 483142.88000000 0.010931427255 Long DBT CORP US N 2 2042-12-01 Fixed 4.62500000 N N N N N N OHIO EDISON COMPANY N/A 677347CF1 655000.00000000 PA USD 1010102.46000000 0.022854236331 Long DBT CORP US N 2 2038-10-15 Fixed 8.25000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAM0 9789000.00000000 PA USD 13652231.49000000 0.308890768300 Long DBT CORP US N 2 2035-06-15 Fixed 5.70000000 N N N N N N POTOMAC ELECTRIC POWER COMPANY 549300BXF2DWUNN57U06 737679DF4 950000.00000000 PA USD 1176858.19000000 0.026627195030 Long DBT CORP US N 2 2043-11-15 Fixed 4.95000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320BA9 4125000.00000000 PA USD 4661265.22000000 0.105464208991 Long DBT CORP US N 2 2049-12-07 Fixed 3.93500000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EZ2 630000.00000000 PA USD 616063.63000000 0.013938847149 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 8747000.00000000 PA USD 12314779.98000000 0.278630043173 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AG0 1385000.00000000 PA USD 1644765.59000000 0.037213909472 Long DBT CORP US Y 2 2054-04-01 Fixed 4.12500000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAE0 1550000.00000000 PA USD 1798573.50000000 0.040693915179 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 1505000.00000000 PA USD 1588837.53000000 0.035948500119 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N HOUSTON TEX N/A 4423313K8 1500000.00000000 PA USD 1771845.00000000 0.040089165185 Long DBT MUN US N 2 2047-03-01 Fixed 3.96100000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 4085000.00000000 PA USD 4498595.14000000 0.101783690826 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BG9 2060000.00000000 PA USD 2038364.71000000 0.046119349925 Long DBT CORP US N 2 2049-09-07 Fixed 2.87500000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EV1 2185000.00000000 PA USD 2546566.70000000 0.057617756120 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646139W35 985000.00000000 PA USD 1608889.15000000 0.036402181285 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBD9 355000.00000000 PA USD 344244.78000000 0.007788765862 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMG4 4039000.00000000 PA USD 3809316.77000000 0.086188311753 Long DBT CORP US Y 2 2057-12-01 Fixed 3.80000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 3926000.00000000 PA USD 5670116.00000000 0.128290125235 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 470000.00000000 PA USD 533069.79000000 0.012061056620 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAN1 560000.00000000 PA USD 683791.46000000 0.015471234104 Long DBT CORP US N 2 2043-03-15 Fixed 4.45000000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 4620000.00000000 PA USD 4584960.63000000 0.103737767167 Long DBT CORP US N 2 2045-04-01 Fixed 2.76100000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAD3 592000.00000000 PA USD 569632.27000000 0.012888306915 Long DBT CORP US N 2 2050-04-01 Fixed 2.94300000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 256000.00000000 PA USD 282399.09000000 0.006389466215 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 5505000.00000000 PA USD 6239433.94000000 0.141171320226 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AJ5 2025000.00000000 PA USD 2918139.31000000 0.066024832213 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 60000.00000000 PA USD 62784.02000000 0.001420529983 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 2050000.00000000 PA USD 2898296.31000000 0.065575871212 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 60000.00000000 PA USD 79335.68000000 0.001795022239 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DL9 2445000.00000000 PA USD 2455269.00000000 0.055552085265 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Children's Health Care 549300KIIPBGID7OQ807 16876YAA0 815000.00000000 PA USD 848751.50000000 0.019203564129 Long DBT CORP US N 2 2049-08-15 Fixed 3.44800000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 7277000.00000000 PA USD 10617297.13000000 0.240223370821 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N CISCO SYSTEMS, INC. N/A 17275RAF9 3855000.00000000 PA USD 5400353.85000000 0.122186578145 Long DBT CORP US N 2 2040-01-15 Fixed 5.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCJ8 6655000.00000000 PA USD 7627176.11000000 0.172569904803 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CK1 50000.00000000 PA USD 69657.74000000 0.001576052445 Long DBT CORP US N 2 2037-08-15 Fixed 6.70000000 N N N N N N LOS ANGELES CALIF DEPT WTR & PWR REV N/A 544495VX9 955000.00000000 PA USD 1183101.75000000 0.026768459705 Long DBT MUN US N 2 2027-07-01 Fixed 5.51600000 N N N N N N WILLIS-KNIGHTON MEDICAL CENTER N/A 97068LAA6 2325000.00000000 PA USD 2896659.86000000 0.065538845449 Long DBT CORP US N 2 2048-09-01 Fixed 4.81300000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 1410000.00000000 PA USD 1519814.06000000 0.034386798452 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CA7 50000.00000000 PA USD 74273.73000000 0.001680492272 Long DBT CORP US N 2 2038-08-01 Fixed 6.50000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAQ7 3370000.00000000 PA USD 3484192.58000000 0.078832161887 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 1000000.00000000 PA USD 1163448.47000000 0.026323791245 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 1775000.00000000 PA USD 2139821.11000000 0.048414868087 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 4165000.00000000 PA USD 4798973.48000000 0.108579949466 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BT4 3900000.00000000 PA USD 4557134.44000000 0.103108181212 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N VIRGINIA COMWLTH UNIV HEALTH SYS AUTH REV N/A 92778LBL3 475000.00000000 PA USD 581509.25000000 0.013157031444 Long DBT MUN US N 2 2044-01-01 Fixed 4.95600000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AH8 1485000.00000000 PA USD 1778372.72000000 0.040236859168 Long DBT CORP US Y 2 2059-04-01 Fixed 4.20000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 2865000.00000000 PA USD 2637776.85000000 0.059681446098 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 3226000.00000000 PA USD 3848582.48000000 0.087076724415 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCX0 3275000.00000000 PA USD 3839356.22000000 0.086867974180 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AM4 2070000.00000000 PA USD 2285659.93000000 0.051714567861 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N WASTE CONNECTIONS, INC. 549300HDLRTPBQU69P29 94106BAB7 1118000.00000000 PA USD 1097606.62000000 0.024834075835 Long DBT NUSS US N 2 2050-04-01 Fixed 3.05000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAE4 2285000.00000000 PA USD 3221621.09000000 0.072891308237 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 1795000.00000000 PA USD 2031185.35000000 0.045956912156 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 700000.00000000 PA USD 762573.96000000 0.017253740281 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 525000.00000000 PA USD 664871.01000000 0.015043146407 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAY7 700000.00000000 PA USD 858372.23000000 0.019421239509 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N United States of America N/A N/A -289.00000000 NC USD -42582343.75000000 -0.96345369521 N/A DIR US N 1 US 10YR ULTRA FUT JUN21 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2021 2021-06-24 -42986087.73000000 USD 403743.98000000 N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 500000.00000000 PA USD 599025.87000000 0.013553356559 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 2630000.00000000 PA USD 3314110.34000000 0.074983938699 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAD3 1250000.00000000 PA USD 1463491.21000000 0.033112456713 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAF6 605000.00000000 PA USD 654181.23000000 0.014801283064 Long DBT NUSS ES N 2 2030-05-28 Fixed 3.49000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 9140000.00000000 PA USD 10993906.60000000 0.248744409203 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AD6 2300000.00000000 PA USD 2808169.41000000 0.063536690482 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAC5 2310000.00000000 PA USD 2740468.99000000 0.062004923696 Long DBT CORP US Y 2 2048-03-15 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 220000.00000000 PA USD 252734.29000000 0.005718280492 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N YALE NEW HAVEN HEALTH SERVICES CORPORATION 549300AVJD56IH6OKW11 98459HAA0 1000000.00000000 PA USD 892199.52000000 0.020186604322 Long DBT CORP US N 2 2050-07-01 Fixed 2.49600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 5690000.00000000 PA USD 6527876.91000000 0.147697533225 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AK5 5000.00000000 PA USD 5864.00000000 0.000132676878 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJB7 6115000.00000000 PA USD 8510823.06000000 0.192563001572 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AR1 1335000.00000000 PA USD 1500778.36000000 0.033956103147 Long DBT CORP US N 2 2050-06-15 Fixed 4.00000000 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BQ2 2485000.00000000 PA USD 2900632.80000000 0.065628735844 Long DBT CORP US Y 2 2043-06-01 Fixed 4.65000000 N N N N N N SAN ANTONIO TEX ELEC & GAS REV N/A 796253Y30 3800000.00000000 PA USD 5551344.00000000 0.125602830168 Long DBT MUN US N 2 2041-02-01 Fixed 5.80800000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAA1 2117000.00000000 PA USD 2891604.61000000 0.065424467073 Long DBT CORP US Y 2 2041-04-01 Fixed 5.81900000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FG7 2210000.00000000 PA USD 2593882.81000000 0.058688314408 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAE2 1360000.00000000 PA USD 1659421.14000000 0.037545500985 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBA2 1155000.00000000 PA USD 1095851.84000000 0.024794372776 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044BY2 880000.00000000 PA USD 1057380.54000000 0.023923934166 Long DBT CORP US Y 2 2042-12-15 Fixed 4.70000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 3010000.00000000 PA USD 3316523.95000000 0.075038548222 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBG8 750000.00000000 PA USD 887567.26000000 0.020081796375 Long DBT CORP US N 2 2048-11-15 Fixed 4.10000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BN6 640000.00000000 PA USD 706639.60000000 0.015988188386 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 1565000.00000000 PA USD 2061223.41000000 0.046636543133 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBT2 4930000.00000000 PA USD 5427975.06000000 0.122811526293 Long DBT CORP US N 2 2047-12-01 Fixed 3.60000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368BG7 555000.00000000 PA USD 744030.77000000 0.016834188341 Long DBT CORP US N 2 2041-03-01 Fixed 5.30000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDS0 77000.00000000 PA USD 96962.76000000 0.002193846585 Long DBT CORP US N 2 2049-04-15 Fixed 5.01200000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 5635000.00000000 PA USD 6412575.17000000 0.145088755087 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 1640000.00000000 PA USD 1927328.89000000 0.043607091048 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAP6 1725000.00000000 PA USD 2288760.27000000 0.051784715104 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BE3 9938000.00000000 PA USD 12172005.95000000 0.275399686300 Long DBT CORP US N 2 2055-02-12 Fixed 4.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 8195000.00000000 PA USD 9557404.49000000 0.216242598730 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BJ3 2536000.00000000 PA USD 2912115.20000000 0.065888532740 Long DBT NUSS AU Y 2 2048-01-10 Fixed 4.31600000 N N N N N N JOHN SEVIER COMBINED CYCLE GENERATION LLC N/A 478045AA5 4281327.54000000 PA USD 5158248.70000000 0.116708788976 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CT9 4550000.00000000 PA USD 4090557.97000000 0.092551579941 Long DBT CORP US N 2 2060-09-01 Fixed 2.45000000 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 1400000.00000000 PA USD 1435132.58000000 0.032470823950 Long DBT CORP US Y 2 2050-09-15 Fixed 3.35000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BU7 710000.00000000 PA USD 825758.17000000 0.018683324828 Long DBT CORP US N 2 2036-03-01 Fixed 3.55000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FL3 300000.00000000 PA USD 346606.09000000 0.007842192063 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AM2 580000.00000000 PA USD 671138.40000000 0.015184950252 Long DBT CORP BE N 2 2038-04-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 28465000.00000000 PA USD 25102571.88000000 0.567962293930 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 1445000.00000000 PA USD 1314854.57000000 0.029749454411 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BT4 1010000.00000000 PA USD 1180180.97000000 0.026702375126 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 2950000.00000000 PA USD 3171905.46000000 0.071766459221 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAH2 1565000.00000000 PA USD 2126449.51000000 0.048112326792 Long DBT CORP US N 2 2040-11-01 Fixed 5.35000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DK6 2670000.00000000 PA USD 3277766.39000000 0.074161632789 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 1130000.00000000 PA USD 1386097.14000000 0.031361364684 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV N/A 38611TAV9 1350000.00000000 PA USD 1801372.50000000 0.040757244405 Long DBT MUN US N 2 2042-10-01 Fixed 5.18400000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAJ1 3034000.00000000 PA USD 3070745.08000000 0.069477638707 Long ABS-MBS US N 2 2048-03-15 Fixed 3.07000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 1145000.00000000 PA USD 1408785.28000000 0.031874698859 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAA4 1100000.00000000 PA USD 1326526.36000000 0.030013536381 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAK5 2645000.00000000 PA USD 2967126.93000000 0.067133209521 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DP9 360000.00000000 PA USD 427383.15000000 0.009669826479 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BL4 1875000.00000000 PA USD 2680336.54000000 0.060644387238 Long DBT CORP US N 2 2040-01-15 Fixed 5.