NPORT-P false 0000939934 XXXXXXXX S000006762 C000018351 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LONG DURATION FUND S000006762 1BMBUNURU48A1EP6KD61 2022-05-31 2021-11-30 N 1230868271.38 17779007.70 1213089263.68 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 295092.33000000 USD N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAG8 385000.00000000 PA USD 529336.22000000 0.043635389072 Long DBT CORP US N 2 2039-10-15 Fixed 6.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 760000.00000000 PA USD 909115.18000000 0.074942150360 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 2170000.00000000 PA USD 2312072.16000000 0.190593736934 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBE5 1885000.00000000 PA USD 1936172.81000000 0.159606788055 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 564000.00000000 PA USD 750705.27000000 0.061883761770 Long DBT CORP US N 2 2049-02-01 Fixed 4.60000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAQ3 334000.00000000 PA USD 343809.58000000 0.028341655498 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 750000.00000000 PA USD 1036683.68000000 0.085458153083 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBH6 1665000.00000000 PA USD 1712421.36000000 0.141162024203 Long DBT NUSS CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 2603000.00000000 PA USD 2854209.93000000 0.235284411086 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796K73 1005000.00000000 PA USD 1004960.99000000 0.082843119635 Long DBT UST US N 2 2022-01-13 None 0.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 9110000.00000000 PA USD 9513757.93000000 0.784258686878 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBC6 600000.00000000 PA USD 750422.90000000 0.061860484835 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 1610000.00000000 PA USD 2274737.59000000 0.187516092847 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DP2 410000.00000000 PA USD 392458.45000000 0.032351984454 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 650000.00000000 PA USD 789347.00000000 0.065069160500 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBR0 885000.00000000 PA USD 892812.31000000 0.073598236892 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 170000.00000000 PA USD 162304.08000000 0.013379401241 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 401000.00000000 PA USD 461732.86000000 0.038062562568 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 1815000.00000000 PA USD 1860375.00000000 0.153358458911 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AS9 151000.00000000 PA USD 177373.38000000 0.014621626397 Long DBT CORP BE N 2 2040-06-01 Fixed 4.35000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 1130000.00000000 PA USD 1106919.83000000 0.091248011431 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 580000.00000000 PA USD 592028.66000000 0.048803387988 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PHC0 69776.90000000 PA USD 67896.36000000 0.005596979713 Long ABS-MBS US N 2 2034-11-19 Floating 0.48875040 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 190000.00000000 PA USD 231503.72000000 0.019083815752 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AE4 179000.00000000 PA USD 257664.18000000 0.021240331417 Long DBT CORP US N 2 2116-08-01 Fixed 4.76300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 1240000.00000000 PA USD 1550282.73000000 0.127796261694 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JT8 1655000.00000000 PA USD 1742484.62000000 0.143640263925 Long DBT CORP US N 2 2051-03-15 Fixed 3.12500000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CP0 795000.00000000 PA USD 791127.67000000 0.065215948544 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAD8 1347000.00000000 PA USD 1332331.17000000 0.109829606929 Long DBT NUSS US N 2 2032-05-15 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABL8 1780000.00000000 PA USD 1698814.20000000 0.140040329336 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 210000.00000000 PA USD 282118.87000000 0.023256233357 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 385000.00000000 PA USD 362430.60000000 0.029876663725 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 1580000.00000000 PA USD 1803033.18000000 0.148631533884 Long DBT CORP DE N 2 2044-07-15 Fixed 4.40000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BL5 490000.00000000 PA USD 569680.67000000 0.046961150102 Long DBT CORP US N 2 2049-08-15 Fixed 3.95000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBB4 360000.00000000 PA USD 404998.07000000 0.033385677552 Long DBT CORP US N 2 2035-03-01 Fixed 3.90000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HN6 202000.00000000 PA USD 265546.87000000 0.021890134382 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DC6 74000.00000000 PA USD 78611.83000000 0.006480300531 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DF1 70000.00000000 PA USD 90962.81000000 0.007498443249 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 1040000.00000000 PA USD 1318691.29000000 0.108705214816 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAG6 3131000.00000000 PA USD 3787530.50000000 0.312221912549 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 435000.00000000 PA USD 436413.27000000 0.035975363319 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBP7 1010000.00000000 PA USD 970607.56000000 0.080011223333 Long DBT CORP US N 2 2061-02-04 Fixed 4.00000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 1135000.00000000 PA USD 1265525.00000000 0.104322496117 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AV7 455000.00000000 PA USD 448284.94000000 0.036953994518 Long DBT CORP US N 2 2041-08-19 Fixed 2.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LJ8 1848000.00000000 PA USD 2303807.59000000 0.189912454011 Long DBT CORP US N 2 2048-04-24 Fixed 4.28100000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AT1 330000.00000000 PA USD 336858.56000000 0.027768653971 Long DBT CORP US N 2 2051-11-30 Fixed 3.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RX8 3625000.00000000 PA USD 4500239.25000000 0.370973462937 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796J59 1085000.00000000 PA USD 1084992.76000000 0.089440471734 Long DBT UST US N 2 2021-12-09 None 0.00000000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AN7 320000.00000000 PA USD 371686.73000000 0.030639685069 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 285000.00000000 PA USD 332796.70000000 0.027433817936 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394NUA4 59620.30000000 PA USD 66418.38000000 0.005475143667 Long DBT USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 450000.00000000 PA USD 645601.21000000 0.053219596391 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 607000.00000000 PA USD 725584.59000000 0.059812959501 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 3750000.00000000 PA USD 4281444.38000000 0.352937290617 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BH4 709000.00000000 PA USD 901243.90000000 0.074293287970 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAE3 580000.00000000 PA USD 641639.08000000 0.052892981515 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N REXFORD INDUSTRIAL REALTY, L.P. 549300028US163ELJN70 76169XAB0 330000.00000000 PA USD 315486.90000000 0.026006899034 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAB7 2155000.00000000 PA USD 2646178.81000000 0.218135539504 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 3558000.00000000 PA USD 3788401.28000000 0.312293694571 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CA0 745000.00000000 PA USD 752741.04000000 0.062051578769 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BA9 460000.00000000 PA USD 557939.28000000 0.045993258427 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAF5 845000.00000000 PA USD 1281524.64000000 0.105641413073 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBH4 800000.00000000 PA USD 887035.73000000 0.073122049346 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 855000.00000000 PA USD 893743.50000000 0.073674998762 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WJ80 13891.62000000 PA USD 2729.48000000 0.000225002403 Long DBT USGA US N 2 2037-07-25 Floating 6.60800160 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556BY7 360000.00000000 PA USD 452634.41000000 0.037312539443 Long DBT CORP US N 2 2047-08-15 Fixed 4.10000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAA2 1210000.00000000 PA USD 1665683.98000000 0.137309267328 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BE3 325000.00000000 PA USD 389587.93000000 0.032115355536 Long DBT NUSS JP N 2 2039-03-07 Fixed 4.15300000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBF9 545000.00000000 PA USD 684387.17000000 0.056416884601 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO N/A 167560PL9 1480000.00000000 PA USD 2071732.86000000 0.170781567525 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CV7 650000.00000000 PA USD 783323.63000000 0.064572629026 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 200000.00000000 PA USD 228161.44000000 0.018808297693 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AH2 480000.00000000 PA USD 643848.59000000 0.053075120626 Long DBT NUSS BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAN0 661000.00000000 PA USD 881251.81000000 0.072645256732 Long DBT NUSS CH N 2 2041-11-15 Fixed 6.00000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CL9 45000.00000000 PA USD 56318.30000000 0.004642552010 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCS8 3882000.00000000 PA USD 3819524.06000000 0.314859274940 Long SN UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 355000.00000000 PA USD 377049.53000000 0.031081763006 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AZ7 2195000.00000000 PA USD 2844902.38000000 0.234517150977 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPA4 590000.00000000 PA USD 1036616.02000000 0.085452575588 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 664000.00000000 PA USD 806633.98000000 0.066494198254 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BX0 845000.00000000 PA USD 1047072.56000000 0.086314551727 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N MOTIVA ENTERPRISES LLC UQZ4EDMHL4ZESPZY3752 61980AAD5 995000.00000000 PA USD 1247351.89000000 0.102824410976 Long DBT CORP US N 2 2040-01-15 Fixed 6.85000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAE2 255000.00000000 PA USD 260657.60000000 0.021487091494 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366EP1 605000.00000000 PA USD 961791.13000000 0.079284448292 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAE7 1249000.00000000 PA USD 1842408.02000000 0.151877365925 Long DBT CORP US N 2 2042-08-15 Fixed 6.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 590000.00000000 PA USD 633620.05000000 0.052231939476 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAV5 455000.00000000 PA USD 564547.89000000 0.046538033671 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 885000.00000000 PA USD 1365066.60000000 0.112528124753 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 365000.00000000 PA USD 450507.28000000 0.037137191259 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 1381000.00000000 PA USD 1637396.54000000 0.134977415844 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCX0 705000.00000000 PA USD 896994.05000000 0.073942955135 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBG5 620000.00000000 PA USD 644920.97000000 0.053163521375 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N BAY AREA TOLL AUTH CALIF TOLL BRDG REV N/A 072024ND0 600000.00000000 PA USD 1007366.82000000 0.083041442221 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 470000.00000000 PA USD 584660.27000000 0.048195980914 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCJ8 1305000.00000000 PA USD 1491691.51000000 0.122966343422 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBG0 1673000.00000000 PA USD 2027141.38000000 0.167105706125 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AT1 335000.00000000 PA USD 446703.62000000 0.036823639724 Long DBT NUSS FR N 2 2048-09-21 Fixed 5.00000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBR9 760000.00000000 PA USD 796405.33000000 0.065651008037 Long DBT CORP US N 2 2041-06-01 Fixed 2.95000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320BA9 130000.00000000 PA USD 155511.94000000 0.012819496854 Long DBT CORP US N 2 2049-12-07 Fixed 3.93500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBF7 195000.00000000 PA USD 201711.49000000 0.016627918162 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 155000.00000000 PA USD 185390.36000000 0.015282499445 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CRANE CO. 549300X1RO9ID7AUCA83 224399AT2 450000.00000000 PA USD 489970.87000000 0.040390339331 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 528000.00000000 PA USD 601030.99000000 0.049545487541 Long DBT CORP US N 2 2070-10-15 Fixed 3.72900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 220000.00000000 PA USD 297435.00000000 0.024518805738 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 665000.00000000 PA USD 908239.11000000 0.074869932262 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 575000.00000000 PA USD 696123.84000000 0.057384387187 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 560000.00000000 PA USD 583694.76000000 0.048116389904 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AK9 1000000.00000000 PA USD 1119568.72000000 0.092290712111 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYK4 295000.00000000 PA USD 293666.69000000 0.024208168252 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 580000.00000000 PA USD 707740.71000000 0.058342014160 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CE7 1470000.00000000 PA USD 2022140.04000000 0.166693424840 Long DBT CORP US N 2 2039-11-01 Fixed 5.35000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAC1 290000.00000000 PA USD 397591.63000000 0.032775133858 Long DBT NUSS GB N 2 2041-10-11 Fixed 5.80000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABN4 565000.00000000 PA USD 549314.93000000 0.045282317340 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BS1 550000.00000000 PA USD 694535.72000000 0.057253471842 Long DBT CORP US N 2 2048-11-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393XBU0 1008247.76000000 PA USD 1162429.11000000 0.095823872554 Long DBT USGA US N 2 2034-03-25 Fixed 6.