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 06423AAJ2 1075000.00000000 PA USD 1605364.44000000 0.036322432390 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 870000.00000000 PA USD 1012200.17000000 0.022901698408 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EZ2 755000.00000000 PA USD 738298.47000000 0.016704491262 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AL0 4202000.00000000 PA USD 5606343.15000000 0.126847222318 Long DBT NUSS AU N 2 2040-11-02 Fixed 5.20000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 4959000.00000000 PA USD 5332026.84000000 0.120640634346 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXY6 1000000.00000000 PA USD 1156060.00000000 0.026156622224 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CR9 410000.00000000 PA USD 419276.51000000 0.009486408386 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 2000000.00000000 PA USD 2266824.32000000 0.051288399725 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BP3 845000.00000000 PA USD 1177631.92000000 0.026644701183 Long DBT CORP US N 2 2038-07-15 Fixed 6.12500000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060BD7 830000.00000000 PA USD 814266.01000000 0.018423307106 Long DBT NUSS JP N 2 2060-07-09 Fixed 3.37500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAN2 4000000.00000000 PA USD 4177057.72000000 0.094508694004 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 5030000.00000000 PA USD 5795639.04000000 0.131130167047 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAC8 650000.00000000 PA USD 718507.63000000 0.016256710415 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 1204000.00000000 PA USD 1638797.81000000 0.037078884502 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEA6 40000.00000000 PA USD 39128.06000000 0.000885298240 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 2670000.00000000 PA USD 3177895.92000000 0.071901997342 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N US Airways Pass Through Trusts N/A 90345WAA2 0.12000000 PA USD 0.12000000 0.000000002715 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131LAK1 4615000.00000000 PA USD 4566439.35000000 0.103318710955 Long DBT NUSS HK Y 2 2040-09-16 Fixed 3.20000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BY8 1350000.00000000 PA USD 1483811.41000000 0.033572214680 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAT5 494000.00000000 PA USD 542216.46000000 0.012268006079 Long DBT CORP US Y 2 2050-05-15 Fixed 3.75000000 N N N N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 29736RAM2 3350000.00000000 PA USD 3480309.61000000 0.078744307122 Long DBT CORP US N 2 2049-12-01 Fixed 3.12500000 N N N N N N THE CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 1443000.00000000 PA USD 1854327.15000000 0.041955378390 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 1630000.00000000 PA USD 1638592.02000000 0.037074228367 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 4465000.00000000 PA USD 4114542.24000000 0.093094239915 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 2550000.00000000 PA USD 2838451.79000000 0.064221849361 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VBG8 540000.00000000 PA USD 588691.51000000 0.013319534828 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BS4 1205000.00000000 PA USD 1280031.39000000 0.028961556929 Long DBT CORP US N 2 2049-09-01 Fixed 3.40000000 N N N N N N NUTRITION & BIOSCIENCES, INC. N/A 67079BAF7 3335000.00000000 PA USD 3362445.85000000 0.076077561586 Long DBT CORP US Y 2 2050-12-01 Fixed 3.46800000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BF8 920000.00000000 PA USD 1120770.09000000 0.025358164666 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 2785000.00000000 PA USD 2645750.00000000 0.059861843891 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBG5 8155000.00000000 PA USD 9904859.37000000 0.224103995229 Long DBT CORP US N 2 2043-01-15 Fixed 4.50000000 N N N N N N THE ROCKEFELLER FOUNDATION 549300JU3NX0IK5I9038 77310VAA2 3985000.00000000 PA USD 3772424.20000000 0.085353592952 Long DBT CORP US N 2 2050-10-01 Fixed 2.49200000 N N N N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540AW9 3455000.00000000 PA USD 3309220.59000000 0.074873304870 Long DBT CORP US N 2 2031-05-15 Fixed 1.60000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CR6 70000.00000000 PA USD 70211.87000000 0.001588590003 Long DBT CORP US N 2 2021-03-30 Fixed 4.60000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 2810000.00000000 PA USD 3635390.10000000 0.082253105793 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 1465000.00000000 PA USD 1818963.67000000 0.041155256263 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AM7 1200000.00000000 PA USD 1380429.68000000 0.031233134652 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48126BAA1 4825000.00000000 PA USD 6637371.86000000 0.150174928899 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 1130000.00000000 PA USD 1241464.67000000 0.028088959377 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AX4 1255000.00000000 PA USD 1463710.85000000 0.033117426213 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CE9 50000.00000000 PA USD 61450.70000000 0.001390362736 Long DBT CORP US N 2 2041-08-15 Fixed 4.75000000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAS7 6874000.00000000 PA USD 6697894.65000000 0.151544297058 Long DBT CORP CH N 2 2050-08-14 Fixed 2.75000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CB0 130000.00000000 PA USD 176920.30000000 0.004002938818 Long DBT CORP US N 2 2040-03-15 Fixed 5.79500000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FC6 4978000.00000000 PA USD 6958694.03000000 0.157445055547 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BJ6 1665000.00000000 PA USD 2046734.90000000 0.046308731010 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 1380000.00000000 PA USD 1488000.64000000 0.033666998780 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 1385000.00000000 PA USD 1605842.70000000 0.036333253339 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448BW7 16000.00000000 PA USD 16217.11000000 0.000366922841 Long DBT CORP US N 2 2021-08-25 Fixed 3.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 2275000.00000000 PA USD 3165884.86000000 0.071630239164 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AS8 30000.00000000 PA USD 31458.99000000 0.000711780458 Long DBT CORP US N 2 2049-10-15 Fixed 3.87500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCN9 1990000.00000000 PA USD 2668689.50000000 0.060380865253 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N AIR LIQUIDE FINANCE S.A. 549300YGXL5Z3R14K812 00913RAE6 1855000.00000000 PA USD 2044082.97000000 0.046248729340 Long DBT NUSS FR Y 2 2046-09-27 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GXZ2 1580000.00000000 PA USD 2123176.48000000 0.048038272323 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 1205000.00000000 PA USD 1385018.40000000 0.031336957478 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 4775000.00000000 PA USD 5477861.47000000 0.123940239319 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAR6 1950000.00000000 PA USD 2163401.23000000 0.048948383900 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 510000.00000000 PA USD 766447.56000000 0.017341383043 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CH3 610000.00000000 PA USD 609243.62000000 0.013784539912 Long DBT NUSS NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAB7 2880000.00000000 PA USD 3449636.12000000 0.078050299120 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AV2 3219000.00000000 PA USD 3775714.72000000 0.085428043144 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1155000.00000000 PA USD 1411392.49000000 0.031933688710 Long DBT CORP US Y 2 2064-06-19 Fixed 4.87500000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AL1 700000.00000000 PA USD 776020.88000000 0.017557985741 Long DBT CORP US Y 2 2044-04-22 Fixed 4.95000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 825000.00000000 PA USD 980092.10000000 0.022175232085 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAN4 1000000.00000000 PA USD 1193010.30000000 0.026992647204 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS N/A 023765AA8 2829202.50000000 PA USD 2820126.70000000 0.063807232078 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 1530000.00000000 PA USD 1771510.79000000 0.040081603463 Long DBT CORP US Y 2 2049-01-15 Fixed 4.30000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 11691000.00000000 PA USD 10848580.21000000 0.245456303497 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 5400000.00000000 PA USD 8115327.14000000 0.183614644764 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 725000.00000000 PA USD 879450.51000000 0.019898149538 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBV5 675000.00000000 PA USD 756910.92000000 0.017125610255 Long DBT CORP US N 2 2050-05-15 Fixed 3.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 2255000.00000000 PA USD 2886645.03000000 0.065312253295 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAM0 1480000.00000000 PA USD 1638845.25000000 0.037079957863 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AQ8 3130000.00000000 PA USD 3624747.68000000 0.082012314000 Long DBT CORP US N 2 2049-03-15 Fixed 4.12500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BN2 2025000.00000000 PA USD 2427794.82000000 0.054930463768 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BX9 1000000.00000000 PA USD 1242670.28000000 0.028116237101 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 4400000.00000000 PA USD 5918170.06000000 0.133902512428 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N CLAREMONT MCKENNA COLLEGE N/A 18013RAA5 1515000.00000000 PA USD 1546768.67000000 0.034996664333 Long DBT CORP US N 2 2050-01-01 Fixed 3.37800000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BU7 1000000.00000000 PA USD 1224943.45000000 0.027715155846 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAE8 4447000.00000000 PA USD 5802330.91000000 0.131281575033 Long DBT CORP US Y 2 2033-05-15 Fixed 5.87500000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBD9 2625000.00000000 PA USD 2545471.98000000 0.057592987356 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAT1 3360000.00000000 PA USD 3707489.92000000 0.083884411914 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 60000.00000000 PA USD 74496.81000000 0.001685539605 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N NATIONAL RETAIL PROPERTIES, INC. 5493008JKH5SOTI0JS97 637417AP1 175000.00000000 PA USD 161385.87000000 0.003651462064 Long DBT CORP US N 2 2050-04-15 Fixed 3.10000000 N N N N N N COLONIAL ENTERPRISES, INC. N/A 19565CAA8 3025000.00000000 PA USD 3287442.25000000 0.074380555522 Long DBT CORP US Y 2 2030-05-15 Fixed 3.25000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 557000.00000000 PA USD 664494.87000000 0.015034635991 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 1465000.00000000 PA USD 1399743.39000000 0.031670120117 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122AX6 400000.00000000 PA USD 507110.96000000 0.011473720919 Long DBT CORP US N 2 2044-03-01 Fixed 4.50000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 3599000.00000000 PA USD 4474145.47000000 0.101230500869 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EM8 1410000.00000000 PA USD 1343258.81000000 0.030392119130 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CU4 1510000.00000000 PA USD 1562840.09000000 0.035360290842 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBL2 230000.00000000 PA USD 247649.23000000 0.005603227646 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCA2 2245000.00000000 PA USD 2325659.64000000 0.052619587759 Long DBT CORP US N 2 2049-08-01 Fixed 3.20000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 3475000.00000000 PA USD 3959207.72000000 0.089579693648 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N United States of America N/A N/A -135.00000000 NC USD -25523437.50000000 -0.57748465698 N/A DIR US N 1 US ULTRA BOND CBT JUN21 N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2021 2021-06-24 -25637289.48000000 USD 113851.98000000 N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BX1 2440000.00000000 PA USD 2833152.98000000 0.064101960279 Long DBT CORP US N 2 2049-06-15 Fixed 4.10000000 N N N N N N CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO N/A 167560PL9 3205000.00000000 PA USD 4372645.60000000 0.098933999169 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 970000.00000000 PA USD 1049625.93000000 0.023748480985 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BN8 3037000.00000000 PA USD 3588403.92000000 0.081190012389 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 758000.00000000 PA USD 906366.30000000 0.020507137091 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBR4 95000.00000000 PA USD 96249.38000000 0.002177705890 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 1000000.00000000 PA USD 1109238.39000000 0.025097252325 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N State of California N/A 13063BJC7 410000.00000000 PA USD 709218.00000000 0.016046526391 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBQ3 6340000.00000000 PA USD 7853969.05000000 0.177701245092 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHV5 4600000.00000000 PA USD 6280970.59000000 0.142111114409 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N THE JOHNS HOPKINS HEALTH SYSTEM CORPORATION 549300D81FCFUS7TQR04 478111AC1 1020000.00000000 PA USD 1196708.12000000 0.027076312827 Long DBT CORP US N 2 2046-05-15 Fixed 3.83700000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EH4 3980000.00000000 PA USD 4754529.97000000 0.107574385653 Long DBT CORP US N 2 2045-06-01 Fixed 4.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 5885000.00000000 PA USD 7142842.30000000 0.161611531969 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 1350000.00000000 PA USD 1510745.58000000 0.034181618093 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N SANTA CLARA VY CALIF TRANSN AUTH SALES TAX REV N/A 80168NEP0 1000000.00000000 PA USD 1264110.00000000 0.028601324948 Long DBT MUN US N 2 2032-04-01 Fixed 5.87600000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BZ6 5504000.00000000 PA USD 6756063.35000000 0.152860402374 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 1525000.00000000 PA USD 1728720.19000000 0.039113437832 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION N/A 69351UAS2 1925000.00000000 PA USD 2238365.76000000 0.050644505980 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 2845000.00000000 PA USD 3615891.44000000 0.081811935712 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT63 500000.00000000 PA USD 709715.00000000 0.016057771345 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AE3 1235000.00000000 PA USD 1317060.55000000 0.029799366168 Long DBT CORP US N 2 2026-11-15 Fixed 2.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 337358BA2 440000.00000000 PA USD 630971.88000000 0.014276156167 Long DBT CORP US N 2 2035-04-15 Fixed 7.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 4951000.00000000 PA USD 5937589.38000000 0.134341887389 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200HF1 2730000.00000000 PA USD 3155488.98000000 0.071395025502 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 4627000.00000000 PA USD 5279120.82000000 0.119443600647 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 2925000.00000000 PA USD 3206902.93000000 0.072558300131 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 2198000.00000000 PA USD 2568534.80000000 0.058114798914 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DH6 840000.00000000 PA USD 918323.11000000 0.020777667826 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 1170000.00000000 PA USD 1099624.50000000 0.024879731705 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AF2 3080000.00000000 PA USD 3598850.89000000 0.081426381996 Long DBT CORP US Y 2 2049-04-01 Fixed 3.95000000 N N N N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 354613AL5 4900000.00000000 PA USD 4648843.59000000 0.105183161395 Long DBT CORP US N 2 2030-10-30 Fixed 1.60000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 1740000.00000000 PA USD 2018209.40000000 0.045663322703 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBJ9 2200000.00000000 PA USD 2158769.58000000 0.048843589755 Long DBT CORP US Y 2 2041-02-15 Fixed 3.50000000 N N N N N N United States of America N/A N/A 191.00000000 NC USD 28142656.25000000 0.636746213792 N/A DIR US N 1 US 10YR ULTRA FUT JUN21 N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2021 2021-06-24 28447466.85000000 USD -304810.60000000 N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBE8 220000.00000000 PA USD 264985.65000000 0.005995475617 Long DBT CORP US N 2 2048-04-15 Fixed 4.35000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MM0 2170000.00000000 PA USD 2869994.35000000 0.064935520646 Long DBT CORP US N 2 2041-03-26 Fixed 5.31600000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 470000.00000000 PA USD 548496.67000000 0.012410099984 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 7288000.00000000 PA USD 9607871.99000000 0.217384459302 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AP6 5225000.00000000 PA USD 5751042.60000000 0.130121143092 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 4330000.00000000 PA USD 5115766.75000000 0.115747606756 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 1582000.00000000 PA USD 1950060.10000000 0.044121399711 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 250847EG1 30000.00000000 PA USD 30080.12000000 0.000680582612 Long DBT CORP US N 2 2021-06-01 Fixed 3.90000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CP2 500000.00000000 PA USD 549705.38000000 0.012437447848 Long DBT CORP US N 2 2046-05-15 Fixed 3.60000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAD0 2000000.00000000 PA USD 2041140.50000000 0.046182154010 Long DBT CORP FR Y 2 2048-09-20 Fixed 4.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 3215000.00000000 PA USD 3710954.48000000 0.083962799875 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 2068000.00000000 PA USD 2704826.86000000 0.061198496928 Long DBT USGA US N 2 2049-02-15 Fixed 1.00000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KB5 2005000.00000000 PA USD 2053901.95000000 0.046470890258 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 5635000.00000000 PA USD 6281583.85000000 0.142124989822 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BZ6 1834000.00000000 PA USD 2251202.79000000 0.050934952275 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAQ2 8355000.00000000 PA USD 7699482.24000000 0.174205878824 Long DBT CORP US N 2 2050-04-27 Fixed 2.55000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 1710000.00000000 PA USD 2048357.48000000 0.046345442956 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DF0 830000.00000000 PA USD 841964.38000000 0.019050001050 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 400000.00000000 PA USD 482424.44000000 0.010915172074 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAT1 3600000.00000000 PA USD 4429809.36000000 0.100227367052 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 3368000.00000000 PA USD 4181754.03000000 0.094614951124 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 830000.00000000 PA USD 994382.94000000 0.022498571793 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 1220000.00000000 PA USD 1433112.83000000 0.032425125771 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EC3 9663000.00000000 PA USD 11682543.04000000 0.264325264186 Long DBT CORP US N 2 2048-06-29 Fixed 4.05000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 2500000.00000000 PA USD 3020048.63000000 0.068330597991 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N LOS ANGELES CNTY CALIF MET TRANSN AUTH SALES TAX REV N/A 5447122H4 960000.00000000 PA USD 1278672.00000000 0.028930799831 Long DBT MUN US N 2 2039-06-01 Fixed 5.73500000 N N N N N N SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV N/A 79741TAR5 1000000.00000000 PA USD 1505140.00000000 0.034054788137 Long DBT MUN US N 2 2049-05-01 Fixed 6.13800000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 120000.00000000 PA USD 139019.30000000 0.003145403622 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CM4 50000.00000000 PA USD 63941.71000000 0.001446723485 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DL8 115000.00000000 PA USD 141837.64000000 0.003209170429 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 520000.00000000 PA USD 556189.95000000 0.012584165533 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N CISCO SYSTEMS, INC. N/A 17275RAF9 2094000.00000000 PA USD 2933421.78000000 0.066370608206 Long DBT CORP US N 2 2040-01-15 Fixed 5.50000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GJ6 3165000.00000000 PA USD 3488165.11000000 0.078922043006 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 2730000.00000000 PA USD 3008010.10000000 0.068058218286 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 4606000.00000000 PA USD 6130194.31000000 0.138699701336 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CH3 1350000.00000000 PA USD 1348326.04000000 0.030506768561 Long DBT NUSS NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971MZG0 960000.00000000 PA USD 1238256.00000000 0.028016361096 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 1405000.00000000 PA USD 2182044.10000000 0.049370191166 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBX3 2130000.00000000 PA USD 2065231.56000000 0.046727230178 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BQ4 3505000.00000000 PA USD 3721308.10000000 0.084197057377 Long DBT CORP US N 2 2048-02-01 Fixed 3.85000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBK2 900000.00000000 PA USD 1097237.59000000 0.024825726287 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N EVERGY KANSAS CENTRAL, INC. J75GNWGEO73W89ZV3S44 30036FAA9 1430000.00000000 PA USD 1512983.62000000 0.034232255228 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 3220000.00000000 PA USD 3444128.49000000 0.077925685348 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 10780000.00000000 PA USD 12572156.24000000 0.284453351308 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448ET1 1275000.00000000 PA USD 1417972.52000000 0.032082566242 Long DBT CORP US N 2 2040-03-19 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 1885000.00000000 PA USD 1759930.25000000 0.039819586085 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AG5 2555000.00000000 PA USD 3772315.31000000 0.085351129244 Long DBT CORP US N 2 2034-02-01 Fixed 6.50000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AD5 1685000.00000000 PA USD 1894858.02000000 0.042872416135 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAE7 1313000.00000000 PA USD 1853165.53000000 0.041929095970 Long DBT CORP US Y 2 2042-08-15 Fixed 6.25000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448EU8 1092000.00000000 PA USD 1218890.03000000 0.027578193214 Long DBT CORP US N 2 2050-03-19 Fixed 3.62500000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBK6 2997000.00000000 PA USD 3160384.72000000 0.071505794858 Long DBT CORP US N 2 2049-08-26 Fixed 3.25000000 N N N N N N RWJ BARNABAS HEALTH, INC. 549300HV60S88R85TC91 78349AAB9 50000.00000000 PA USD 55863.95000000 0.001263958822 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BA1 5652000.00000000 PA USD 7282497.27000000 0.164771318045 Long DBT CORP US N 2 2041-05-15 Fixed 4.85000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EU3 1915000.00000000 PA USD 2800810.69000000 0.063370194574 Long DBT CORP US N 2 2038-04-01 Fixed 6.75000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BU1 298000.00000000 PA USD 361956.99000000 0.008189516330 Long DBT CORP US N 2 2059-03-15 Fixed 4.15000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 2315000.00000000 PA USD 2767522.01000000 0.062617016169 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 1550000.00000000 PA USD 1486222.32000000 0.033626763113 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368BW2 3275000.00000000 PA USD 3904919.49000000 0.088351386533 Long DBT CORP US N 2 2047-05-04 Fixed 3.90000000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 1260000.00000000 PA USD 2122333.10000000 0.048019190293 Long DBT CORP US Y 2 2039-08-15 Fixed 9.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 2180000.00000000 PA USD 2018113.20000000 0.045661146115 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAV7 5145000.00000000 PA USD 6020749.90000000 0.136223449164 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAW7 3930000.00000000 PA USD 4891631.70000000 0.110676402986 Long DBT CORP US N 2 2045-11-03 Fixed 4.35000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 2000000.00000000 PA USD 1861804.56000000 0.042124559738 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N EAST BAY CALIF MUN UTIL DIST WTR SYS REV N/A 271014TU6 1255000.00000000 PA USD 1786417.20000000 0.040418870850 Long DBT MUN US N 2 2040-06-01 Fixed 5.87400000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EA4 1350000.00000000 PA USD 1174338.46000000 0.026570184472 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAR4 55000.00000000 PA USD 57549.48000000 0.001302095053 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1555000.00000000 PA USD 1665856.17000000 0.037691097796 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 3040000.00000000 PA USD 3636460.19000000 0.082277317287 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 1715000.00000000 PA USD 1865257.43000000 0.042202683206 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCN9 3574000.00000000 PA USD 4792912.70000000 0.108442820309 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BL2 1000000.00000000 PA USD 1264701.39000000 0.028614705538 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 2600000.00000000 PA USD 3098362.85000000 0.070102509022 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 5332000.00000000 PA USD 6043353.64000000 0.136734873733 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N COMMONWEALTH FING AUTH PA REV N/A 20281PKG6 2865000.00000000 PA USD 3329817.60000000 0.075339325847 Long DBT MUN US N 2 2038-06-01 Fixed 4.14400000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCA8 1170000.00000000 PA USD 1361300.44000000 0.030800322944 Long DBT CORP US N 2 2042-10-15 Fixed 3.95000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BR4 1255000.00000000 PA USD 1337070.30000000 0.030252099998 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 7765000.00000000 PA USD 8907977.87000000 0.201548891862 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 3475000.00000000 PA USD 3816022.39000000 0.086340030841 Long DBT NUSS NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N ELM ROAD GENERATING STATION SUPERCRITICAL, LLC N/A 28932MAJ4 1000000.00000000 PA USD 1271640.58000000 0.028771709302 Long DBT CORP US Y 2 2041-01-19 Fixed 5.84800000 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 69448FAA9 1450000.00000000 PA USD 1638500.00000000 0.037072146354 Long DBT CORP US Y 2 2067-10-24 Fixed 4.30000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109HAN5 1755000.00000000 PA USD 2118566.40000000 0.047933966214 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AN0 165000.00000000 PA USD 195174.26000000 0.004415946738 Long DBT CORP US N 2 2032-12-15 Fixed 4.00000000 N N N N N N State of California N/A 13063A7D0 12750000.00000000 PA USD 20127405.00000000 0.455395852238 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N DOMINION ENERGY SOUTH CAROLINA, INC. 3QRVFYR22IUIEOORTK28 837004CJ7 375000.00000000 PA USD 523951.93000000 0.011854759006 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 124857AF0 40000.00000000 PA USD 51514.27000000 0.001165544435 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AP4 50000.00000000 PA USD 53165.00000000 0.001202893293 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBU9 4080000.00000000 PA USD 3899870.69000000 0.088237154093 Long DBT CORP US N 2 2031-11-19 Fixed 1.76400000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 1815000.00000000 PA USD 2516120.81000000 0.056928897719 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 5340000.00000000 PA USD 6227765.71000000 0.140907318804 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 485000.00000000 PA USD 554603.32000000 0.012548266980 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 5280000.00000000 PA USD 7936291.86000000 0.179563853124 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 4196000.00000000 PA USD 4023347.65000000 0.091030901992 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DN4 2791000.00000000 PA USD 2993327.85000000 0.067726022668 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AP5 615000.00000000 PA USD 720509.28000000 0.016301999070 Long DBT CORP BE N 2 2058-04-15 Fixed 4.75000000 N N N N N N ERP OPERATING LIMITED PARTNERSHIP DX5HQV5MLU50FEWZ5072 26884ABH5 1525000.00000000 PA USD 1711648.04000000 0.038727169146 Long DBT CORP US N 2 2047-08-01 Fixed 4.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDA4 625000.00000000 PA USD 769435.49000000 0.017408986936 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 1765000.00000000 PA USD 1698431.21000000 0.038428129624 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAX9 1925000.00000000 PA USD 2806985.64000000 0.063509906902 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 1550000.00000000 PA USD 1740657.36000000 0.039383524200 Long DBT CORP LU Y 2 2044-03-25 Fixed 5.30000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 1700000.00000000 PA USD 1614217.32000000 0.036522734656 Long DBT NUSS GB Y 2 2050-09-15 Fixed 3.00000000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAA5 2150000.00000000 PA USD 2479697.06000000 0.056104786281 Long DBT CORP US N 2 2042-07-01 Fixed 4.42800000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT63 2500000.00000000 PA USD 3548575.00000000 0.080288856728 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 2180000.00000000 PA USD 2168745.58000000 0.049069303354 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AQ7 1880000.00000000 PA USD 2282247.04000000 0.051637348967 Long DBT NUSS FR Y 2 2045-10-13 Fixed 4.