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EU3 525000.00000000 PA USD 771982.01000000 0.063637692057 Long DBT CORP US N 2 2038-04-01 Fixed 6.75000000 N N N N N N BRK: CITIGROUP GLOBAL MARKET N/A N/A 505000.00000000 NC USD -8859.08000000 -0.00073029085 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKET N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -505000.00000000 USD -8859.08000000 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DP9 470000.00000000 PA USD 592905.65000000 0.048875681926 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 490000.00000000 PA USD 841560.79000000 0.069373360658 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AL8 960000.00000000 PA USD 1190135.98000000 0.098107865235 Long DBT CORP US N 2 2044-11-15 Fixed 4.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 905000.00000000 PA USD 1172128.25000000 0.096623413057 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 794000.00000000 PA USD 1208173.67000000 0.099594787141 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N BRK: CITIGROUP GLOBAL MARKET N/A N/A 4035000.00000000 NC USD -39860.30000000 -0.00328585052 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKET N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -4035000.00000000 USD -39860.30000000 N N N Northwest Airlines 2002-1 Pass Through Trusts N/A 667294AW2 7113.28000000 PA USD 7211.78000000 0.000594497059 Long DBT CORP US N 2 2022-04-01 Fixed 7.04100000 N N N N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567PAT7 175000.00000000 PA USD 175295.75000000 0.014450358703 Long DBT NUSS ID N 2 2051-06-09 Fixed 3.55000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAC0 1145000.00000000 PA USD 1373955.78000000 0.113260896880 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 557000.00000000 PA USD 568456.45000000 0.046860232550 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBY8 140000.00000000 PA USD 147725.07000000 0.012177592731 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAP9 1628000.00000000 PA USD 2239610.85000000 0.184620449381 Long DBT CORP US N 2 2038-05-15 Fixed 5.90000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 2210000.00000000 PA USD 2697660.15000000 0.222379360758 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 1061000.00000000 PA USD 1193343.55000000 0.098372278588 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 1765000.00000000 PA USD 1851153.14000000 0.152598262586 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172BL2 230000.00000000 PA USD 263868.24000000 0.021751757920 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BA6 130000.00000000 PA USD 140423.08000000 0.011575659286 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N N EXELON GENERATION COMPANY, LLC S2PEWKCZFFECR4533P43 30161MAG8 883000.00000000 PA USD 1131567.19000000 0.093279795962 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N CONTINENTAL AIRLINES INC N/A 21079NAA9 887564.82000000 PA USD 900783.06000000 0.074255299009 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDV0 2458000.00000000 PA USD 2375093.63000000 0.195788859163 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDK2 605000.00000000 PA USD 636401.74000000 0.052461245767 Long DBT NUSS US N 2 2041-04-15 Fixed 3.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 5000.00000000 PA USD 4887.46000000 0.000402893681 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 2531000.00000000 PA USD 2561957.19000000 0.211192800621 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 640000.00000000 PA USD 642771.11000000 0.052986299462 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBN5 405000.00000000 PA USD 476159.94000000 0.039251846855 Long DBT CORP US N 2 2047-01-15 Fixed 4.40000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 230000.00000000 PA USD 223400.42000000 0.018415826987 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111ES8 865000.00000000 PA USD 1218766.94000000 0.100468034504 Long DBT CORP US N 2 2037-08-15 Fixed 6.30000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAD4 751000.00000000 PA USD 1088016.62000000 0.089689741107 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AJ2 40000.00000000 PA USD 41346.67000000 0.003408378199 Long DBT CORP US N 2 2050-11-15 Fixed 2.83900000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT63 570000.00000000 PA USD 844937.96000000 0.069651754845 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DQ0 600000.00000000 PA USD 624902.70000000 0.051513332011 Long DBT CORP US N 2 2041-05-05 Fixed 2.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 575000.00000000 PA USD 638121.79000000 0.052603036652 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 1986000.00000000 PA USD 2882026.18000000 0.237577420416 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BV5 515000.00000000 PA USD 499251.99000000 0.041155420705 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BN1 500000.00000000 PA USD 509644.59000000 0.042012126004 Long DBT CORP US N 2 2051-12-01 Fixed 2.85000000 N N N N N N State of California N/A 13063A5E0 2565000.00000000 PA USD 3950060.50000000 0.325619937317 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAM0 550000.00000000 PA USD 627743.96000000 0.051747548906 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 1460000.00000000 PA USD 1575972.95000000 0.129914013517 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PAZ1 565000.00000000 PA USD 644592.70000000 0.053136460712 Long DBT CORP US N 2 2048-02-15 Fixed 4.10000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 790000.00000000 PA USD 889552.67000000 0.073329531192 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 1180000.00000000 PA USD 1290768.10000000 0.106403389976 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAN9 295000.00000000 PA USD 356793.18000000 0.029411947717 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 2721000.00000000 PA USD 2964756.57000000 0.244397231000 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 935000.00000000 PA USD 1179364.42000000 0.097219920685 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N BRK: CITIGROUP GLOBAL MARKET N/A N/A 5980000.00000000 NC USD -63632.21000000 -0.00524546807 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKET N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -5980000.00000000 USD -63632.21000000 N N N NYU LANGONE HOSPITALS N/A 62952EAA5 745000.00000000 PA USD 904942.72000000 0.074598197106 Long DBT CORP US N 2 2042-07-01 Fixed 4.42800000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DE4 40000.00000000 PA USD 48239.16000000 0.003976554854 Long DBT CORP US N 2 2035-07-10 Fixed 4.70000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DG3 1885000.00000000 PA USD 2298064.33000000 0.189439013171 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 240000.00000000 PA USD 245426.67000000 0.020231542504 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BE1 890000.00000000 PA USD 1155482.44000000 0.095251229616 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAF9 193000.00000000 PA USD 266999.65000000 0.022009893088 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DN4 915000.00000000 PA USD 1017870.09000000 0.083907270509 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 975000.00000000 PA USD 1007375.20000000 0.083042133020 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAX3 1530000.00000000 PA USD 1670337.58000000 0.137692882956 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAY4 280000.00000000 PA USD 401664.02000000 0.033110837926 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAT7 735000.00000000 PA USD 1007484.46000000 0.083051139777 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AL3 965000.00000000 PA USD 1101325.55000000 0.090786851633 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 220000.00000000 PA USD 222705.75000000 0.018358562446 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 382000.00000000 PA USD 314156.80000000 0.025897253351 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 170000.00000000 PA USD 203385.59000000 0.016765921197 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N PROVIDENCE ST. JOSEPH HEALTH N/A 743756AC2 525000.00000000 PA USD 611070.18000000 0.050373059781 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BN5 595000.00000000 PA USD 716492.63000000 0.059063471374 Long DBT CORP US N 2 2047-11-15 Fixed 3.75000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 570000.00000000 PA USD 807854.41000000 0.066594803382 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 1460000.00000000 PA USD 1680430.80000000 0.138524909115 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 1746000.00000000 PA USD 1734938.30000000 0.143018189340 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 130000.00000000 PA USD 172179.67000000 0.014193487252 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QS0 1985000.00000000 PA USD 2624309.57000000 0.216332766975 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284AX4 245000.00000000 PA USD 250762.48000000 0.020671395544 Long DBT CORP US N 2 2051-07-15 Fixed 3.20000000 N N N N N N Lundin Energy Finance B.V. 549300JSNI1KL271GM17 55037AAB4 345000.00000000 PA USD 348608.38000000 0.028737240567 Long DBT NUSS NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAG3 1070000.00000000 PA USD 1102161.33000000 0.090855748459 Long DBT CORP US N 2 2031-02-15 Fixed 3.20000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 85000.00000000 PA USD 93460.07000000 0.007704302791 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CX3 470000.00000000 PA USD 583464.90000000 0.048097441587 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 230000.00000000 PA USD 259998.70000000 0.021432775623 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDA4 630000.00000000 PA USD 796081.24000000 0.065624291949 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBE1 555000.00000000 PA USD 831260.57000000 0.068524270627 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBP5 490000.00000000 PA USD 481656.45000000 0.039704947065 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EU3 590000.00000000 PA USD 604244.78000000 0.049810413634 Long DBT CORP US N 2 2041-09-22 Fixed 2.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 2690000.00000000 PA USD 3688353.69000000 0.304046355072 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 990000.00000000 PA USD 1043857.70000000 0.086049537429 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AT7 960000.00000000 PA USD 1014911.55000000 0.083663385736 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 610000.00000000 PA USD 679768.62000000 0.056036158290 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AM3 571000.00000000 PA USD 615738.29000000 0.050757871529 Long DBT CORP US N 2 2050-05-01 Fixed 3.10000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 925000.00000000 PA USD 1044940.10000000 0.086138764168 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 1000000.00000000 PA USD 1140904.24000000 0.094049487878 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 885000.00000000 PA USD 1172397.91000000 0.096645642254 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AA1 335000.00000000 PA USD 343380.09000000 0.028306250849 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBB1 1299000.00000000 PA USD 1632374.09000000 0.134563394374 Long DBT CORP US N 2 2043-03-15 Fixed 5.12500000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBF0 205000.00000000 PA USD 207501.35000000 0.017105200434 Long DBT NUSS CA N 2 2031-12-02 Fixed 2.45000000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAG1 875000.00000000 PA USD 1058885.58000000 0.087288348162 Long DBT NUSS CA N 2 2047-07-26 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 135000.00000000 PA USD 135978.51000000 0.011209274871 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N XLIT LTD. 635400XCGXK8NVDIVE95 98420EAB1 587000.00000000 PA USD 824461.11000000 0.067963762823 Long DBT NUSS BM N 2 2043-12-15 Fixed 5.25000000 N N N N N N BALTIMORE MD REV N/A 059231Y53 370000.00000000 PA USD 379195.39000000 0.031258655183 Long DBT MUN US N 2 2040-07-01 Fixed 2.81400000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QAQ8 1357000.00000000 PA USD 1841317.14000000 0.151787440143 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 2445000.00000000 PA USD 3482193.33000000 0.287051698028 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAZ1 415000.00000000 PA USD 415862.76000000 0.034281299196 Long DBT NUSS AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 190000.00000000 PA USD 208335.02000000 0.017173923324 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEV2 650000.00000000 PA USD 815035.12000000 0.067186739212 Long DBT CORP US N 2 2045-05-26 Fixed 4.60000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 745000.00000000 PA USD 588780.95000000 0.048535665727 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 2830000.00000000 PA USD 3503180.14000000 0.288781728178 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062AF8 1984000.00000000 PA USD 2567086.49000000 0.211615630181 Long DBT CORP US N 2 2028-05-15 Fixed 6.92000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408GW7 1080000.00000000 PA USD 1362721.98000000 0.112334847962 Long DBT CORP US N 2 2042-05-30 Fixed 4.75000000 N N N N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515BA1 425000.00000000 PA USD 626749.17000000 0.051665544223 Long DBT CORP US N 2 2040-03-30 Fixed 6.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 950000.00000000 PA USD 1064655.50000000 0.087763986697 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCG8 225000.00000000 PA USD 220246.60000000 0.018155844470 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBT4 1772000.00000000 PA USD 2130580.06000000 0.175632587295 Long DBT CORP BE N 2 2048-10-06 Fixed 4.43900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDJ7 15000000.00000000 PA USD 14908593.75000000 1.228977470691 Long SN UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394PUB7 189973.23000000 PA USD 195808.37000000 0.016141299396 Long DBT USGA US N 2 2024-02-15 Fixed 5.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 780000.00000000 PA USD 775463.38000000 0.063924675884 Long DBT CORP US N 2 2036-11-03 Fixed 2.49100000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBV7 255000.00000000 PA USD 312648.81000000 0.025772943456 Long DBT CORP US N 2 2048-05-01 Fixed 4.05000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVS0 50000.00000000 PA USD 65059.40000000 0.005363117286 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 1798000.00000000 PA USD 2242039.67000000 0.184820667128 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBF0 480000.00000000 PA USD 462974.94000000 0.038164952395 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 3325000.00000000 PA USD 3833462.16000000 0.316008250569 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CQ1 540000.00000000 PA USD 572279.41000000 0.047175375063 Long DBT CORP US N 2 2051-03-15 Fixed 3.40000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 1000000.00000000 PA USD 1339443.40000000 0.110415897667 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KR1 1760000.00000000 PA USD 2212544.38000000 0.182389247538 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 2520000.00000000 PA USD 3381820.32000000 0.278777532804 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 330000.00000000 PA USD 403135.50000000 0.033232138150 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAB0 614000.00000000 PA USD 856590.44000000 0.070612317299 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 2 N/A 36225CVC7 27403.77000000 PA USD 28445.80000000 0.002344905758 Long DBT USGA US N 2 2032-06-20 Floating 1.87499880 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CJ6 460000.00000000 PA USD 498260.97000000 0.041073726799 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967BL4 1035000.00000000 PA USD 1384857.29000000 0.114159553749 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAJ4 415000.00000000 PA USD 536320.29000000 0.044211115047 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 2039000.00000000 PA USD 2443278.57000000 0.201409627729 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 685000.00000000 PA USD 707254.73000000 0.058301952805 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 295000.00000000 PA USD 280779.67000000 0.023145837524 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AP5 625000.00000000 PA USD 693862.50000000 0.057197975513 Long DBT NUSS CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N NEW YORK ST URBAN DEV CORP REV N/A 650035TD0 1470000.00000000 PA USD 1831292.63000000 0.150961078036 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AD6 797000.00000000 PA USD 1014631.22000000 0.083640276967 Long DBT CORP US N 2 2047-05-15 Fixed 4.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 500000.00000000 PA USD 489979.70000000 0.040391067225 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 105000.00000000 PA USD 133685.08000000 0.011020217885 Long DBT CORP US N 2 2047-01-22 Fixed 4.37500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 1200000.00000000 PA USD 1627354.99000000 0.134149649059 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAC2 340000.00000000 PA USD 439423.57000000 0.036223514885 Long DBT NUSS IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CE5 634000.00000000 PA USD 946391.38000000 0.078014982766 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AU3 305000.00000000 PA USD 379073.85000000 0.031248636134 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 360000.00000000 PA USD 367592.40000000 0.030302172396 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CY8 170000.00000000 PA USD 204191.29000000 0.016832338403 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 220000.00000000 PA USD 249647.43000000 0.020579477329 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 734000.00000000 PA USD 852172.30000000 0.070248111619 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AK7 510000.00000000 PA USD 557990.80000000 0.045997505435 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AN2 435000.00000000 PA USD 597463.36000000 0.049251392942 Long DBT NUSS NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394BJY1 725796.29000000 PA USD 808510.58000000 0.066648894208 Long DBT USGA US N 2 2034-11-25 Fixed 5.00000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 541000.00000000 PA USD 676496.21000000 0.055766399905 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAJ2 250000.00000000 PA USD 270229.44000000 0.022276138128 Long DBT CORP US N 2 2050-06-01 Fixed 3.25000000 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639AW6 180000.00000000 PA USD 235804.59000000 0.019438354378 Long DBT CORP US N 2 2035-04-01 Fixed 5.87500000 N N N N N N DSLA MORTGAGE LOAN TRUST N/A 23332UDC5 34009.41000000 PA USD 34830.89000000 0.002871255318 Long ABS-MBS US N 2 2045-03-19 Floating 0.50874840 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AP9 305000.00000000 PA USD 359912.80000000 0.029669110985 Long DBT CORP US N 2 2049-06-14 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 655000.00000000 PA USD 656529.99000000 0.054120501240 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJB7 1461000.00000000 PA USD 2045950.42000000 0.168656213623 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882389CC1 690000.00000000 PA USD 942403.59000000 0.077686252629 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N CARLYLE HOLDINGS II FINANCE L.L.C. N/A 14310FAA0 1263000.00000000 PA USD 1666793.46000000 0.137400726385 Long DBT CORP US N 2 2043-03-30 Fixed 5.62500000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AR2 415000.00000000 PA USD 426228.34000000 0.035135777123 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491AV7 455000.00000000 PA USD 560702.63000000 0.046221052876 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBE8 80000.00000000 PA USD 103679.55000000 0.008546737087 Long DBT CORP US N 2 2048-04-15 Fixed 4.35000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 35000.00000000 PA USD 43932.89000000 0.003621571084 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 195000.00000000 PA USD 247426.95000000 0.020396433915 Long DBT NUSS CA N 2 2048-05-15 Fixed 4.87500000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 275000.00000000 PA USD 324574.56000000 0.026756032694 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBG2 655000.00000000 PA USD 862912.34000000 0.071133457844 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BA9 350000.00000000 PA USD 453981.50000000 0.037423585682 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 5456000.00000000 PA USD 5511195.24000000 0.454310775390 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AE1 655000.00000000 PA USD 704200.01000000 0.058050139514 Long DBT CORP TW N 2 2051-10-25 Fixed 3.25000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BE1 975000.00000000 PA USD 1208080.34000000 0.099587093561 Long DBT CORP US N 2 2048-06-15 Fixed 4.30000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACN3 395000.00000000 PA USD 393101.80000000 0.032405018473 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 310000.00000000 PA USD 429741.64000000 0.035425393074 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 1880000.00000000 PA USD 2509022.30000000 0.206829157187 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAK5 385000.00000000 PA USD 444511.95000000 0.036642971239 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 588000.00000000 PA USD 781870.67000000 0.064452855483 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CF5 1203000.00000000 PA USD 1521416.42000000 0.125416691545 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203RAD6 208000.00000000 PA USD 276766.92000000 0.022815049830 Long DBT CORP US N 2 2041-03-15 Fixed 5.95000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 880000.00000000 PA USD 1160957.34000000 0.095702548424 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 670000.00000000 PA USD 550338.00000000 0.045366653260 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 530000.00000000 PA USD 737464.87000000 0.060792300457 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CH9 229000.00000000 PA USD 238141.51000000 0.019630996426 Long DBT CORP US N 2 2055-05-15 Fixed 3.15500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 1452000.00000000 PA USD 1568295.75000000 0.129281149949 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAJ0 50000.00000000 PA USD 59767.59000000 0.004926891349 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AQ1 942000.00000000 PA USD 1009075.06000000 0.083182259559 Long DBT CORP US N 2 2050-04-15 Fixed 3.37500000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 00216LAE3 615000.00000000 PA USD 614038.79000000 0.050617774667 Long DBT NUSS NZ N 2 2031-10-22 Fixed 2.37500000 N N N N N N US Airways Pass Through Trusts N/A 90345KAA8 644256.74000000 PA USD 662021.73000000 0.054573208239 Long DBT CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CK0 335000.00000000 PA USD 344350.78000000 0.028386268868 Long DBT CORP US N 2 2051-09-15 Fixed 2.89300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 167000.00000000 PA USD 191896.67000000 0.015818841675 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV N/A 38611TAV9 930000.00000000 PA USD 1281001.72000000 0.105598306600 Long DBT MUN US N 2 2042-10-01 Fixed 5.18400000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAH9 480000.00000000 PA USD 590499.30000000 0.048677316474 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DB7 400000.00000000 PA USD 423962.35000000 0.034948982131 Long DBT CORP US N 2 2050-05-15 Fixed 3.35000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 88059FBA8 3700000.00000000 PA USD 2549253.97000000 0.210145621293 Long DBT USGA US N 2 2038-01-15 None 0.00000000 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 53079EBK9 55000.00000000 PA USD 62888.08000000 0.005184126336 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 2509000.00000000 PA USD 2218308.82000000 0.182864434334 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAX2 1230000.00000000 PA USD 1758719.01000000 0.144978532302 Long DBT CORP US N 2 2036-08-15 Fixed 6.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 120000.00000000 PA USD 151559.82000000 0.012493707144 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 2310000.00000000 PA USD 2960162.18000000 0.244018496299 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 795000.00000000 PA USD 870347.78000000 0.071746392129 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FL7 795000.00000000 PA USD 942446.11000000 0.077689757729 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 260000.00000000 PA USD 264866.58000000 0.021834055244 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAX3 315000.00000000 PA USD 357698.88000000 0.029486608340 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAH0 150000.00000000 PA USD 197018.27000000 0.016241036492 Long DBT CORP US N 2 2047-04-01 Fixed 5.80000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAJ7 335000.00000000 PA USD 334076.20000000 0.027539292449 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N Health Care Service Corporation 549300TMJ1FKCKECR148 42218SAH1 912000.00000000 PA USD 949101.65000000 0.078238401609 Long DBT CORP US N 2 2050-06-01 Fixed 3.20000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBJ9 1025000.00000000 PA USD 1022354.25000000 0.084276918493 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 905000.00000000 PA USD 1042504.30000000 0.085937971030 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAH5 80000.00000000 PA USD 93969.73000000 0.007746316187 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BU4 1300000.00000000 PA USD 1607532.17000000 0.132515571452 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 4064000.00000000 PA USD 4439182.75000000 0.365940321368 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165DX5 1128000.00000000 PA USD 1399193.73000000 0.115341366203 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 565000.00000000 PA USD 714687.51000000 0.058914667815 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 1365000.00000000 PA USD 1683744.00000000 0.138798029989 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N W.P. CAREY INC. 54930042CRNE713E3Q67 92936UAH2 180000.00000000 PA USD 172123.37000000 0.014188846208 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 22508000.00000000 PA USD 22580975.21000000 1.861443826606 Long DBT UST US N 1 2041-02-15 Fixed 1.87500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GD0 265000.00000000 PA USD 249073.23000000 0.020532143631 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 995000.00000000 PA USD 1332550.63000000 0.109847697930 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 80000.00000000 PA USD 99664.88000000 0.008215791119 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081EU7 2315000.00000000 PA USD 3030407.62000000 0.249809120460 Long DBT CORP US N 2 2035-09-01 Fixed 5.