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 2555000.00000000 PA USD 3368292.12000000 0.076209837312 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 395000.00000000 PA USD 545103.69000000 0.012333331567 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCY5 350000.00000000 PA USD 368900.25000000 0.008346612180 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BD3 3155000.00000000 PA USD 3787113.21000000 0.085685941520 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632MV0 2265000.00000000 PA USD 3002098.95000000 0.067924474607 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAB0 2120000.00000000 PA USD 2206267.99000000 0.049918272701 Long DBT NUSS AU Y 2 2080-09-24 Fixed 5.12500000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BN1 6610000.00000000 PA USD 9538906.93000000 0.215824079199 Long DBT NUSS CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 765000.00000000 PA USD 838712.97000000 0.018976435747 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131L2B0 3372000.00000000 PA USD 4322587.54000000 0.097801402448 Long DBT NUSS HK Y 2 2044-03-11 Fixed 4.87500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 1855000.00000000 PA USD 2007265.69000000 0.045415714026 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BN1 4210000.00000000 PA USD 4239449.83000000 0.095920356765 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 4890000.00000000 PA USD 5534037.99000000 0.125211270244 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 1976000.00000000 PA USD 2253146.05000000 0.050978919818 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 1811000.00000000 PA USD 2151450.67000000 0.048677994575 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062AF8 2518000.00000000 PA USD 3200615.55000000 0.072416043999 Long DBT CORP US N 2 2028-05-15 Fixed 6.92000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DL9 2103000.00000000 PA USD 2626721.82000000 0.059431318732 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N PROVIDENCE ST. JOSEPH HEALTH N/A 743756AC2 1520000.00000000 PA USD 1662732.53000000 0.037620423375 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BA1 2060000.00000000 PA USD 1942124.16000000 0.043941843819 Long DBT CORP US N 2 2033-03-15 Fixed 1.80000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AD0 9000.00000000 PA USD 8914.93000000 0.000201706188 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAV7 690000.00000000 PA USD 815643.09000000 0.018454464452 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 2130000.00000000 PA USD 2446221.74000000 0.055347385023 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KA8 2345000.00000000 PA USD 2739514.48000000 0.061983327276 Long DBT CORP US N 2 2043-03-15 Fixed 4.30000000 N N N N N N HEALTHCARE REALTY TRUST INCORPORATED 549300CB86LH2IOKHH22 421946AL8 205000.00000000 PA USD 204383.70000000 0.004624316410 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAN2 1455000.00000000 PA USD 1519404.75000000 0.034377537542 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N DUKE UNIVERSITY HEALTH SYSTEM, INC. SYIJ9BNVFR17R33OPQ57 26443CAA1 1325000.00000000 PA USD 1543134.58000000 0.034914440643 Long DBT CORP US N 2 2047-06-01 Fixed 3.92000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 2485000.00000000 PA USD 2976706.63000000 0.067349956570 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BQ6 2420000.00000000 PA USD 2336233.32000000 0.052858824264 Long DBT CORP US Y 2 2031-02-02 Fixed 1.70000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAH1 1160000.00000000 PA USD 1687340.06000000 0.038177185019 Long DBT CORP US Y 2 2039-08-01 Fixed 7.12500000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AP0 2775000.00000000 PA USD 3277876.68000000 0.074164128173 Long DBT CORP US N 2 2046-05-01 Fixed 4.25000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAV1 3545000.00000000 PA USD 3448659.48000000 0.078028201994 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 9029000.00000000 PA USD 8405116.69000000 0.190171325026 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 4445000.00000000 PA USD 5038794.26000000 0.114006053253 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QAX1 169000.00000000 PA USD 224645.15000000 0.005082745119 Long DBT CORP US N 2 2041-06-15 Fixed 5.95000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 900000.00000000 PA USD 1019755.05000000 0.023072632565 Long DBT CORP US Y 2 2042-11-28 Fixed 4.11900000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAB3 850000.00000000 PA USD 1058662.12000000 0.023952930761 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 500000.00000000 PA USD 550917.60000000 0.012464875127 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 3120000.00000000 PA USD 3570341.49000000 0.080781337962 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 1475000.00000000 PA USD 1894055.36000000 0.042854255422 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 5580000.00000000 PA USD 6109207.20000000 0.138224854090 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96949LAC9 400000.00000000 PA USD 469456.51000000 0.010621764080 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AT9 1960000.00000000 PA USD 2103468.61000000 0.047592368728 Long DBT NUSS NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 11331000.00000000 PA USD 15358633.18000000 0.347499235307 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081FA6 1230000.00000000 PA USD 1156576.23000000 0.026168302269 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAE7 2095000.00000000 PA USD 2444237.80000000 0.055302497068 Long DBT CORP US N 2 2047-07-01 Fixed 4.36800000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EB8 1743000.00000000 PA USD 2539489.51000000 0.057457630015 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BV2 340000.00000000 PA USD 414643.25000000 0.009381577814 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 250847EK2 80000.00000000 PA USD 88768.13000000 0.002008437660 Long DBT CORP US N 2 2042-06-15 Fixed 3.95000000 N N N N N N BAY AREA TOLL AUTH CALIF TOLL BRDG REV N/A 072024ND0 2545000.00000000 PA USD 4098137.15000000 0.092723063902 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AL8 3704000.00000000 PA USD 4306293.85000000 0.097432746934 Long DBT CORP US N 2 2047-03-01 Fixed 4.10000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBB1 1085000.00000000 PA USD 1279496.58000000 0.028949456498 Long DBT CORP US N 2 2043-03-15 Fixed 5.12500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 500000.00000000 PA USD 545923.10000000 0.012351871261 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CX1 775000.00000000 PA USD 962084.23000000 0.021767792114 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 59562EAH8 635000.00000000 PA USD 878792.29000000 0.019883256875 Long DBT CORP US N 2 2036-10-15 Fixed 5.80000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BC7 580000.00000000 PA USD 820263.45000000 0.018559003153 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 3099000.00000000 PA USD 2960958.89000000 0.066993653536 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788KAA4 1275000.00000000 PA USD 1274454.94000000 0.028835386058 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N IDAHO POWER COMPANY TN0LL73P2C8X3W6KM391 45138LBF9 2080000.00000000 PA USD 2445780.75000000 0.055337407332 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N Brown University in Providence in the State of Rhode Island and Providence Plantations 9M13ULPHBPDR83N6CB89 11575TAC2 2198000.00000000 PA USD 2297737.88000000 0.051987839469 Long DBT CORP US N 2 2050-09-01 Fixed 2.92400000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBB6 1100000.00000000 PA USD 1310910.06000000 0.029660207263 Long DBT CORP US N 2 2047-06-15 Fixed 4.12500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAK7 325000.00000000 PA USD 392233.53000000 0.008874543075 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 645000.00000000 PA USD 762562.31000000 0.017253476692 Long DBT CORP DE Y 2 2038-06-25 Fixed 4.62500000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 1965000.00000000 PA USD 2270059.73000000 0.051361603017 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBG2 4940000.00000000 PA USD 6441862.70000000 0.145751404826 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 1050000.00000000 PA USD 1237641.96000000 0.028002468034 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DE0 3825000.00000000 PA USD 4604927.02000000 0.104189519948 Long DBT CORP US N 2 2043-06-15 Fixed 4.30000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 80000.00000000 PA USD 95455.05000000 0.002159733648 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 380000.00000000 PA USD 340792.51000000 0.007710655970 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AJ5 3820000.00000000 PA USD 3963344.12000000 0.089673282434 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FL20 750000.00000000 PA USD 1118152.50000000 0.025298939961 Long DBT MUN US N 2 2042-06-15 Fixed 6.01100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 3896000.00000000 PA USD 4445095.03000000 0.100573215447 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N United States of America 254900HROIFWPRGM1V77 9127964B2 7740000.00000000 PA USD 7737972.58000000 0.175076748227 Long DBT UST US N 2 2021-08-12 None 0.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FL2 1500000.00000000 PA USD 1629062.15000000 0.036858608754 Long DBT CORP US N 2 2047-06-15 Fixed 3.87500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 1150000.00000000 PA USD 1564724.50000000 0.035402926864 Long DBT NUSS BR N 2 2036-11-21 Fixed 6.87500000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 550000.00000000 PA USD 580508.50000000 0.013134388814 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 845000.00000000 PA USD 926212.15000000 0.020956162575 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CD8 3000.00000000 PA USD 3023.35000000 0.000068405293 Long DBT CORP US N 2 2021-09-15 Fixed 2.95000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCZ0 850000.00000000 PA USD 1038432.60000000 0.023495224489 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 3109000.00000000 PA USD 3891651.45000000 0.088051188351 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 4377000.00000000 PA USD 5143852.76000000 0.116383071311 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CX7 3860000.00000000 PA USD 3452827.05000000 0.078122496022 Long DBT CORP US N 2 2051-01-15 Fixed 2.50000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAE3 1910000.00000000 PA USD 2020174.32000000 0.045707780318 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 3195000.00000000 PA USD 3564820.77000000 0.080656428020 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 3715000.00000000 PA USD 3916402.41000000 0.088611195194 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1705000.00000000 PA USD 2044756.59000000 0.046263970438 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 1330000.00000000 PA USD 1501562.10000000 0.033973835783 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3P7 500000.00000000 PA USD 651290.97000000 0.014735889019 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 490000.00000000 PA USD 518179.90000000 0.011724163009 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 7366000.00000000 PA USD 6835227.25000000 0.154651537977 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AC2 30000.00000000 PA USD 37652.90000000 0.000851921769 Long DBT CORP US N 2 2055-07-01 Fixed 4.20000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCL3 2980000.00000000 PA USD 3680139.68000000 0.083265594642 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 4300000.00000000 PA USD 4726915.57000000 0.106949591587 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 6110000.00000000 PA USD 9169477.16000000 0.207465486278 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N BOWDOIN COLLEGE 549300SIUVRUY51G1940 102291AA9 370000.00000000 PA USD 439198.89000000 0.009937165412 Long DBT CORP US N 2 2112-07-01 Fixed 4.69300000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 600000.00000000 PA USD 690953.44000000 0.015633278640 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 5590000.00000000 PA USD 6930458.47000000 0.156806207325 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N THE TRUSTEES OF PRINCETON UNIVERSITY 549300PJZYINN64GDJ90 89837LAB1 1509000.00000000 PA USD 2179590.26000000 0.049314671413 Long DBT CORP US N 2 2039-03-01 Fixed 5.70000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 6205000.00000000 PA USD 6574520.53000000 0.148752875982 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CE5 125000.00000000 PA USD 163173.93000000 0.003691918104 Long DBT CORP US N 2 2035-10-01 Fixed 5.80000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 2025000.00000000 PA USD 2543082.42000000 0.057538921980 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 1995000.00000000 PA USD 2097223.80000000 0.047451075771 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N ADVOCATE HEALTH AND HOSPITALS CORPORATION 549300AEHU3PPOUCIL87 007589AB0 2717000.00000000 PA USD 3348207.11000000 0.075755400675 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 3637000.00000000 PA USD 4212349.90000000 0.095307202922 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 1790000.00000000 PA USD 2016389.96000000 0.045622156670 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 5100000.00000000 PA USD 5668822.07000000 0.128260849213 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 3350000.00000000 PA USD 4831540.35000000 0.109316796443 Long DBT NUSS GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 2437000.00000000 PA USD 2907799.40000000 0.065790884910 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 1481000.00000000 PA USD 1716402.22000000 0.038834735613 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DL9 7320000.00000000 PA USD 7350744.00000000 0.166315445456 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N SAN JOSE CALIF REDEV AGY SUCCESSOR AGY TAX ALLOCATION N/A 798170AN6 1250000.00000000 PA USD 1354212.50000000 0.030639953612 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 2346000.00000000 PA USD 2335772.05000000 0.052848387725 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 1605000.00000000 PA USD 1918735.56000000 0.043412661272 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 1525000.00000000 PA USD 2156049.70000000 0.048782050671 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FH1 280000.00000000 PA USD 364365.56000000 0.008244011819 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 3009000.00000000 PA USD 2643042.35000000 0.059800581519 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 1095000.00000000 PA USD 1291135.23000000 0.029212788654 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CX6 710000.00000000 PA USD 660338.61000000 0.014940597859 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 264399ED4 110000.00000000 PA USD 152859.51000000 0.003458547529 Long DBT CORP US N 2 2032-10-15 Fixed 6.45000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AV8 4600000.00000000 PA USD 6002210.73000000 0.135803988179 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 1115000.00000000 PA USD 1712937.94000000 0.038756353986 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBD1 2925000.00000000 PA USD 3129894.50000000 0.070815933462 Long DBT CORP US N 2 2025-05-15 Fixed 3.66300000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBL2 650000.00000000 PA USD 699878.26000000 0.015835208596 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RAR0 150000.00000000 PA USD 180949.56000000 0.004094103491 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AN4 595000.00000000 PA USD 717864.76000000 0.016242165056 Long DBT CORP US Y 2 2048-09-24 Fixed 4.