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 350000.00000000 PA USD 339857.43000000 0.028015863314 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FD0 245000.00000000 PA USD 292102.82000000 0.024079251935 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 795000.00000000 PA USD 888519.98000000 0.073244402254 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC N/A 50249AAA1 830000.00000000 PA USD 967554.08000000 0.079759512260 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1065000.00000000 PA USD 1147582.32000000 0.094599989824 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAL4 828000.00000000 PA USD 1025553.86000000 0.084540675670 Long DBT CORP GB N 2 2044-10-07 Fixed 4.75000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 225000.00000000 PA USD 254542.20000000 0.020982973604 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFC3 1645000.00000000 PA USD 2036890.11000000 0.167909334538 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAA9 180000.00000000 PA USD 250244.45000000 0.020628692173 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 1578000.00000000 PA USD 1743200.82000000 0.143699303274 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 850000.00000000 PA USD 1012578.26000000 0.083471042924 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55607PAG0 905000.00000000 PA USD 900434.45000000 0.074226561635 Long DBT NUSS AU N 2 2032-06-23 Fixed 2.69100000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AK6 225000.00000000 PA USD 291526.12000000 0.024031712152 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 970000.00000000 PA USD 897647.70000000 0.073996838227 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 1065000.00000000 PA USD 1304390.57000000 0.107526346910 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECP4 1310000.00000000 PA USD 1323812.17000000 0.109127350281 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FC6 1201000.00000000 PA USD 1704985.89000000 0.140549087445 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 1665000.00000000 PA USD 1719755.61000000 0.141766616974 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N RESOLUTION FUNDING CORPORATION N/A 76116FAC1 17770000.00000000 PA USD 15531145.44000000 1.280296999157 Long DBT USGA US N 2 2030-04-15 Fixed 0.00000000 N N N N N N Mylan II B.V. N/A 62854AAP9 315000.00000000 PA USD 385745.35000000 0.031798595663 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 720000.00000000 PA USD 717802.75000000 0.059171470022 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 980000.00000000 PA USD 958229.78000000 0.078990871380 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBS8 825000.00000000 PA USD 808940.95000000 0.066684371399 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFW9 3137000.00000000 PA USD 3018050.32000000 0.248790456758 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 110000.00000000 PA USD 131616.70000000 0.010849712707 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBB0 150000.00000000 PA USD 142887.90000000 0.011778844663 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 3845000.00000000 PA USD 4910824.43000000 0.404819709235 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AV0 400000.00000000 PA USD 476204.86000000 0.039255549798 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 53005000.00000000 PA USD 52036002.34000000 4.289544380447 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAA1 925000.00000000 PA USD 1238289.50000000 0.102077360427 Long DBT CORP US N 2 2041-04-01 Fixed 5.81900000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAX7 455000.00000000 PA USD 542307.60000000 0.044704673945 Long DBT NUSS CA N 2 2038-05-15 Fixed 4.75000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAJ4 605000.00000000 PA USD 736008.38000000 0.060672235921 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2615000.00000000 PA USD 3762533.62000000 0.310161315630 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXE0 475000.00000000 PA USD 548128.53000000 0.045184517447 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803EP4 8130000.00000000 PA USD 5204598.12000000 0.429036697943 Long DBT UST US N 2 2045-08-15 Fixed 0.00000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AE0 675000.00000000 PA USD 780718.24000000 0.064357855878 Long DBT CORP US N 2 2048-01-15 Fixed 4.15000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660NT96 10136.71000000 PA USD 9718.27000000 0.000801117468 Long ABS-MBS US N 2 2034-09-25 Floating 0.95199840 N N N N N N Fomento Economico Mexicano, S.A.B. de C.V. 549300A8MDWDJNMLV153 344419AC0 610000.00000000 PA USD 653889.50000000 0.053902834653 Long DBT NUSS MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CT4 725000.00000000 PA USD 745266.14000000 0.061435391633 Long DBT CORP US N 2 2051-12-01 Fixed 3.13200000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 655000.00000000 PA USD 869496.30000000 0.071676201086 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDL2 6790000.00000000 PA USD 6849412.50000000 0.564625597231 Long SN UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 225000.00000000 PA USD 266933.24000000 0.022004418635 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 1003000.00000000 PA USD 1064965.34000000 0.087789528098 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAE8 852000.00000000 PA USD 1129320.84000000 0.093094619976 Long DBT CORP US Y 2 2033-05-15 Fixed 5.87500000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92556HAC1 578000.00000000 PA USD 730028.41000000 0.060179282090 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 40361000.00000000 PA USD 42265534.69000000 3.484124042264 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 600000.00000000 PA USD 694450.60000000 0.057246455045 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 110000.00000000 PA USD 111316.98000000 0.009176322248 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 21910000.00000000 PA USD 22276307.81000000 1.836328824016 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 350000.00000000 PA USD 479361.37000000 0.039515754062 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N CYRUSONE LP 549300TDXOX1X4TWIB58 23283PAR5 1920000.00000000 PA USD 2048121.60000000 0.168835193033 Long DBT CORP US N 2 2029-11-15 Fixed 3.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QX9 3700000.00000000 PA USD 4270898.46000000 0.352067946512 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FU6 360000.00000000 PA USD 443616.39000000 0.036569146499 Long DBT CORP US N 2 2049-03-01 Fixed 3.99000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 600000.00000000 PA USD 645185.76000000 0.053185349117 Long DBT CORP GB N 2 2049-09-06 Fixed 4.75800000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 2115000.00000000 PA USD 2131137.45000000 0.175678535274 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N INDIANA UNIVERSITY HEALTH, INC. 5493005H76YOO81B8D75 455170AB6 350000.00000000 PA USD 359708.13000000 0.029652239185 Long DBT CORP US N 2 2051-11-01 Fixed 2.85200000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EX7 290000.00000000 PA USD 288308.85000000 0.023766499187 Long DBT NUSS AU N 2 2036-11-18 Fixed 3.02000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 293791AP4 1265000.00000000 PA USD 1731986.62000000 0.142774870065 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N Government National Mortgage Association N/A 38374TDP6 21873.99000000 PA USD 1154.75000000 0.000095190851 Long DBT USGA US N 2 2038-08-16 Floating 6.21087120 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCR5 1025000.00000000 PA USD 1030175.14000000 0.084921627026 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JQ4 430000.00000000 PA USD 462141.19000000 0.038096222910 Long DBT CORP US N 2 2049-11-15 Fixed 3.20000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 1465000.00000000 PA USD 1742523.30000000 0.143643452478 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 650000.00000000 PA USD 636329.95000000 0.052455327818 Long DBT NUSS GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBG5 1015000.00000000 PA USD 1108448.66000000 0.091374039255 Long DBT CORP US N 2 2051-09-15 Fixed 3.30000000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746AK4 665000.00000000 PA USD 670966.07000000 0.055310527435 Long DBT NUSS US N 2 2051-12-01 Fixed 3.37500000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AN6 925000.00000000 PA USD 1166424.10000000 0.096153196217 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978VAP8 205000.00000000 PA USD 263746.47000000 0.021741719912 Long DBT CORP US N 2 2048-08-20 Fixed 4.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 1580000.00000000 PA USD 1928651.92000000 0.158986809771 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N CHEVRON CORPORATION N/A 166764CA6 514000.00000000 PA USD 547708.79000000 0.045149916531 Long DBT CORP US N 2 2050-05-11 Fixed 3.07800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 595000.00000000 PA USD 710266.08000000 0.058550190927 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 71644EAJ1 520000.00000000 PA USD 734389.44000000 0.060538779955 Long DBT NUSS CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 807000.00000000 PA USD 825219.74000000 0.068026299853 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 595000.00000000 PA USD 679703.86000000 0.056030819853 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N NATIONAL RETAIL PROPERTIES, INC. 5493008JKH5SOTI0JS97 637417AM8 335000.00000000 PA USD 430367.45000000 0.035476981198 Long DBT CORP US N 2 2048-10-15 Fixed 4.80000000 N N N N N N BRK:CITI GROUP GLOBAL MARKET N/A N/A 775000.00000000 NC USD -29249.09000000 -0.00241112429 N/A DIR XX N 2 BRK:CITI GROUP GLOBAL MARKET N/A Y 2053-09-28 0.00000000 USD 0.00000000 USD -775000.00000000 USD -29249.09000000 N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 3145000.00000000 PA USD 3841814.06000000 0.316696732468 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AZ1 213000.00000000 PA USD 225486.62000000 0.018587801141 Long DBT NUSS GB N 2 2051-05-28 Fixed 3.00000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BB9 80000.00000000 PA USD 83737.60000000 0.006902839099 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660NS48 29112.96000000 PA USD 27698.70000000 0.002283319194 Long ABS-MBS US N 2 2034-08-25 Floating 0.89163000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 3083000.00000000 PA USD 3575581.21000000 0.294750049897 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N THE BROOKLYN UNION GAS COMPANY 83BQ1DXS6VA5GZFK8S35 114259AQ7 710000.00000000 PA USD 817171.70000000 0.067362866399 Long DBT CORP US N 2 2048-03-15 Fixed 4.27300000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAF3 205000.00000000 PA USD 266246.65000000 0.021947820162 Long DBT NUSS GB N 2 2041-10-15 Fixed 5.12500000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 1541000.00000000 PA USD 2125524.11000000 0.175215804280 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 960000.00000000 PA USD 1196149.67000000 0.098603598746 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 4135000.00000000 PA USD 4971374.67000000 0.409811117684 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687DT0 1000.00000000 PA USD 1353.22000000 0.000111551560 Long DBT CORP US N 2 2028-11-30 Fixed 7.62500000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 768000.00000000 PA USD 747426.52000000 0.061613480753 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 520000.00000000 PA USD 603693.78000000 0.049764992410 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AP5 170000.00000000 PA USD 215616.16000000 0.017774138017 Long DBT CORP BE N 2 2058-04-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796K65 4730000.00000000 PA USD 4729778.49000000 0.389895338423 Long DBT UST US N 2 2022-01-06 None 0.00000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 133000.00000000 PA USD 163488.47000000 0.013477035441 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BE9 825000.00000000 PA USD 1032945.62000000 0.085150009230 Long DBT CORP US N 2 2041-10-01 Fixed 4.95000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DB0 65000.00000000 PA USD 82023.80000000 0.006761563427 Long DBT CORP US N 2 2055-01-15 Fixed 4.37500000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BY8 215000.00000000 PA USD 289638.00000000 0.023876066557 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N BURLINGTON RESOURCES LLC 0FJ5X7MVCTSE8OEPQE56 12201PAB2 20000.00000000 PA USD 28446.45000000 0.002344959340 Long DBT CORP US N 2 2031-08-15 Fixed 7.20000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92553PAP7 20000.00000000 PA USD 22650.20000000 0.001867150314 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 540000.00000000 PA USD 617955.00000000 0.050940604166 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAT8 674000.00000000 PA USD 911535.37000000 0.075141656701 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBL2 1065000.00000000 PA USD 1140148.03000000 0.093987150338 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 1665000.00000000 PA USD 1810533.42000000 0.149249809903 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N UNIVERSITY TEX PERM UNIV FD N/A 9151153X5 575000.00000000 PA USD 822340.85000000 0.067788980961 Long DBT MUN US N 2 2039-07-01 Fixed 5.26200000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 375000.00000000 PA USD 395173.50000000 0.032575797332 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N United States of America N/A N/A 313.00000000 NC USD 40944312.50000000 3.375210194820 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Mar 2022 2022-03-25 40714891.33000000 USD 229421.17000000 N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBU3 1030000.00000000 PA USD 1186373.88000000 0.097797739665 Long DBT NUSS GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 5360000.00000000 PA USD 6804332.78000000 0.560909488173 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N United States of America N/A N/A -157.00000000 NC USD -19059554.69000000 -1.57115846794 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2022 2022-04-03 -19029902.18000000 USD -29652.51000000 N N N BRK: CITIGROUP GLOBAL MARKET N/A N/A 8070000.00000000 NC USD -87133.29000000 -0.00718275996 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKET N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -8070000.00000000 USD -87133.29000000 N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAD8 145000.00000000 PA USD 197322.42000000 0.016266108843 Long DBT NUSS NL N 2 2045-08-04 Fixed 5.25000000 N N N N N N EVEREST REINSURANCE HOLDINGS, INC. N/A 299808AJ4 760000.00000000 PA USD 746744.00000000 0.061557217787 Long DBT CORP US N 2 2052-10-15 Fixed 3.12500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 2440000.00000000 PA USD 2637037.15000000 0.217381954399 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAR5 370000.00000000 PA USD 386616.44000000 0.031870403240 Long DBT CORP US N 2 2040-04-05 Fixed 3.37700000 N N N N N N AIG SUNAMERICA GLOBAL FINANCING X 549300Q3UB1GMKCGGR05 00139PAA6 1937000.00000000 PA USD 2708546.73000000 0.223276786885 Long DBT CORP US Y 2 2032-03-15 Fixed 6.90000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375CP5 575000.00000000 PA USD 661128.67000000 0.054499589584 Long DBT NUSS CA N 2 2048-02-03 Fixed 3.65000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BW9 865000.00000000 PA USD 895900.99000000 0.073852849647 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 242000.00000000 PA USD 289061.04000000 0.023828505342 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 5205000.00000000 PA USD 6877548.05000000 0.566944927790 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 1330000.00000000 PA USD 2011385.36000000 0.165806871779 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAF5 525000.00000000 PA USD 549667.08000000 0.045311346531 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AE1 805000.00000000 PA USD 946953.79000000 0.078061344564 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAK8 230000.00000000 PA USD 234982.29000000 0.019370568764 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BY9 635000.00000000 PA USD 606650.95000000 0.050008764248 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 2025000.00000000 PA USD 2270438.18000000 0.187161674575 Long DBT NUSS NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N LOS ANGELES CALIF DEPT ARPTS ARPT REV N/A 544435C32 275000.00000000 PA USD 369386.82000000 0.030450093909 Long DBT MUN US N 2 2039-05-15 Fixed 6.58200000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 900000.00000000 PA USD 1055096.90000000 0.086976031491 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AE8 1344000.00000000 PA USD 1652159.40000000 0.136194379875 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 880000.00000000 PA USD 1064556.58000000 0.087755832309 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 525000.00000000 PA USD 578687.03000000 0.047703581865 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AM5 536000.00000000 PA USD 654472.15000000 0.053950864919 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 85000.00000000 PA USD 101618.73000000 0.008376855112 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BY5 455000.00000000 PA USD 451738.50000000 0.037238685851 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAU2 450000.00000000 PA USD 616977.54000000 0.050860028068 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBK6 410000.00000000 PA USD 451202.85000000 0.037194529991 Long DBT CORP US N 2 2049-08-26 Fixed 3.25000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 445000.00000000 PA USD 513539.53000000 0.042333202129 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 620000.00000000 PA USD 701811.75000000 0.057853265296 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 577000.00000000 PA USD 620698.53000000 0.051166764770 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 305000.00000000 PA USD 395973.63000000 0.032641755380 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 420000.00000000 PA USD 480387.60000000 0.039600350475 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 55000.00000000 PA USD 66748.97000000 0.005502395577 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BH2 1061000.00000000 PA USD 1429906.36000000 0.117873136199 Long DBT CORP US Y 2 2036-10-01 Fixed 6.05000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 251799AA0 10000.00000000 PA USD 14013.69000000 0.001155206827 Long DBT CORP US N 2 2032-04-15 Fixed 7.95000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AA4 1275000.00000000 PA USD 2168860.64000000 0.178788214926 Long DBT CORP US N 2 2111-10-01 Fixed 5.25000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 536000.00000000 PA USD 760554.82000000 0.062695701196 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 1008000.00000000 PA USD 1389576.90000000 0.114548610856 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BM5 153000.00000000 PA USD 164094.03000000 0.013526954273 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GHA6 635000.00000000 PA USD 966008.86000000 0.079632133341 Long DBT MUN US N 2 2112-05-15 Fixed 4.85800000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 491000.00000000 PA USD 603999.06000000 0.049790157912 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 742000.00000000 PA USD 857183.39000000 0.070661196637 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EA4 925000.00000000 PA USD 878875.74000000 0.072449387387 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 668000.00000000 PA USD 840613.48000000 0.069295269949 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AD5 2613000.00000000 PA USD 3224183.73000000 0.265782892201 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAQ7 660000.00000000 PA USD 642562.82000000 0.052969129250 Long DBT CORP US N 2 2060-09-15 Fixed 3.00000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XAW6 125000.00000000 PA USD 161242.46000000 0.013291887483 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N GLOBAL ATLANTIC (FIN) COMPANY N/A 37959GAB3 455000.00000000 PA USD 456265.75000000 0.037611885923 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 1864000.00000000 PA USD 2560035.51000000 0.211034388535 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBD1 190000.00000000 PA USD 183797.93000000 0.015151228809 Long DBT CORP US N 2 2050-06-15 Fixed 3.10000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBC1 755000.00000000 PA USD 927981.61000000 0.076497388756 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAH3 95000.00000000 PA USD 112675.70000000 0.009288327196 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC N/A 50249AAD5 190000.00000000 PA USD 219790.58000000 0.018118252842 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AQ2 465000.00000000 PA USD 533832.69000000 0.044006051820 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BL7 355000.00000000 PA USD 343182.05000000 0.028289925587 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAR4 345000.00000000 PA USD 402585.29000000 0.033186782049 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DL1 283000.00000000 PA USD 344729.69000000 0.028417503997 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAZ7 650000.00000000 PA USD 936728.96000000 0.077218469245 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N United Airlines 2019-1 Pass Through Trusts N/A 90931CAA6 347922.28960000 PA USD 383693.36000000 0.031629441582 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N MISSOURI JT MUN ELEC UTIL COMMN PWR PROJ REV N/A 606092ET7 600000.00000000 PA USD 907537.08000000 0.074812061005 Long DBT MUN US N 2 2042-01-01 Fixed 6.89000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 4310000.00000000 PA USD 5317125.80000000 0.438312823235 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAK0 615000.00000000 PA USD 619031.72000000 0.051029362680 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796N47 3740000.00000000 PA USD 3739054.45000000 0.308225829866 Long DBT UST US N 2 2022-04-07 None 0.00000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBM1 1226000.00000000 PA USD 1594780.80000000 0.131464422919 Long DBT NUSS GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CH8 220000.00000000 PA USD 211167.17000000 0.017407389243 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBG7 500000.00000000 PA USD 549477.84000000 0.045295746689 Long DBT CORP DE N 2 2045-04-15 Fixed 3.95000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448BZ3 680000.00000000 PA USD 999338.43000000 0.082379628599 Long DBT CORP US N 2 2037-09-01 Fixed 6.25000000 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AT4 465000.00000000 PA USD 559151.21000000 0.046093162864 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 760985W80 7634.67000000 PA USD 7673.63000000 0.000632569278 Long ABS-MBS US N 2 2031-11-25 Fixed 7.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 320000.00000000 PA USD 305787.03000000 0.025207298354 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796Q85 1395000.00000000 PA USD 1394904.09000000 0.114987753314 Long DBT UST US N 2 2022-01-25 None 0.00000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 345000.00000000 PA USD 474623.70000000 0.039125208194 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N STERIS Irish FinCo Unlimited Co N/A 85917PAB3 800000.00000000 PA USD 884499.02000000 0.072912937776 Long DBT NUSS US N 2 2051-03-15 Fixed 3.75000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AF6 565000.00000000 PA USD 741547.56000000 0.061128853597 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109BB6 767000.00000000 PA USD 941370.79000000 0.077601114624 Long DBT NUSS CA N 2 2044-03-15 Fixed 5.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAL4 1230000.00000000 PA USD 1372151.10000000 0.113112129591 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RS9 6590000.00000000 PA USD 7438977.31000000 0.613225879803 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803ED1 9912000.00000000 PA USD 6545885.39000000 0.539604593494 Long DBT UST US N 2 2043-08-15 Fixed 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 710000.00000000 PA USD 713048.87000000 0.058779587895 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 520000.00000000 PA USD 571603.90000000 0.047119689961 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBX1 645000.00000000 PA USD 979835.24000000 0.080771899425 Long DBT CORP US N 2 2052-10-01 Fixed 5.35000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 600000.00000000 PA USD 772887.26000000 0.063712315584 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAE0 985000.00000000 PA USD 1272492.10000000 0.104896823185 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 695000.00000000 PA USD 688477.68000000 0.056754082375 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 495000.00000000 PA USD 450081.10000000 0.037102059467 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BW9 620000.00000000 PA USD 779282.43000000 0.064239496080 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38376T3G5 48963.94000000 PA USD 8853.19000000 0.000729805321 Long DBT USGA US N 2 2040-01-16 Floating 6.30087120 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAK6 335000.00000000 PA USD 374154.80000000 0.030843138357 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 274000.00000000 PA USD 360576.64000000 0.029723834081 Long DBT CORP US N 2 2048-09-01 Fixed 4.95000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BQ5 940000.00000000 PA USD 970512.40000000 0.080003378898 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BH8 636000.00000000 PA USD 853003.09000000 0.070316597099 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAC2 380000.00000000 PA USD 409447.59000000 0.033752470016 Long DBT CORP US N 2 2051-08-15 Fixed 3.02700000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FL2 665000.00000000 PA USD 883326.72000000 0.072816300205 Long DBT CORP US N 2 2039-03-15 Fixed 6.05000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BL8 310000.00000000 PA USD 335077.90000000 0.027621866752 Long DBT NUSS AU N 2 2039-09-12 Fixed 3.74300000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 5320000.00000000 PA USD 6397300.00000000 0.527356081002 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 1570000.00000000 PA USD 2217279.13000000 0.182779552699 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 815000.00000000 PA USD 966922.67000000 0.079707462505 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CJ6 49000.00000000 PA USD 55456.24000000 0.004571488814 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 1785000.00000000 PA USD 2205285.32000000 0.181790852992 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796Q93 4390000.00000000 PA USD 4389674.88000000 0.361859181465 Long DBT UST US N 2 2022-02-01 None 0.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 695000.00000000 PA USD 772281.82000000 0.063662406644 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAR0 465000.00000000 PA USD 492644.82000000 0.040610764166 Long DBT CORP US N 2 2051-06-08 Fixed 3.05000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 715000.00000000 PA USD 923242.41000000 0.076106716763 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 8641000.00000000 PA USD 10443786.87000000 0.860924845573 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DQ0 335000.00000000 PA USD 349645.80000000 0.028822759418 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N CITY OF HOPE 549300QIQJNNQEIXBL15 17858PAB7 650000.00000000 PA USD 835769.27000000 0.068895941545 Long DBT CORP US N 2 2048-08-15 Fixed 4.37800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 695000.00000000 PA USD 803363.14000000 0.066224569292 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N EBAY INC. OML71K8X303XQONU6T67 278642AZ6 564000.00000000 PA USD 619776.53000000 0.051090760470 Long DBT CORP US N 2 2051-05-10 Fixed 3.65000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 3230000.00000000 PA USD 3810624.12000000 0.314125615821 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JG6 1225000.00000000 PA USD 1527743.90000000 0.125938292073 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AP0 165000.00000000 PA USD 203738.86000000 0.016795042714 Long DBT CORP US N 2 2046-05-01 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 17955000.00000000 PA USD 16203686.18000000 1.335737333198 Long DBT UST US N 1 2050-08-15 Fixed 1.