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AT1 2415000.00000000 PA USD 2999911.60000000 0.067874984366 Long DBT NUSS FR Y 2 2048-09-21 Fixed 5.00000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 7055000.00000000 PA USD 8508761.13000000 0.192516349041 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EH5 990000.00000000 PA USD 1452585.62000000 0.032865710525 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FL7 135000.00000000 PA USD 156447.71000000 0.003539732927 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CN2 12000.00000000 PA USD 14379.54000000 0.000325346604 Long DBT CORP US N 2 2042-04-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBF5 215000.00000000 PA USD 225241.18000000 0.005096230692 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAT5 1320000.00000000 PA USD 1448837.49000000 0.032780906605 Long DBT CORP US Y 2 2050-05-15 Fixed 3.75000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 4565000.00000000 PA USD 5576306.45000000 0.126167622112 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AD6 1370000.00000000 PA USD 1391572.34000000 0.031485244706 Long DBT CORP US Y 2 2070-01-22 Fixed 3.70000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAF6 1870000.00000000 PA USD 2135459.07000000 0.048316174047 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAP9 2400000.00000000 PA USD 3312726.38000000 0.074952625688 Long DBT CORP US N 2 2038-05-15 Fixed 5.90000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 1000000.00000000 PA USD 871480.78000000 0.019717829124 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N ORLANDO HEALTH, INC. 549300TMK1PZT9ZBF098 686514AH3 940000.00000000 PA USD 970842.01000000 0.021965942680 Long DBT CORP US N 2 2050-10-01 Fixed 3.32700000 N N N N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572QAH8 2544000.00000000 PA USD 3148519.07000000 0.071237326678 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 2200000.00000000 PA USD 2382581.67000000 0.053907486341 Long DBT NUSS NO N 2 2050-04-06 Fixed 3.70000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AJ9 3105000.00000000 PA USD 3808618.83000000 0.086172520398 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 3760000.00000000 PA USD 3955177.46000000 0.089488506349 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBN1 25000.00000000 PA USD 35153.61000000 0.000795373680 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 1485000.00000000 PA USD 1515917.08000000 0.034298626701 Long DBT CORP US N 2 2023-10-24 Floating 1.61775000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 2084000.00000000 PA USD 2501492.95000000 0.056597932710 Long DBT NUSS GB N 2 2045-11-16 Fixed 4.37500000 N N N N N N MUTUAL OF OMAHA INSURANCE COMPANY P2LER0UPV1DKOU8RO042 628312AD2 595000.00000000 PA USD 615092.80000000 0.013916881478 Long DBT CORP US Y 2 2054-07-15 Fixed 4.29700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 310000.00000000 PA USD 354728.15000000 0.008025959043 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 425000.00000000 PA USD 638706.30000000 0.014451152536 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N THE NARRAGANSETT ELECTRIC COMPANY VAI0KZ806W8MCH0BCZ61 631005BF1 1000000.00000000 PA USD 1117749.39000000 0.025289819330 Long DBT CORP US Y 2 2042-12-10 Fixed 4.17000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 980000.00000000 PA USD 1113071.37000000 0.025183976033 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 1070000.00000000 PA USD 1223020.70000000 0.027671652355 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N UNIVERSITY TEX PERM UNIV FD N/A 9151153X5 4540000.00000000 PA USD 6308103.00000000 0.142725003133 Long DBT MUN US N 2 2039-07-01 Fixed 5.26200000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 3670000.00000000 PA USD 5814487.54000000 0.131556626828 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AT7 780000.00000000 PA USD 974213.68000000 0.022042228944 Long DBT CORP US N 2 2044-05-06 Fixed 4.45000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBK8 1085000.00000000 PA USD 1129463.41000000 0.025554856782 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 2610000.00000000 PA USD 2958662.10000000 0.066941687143 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AB0 1328000.00000000 PA USD 1648110.62000000 0.037289592989 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 2395000.00000000 PA USD 2670997.96000000 0.060433095688 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 3000000.00000000 PA USD 4158877.38000000 0.094097351785 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AY2 1350000.00000000 PA USD 1342659.36000000 0.030378556178 Long DBT NUSS JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 3745000.00000000 PA USD 4334188.83000000 0.098063889309 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 470000.00000000 PA USD 637062.71000000 0.014413965225 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N HOSPITAL FOR SPECIAL SURGERY N/A 44107HAF9 980000.00000000 PA USD 908621.64000000 0.020558165650 Long DBT CORP US N 2 2050-10-01 Fixed 2.66700000 N N N N N N ERP OPERATING LIMITED PARTNERSHIP DX5HQV5MLU50FEWZ5072 26884ABE2 1450000.00000000 PA USD 1730935.95000000 0.039163570868 Long DBT CORP US N 2 2045-06-01 Fixed 4.50000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAN1 4997000.00000000 PA USD 5546283.43000000 0.125488331424 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAB0 4580000.00000000 PA USD 5392393.90000000 0.122006479011 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QAQ8 6384000.00000000 PA USD 8793637.35000000 0.198961861962 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N SHARP HEALTHCARE 549300DEPBQ9WUW1K512 819892AL4 1500000.00000000 PA USD 1412609.49000000 0.031961224140 Long DBT CORP US N 2 2050-08-01 Fixed 2.68000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CH1 1885000.00000000 PA USD 3099578.71000000 0.070130018659 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAF3 5840000.00000000 PA USD 7196421.70000000 0.162823801336 Long DBT NUSS GB Y 2 2041-10-15 Fixed 5.12500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 9157000.00000000 PA USD 8524272.18000000 0.192867296808 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N US Airways Pass Through Trusts N/A 90345WAA2 653314.21000000 PA USD 665003.77000000 0.015046150190 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBE5 1000000.00000000 PA USD 1197875.97000000 0.027102736206 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBB7 1550000.00000000 PA USD 1524456.60000000 0.034491838990 Long DBT NUSS FR Y 2 2041-03-01 Fixed 3.62500000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AQ2 500000.00000000 PA USD 532295.00000000 0.012043526483 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 2371000.00000000 PA USD 3013454.70000000 0.068181405963 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AL5 3896000.00000000 PA USD 4628267.97000000 0.104717624382 Long DBT CORP US N 2 2048-03-01 Fixed 4.10000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JU6 1539000.00000000 PA USD 1906303.97000000 0.043131388325 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 2829000.00000000 PA USD 3104804.92000000 0.070248265117 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N MISSOURI ST HEALTH & EDL FACS AUTH EDL FACS REV N/A 60636AEE9 675000.00000000 PA USD 774501.75000000 0.017523614420 Long DBT MUN US N 2 2047-02-15 Fixed 3.68500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 1015000.00000000 PA USD 1217772.94000000 0.027552918314 Long DBT NUSS GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BU9 811000.00000000 PA USD 1051969.18000000 0.023801498566 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123BS9 395000.00000000 PA USD 534069.49000000 0.012083675493 Long DBT CORP US N 2 2041-05-27 Fixed 5.20000000 N N N N N N DEVON FINANCING COMPANY, L.L.C. N/A 25179SAD2 1315000.00000000 PA USD 1814832.38000000 0.041061783094 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBB6 2715000.00000000 PA USD 3235564.38000000 0.073206784396 Long DBT CORP US N 2 2047-06-15 Fixed 4.12500000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAN8 500000.00000000 PA USD 619691.62000000 0.014020932823 Long DBT CORP US N 2 2044-04-01 Fixed 4.50000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 220000.00000000 PA USD 263531.37000000 0.005962571570 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 2400000.00000000 PA USD 2823129.79000000 0.063875178975 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 1000000.00000000 PA USD 1034730.06000000 0.023411452072 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 1250000.00000000 PA USD 1537975.20000000 0.034797706257 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AN7 1580000.00000000 PA USD 1819830.43000000 0.041174867281 Long DBT CORP GB N 2 2028-05-15 Fixed 3.87500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2L8 1065000.00000000 PA USD 987406.08000000 0.022340715721 Long DBT NUSS SA Y 2 2050-11-24 Fixed 3.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAM9 1472000.00000000 PA USD 2044091.49000000 0.046248922110 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 1070000.00000000 PA USD 1357218.07000000 0.030707956622 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N CISCO SYSTEMS, INC. N/A 17275RAD4 850000.00000000 PA USD 1230219.32000000 0.027834525894 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 5945000.00000000 PA USD 6971198.73000000 0.157727982656 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAL8 1735000.00000000 PA USD 1637699.99000000 0.037054045598 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 7285000.00000000 PA USD 8199841.56000000 0.185526839422 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBF5 75000.00000000 PA USD 78572.50000000 0.001777754787 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 5415000.00000000 PA USD 6360906.55000000 0.143919718381 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAU2 1150000.00000000 PA USD 1111042.70000000 0.025138076033 Long DBT CORP US N 2 2050-07-01 Fixed 2.90000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 485000.00000000 PA USD 487335.46000000 0.011026287150 Long DBT CORP US Y 2 2050-05-15 Fixed 3.30000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 1230000.00000000 PA USD 1740138.87000000 0.039371793021 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAG1 900000.00000000 PA USD 1045491.95000000 0.023654946953 Long DBT NUSS CA Y 2 2047-07-26 Fixed 4.50000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3P7 7940000.00000000 PA USD 10342500.52000000 0.234005915744 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 2300000.00000000 PA USD 3457096.83000000 0.078219102619 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 2735000.00000000 PA USD 3180115.40000000 0.071952214545 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 100000.00000000 PA USD 120606.11000000 0.002728793018 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EP4 5570000.00000000 PA USD 5699110.93000000 0.128946154706 Long DBT CORP US N 2 2049-09-24 Fixed 2.95000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 1250000.00000000 PA USD 1496891.44000000 0.033868159011 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 7872000.00000000 PA USD 6635850.00000000 0.150140495810 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 3825000.00000000 PA USD 3904088.45000000 0.088332583703 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAR4 790000.00000000 PA USD 826619.83000000 0.018702820455 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966HMV9 750000.00000000 PA USD 928620.00000000 0.021010641774 Long DBT MUN US N 2 2031-10-01 Fixed 5.20600000 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAK8 750000.00000000 PA USD 1041877.03000000 0.023573156996 Long DBT CORP CA N 2 2043-05-01 Fixed 5.75000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AU4 795000.00000000 PA USD 904829.25000000 0.020472360318 Long DBT CORP BE N 2 2060-06-01 Fixed 4.60000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 2610000.00000000 PA USD 3076666.80000000 0.069611621539 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QAZ6 900000.00000000 PA USD 1160171.23000000 0.026249641522 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 415000.00000000 PA USD 426346.44000000 0.009646370229 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAQ7 5214000.00000000 PA USD 7593107.79000000 0.171799086527 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV N/A 47770VBQ2 460000.00000000 PA USD 483952.20000000 0.010949738655 Long DBT MUN US N 2 2038-01-01 Fixed 2.83300000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 1200000.00000000 PA USD 1972212.00000000 0.044622601102 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBB2 250000.00000000 PA USD 305620.28000000 0.006914861000 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N DARTMOUTH-HITCHCOCK HEALTH N/A 23745QAA2 4410000.00000000 PA USD 4885715.26000000 0.110542539618 Long DBT CORP US N 2 2048-08-01 Fixed 4.17800000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967DR9 690000.00000000 PA USD 943860.32000000 0.021355464095 Long DBT CORP US N 2 2036-08-25 Fixed 6.12500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EG1 1885000.00000000 PA USD 1724831.55000000 0.039025454780 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 1795000.00000000 PA USD 2116518.48000000 0.047887630669 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 6825000.00000000 PA USD 8300180.14000000 0.187797066168 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEA6 1510000.00000000 PA USD 1477084.33000000 0.033420010045 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBG5 150000.00000000 PA USD 145831.43000000 0.003299532570 Long DBT CORP US Y 2 2051-02-15 Fixed 3.75000000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAQ0 245000.00000000 PA USD 284918.61000000 0.006446472022 Long DBT CORP US N 2 2049-04-15 Fixed 4.87500000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1030000.00000000 PA USD 1258644.39000000 0.028477661906 Long DBT CORP US Y 2 2064-06-19 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 3715000.00000000 PA USD 5420263.68000000 0.122637051219 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAV3 1430000.00000000 PA USD 2163998.28000000 0.048961892552 Long DBT CORP US N 2 2037-08-15 Fixed 6.95000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BU9 4705000.00000000 PA USD 4271332.90000000 0.096641732314 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966HTX8 1340000.00000000 PA USD 1825790.20000000 0.041309711020 Long DBT MUN US N 2 2036-12-01 Fixed 5.98500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DQ0 30000.00000000 PA USD 29491.51000000 0.000667264922 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 3725000.00000000 PA USD 3984245.29000000 0.090146185231 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAH4 500000.00000000 PA USD 608435.52000000 0.013766256115 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EH9 4995000.00000000 PA USD 5281985.73000000 0.119508421131 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 4435000.00000000 PA USD 4105656.90000000 0.092893203220 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 1040000.00000000 PA USD 1202612.73000000 0.027209908534 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DJ4 2820000.00000000 PA USD 3728747.43000000 0.084365377139 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 295000.00000000 PA USD 365418.69000000 0.008267839582 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DM0 2371000.00000000 PA USD 3119450.99000000 0.070579642139 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBV5 1505000.00000000 PA USD 1687631.01000000 0.038183767955 Long DBT CORP US N 2 2050-05-15 Fixed 3.70000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 2500000.00000000 PA USD 2975557.98000000 0.067323967604 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BS8 1200000.00000000 PA USD 1418593.79000000 0.032096622886 Long DBT CORP US Y 2 2045-09-01 Fixed 4.70000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CJ8 5730000.00000000 PA USD 6437445.51000000 0.145651462981 Long DBT CORP US N 2 2043-03-15 Fixed 3.95000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 800000.00000000 PA USD 1069836.36000000 0.024205755332 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N LEVEL 3 FINANCING, INC. N/A 527298BQ5 535000.00000000 PA USD 577717.08000000 0.013071231090 Long DBT CORP US Y 2 2029-11-15 Fixed 3.87500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FF0 155000.00000000 PA USD 199317.06000000 0.004509680329 Long DBT CORP US N 2 2041-06-01 Fixed 5.20000000 N N N N N N PORT AUTH N Y & N J N/A 73358WF82 500000.00000000 PA USD 614990.00000000 0.013914555560 Long DBT MUN US N 2 2057-10-15 Fixed 4.22900000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBC1 2290000.00000000 PA USD 2707812.24000000 0.061266043125 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 600000.00000000 PA USD 730916.84000000 0.016537477000 Long DBT CORP US N 2 2048-09-01 Fixed 4.95000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 2245000.00000000 PA USD 3774760.80000000 0.085406460073 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAW9 390000.00000000 PA USD 455587.53000000 0.010307969233 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 2420000.00000000 PA USD 3254993.53000000 0.073646381767 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 1560000.00000000 PA USD 1905594.32000000 0.043115332024 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 2320000.00000000 PA USD 2431918.84000000 0.055023772449 Long DBT CORP US Y 2 2059-09-30 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 3551000.00000000 PA USD 3423385.94000000 0.077456371434 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YAH2 485000.00000000 PA USD 687296.47000000 0.015550537274 Long DBT NUSS GB N 2 2036-09-30 Fixed 5.87500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 1170000.00000000 PA USD 1350907.73000000 0.030565181005 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAX7 1445000.00000000 PA USD 1443277.07000000 0.032655098424 Long DBT NUSS FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 3525000.00000000 PA USD 3771875.77000000 0.085341184361 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAH3 1075000.00000000 PA USD 1084326.57000000 0.024533605919 Long DBT CORP US N 2 2030-06-01 Fixed 2.12500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 1875000.00000000 PA USD 2092030.97000000 0.047333584557 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 1555000.00000000 PA USD 1700437.02000000 0.038473512402 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION N/A 69351UAR4 3600000.00000000 PA USD 4493535.55000000 0.101669214255 Long DBT CORP US N 2 2043-07-15 Fixed 4.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 2910000.00000000 PA USD 3208022.32000000 0.072583627070 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 9315000.00000000 PA USD 8398829.23000000 0.190029067085 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 1575000.00000000 PA USD 1865276.31000000 0.042203110378 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375CK6 3775000.00000000 PA USD 3945280.96000000 0.089264591490 Long DBT NUSS CA N 2 2046-08-02 Fixed 3.20000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCM1 2845000.00000000 PA USD 3553444.69000000 0.080399036685 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 1000000.00000000 PA USD 1213623.76000000 0.027459040372 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 1900000.00000000 PA USD 2240325.97000000 0.050688857028 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N DUKE UNIVERSITY HEALTH SYSTEM, INC. SYIJ9BNVFR17R33OPQ57 26443CAA1 2790000.00000000 PA USD 3249317.34000000 0.073517954214 Long DBT CORP US N 2 2047-06-01 Fixed 3.92000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 235000.00000000 PA USD 289931.52000000 0.006559892427 Long DBT CORP DE Y 2 2048-06-25 Fixed 4.87500000 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAE8 260000.00000000 PA USD 333203.00000000 0.007538938286 Long DBT CORP US Y 2 2043-02-01 Fixed 5.15000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAG5 1305000.00000000 PA USD 1548630.02000000 0.035038778608 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAK8 1820000.00000000 PA USD 1850621.52000000 0.041871536060 Long DBT NUSS NO N 2 2030-05-22 Fixed 2.37500000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AQ1 195000.00000000 PA USD 196928.36000000 0.004455634411 Long DBT CORP US Y 2 2050-04-15 Fixed 3.37500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 7535000.00000000 PA USD 8877432.21000000 0.200857776099 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAV1 1190000.00000000 PA USD 1157660.02000000 0.026192823735 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAJ2 1890000.00000000 PA USD 1955224.69000000 0.044238251976 Long DBT CORP US N 2 2050-06-01 Fixed 3.25000000 N N N N N N CITY OF HOPE 549300QIQJNNQEIXBL15 17858PAA9 920000.00000000 PA USD 1290737.06000000 0.029203779794 Long DBT CORP US N 2 2043-11-15 Fixed 5.62300000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 20000.00000000 PA USD 25292.98000000 0.000572270403 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 8090000.00000000 PA USD 9584710.75000000 0.216860420926 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N United States of America N/A N/A 1536.00000000 NC USD 203856000.00000000 4.612376849070 N/A DIR US N 1 US 10YR NOTE (CBT)JUN21 N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2021 2021-06-24 206186150.40000000 USD -2330150.40000000 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 1310000.00000000 PA USD 1420584.89000000 0.032141672841 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAQ5 899000.00000000 PA USD 1118302.02000000 0.025302322950 Long DBT NUSS NO N 2 2043-11-08 Fixed 4.80000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AP9 1045000.00000000 PA USD 1206583.16000000 0.027299742139 Long DBT CORP US N 2 2049-06-14 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 2335000.00000000 PA USD 2270189.18000000 0.051364531909 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 1540000.00000000 PA USD 1593484.29000000 0.036053636138 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AX7 900000.00000000 PA USD 894578.83000000 0.020240437785 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142DW0 5280000.00000000 PA USD 6008892.38000000 0.135955164930 Long DBT CORP US N 2 2047-12-15 Fixed 3.62500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LJ8 2379000.00000000 PA USD 2858886.38000000 0.064684195477 Long DBT CORP US N 2 2048-04-24 Fixed 4.28100000 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAD3 1485000.00000000 PA USD 1727331.09000000 0.039082008526 Long DBT CORP US Y 2 2029-02-15 Fixed 4.87200000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 260000.00000000 PA USD 229450.00000000 0.005191458029 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAC2 2285000.00000000 PA USD 2779830.62000000 0.062895506612 Long DBT NUSS IT Y 2 2040-10-01 Fixed 5.70000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 1480000.00000000 PA USD 1592183.26000000 0.036024199473 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 2385000.00000000 PA USD 2664348.94000000 0.060282657212 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 6225000.00000000 PA USD 6019160.79000000 0.136187494499 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N COCA-COLA FEMSA, S.A.B. DE C.V. 5493008KEVFYPMGTXO33 191241AF5 3070000.00000000 PA USD 4036896.50000000 0.091337453686 Long DBT NUSS MX N 2 2043-11-26 Fixed 5.25000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAX3 760000.00000000 PA USD 807452.71000000 0.018269151687 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 3105000.00000000 PA USD 3659884.09000000 0.082807298519 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAE7 1685000.00000000 PA USD 1497520.18000000 0.033882384669 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 1040000.00000000 PA USD 1178930.49000000 0.026674082189 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N SWISS RE TREASURY (US) CORPORATION 549300G1I1ZMYS87KM16 87089HAB9 4581000.00000000 PA USD 5344767.36000000 0.120928897039 Long DBT CORP CH Y 2 2042-12-06 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 3515000.00000000 PA USD 4080262.12000000 0.092318629524 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AL8 1160000.00000000 PA USD 1587622.40000000 0.035921006999 Long DBT NUSS FR Y 2 2114-01-22 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 1585000.00000000 PA USD 1826260.01000000 0.041320340782 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DL9 4955000.00000000 PA USD 4975811.00000000 0.112581015333 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAU5 1755000.00000000 PA USD 2050800.92000000 0.046400727402 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DB1 530000.00000000 PA USD 616112.40000000 0.013939950603 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 5060000.00000000 PA USD 5961487.32000000 0.134882594089 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAP9 200000.00000000 PA USD 220037.27000000 0.004978488786 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 5990000.00000000 PA USD 6803451.64000000 0.153932593782 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AF0 120000.00000000 PA USD 137163.62000000 0.003103417635 Long DBT CORP US N 2 2046-11-15 Fixed 3.96700000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 2020000.00000000 PA USD 2124826.55000000 0.048075606249 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N THE JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AF5 2290000.00000000 PA USD 2231002.52000000 0.050477907804 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 6850000.00000000 PA USD 8074776.85000000 0.182697167629 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAQ7 2931000.00000000 PA USD 3030317.05000000 0.068562927786 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YF5 983000.00000000 PA USD 1426018.44000000 0.032264610504 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587CX3 700000.00000000 PA USD 802380.61000000 0.018154392069 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 2620000.00000000 PA USD 3029658.98000000 0.068548038517 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 50000.00000000 PA USD 62158.18000000 0.001406369939 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 844895AX0 1065000.00000000 PA USD 1133734.67000000 0.025651496864 Long DBT CORP US N 2 2046-09-29 Fixed 3.80000000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AD6 348000.00000000 PA USD 353479.69000000 0.007997711810 Long DBT CORP US Y 2 2070-01-22 Fixed 3.70000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 850000.00000000 PA USD 1029870.04000000 0.023301490905 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 2317160.59000000 NS USD 2317160.59000000 0.052427291131 Long STIV RF US N 2 N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAB4 490000.00000000 PA USD 527586.04000000 0.011936983148 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865AM2 3257000.00000000 PA USD 4357507.93000000 0.098591499371 Long DBT CORP US N 2 2041-12-08 Fixed 5.50000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448CQ9 1000000.00000000 PA USD 1216736.25000000 0.027529462517 Long DBT CORP US N 2 2044-10-22 Fixed 4.25000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 2632000.00000000 PA USD 2678138.96000000 0.060594665536 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N DOMINION ENERGY SOUTH CAROLINA, INC. 3QRVFYR22IUIEOORTK28 837004CJ7 1330000.00000000 PA USD 1858282.85000000 0.042044878720 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 1092000.00000000 PA USD 1108341.89000000 0.025076968420 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EM1 65000.00000000 PA USD 91497.52000000 0.002070191914 Long DBT CORP US N 2 2036-06-15 Fixed 6.20000000 N N N N N N TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV N/A 882667AZ1 2050000.00000000 PA USD 2266172.50000000 0.051273651867 Long DBT MUN US N 2 2049-12-31 Fixed 3.92200000 N N N N N N United Airlines 2019-1 Pass Through Trusts N/A 90931CAA6 1423187.84000000 PA USD 1483268.43000000 0.033559929398 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BQ2 1750000.00000000 PA USD 2042699.16000000 0.046217419723 Long DBT CORP US Y 2 2043-06-01 Fixed 4.65000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AL7 400000.00000000 PA USD 469489.32000000 0.010622506428 Long DBT CORP US N 2 2037-10-01 Fixed 3.61900000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DH6 675000.00000000 PA USD 737938.22000000 0.016696340367 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 755000.00000000 PA USD 884832.19000000 0.020019913607 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAC2 1415000.00000000 PA USD 1405948.87000000 0.031810523207 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EC3 10441000.00000000 PA USD 12623143.11000000 0.285606962969 Long DBT CORP US N 2 2048-06-29 Fixed 4.05000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677052AA0 2450000.00000000 PA USD 2909016.88000000 0.065818431200 Long DBT CORP US N 2 2040-11-01 Fixed 5.37500000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EJ8 880000.00000000 PA USD 1050694.69000000 0.023772662387 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAS7 500000.00000000 PA USD 578499.73000000 0.013088939064 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCW8 1490000.00000000 PA USD 1427280.61000000 0.032293167935 Long DBT CORP US Y 2 2030-10-09 Fixed 1.55000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 500000.00000000 PA USD 565789.79000000 0.012801368264 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79771FAA5 855000.00000000 PA USD 883044.00000000 0.019979454626 Long DBT MUN US N 2 2041-11-01 Fixed 2.82500000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3A0 550000.00000000 PA USD 724519.71000000 0.016392737702 Long DBT CORP US N 2 2037-08-07 Fixed 6.15000000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AQ3 2440000.00000000 PA USD 2997952.26000000 0.067830653003 Long DBT CORP US N 2 2048-12-01 Fixed 4.85000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAE4 1850000.00000000 PA USD 1987176.32000000 0.044961178740 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 1275000.00000000 PA USD 2035895.98000000 0.046063493275 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 1470000.00000000 PA USD 1748186.97000000 0.039553886607 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N UBS AG LONDON BRANCH N/A 902674XN5 2895000.00000000 PA USD 3700920.17000000 0.083735766974 Long DBT NUSS CH Y 2 2048-06-26 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBN1 440000.00000000 PA USD 618703.51000000 0.013998576181 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N GRUPO TELEVISA, S.A.B. 549300O4AF0C816ILN62 40049JAZ0 20000.00000000 PA USD 26381.38000000 0.000596896173 Long DBT NUSS MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CS1 985000.00000000 PA USD 879415.59000000 0.019897359449 Long DBT CORP US N 2 2050-09-01 Fixed 2.25000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 887000.00000000 PA USD 969038.95000000 0.021925147255 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 2489844.63000000 NS USD 2489844.63000000 0.056334381765 Long STIV RF US N 2 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCV4 2700000.00000000 PA USD 3118592.83000000 0.070560225702 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29273RBC2 95000.00000000 PA USD 128301.53000000 0.002902906986 Long DBT CORP US N 2 2029-11-15 Fixed 8.25000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAU5 600000.00000000 PA USD 743704.73000000 0.016826811470 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AM3 2869000.00000000 PA USD 2933241.39000000 0.066366526763 Long DBT CORP US N 2 2050-05-01 Fixed 3.10000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971MT44 1000000.00000000 PA USD 1211150.00000000 0.027403069915 Long DBT MUN US N 2 2027-05-01 Fixed 5.26700000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBA3 1660000.00000000 PA USD 1844353.31000000 0.041729713663 Long DBT