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 250000.00000000 PA USD 297518.82000000 0.024525715370 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BL8 159000.00000000 PA USD 238229.18000000 0.019638223429 Long DBT CORP US N 2 2068-11-15 Fixed 5.85000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 5255000.00000000 PA USD 5585747.34000000 0.460456415470 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DL9 524000.00000000 PA USD 676255.16000000 0.055746529150 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 1485000.00000000 PA USD 1317125.38000000 0.108576130333 Long DBT UST US N 1 2040-05-15 Fixed 1.12500000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAJ3 450000.00000000 PA USD 489393.18000000 0.040342717939 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XCE4 355000.00000000 PA USD 361682.26000000 0.029814974942 Long DBT CORP US N 2 2041-05-15 Fixed 3.25000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 980000.00000000 PA USD 1409883.02000000 0.116222528894 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 460000.00000000 PA USD 709008.92000000 0.058446557992 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 1185000.00000000 PA USD 1451767.26000000 0.119675221227 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDT5 5898000.00000000 PA USD 5731993.89000000 0.472512127641 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 115000.00000000 PA USD 123411.91000000 0.010173357698 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RFU1 1140000.00000000 PA USD 1463774.74000000 0.120665047810 Long DBT CORP US N 2 2050-02-15 Fixed 5.15000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AL8 241000.00000000 PA USD 345907.30000000 0.028514579294 Long DBT NUSS FR N 2 2114-01-22 Fixed 6.00000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DL9 235000.00000000 PA USD 242614.00000000 0.019999682402 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N BRK: CITIGROUP GLOBAL MARKET N/A N/A 335000.00000000 NC USD -7681.93000000 -0.00063325348 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKET N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -335000.00000000 USD -7681.93000000 N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BT8 165000.00000000 PA USD 166152.68000000 0.013696657366 Long DBT CORP US N 2 2051-11-01 Fixed 3.25000000 N N N N N N W. W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AB0 340000.00000000 PA USD 444609.12000000 0.036650981367 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796P37 1245000.00000000 PA USD 1244598.21000000 0.102597413666 Long DBT UST US N 2 2022-04-28 None 0.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 750000.00000000 PA USD 934038.65000000 0.076996695788 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AT7 1470000.00000000 PA USD 1819175.72000000 0.149962230683 Long DBT CORP BE N 2 2050-06-01 Fixed 4.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 2361000.00000000 PA USD 2833396.60000000 0.233568681615 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YAP5 867000.00000000 PA USD 1533204.64000000 0.126388443612 Long DBT CORP US N 2 2039-03-15 Fixed 10.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGK0 293000.00000000 PA USD 342182.21000000 0.028207504611 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 470000.00000000 PA USD 595538.24000000 0.049092697283 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABY0 260000.00000000 PA USD 258750.55000000 0.021329885421 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EM8 400000.00000000 PA USD 404683.16000000 0.033359718210 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 2720000.00000000 PA USD 3237849.59000000 0.266909425954 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBT1 735000.00000000 PA USD 707906.96000000 0.058355718840 Long DBT CORP GB N 2 2040-09-25 Fixed 3.73400000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DJ2 205000.00000000 PA USD 186401.88000000 0.015365883252 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N Republica del Peru 254900STKLK2DBJJZ530 715638DT6 175000.00000000 PA USD 174795.25000000 0.014409100404 Long DBT NUSS PE N 2 2051-03-10 Fixed 3.55000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FG8 690000.00000000 PA USD 716139.45000000 0.059034357276 Long DBT CORP US N 2 2051-10-21 Fixed 2.75000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAY9 605000.00000000 PA USD 762702.02000000 0.062872703834 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AB9 1055000.00000000 PA USD 1357795.96000000 0.111928775618 Long DBT CORP US N 2 2041-08-15 Fixed 5.40000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DL8 200000.00000000 PA USD 262134.37000000 0.021608827795 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CBD5 325000.00000000 PA USD 430115.63000000 0.035456222627 Long DBT CORP US N 2 2048-08-15 Fixed 4.85000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 1565000.00000000 PA USD 1868371.57000000 0.154017649478 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 1615000.00000000 PA USD 2237126.07000000 0.184415618617 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAD9 255000.00000000 PA USD 263328.84000000 0.021707292932 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAG5 1650000.00000000 PA USD 1716528.00000000 0.141500551640 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 1067000.00000000 PA USD 1526077.20000000 0.125800899050 Long DBT NUSS GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N ELM ROAD GENERATING STATION SUPERCRITICAL, LLC N/A 28932MAJ4 2007000.00000000 PA USD 2596138.87000000 0.214010538855 Long DBT CORP US N 2 2041-01-19 Fixed 5.84800000 N N N N N N COLUMBIA PIPELINE GROUP, INC. 549300SRP1TQM9JJBG80 198280AH2 430000.00000000 PA USD 585655.95000000 0.048278058963 Long DBT CORP US N 2 2045-06-01 Fixed 5.80000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DF0 460000.00000000 PA USD 491360.36000000 0.040504880779 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 145000.00000000 PA USD 171244.00000000 0.014116356077 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N Government National Mortgage Association N/A 38377WKM5 1958957.64000000 PA USD 1677234.65000000 0.138261437160 Long DBT USGA US N 2 2041-05-20 None 0.00000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CH1 286000.00000000 PA USD 475783.38000000 0.039220805446 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N SABAL TRAIL TRANSMISSION, LLC 5493002DWITGSZFUI977 78516FAB5 435000.00000000 PA USD 525963.80000000 0.043357386446 Long DBT CORP US N 2 2038-05-01 Fixed 4.68200000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687DV5 1140000.00000000 PA USD 1587563.29000000 0.130869453512 Long DBT CORP US N 2 2033-03-15 Fixed 6.55000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CL4 95000.00000000 PA USD 96804.17000000 0.007979970880 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 935000.00000000 PA USD 1010753.14000000 0.083320590682 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 585000.00000000 PA USD 720096.34000000 0.059360540197 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 955000.00000000 PA USD 967863.05000000 0.079784981944 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BL2 1561000.00000000 PA USD 2057953.25000000 0.169645656887 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BP6 645000.00000000 PA USD 771337.78000000 0.063584585495 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBQ7 245000.00000000 PA USD 283200.95000000 0.023345433718 Long DBT CORP GB N 2 2050-04-02 Fixed 5.28200000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EY5 350000.00000000 PA USD 346013.62000000 0.028523343694 Long DBT NUSS AU N 2 2041-11-18 Fixed 3.13300000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YF5 612000.00000000 PA USD 952075.55000000 0.078483552571 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAZ7 210000.00000000 PA USD 223194.19000000 0.018398826589 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 200000.00000000 PA USD 190066.93000000 0.015668008586 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAM9 5241000.00000000 PA USD 7160883.12000000 0.590301417578 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AW7 1290000.00000000 PA USD 1544515.19000000 0.127320819352 Long DBT CORP US N 2 2048-03-01 Fixed 3.90000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBA3 410000.00000000 PA USD 458716.31000000 0.037813895789 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796L98 1275000.00000000 PA USD 1274825.68000000 0.105089189902 Long DBT UST US N 2 2022-03-03 None 0.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 1750000.00000000 PA USD 2072566.77000000 0.170850310199 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBL1 255000.00000000 PA USD 328314.43000000 0.027064325753 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BN7 528000.00000000 PA USD 633450.07000000 0.052217927317 Long DBT CORP US N 2 2043-08-15 Fixed 4.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QT8 2605000.00000000 PA USD 3171791.00000000 0.261463941274 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 105000.00000000 PA USD 116063.74000000 0.009567617443 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 4455000.00000000 PA USD 5093618.90000000 0.419888218658 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 545000.00000000 PA USD 627037.93000000 0.051689347913 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAC5 200000.00000000 PA USD 261386.37000000 0.021547167040 Long DBT CORP US N 2 2041-03-01 Fixed 5.05000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 215000.00000000 PA USD 259319.86000000 0.021376816015 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBM7 740000.00000000 PA USD 709450.62000000 0.058482969163 Long DBT CORP US N 2 2051-09-15 Fixed 2.95000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 365000.00000000 PA USD 411769.82000000 0.033943901106 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FW8 600000.00000000 PA USD 651963.55000000 0.053744070574 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 706000.00000000 PA USD 855594.74000000 0.070530237602 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAE2 260000.00000000 PA USD 310803.72000000 0.025620845003 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 2175000.00000000 PA USD 2598059.25000000 0.214168843776 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED N/A 136385AY7 350000.00000000 PA USD 433296.56000000 0.035718439934 Long DBT NUSS CA N 2 2047-06-01 Fixed 4.95000000 N N N N N N SOCIETE AURIFERE BARRICK 0O4KBQCJZX82UKGCBV73 067901AH1 115000.00000000 PA USD 150930.12000000 0.012441798350 Long DBT NUSS CA N 2 2042-04-01 Fixed 5.25000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBH1 540000.00000000 PA USD 640229.79000000 0.052776807871 Long DBT CORP US N 2 2050-05-15 Fixed 4.65000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EP4 90000.00000000 PA USD 88206.16000000 0.007271201109 Long DBT NUSS AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 1005000.00000000 PA USD 1132027.01000000 0.093317700839 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92553PAU6 1820000.00000000 PA USD 2466483.87000000 0.203322537248 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 735000.00000000 PA USD 909044.73000000 0.074936342874 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BJ0 770000.00000000 PA USD 887577.81000000 0.073166735258 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BH1 785000.00000000 PA USD 867191.13000000 0.071486176323 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BC2 1085000.00000000 PA USD 1220434.04000000 0.100605460499 Long DBT CORP US N 2 2035-03-01 Fixed 3.60000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 865000.00000000 PA USD 1200293.27000000 0.098945172951 Long DBT CORP US N 2 2039-10-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXR0 360000.00000000 PA USD 344663.88000000 0.028412079005 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N CITICORP RESIDENTIAL MORTGAGE TRUST N/A 173109AE9 99478.70000000 PA USD 100991.60000000 0.008325158174 Long ABS-MBS US N 2 2037-03-25 Fixed 5.07498000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 1034000.00000000 PA USD 1437999.54000000 0.118540290731 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 565000.00000000 PA USD 709024.60000000 0.058447850560 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAQ7 250000.00000000 PA USD 277078.85000000 0.022840763519 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 1350000.00000000 PA USD 1667735.95000000 0.137478419761 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 2197000.00000000 PA USD 2892402.00000000 0.238432742469 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EV1 915000.00000000 PA USD 946218.67000000 0.078000745561 Long DBT CORP US N 2 2051-09-22 Fixed 2.65000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CJ7 205000.00000000 PA USD 210652.88000000 0.017364994177 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBK8 300000.00000000 PA USD 315524.46000000 0.026009995261 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 2770000.00000000 PA USD 3375127.83000000 0.278225842982 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N SALESFORCE.COM, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 1325000.00000000 PA USD 1369716.79000000 0.112911459280 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 45660LAP4 13518.88000000 PA USD 13336.81000000 0.001099408790 Long ABS-MBS US N 2 2034-12-25 Floating 2.81699640 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 435000.00000000 PA USD 432777.15000000 0.035675622805 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NT8 930000.00000000 PA USD 1185495.11000000 0.097725298994 Long DBT CORP US N 2 2049-03-15 Fixed 4.30000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DC8 60000.00000000 PA USD 67027.80000000 0.005525380695 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FQ1 450000.00000000 PA USD 565709.99000000 0.046633830414 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 3765000.00000000 PA USD 3784715.84000000 0.311989888404 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 