CORP US N 2 2042-09-01 Fixed 3.65000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 1765000.00000000 PA USD 2539729.82000000 0.057463067187 Long DBT NUSS CA N 2 2038-08-15 Fixed 7.25000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBL1 640000.00000000 PA USD 811259.62000000 0.018355285544 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAC6 1390000.00000000 PA USD 1395516.44000000 0.031574482577 Long DBT NUSS NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAE7 520000.00000000 PA USD 497632.87000000 0.011259272863 Long DBT CORP US N 2 2051-01-01 Fixed 2.91300000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 2480000.00000000 PA USD 3079477.11000000 0.069675206662 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBE0 700000.00000000 PA USD 763146.11000000 0.017266685553 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646139X83 2460000.00000000 PA USD 3902790.00000000 0.088303205413 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 960000.00000000 PA USD 1158603.80000000 0.026214177381 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBB0 480000.00000000 PA USD 431499.74000000 0.009762967051 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GZ4 1465000.00000000 PA USD 1506350.77000000 0.034082182609 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746NL1 1062000.00000000 PA USD 1446836.43000000 0.032735631299 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAX0 375000.00000000 PA USD 363404.20000000 0.008222260413 Long DBT NUSS CN N 2 2031-02-09 Fixed 2.12500000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 1120000.00000000 PA USD 1426200.32000000 0.032268725659 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AT3 360000.00000000 PA USD 507779.91000000 0.011488856355 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBL8 1300000.00000000 PA USD 1513984.36000000 0.034254897633 Long DBT CORP DE Y 2 2030-04-09 Fixed 4.15000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DT7 808000.00000000 PA USD 1123464.73000000 0.025419132678 Long DBT CORP US N 2 2040-09-15 Fixed 5.60000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 3435000.00000000 PA USD 3017231.80000000 0.068266865349 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 1145000.00000000 PA USD 1295802.35000000 0.029318385331 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N NEW YORK ST URBAN DEV CORP REV N/A 650035TD0 1970000.00000000 PA USD 2452393.90000000 0.055487034225 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BV0 100000.00000000 PA USD 122692.44000000 0.002775997615 Long DBT CORP US N 2 2038-10-01 Fixed 6.15000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAF5 2015000.00000000 PA USD 2063308.66000000 0.046683723294 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBF2 695000.00000000 PA USD 787272.77000000 0.017812567195 Long DBT CORP US N 2 2044-06-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 2820000.00000000 PA USD 3226881.92000000 0.073010337995 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FJ2 6767000.00000000 PA USD 7588714.78000000 0.171699691770 Long DBT CORP US N 2 2042-12-01 Fixed 3.85000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 4415000.00000000 PA USD 5432128.41000000 0.122905498584 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 11115000.00000000 PA USD 10346978.84000000 0.234107240696 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123CB5 3765000.00000000 PA USD 4340445.01000000 0.098205439519 Long DBT CORP US N 2 2042-08-15 Fixed 3.80300000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 3295000.00000000 PA USD 2743968.78000000 0.062084108760 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDR2 830000.00000000 PA USD 1016493.33000000 0.022998833993 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N THE EAST OHIO GAS COMPANY BC95Y6MXLT75BGO7UM71 27409LAE3 1780000.00000000 PA USD 1710501.16000000 0.038701220227 Long DBT CORP US Y 2 2050-06-15 Fixed 3.00000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AK1 1300000.00000000 PA USD 1381809.86000000 0.031264362138 Long DBT CORP US N 2 2046-11-01 Fixed 3.64000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GDZ5 3000000.00000000 PA USD 4173810.00000000 0.094435212191 Long DBT MUN US N 2 2045-05-15 Fixed 5.94600000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 841000.00000000 PA USD 853585.65000000 0.019312939971 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 400000.00000000 PA USD 432833.57000000 0.009793145837 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 2295000.00000000 PA USD 2585259.76000000 0.058493212198 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AN5 1000000.00000000 PA USD 941171.40000000 0.021294625502 Long DBT NUSS FR Y 2 2041-01-11 Fixed 2.81100000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59022CAJ2 1395000.00000000 PA USD 1913115.00000000 0.043285492384 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 124857AN3 650000.00000000 PA USD 742259.28000000 0.016794107208 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 2775000.00000000 PA USD 3552485.74000000 0.080377339807 Long DBT NUSS GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBG5 6380000.00000000 PA USD 7748988.69000000 0.175325995003 Long DBT CORP US N 2 2043-01-15 Fixed 4.50000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BM1 150000.00000000 PA USD 192512.30000000 0.004355718132 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AM5 3325000.00000000 PA USD 3593030.21000000 0.081294685261 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BK9 2831000.00000000 PA USD 3159628.34000000 0.071488681260 Long DBT NUSS JP N 2 2039-07-18 Fixed 3.75100000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CN6 2630000.00000000 PA USD 2985957.69000000 0.067559267922 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FL6 2715000.00000000 PA USD 3169939.98000000 0.071721988936 Long DBT CORP US N 2 2044-10-01 Fixed 4.05000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 820000.00000000 PA USD 837232.82000000 0.018942946375 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N HACKENSACK MERIDIAN HEALTH, INC. 5493001CB3OCWTEJY668 404530AD9 1160000.00000000 PA USD 1112657.44000000 0.025174610593 Long DBT CORP US N 2 2050-09-01 Fixed 2.87500000 N N N N N N United States of America N/A N/A -119.00000000 NC USD -14752281.25000000 -0.33378012179 N/A DIR US N 1 US 5YR NOTE (CBT) JUN21 N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2021 2021-07-03 -14871970.62000000 USD 119689.37000000 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBE0 2897000.00000000 PA USD 3589820.94000000 0.081222073404 Long DBT CORP US N 2 2042-07-15 Fixed 4.65000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCL3 2280000.00000000 PA USD 2815677.34000000 0.063706562364 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 550000.00000000 PA USD 622437.81000000 0.014083067188 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 5350000.00000000 PA USD 5028197.50000000 0.113766294548 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 5260000.00000000 PA USD 4603321.88000000 0.104153202594 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PDB9 2104000.00000000 PA USD 2422640.55000000 0.054813845000 Long DBT CORP US N 2 2044-06-01 Fixed 4.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 3749000.00000000 PA USD 4167139.99000000 0.094284298802 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BM7 1895000.00000000 PA USD 2332371.38000000 0.052771445317 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAB0 3366000.00000000 PA USD 4684310.97000000 0.105985634329 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 3472000.00000000 PA USD 4089067.97000000 0.092517867706 Long DBT CORP US Y 2 2042-02-15 Fixed 4.48700000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 1100000.00000000 PA USD 1302732.66000000 0.029475188179 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N TRUSTEES OF BOSTON UNIVERSITY 549300M1CR2B2GU2ZU17 89838QAA1 1800000.00000000 PA USD 2156783.15000000 0.048798645463 Long DBT CORP US N 2 2048-10-01 Fixed 4.06100000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GD0 640000.00000000 PA USD 565907.43000000 0.012804029946 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JD3 2870000.00000000 PA USD 3576774.35000000 0.080926885675 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FU6 1975000.00000000 PA USD 2347770.74000000 0.053119866023 Long DBT CORP US N 2 2049-03-01 Fixed 3.99000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 215000.00000000 PA USD 197237.29000000 0.004462624157 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DB3 2080000.00000000 PA USD 2260549.89000000 0.051146436596 Long DBT CORP US N 2 2027-09-12 Fixed 2.90000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 2195000.00000000 PA USD 2451115.23000000 0.055458103471 Long DBT NUSS GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 1944000.00000000 PA USD 2338310.11000000 0.052905813011 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CX0 1200000.00000000 PA USD 1400381.41000000 0.031684555742 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAE6 2620000.00000000 PA USD 2899998.90000000 0.065614393437 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 5535000.00000000 PA USD 6084529.69000000 0.137666509102 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123CE9 970000.00000000 PA USD 1317960.11000000 0.029819719308 Long DBT CORP US N 2 2064-05-15 Fixed 4.75000000 N N N N N N PHARMACIA LLC N/A 71713UAW2 1145000.00000000 PA USD 1549490.54000000 0.035058248442 Long DBT CORP US N 2 2028-12-01 Fixed 6.60000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FZ1 505000.00000000 PA USD 466092.32000000 0.010545647056 Long DBT CORP US N 2 2060-12-01 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 2080000.00000000 PA USD 2465951.90000000 0.055793792944 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 2410000.00000000 PA USD 2927336.29000000 0.066232919970 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 1085000.00000000 PA USD 1509883.55000000 0.034162114094 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FQ1 930000.00000000 PA USD 1114364.53000000 0.025213234634 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDT6 2475000.00000000 PA USD 2710943.85000000 0.061336897873 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAD5 3350000.00000000 PA USD 3604008.66000000 0.081543079954 Long DBT CORP US N 2 2049-10-01 Fixed 3.81700000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 1315000.00000000 PA USD 1213535.77000000 0.027457049540 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DG2 195000.00000000 PA USD 219060.79000000 0.004956395280 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KN0 2615000.00000000 PA USD 2766308.29000000 0.062589554951 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 3490000.00000000 PA USD 4453380.82000000 0.100760686927 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N MULTICARE HEALTH SYSTEM 549300OSCVFLGLKTTI33 62548LAA0 755000.00000000 PA USD 703662.13000000 0.015920821157 Long DBT CORP US N 2 2050-08-15 Fixed 2.80300000 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 3542000.00000000 PA USD 4343631.82000000 0.098277543204 Long DBT CORP US Y 2 2049-02-01 Fixed 4.60000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 595000.00000000 PA USD 844309.10000000 0.019103051891 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 2789000.00000000 PA USD 3199692.21000000 0.072395152821 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJK9 375000.00000000 PA USD 419979.00000000 0.009502302687 Long DBT CORP US N 2 2044-06-01 Fixed 4.65000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AE1 1927000.00000000 PA USD 2319374.49000000 0.052477382083 Long DBT CORP US N 2 2038-07-01 Fixed 3.95900000 N N N N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062AE1 3553000.00000000 PA USD 4792915.71000000 0.108442888413 Long DBT CORP US N 2 2034-11-01 Fixed 6.12500000 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 678858BP5 1395000.00000000 PA USD 1664183.08000000 0.037653243028 Long DBT CORP US N 2 2044-03-15 Fixed 4.55000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CS9 1610000.00000000 PA USD 1953687.60000000 0.044203474298 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBB1 2000000.00000000 PA USD 2265895.38000000 0.051267381843 Long DBT CORP US N 2 2043-01-01 Fixed 3.80000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AN5 2000000.00000000 PA USD 1884940.62000000 0.042648028400 Long DBT CORP US Y 2 2040-07-16 Fixed 2.37500000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AG5 1635000.00000000 PA USD 1494566.35000000 0.033815552312 Long DBT CORP US Y 2 2051-02-10 Fixed 2.80000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BQ2 500000.00000000 PA USD 581581.39000000 0.013158663660 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646ZR6 6000000.00000000 PA USD 8755920.00000000 0.198108481969 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAR5 1570000.00000000 PA USD 1768518.92000000 0.040013910425 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 6505000.00000000 PA USD 7443569.83000000 0.168415691264 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N DISTRICT COLUMBIA WTR & SWR AUTH PUB UTIL REV N/A 254845JZ4 530000.00000000 PA USD 721934.20000000 0.016334238828 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBP5 1701000.00000000 PA USD 1914052.85000000 0.043306711861 Long DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AD5 1975000.00000000 PA USD 2326701.44000000 0.052643159173 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473PAJ4 4020000.00000000 PA USD 4450629.72000000 0.100698441470 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BJ0 2262000.00000000 PA USD 2982290.24000000 0.067476289440 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBH4 500000.00000000 PA USD 543744.78000000 0.012302585330 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 3635000.00000000 PA USD 4349817.88000000 0.098417506903 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 750000.00000000 PA USD 851836.19000000 0.019273357281 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 2335000.00000000 PA USD 2822434.17000000 0.063859440113 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BA9 1160000.00000000 PA USD 1375276.36000000 0.031116537379 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 1285000.00000000 PA USD 1629930.11000000 0.036878246924 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 4055000.00000000 PA USD 3821923.67000000 0.086473551204 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FG7 560000.00000000 PA USD 657273.47000000 0.014871247039 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N WASHINGTON ST N/A 93974CRE2 4495000.00000000 PA USD 6413376.10000000 0.145106876658 Long DBT MUN US N 2 2040-08-01 Fixed 5.14000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DD7 860000.00000000 PA USD 990564.42000000 0.022412175252 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670BK3 1545000.00000000 PA USD 1936968.69000000 0.043825197900 Long DBT CORP US N 2 2043-02-11 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 4900000.00000000 PA USD 5446515.33000000 0.123231012166 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AB6 4275000.00000000 PA USD 6275869.76000000 0.141995704756 Long DBT CORP US N 2 2039-04-01 Fixed 6.45000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAX9 312000.00000000 PA USD 454950.40000000 0.010293553745 