790000.00000000 PA USD 994747.51000000 0.082001179944 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BX5 486000.00000000 PA USD 571571.43000000 0.047117013323 Long DBT CORP US N 2 2047-11-01 Fixed 3.94200000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 59562EAH8 410000.00000000 PA USD 563332.55000000 0.046437848134 Long DBT CORP US N 2 2036-10-15 Fixed 5.80000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DZ7 710000.00000000 PA USD 713637.38000000 0.058828101226 Long DBT CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660N5H4 60794.46000000 PA USD 51410.47000000 0.004237979144 Long ABS-MBS US N 2 2034-12-25 Floating 0.87162840 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AH2 600000.00000000 PA USD 678091.07000000 0.055897870857 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 461000.00000000 PA USD 599461.45000000 0.049416103822 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 375000.00000000 PA USD 426603.09000000 0.035166669327 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAH3 395000.00000000 PA USD 402659.05000000 0.033192862393 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BN9 917000.00000000 PA USD 1163491.94000000 0.095911486057 Long DBT CORP US N 2 2044-03-01 Fixed 4.87500000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 1251000.00000000 PA USD 1843079.84000000 0.151932746845 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CA2 1057000.00000000 PA USD 1097672.07000000 0.090485680062 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBB2 270000.00000000 PA USD 337291.20000000 0.027804318288 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 185000.00000000 PA USD 177036.90000000 0.014593888949 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AH9 250000.00000000 PA USD 254416.53000000 0.020972614103 Long DBT CORP US N 2 2051-12-15 Fixed 2.85000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAF7 190000.00000000 PA USD 258769.87000000 0.021331478049 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 2218000.00000000 PA USD 3031142.13000000 0.249869669178 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CG6 130000.00000000 PA USD 155706.87000000 0.012835565746 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECK5 900000.00000000 PA USD 1108542.39000000 0.091381765809 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BD3 720000.00000000 PA USD 893942.61000000 0.073691412228 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 490000.00000000 PA USD 624851.93000000 0.051509146829 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAF7 390000.00000000 PA USD 548817.24000000 0.045241290680 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 620000.00000000 PA USD 694133.16000000 0.057220287144 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAW9 65000.00000000 PA USD 69877.02000000 0.005760253766 Long DBT NUSS FR N 2 2060-06-29 Fixed 3.38600000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 1470000.00000000 PA USD 1588142.03000000 0.130917161461 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 1577000.00000000 PA USD 2321153.44000000 0.191342344664 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 550000.00000000 PA USD 613588.89000000 0.050580687536 Long DBT CORP CH N 2 2049-09-23 Fixed 3.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 4954000.00000000 PA USD 6852615.05000000 0.564889596764 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 580000.00000000 PA USD 883868.07000000 0.072860925940 Long DBT CORP US N 2 2051-03-24 Fixed 5.59700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 1300000.00000000 PA USD 1588619.41000000 0.130956513882 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 370000.00000000 PA USD 505949.36000000 0.041707512806 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 3746000.00000000 PA USD 5052642.26000000 0.416510343572 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CB3 930000.00000000 PA USD 950243.69000000 0.078332544722 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 1365000.00000000 PA USD 1684347.18000000 0.138847752628 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 1001000.00000000 PA USD 1315203.95000000 0.108417738857 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 1950000.00000000 PA USD 2068567.72000000 0.170520651854 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N Minera Mexico, S.A. de C.V. N/A 60284MAB8 380000.00000000 PA USD 408028.80000000 0.033635513248 Long DBT NUSS MX N 2 2050-01-26 Fixed 4.50000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 520000.00000000 PA USD 955283.80000000 0.078748021980 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123CF6 355000.00000000 PA USD 393085.88000000 0.032403706121 Long DBT CORP US N 2 2049-09-19 Fixed 3.25000000 N N N N N N EXELON GENERATION COMPANY, LLC S2PEWKCZFFECR4533P43 30161MAJ2 494000.00000000 PA USD 604718.45000000 0.049849460225 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 1535000.00000000 PA USD 2014311.70000000 0.166048102172 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N BRK:CITI GROUP GLOBAL MARKET N/A N/A 9070000.00000000 NC USD -37183.11000000 -0.00306515860 N/A DIR XX N 2 BRK:CITI GROUP GLOBAL MARKET N/A Y 2025-09-28 0.00000000 USD 0.00000000 USD -9070000.00000000 USD -37183.11000000 N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09261BAD2 355000.00000000 PA USD 343503.62000000 0.028316433941 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BX7 310000.00000000 PA USD 321715.38000000 0.026520338579 Long DBT CORP US N 2 2061-08-12 Fixed 3.20000000 N N N N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062XAJ2 100000.00000000 PA USD 99760.11000000 0.008223641325 Long DBT CORP US N 2 2051-02-15 Fixed 3.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCB8 760000.00000000 PA USD 751839.22000000 0.061977237991 Long DBT CORP US N 2 2051-11-15 Fixed 2.70000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CQ0 400000.00000000 PA USD 455333.93000000 0.037535072119 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 363000.00000000 PA USD 421409.19000000 0.034738514519 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WA97 735000.00000000 PA USD 751968.72000000 0.061987913215 Long DBT MUN US N 2 2040-01-01 Fixed 3.02900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 410000.00000000 PA USD 479037.44000000 0.039489051164 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DD2 925000.00000000 PA USD 1014469.02000000 0.083626906145 Long DBT CORP US N 2 2050-11-15 Fixed 3.60000000 N N N N N N TEXAS TRANSN COMMN ST HWY FD REV N/A 88283LHU3 645000.00000000 PA USD 787354.47000000 0.064904907954 Long DBT MUN US N 2 2030-04-01 Fixed 5.17800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 1300000.00000000 PA USD 1323280.91000000 0.109083556306 Long DBT CORP US N 2 2052-07-21 Fixed 2.97200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828S50 750000.00000000 PA USD 947868.30000000 0.078136731432 Long DBT USGA US N 2 2051-02-15 Fixed 0.12500000 N N N N N N RIVERSIDE CNTY CALIF PENSION OBLIG N/A 76913CBF5 345000.00000000 PA USD 391476.09000000 0.032271004428 Long DBT MUN US N 2 2038-02-15 Fixed 3.81800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 474000.00000000 PA USD 606427.20000000 0.049990319604 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BM3 175000.00000000 PA USD 189226.67000000 0.015598742455 Long DBT CORP US N 2 2049-09-01 Fixed 3.30000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 1200000.00000000 PA USD 1387592.40000000 0.114385020257 Long DBT CORP LU N 2 2044-03-25 Fixed 5.30000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DAT6 549000.00000000 PA USD 685904.09000000 0.056541930634 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 335000.00000000 PA USD 399378.12000000 0.032922401669 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N EXELON GENERATION COMPANY, LLC S2PEWKCZFFECR4533P43 30161MAN3 850000.00000000 PA USD 1023438.28000000 0.084366279600 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 1065000.00000000 PA USD 1307530.14000000 0.107785154740 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AT7 560000.00000000 PA USD 723350.25000000 0.059628773550 Long DBT CORP US N 2 2044-05-06 Fixed 4.45000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 431000.00000000 PA USD 523310.25000000 0.043138643269 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 1540000.00000000 PA USD 1995877.71000000 0.164528511607 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513EFG2 1400000.00000000 PA USD 1957165.24000000 0.161337281484 Long DBT NUSS US N 2 2033-09-18 Fixed 5.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAE3 391000.00000000 PA USD 465282.31000000 0.038355158513 Long DBT NUSS GB N 2 2048-01-09 Fixed 4.34400000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 190000.00000000 PA USD 239057.45000000 0.019706501174 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CBB9 225000.00000000 PA USD 299318.08000000 0.024674035865 Long DBT CORP US N 2 2047-10-01 Fixed 4.87500000 N N N N N N VIACOMCBS INC. 5KYC8KF17ROCY24M3H09 92553PAZ5 1000000.00000000 PA USD 1150135.31000000 0.094810443422 Long DBT CORP US N 2 2034-12-15 Fixed 4.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 145000.00000000 PA USD 133705.86000000 0.011021930867 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N State of California N/A 13063BBU5 1645000.00000000 PA USD 2641156.73000000 0.217721548535 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 500000.00000000 PA USD 559470.08000000 0.046119448646 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AL4 945000.00000000 PA USD 1330973.86000000 0.109717718213 Long DBT CORP US N 2 2036-02-15 Fixed 6.00000000 N N N N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670BK3 218000.00000000 PA USD 272843.54000000 0.022491629278 Long DBT CORP US N 2 2043-02-11 Fixed 4.50000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 1215000.00000000 PA USD 1307329.07000000 0.107768579703 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAD6 280000.00000000 PA USD 274774.10000000 0.022650773378 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBG3 175000.00000000 PA USD 222722.95000000 0.018359980313 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N MEDSTAR HEALTH, INC. 549300ICFOCGDEPVJE31 58506YAS1 530000.00000000 PA USD 588915.78000000 0.048546780326 Long DBT CORP US N 2 2049-08-15 Fixed 3.62600000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAG7 180000.00000000 PA USD 181516.19000000 0.014963135478 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV N/A 47770VBQ2 325000.00000000 PA USD 344443.35000000 0.028393899798 Long DBT MUN US N 2 2038-01-01 Fixed 2.83300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31358DDR2 8380000.00000000 PA USD 7347763.83000000 0.605706772781 Long DBT USGA US N 2 2030-05-15 None 0.00000000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAB3 1000000.00000000 PA USD 1346261.18000000 0.110977915665 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAL6 650000.00000000 PA USD 758946.18000000 0.062563094301 Long DBT NUSS NO N 2 2043-05-15 Fixed 3.95000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523BK5 1350000.00000000 PA USD 1509859.26000000 0.124463986716 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BG7 965000.00000000 PA USD 1161939.85000000 0.095783540815 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CE4 55000.00000000 PA USD 61723.62000000 0.005088135048 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBN2 1095000.00000000 PA USD 1033609.65000000 0.085204747988 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CM2 1150000.00000000 PA USD 1160648.00000000 0.095677048239 Long DBT CORP US N 2 2041-10-15 Fixed 2.80000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAE6 455000.00000000 PA USD 484615.56000000 0.039948878826 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N APTIV PLC N/A 03835VAH9 544000.00000000 PA USD 734929.79000000 0.060583323256 Long DBT NUSS US N 2 2049-03-15 Fixed 5.40000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAB5 75000.00000000 PA USD 73731.48000000 0.006077992956 Long DBT CORP US N 2 2052-03-09 Fixed 3.05000000 N N N N N N La Compagnie de Telephone Bell du Canada ou Bell Canada 549300JYAVAQRV5MNZ86 0778FPAA7 550000.00000000 PA USD 693938.22000000 0.057204217428 Long DBT NUSS CA N 2 2048-04-01 Fixed 4.46400000 N N N N N N BRK: CITIGROUP GLOBAL MARKET N/A N/A 670000.00000000 NC USD -9747.93000000 -0.00080356246 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKET N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -670000.00000000 USD -9747.93000000 N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 540000.00000000 PA USD 659020.71000000 0.054325821663 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 495000.00000000 PA USD 647867.48000000 0.053406414465 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBN7 1481000.00000000 PA USD 1776543.89000000 0.146447911393 Long DBT CORP US N 2 2045-03-01 Fixed 4.05000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CJ5 172000.00000000 PA USD 200120.18000000 0.016496739851 Long DBT CORP US N 2 2121-05-15 Fixed 4.10000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646139W35 60000.00000000 PA USD 98774.07000000 0.008142357941 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796P78 1045000.00000000 PA USD 1044959.21000000 0.086140339485 Long DBT UST US N 2 2021-12-21 None 0.00000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FS2 652000.00000000 PA USD 768496.02000000 0.063350327383 Long DBT CORP US N 2 2071-04-06 Fixed 3.79900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 7825000.00000000 PA USD 9490257.81000000 0.782321474118 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 845000.00000000 PA USD 1004339.78000000 0.082791910708 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 370000.00000000 PA USD 503610.38000000 0.041514700943 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RZ3 5000000.00000000 PA USD 5962109.40000000 0.491481507462 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CX1 536000.00000000 PA USD 522600.00000000 0.043080094404 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AD3 375000.00000000 PA USD 394918.93000000 0.032554812067 Long DBT CORP TW N 2 2041-10-25 Fixed 3.