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KC4 4410000.00000000 PA USD 5174164.31000000 0.117068890180 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 12365000.00000000 PA USD 11920632.81000000 0.269712202726 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXE0 950000.00000000 PA USD 1072816.00000000 0.024273171658 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 2185000.00000000 PA USD 2095094.05000000 0.047402888768 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 2990000.00000000 PA USD 3005760.83000000 0.068007327064 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N SUNCOR ENERGY VENTURES CORPORATION N/A 13643EAH8 2375000.00000000 PA USD 2379293.12000000 0.053833080722 Long DBT NUSS CA Y 2 2042-04-01 Fixed 6.00000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 2215000.00000000 PA USD 3066686.50000000 0.069385810650 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAA2 2500000.00000000 PA USD 2985572.65000000 0.067550556138 Long DBT CORP US N 2 2047-06-01 Fixed 3.85900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1730000.00000000 PA USD 2002175.35000000 0.045300541716 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971MZG0 3140000.00000000 PA USD 4050129.00000000 0.091636847752 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 725000.00000000 PA USD 875814.10000000 0.019815873356 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AG1 6175000.00000000 PA USD 5856934.70000000 0.132517021901 Long DBT CORP US N 2 2030-09-15 Fixed 1.37500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 600000.00000000 PA USD 751042.42000000 0.016992831560 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 890000.00000000 PA USD 975537.05000000 0.022072171065 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAV4 1590000.00000000 PA USD 1781535.18000000 0.040308411918 Long DBT NUSS CN N 2 2047-12-06 Fixed 4.20000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412F7Y7 3050000.00000000 PA USD 4195366.50000000 0.094922942262 Long DBT MUN US N 2 2043-05-15 Fixed 5.77000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 2480000.00000000 PA USD 2892295.68000000 0.065440102989 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055450AH3 1400000.00000000 PA USD 1748660.20000000 0.039564593749 Long DBT NUSS AU N 2 2026-03-01 Fixed 6.42000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRA4 265000.00000000 PA USD 288826.15000000 0.006534882699 Long DBT MUN US N 2 2034-02-15 Fixed 3.05700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBQ3 1150000.00000000 PA USD 1424615.84000000 0.032232875751 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 20018000.00000000 PA USD 16427271.25000000 0.371677878536 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAY4 1675000.00000000 PA USD 2385267.00000000 0.053968243709 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513YJJ8 1585000.00000000 PA USD 1873787.00000000 0.042395670369 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 3630000.00000000 PA USD 4430659.19000000 0.100246595018 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 1668000.00000000 PA USD 2415160.17000000 0.054644596454 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AL0 1760000.00000000 PA USD 1770920.15000000 0.040068239842 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP REV N/A 341271AF1 6120000.00000000 PA USD 6247602.00000000 0.141356127987 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CK8 1665000.00000000 PA USD 1822624.33000000 0.041238081117 Long DBT CORP US N 2 2028-01-15 Fixed 2.90000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAH7 3960000.00000000 PA USD 4562553.60000000 0.103230793291 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 25272KAN3 1035000.00000000 PA USD 1525523.67000000 0.034515982155 Long DBT CORP US Y 2 2036-07-15 Fixed 8.10000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94980VAG3 4720000.00000000 PA USD 6331327.05000000 0.143250462627 Long DBT CORP US N 2 2036-08-26 Fixed 5.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 215000.00000000 PA USD 216133.30000000 0.004890158882 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 3670000.00000000 PA USD 3873574.90000000 0.087642194450 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 1922000.00000000 PA USD 2384784.25000000 0.053957321171 Long DBT CORP US Y 2 2044-06-01 Fixed 5.12500000 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAB0 650000.00000000 PA USD 821381.78000000 0.018584306109 Long DBT CORP US N 2 2045-08-01 Fixed 4.32100000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 1180000.00000000 PA USD 1136798.09000000 0.025720808768 Long DBT NUSS CN Y 2 2050-06-03 Fixed 3.24000000 N N N N N N CITIGROUP CAPITAL III 549300XM9G8HLD2LDU04 17305HAA6 890000.00000000 PA USD 1275014.63000000 0.028848049415 Long DBT CORP US N 2 2036-12-01 Fixed 7.62500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 4695000.00000000 PA USD 5048168.18000000 0.114218144394 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XBP5 1000000.00000000 PA USD 982262.16000000 0.022224331128 Long DBT CORP US N 2 2050-04-15 Fixed 3.00000000 N N N N N N WEST VIRGINIA UNITED HEALTH SYSTEM, INC. 549300VG6M2WRQ7E7O46 956708AB7 900000.00000000 PA USD 863137.00000000 0.019529045583 Long DBT CORP US N 2 2050-06-01 Fixed 3.12900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 10020000.00000000 PA USD 11763633.11000000 0.266159980660 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 385000.00000000 PA USD 446557.83000000 0.010103666298 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AW9 2286000.00000000 PA USD 2550139.25000000 0.057698587427 Long DBT CORP US N 2 2043-03-04 Fixed 4.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAQ6 100000.00000000 PA USD 106401.99000000 0.002407415407 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 6695000.00000000 PA USD 7463212.75000000 0.168860125322 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 5568000.00000000 PA USD 7464702.01000000 0.168893820815 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718FJ3 1395000.00000000 PA USD 1593791.67000000 0.036060590813 Long DBT CORP US N 2 2040-03-25 Fixed 3.55000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 4440000.00000000 PA USD 5212627.84000000 0.117939152990 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AP6 5480000.00000000 PA USD 6031715.49000000 0.136471552891 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 3095000.00000000 PA USD 3874127.13000000 0.087654689019 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFM1 821000.00000000 PA USD 730072.21000000 0.016518366688 Long DBT CORP US Y 2 2056-10-30 Fixed 2.98700000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AF6 915000.00000000 PA USD 1142360.98000000 0.025846672834 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AL8 1509000.00000000 PA USD 2065277.76000000 0.046728275484 Long DBT NUSS FR Y 2 2114-01-22 Fixed 6.00000000 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAZ5 3215000.00000000 PA USD 3039105.68000000 0.068761776353 Long DBT NUSS CN N 2 2051-02-09 Fixed 3.15000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBL1 3920000.00000000 PA USD 4968965.15000000 0.112426123448 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PCR5 1990000.00000000 PA USD 2334010.58000000 0.052808533301 Long DBT CORP US N 2 2041-12-01 Fixed 4.12500000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FV0 770000.00000000 PA USD 866558.92000000 0.019606468786 Long DBT CORP US N 2 2049-05-15 Fixed 4.12500000 N N N N N N TRINITY HEALTH CORPORATION TWSRHFGEDJDX0GKMGJ67 896517AB5 885000.00000000 PA USD 848000.81000000 0.019186579271 Long DBT CORP US N 2 2040-12-01 Fixed 2.63200000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DK0 2200000.00000000 PA USD 2228521.24000000 0.050421767203 Long DBT CORP US N 2 2030-07-15 Fixed 2.65000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 3893000.00000000 PA USD 4510017.65000000 0.102042132670 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502AA9 280000.00000000 PA USD 362690.43000000 0.008206110895 Long DBT CORP US N 2 2040-09-01 Fixed 5.20000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 2965000.00000000 PA USD 4217082.29000000 0.095414276376 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 4718000.00000000 PA USD 5732800.89000000 0.129708412336 Long DBT CORP US N 2 2039-04-22 Fixed 4.45700000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 4513000.00000000 PA USD 6573123.57000000 0.148721268838 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FF5 2685000.00000000 PA USD 3277298.94000000 0.074151056423 Long DBT CORP US N 2 2054-12-01 Fixed 4.62500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 14494141.59000000 NS USD 14494141.59000000 0.327939541229 Long STIV RF US N 2 N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AV9 800000.00000000 PA USD 904440.34000000 0.020463560972 Long DBT CORP US N 2 2047-09-15 Fixed 3.70000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 03836WAC7 1145000.00000000 PA USD 1321971.86000000 0.029910487806 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 570000.00000000 PA USD 635686.36000000 0.014382824396 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAY7 305000.00000000 PA USD 448354.11000000 0.010144308321 Long DBT CORP US N 2 2039-07-01 Fixed 6.55000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FD5 648000.00000000 PA USD 857031.44000000 0.019390903249 Long DBT CORP US N 2 2041-03-15 Fixed 5.50000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BH6 340000.00000000 PA USD 413841.81000000 0.009363444704 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 2345000.00000000 PA USD 2713931.32000000 0.061404491358 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 1755000.00000000 PA USD 1958140.99000000 0.044304235192 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DP0 710000.00000000 PA USD 768511.14000000 0.017388072906 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAG5 825000.00000000 PA USD 979018.98000000 0.022150952035 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N POMONA COLLEGE 549300MR1BYTPTMF0I60 73211PAA4 1445000.00000000 PA USD 1439584.36000000 0.032571548418 Long DBT CORP US N 2 2051-01-01 Fixed 2.88800000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AS6 1430000.00000000 PA USD 1617820.98000000 0.036604269847 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 1710000.00000000 PA USD 2048357.48000000 0.046345442956 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 3875000.00000000 PA USD 4924983.95000000 0.111431019705 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N DUKE ENERGY FLORIDA PROJECT FINANCE, LLC N/A 26444GAE3 4605000.00000000 PA USD 4883184.87000000 0.110485287870 Long DBT CORP US N 2 2036-09-01 Fixed 3.11200000 N N N N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021AS5 3535000.00000000 PA USD 3224695.33000000 0.072960864950 Long DBT CORP US N 2 2050-09-01 Fixed 2.60000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FA6 40000.00000000 PA USD 53275.47000000 0.001205392750 Long DBT CORP US N 2 2040-06-15 Fixed 5.70000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1500000.00000000 PA USD 1606935.21000000 0.036357972100 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 1000000.00000000 PA USD 962283.97000000 0.021772311364 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXR0 1350000.00000000 PA USD 1312841.20000000 0.029703900583 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79765RTK5 1000000.00000000 PA USD 1361110.00000000 0.030796014113 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BL5 750000.00000000 PA USD 831275.98000000 0.018808168929 Long DBT CORP US N 2 2049-08-15 Fixed 3.95000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BZ4 3800000.00000000 PA USD 4625670.27000000 0.104658849701 Long DBT NUSS CA N 2 2043-11-07 Fixed 4.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 720000.00000000 PA USD 819278.42000000 0.018536716198 Long DBT CORP DE Y 2 2064-07-15 Fixed 4.70000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BR3 2620000.00000000 PA USD 2847115.30000000 0.064417867005 Long DBT CORP US N 2 2047-08-15 Fixed 3.70000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 1350000.00000000 PA USD 1909908.52000000 0.043212943653 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 880000.00000000 PA USD 1065538.20000000 0.024108506619 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AJ2 715000.00000000 PA USD 892362.82000000 0.020190299093 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 695000.00000000 PA USD 637581.00000000 0.014425691879 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBK4 300000.00000000 PA USD 353691.87000000 0.008002512523 Long DBT CORP US N 2 2049-07-15 Fixed 4.15000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48126BAA1 3330000.00000000 PA USD 4580818.30000000 0.103644044211 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 1000000.00000000 PA USD 1097492.02000000 0.024831482934 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N United States of America N/A N/A 134.00000000 NC USD 25334375.00000000 0.573206992856 N/A DIR US N 1 US ULTRA BOND CBT JUN21 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2021 2021-06-24 25445729.00000000 USD -111354.00000000 N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081EV5 1000000.00000000 PA USD 1347442.13000000 0.030486769513 Long DBT CORP US N 2 2037-02-01 Fixed 5.65000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AQ1 1625000.00000000 PA USD 1641069.66000000 0.037130286611 Long DBT CORP US Y 2 2050-04-15 Fixed 3.37500000 N N N N N N TOTAL CAPITAL INTERNATIONAL SA 549300U37G2I8G4RUG09 89153VAW9 1135000.00000000 PA USD 1122527.21000000 0.025397920668 Long DBT NUSS FR N 2 2060-06-29 Fixed 3.38600000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 1960000.00000000 PA USD 2181711.97000000 0.049362676505 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 1044000.00000000 PA USD 1230666.72000000 0.027844648615 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAK9 823000.00000000 PA USD 1130604.48000000 0.025580674245 Long DBT NUSS BR N 2 2039-11-10 Fixed 6.87500000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BW5 545000.00000000 PA USD 745784.88000000 0.016873876240 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BG6 4150000.00000000 PA USD 4514870.03000000 0.102151920978 Long DBT CORP US N 2 2050-06-15 Fixed 3.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 956000.00000000 PA USD 1162633.29000000 0.026305347258 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 1410000.00000000 PA USD 1709014.67000000 0.038667587407 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 2685000.00000000 PA USD 3064905.40000000 0.069345512084 Long DBT CORP DE Y 2 2044-07-15 Fixed 4.40000000 N N N N N N SOUTHERN NATURAL GAS COMPANY, L.L.C. N/A 843452AY9 730000.00000000 PA USD 951903.20000000 0.021537439576 Long DBT CORP US N 2 2031-02-15 Fixed 7.35000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 3784000.00000000 PA USD 4436461.91000000 0.100377885396 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 450000.00000000 PA USD 457001.67000000 0.010339965086 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBE5 40000.00000000 PA USD 41852.36000000 0.000946937329 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAQ7 7675000.00000000 PA USD 11177043.02000000 0.252887991849 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N 2021-02-28 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO XXXX