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 180000.00000000 PA USD 217328.34000000 0.017915280145 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 295000.00000000 PA USD 425677.93000000 0.035090404535 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 21117351.04000000 NS USD 21117351.04000000 1.740791190908 Long STIV RF US N 2 N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 338000.00000000 PA USD 450484.84000000 0.037135341436 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59022CAJ2 660000.00000000 PA USD 890539.83000000 0.073410906902 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N THE NARRAGANSETT ELECTRIC COMPANY VAI0KZ806W8MCH0BCZ61 631005BF1 1320000.00000000 PA USD 1480218.80000000 0.122020600158 Long DBT CORP US N 2 2042-12-10 Fixed 4.17000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KN0 1520000.00000000 PA USD 1651160.47000000 0.136112033915 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 367000.00000000 PA USD 470024.73000000 0.038746095944 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AF0 670000.00000000 PA USD 784617.10000000 0.064679255145 Long DBT CORP US N 2 2042-08-01 Fixed 4.45000000 N N N N N N United States of America N/A N/A 286.00000000 NC USD 57360875.00000000 4.728495809615 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2022 2022-03-25 55519476.20000000 USD 1841398.80000000 N N N FARMERS EXCHANGE CAPITAL III N/A 30958QAA9 700000.00000000 PA USD 849250.36000000 0.070007243937 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N BIMBO BAKERIES USA, INC. 549300HOXXHHT7926W92 09031WAA1 565000.00000000 PA USD 628405.09000000 0.051802048605 Long DBT CORP MX N 2 2051-05-17 Fixed 4.00000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBG8 225000.00000000 PA USD 229079.16000000 0.018883949174 Long DBT NUSS CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 245000.00000000 PA USD 239918.81000000 0.019777506666 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BH6 660000.00000000 PA USD 710879.40000000 0.058600749448 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 1000000.00000000 PA USD 1155438.40000000 0.095247599215 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DA2 1980000.00000000 PA USD 2423649.18000000 0.199791495363 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AH3 527000.00000000 PA USD 724413.57000000 0.059716427445 Long DBT CORP US N 2 2049-03-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBM7 675000.00000000 PA USD 702005.03000000 0.057869198171 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 115000.00000000 PA USD 138637.13000000 0.011428435989 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N ADVOCATE HEALTH AND HOSPITALS CORPORATION 549300AEHU3PPOUCIL87 007589AB0 391000.00000000 PA USD 503148.21000000 0.041476602346 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N CHILDREN'S HOSPITAL MEDICAL CENTER 549300EKVCKSAOOWU002 16876AAC8 450000.00000000 PA USD 463906.87000000 0.038241775266 Long DBT CORP US N 2 2050-11-15 Fixed 2.82000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 240000.00000000 PA USD 311200.39000000 0.025653544163 Long DBT NUSS GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AK9 395000.00000000 PA USD 459479.03000000 0.037876769975 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAQ1 750000.00000000 PA USD 982693.16000000 0.081007489673 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 925000.00000000 PA USD 1139245.45000000 0.093912746910 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 375000.00000000 PA USD 476718.14000000 0.039297861606 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDR9 1571000.00000000 PA USD 1535919.26000000 0.126612221044 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED 549300UCF0D858BIOV83 45687AAN2 140000.00000000 PA USD 168563.93000000 0.013895426746 Long DBT CORP US N 2 2048-02-21 Fixed 4.30000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CN4 1035000.00000000 PA USD 1064801.82000000 0.087776048464 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DG7 3581000.00000000 PA USD 1942692.50000000 0.160144233253 Long DBT CORP US N 2 2036-10-10 Fixed 0.00000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AH7 490000.00000000 PA USD 668823.25000000 0.055133885858 Long DBT CORP US N 2 2042-05-01 Fixed 5.87500000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAW3 280000.00000000 PA USD 337304.96000000 0.027805452582 Long DBT CORP US N 2 2047-02-01 Fixed 4.40000000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79765RTK5 1235000.00000000 PA USD 1722262.09000000 0.141973236559 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 3990000.00000000 PA USD 4828055.85000000 0.397996750490 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 1142000.00000000 PA USD 1285129.41000000 0.105938569277 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AM2 535000.00000000 PA USD 623123.77000000 0.051366687403 Long DBT CORP BE N 2 2038-04-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 4765000.00000000 PA USD 5404552.34000000 0.445519757021 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224AE7 370000.00000000 PA USD 401589.43000000 0.033104689162 Long DBT NUSS CA N 2 2051-03-04 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SY5 4104000.00000000 PA USD 4368195.00000000 0.360088505502 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AN4 180000.00000000 PA USD 226557.23000000 0.018676055982 Long DBT CORP US N 2 2048-09-24 Fixed 4.00000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 3075000.00000000 PA USD 4099668.14000000 0.337952718134 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FD47 38495.40000000 PA USD 38419.21000000 0.003167055479 Long ABS-MBS US N 2 2045-01-25 Floating 0.75200040 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 53079EBJ2 1390000.00000000 PA USD 1586180.82000000 0.130755490753 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAF4 40000.00000000 PA USD 39735.62000000 0.003275572638 Long DBT CORP US N 2 2031-06-01 Fixed 2.55000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DJ3 460000.00000000 PA USD 517990.47000000 0.042700111649 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QCF0 110000.00000000 PA USD 126675.52000000 0.010442390662 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV N/A 882667AZ1 355000.00000000 PA USD 410144.53000000 0.033809921683 Long DBT MUN US N 2 2049-12-31 Fixed 3.92200000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 567000.00000000 PA USD 552822.55000000 0.045571465064 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAH4 650000.00000000 PA USD 823278.38000000 0.067866265463 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 325000.00000000 PA USD 419602.59000000 0.034589588957 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 1075000.00000000 PA USD 1234665.76000000 0.101778640448 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAV5 540000.00000000 PA USD 714289.27000000 0.058881839233 Long DBT CORP US N 2 2042-02-15 Fixed 5.70000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AJ9 590000.00000000 PA USD 723016.90000000 0.059601294121 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAH0 627000.00000000 PA USD 935480.90000000 0.077115586462 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N EL PASO NATURAL GAS CO LLC N/A 283695BK9 185000.00000000 PA USD 265121.61000000 0.021855078429 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAD9 440000.00000000 PA USD 542311.53000000 0.044704997912 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCY5 365000.00000000 PA USD 362319.53000000 0.029867507762 Long SN UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBJ1 1770000.00000000 PA USD 2166148.71000000 0.178564659242 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345YAG1 540000.00000000 PA USD 596314.79000000 0.049156711534 Long DBT CORP US N 2 2050-05-15 Fixed 3.62500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 220000.00000000 PA USD 214695.72000000 0.017698262314 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1460000.00000000 PA USD 1730903.34000000 0.142685570783 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JW2 600000.00000000 PA USD 688220.35000000 0.056732869592 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796D30 1030000.00000000 PA USD 1029883.88000000 0.084897617251 Long DBT UST US N 2 2022-02-24 None 0.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 178000.00000000 PA USD 204519.97000000 0.016859432864 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CB2 910000.00000000 PA USD 1227730.48000000 0.101206936435 Long DBT CORP US N 2 2118-08-01 Fixed 5.10000000 N N N N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886FAF4 150000.00000000 PA USD 141261.74000000 0.011644793522 Long DBT CORP US N 2 2050-09-15 Fixed 2.80000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CK3 385000.00000000 PA USD 386816.11000000 0.031886862869 Long DBT NUSS DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 1469000.00000000 PA USD 1945264.43000000 0.160356248154 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AN9 500000.00000000 PA USD 579936.10000000 0.047806547907 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109AX9 257000.00000000 PA USD 294721.70000000 0.024295137120 Long DBT NUSS CA N 2 2043-03-15 Fixed 4.50000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAS2 870000.00000000 PA USD 1037026.36000000 0.085486401623 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 1615000.00000000 PA USD 1525292.48000000 0.125736211313 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N CONOCO FUNDING COMPANY XX71EBFZWSRCIL200314 20825UAC8 350000.00000000 PA USD 495812.58000000 0.040871895815 Long DBT NUSS US N 2 2031-10-15 Fixed 7.25000000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576AB5 835000.00000000 PA USD 898723.60000000 0.074085529145 Long DBT CORP US N 2 2051-05-20 Fixed 3.50000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 1250000.00000000 PA USD 1316328.81000000 0.108510465751 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAJ4 295000.00000000 PA USD 409911.35000000 0.033790699684 Long DBT NUSS MX N 2 2035-03-01 Fixed 6.37500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAW9 200000.00000000 PA USD 242787.93000000 0.020014020177 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 1070000.00000000 PA USD 1589489.89000000 0.131028271174 Long DBT NUSS CA N 2 2038-08-15 Fixed 7.25000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAZ1 319000.00000000 PA USD 364916.86000000 0.030081616491 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AX7 710000.00000000 PA USD 749096.71000000 0.061751161470 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBL3 275000.00000000 PA USD 342371.93000000 0.028223144021 Long DBT NUSS GB N 2 2038-05-30 Fixed 5.00000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAF3 630000.00000000 PA USD 678842.79000000 0.055959838267 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 2000000.00000000 PA USD 2123699.36000000 0.175065382538 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N SABAL TRAIL TRANSMISSION, LLC 5493002DWITGSZFUI977 78516FAC3 660000.00000000 PA USD 818102.81000000 0.067439621674 Long DBT CORP US N 2 2048-05-01 Fixed 4.83200000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBD1 540000.00000000 PA USD 632937.53000000 0.052175676510 Long DBT NUSS GB N 2 2043-02-19 Fixed 4.37500000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CP8 1425000.00000000 PA USD 1934614.01000000 0.159478289679 Long DBT CORP US N 2 2036-05-15 Fixed 6.40000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 225000.00000000 PA USD 331967.72000000 0.027365481662 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 245000.00000000 PA USD 264044.11000000 0.021766255617 Long DBT CORP US N 2 2043-03-15 Fixed 3.90000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BT9 165000.00000000 PA USD 166189.65000000 0.013699704957 Long DBT CORP US N 2 2041-11-01 Fixed 3.36600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 1235000.00000000 PA USD 1445044.77000000 0.119121058380 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N EQM Midstream Partners, LP 549300NELT611CL6XM83 26885BAE0 500000.00000000 PA USD 580350.00000000 0.047840667408 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DN8 500000.00000000 PA USD 578187.48000000 0.047662401878 Long DBT CORP US N 2 2050-01-15 Fixed 3.95000000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BC7 453000.00000000 PA USD 546115.54000000 0.045018578298 Long DBT CORP US N 2 2069-11-15 Fixed 4.20000000 N N N N N N THE CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 72000.00000000 PA USD 113033.41000000 0.009317814721 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 675000.00000000 PA USD 718881.84000000 0.059260423904 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DQ7 565000.00000000 PA USD 662627.73000000 0.054623163343 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646ZR6 1360000.00000000 PA USD 1930304.85000000 0.159123067674 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 254000.00000000 PA USD 291779.45000000 0.024052595199 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 835000.00000000 PA USD 1132469.82000000 0.093354203512 Long DBT CORP US N 2 2048-12-17 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 1215000.00000000 PA USD 1280650.61000000 0.105569363141 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 784000.00000000 PA USD 861269.66000000 0.070998044891 Long DBT CORP US N 2 2050-06-15 Fixed 3.75000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FY4 130000.00000000 PA USD 151600.49000000 0.012497059741 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FN3 418000.00000000 PA USD 419383.84000000 0.034571556484 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 2276000.00000000 PA USD 3007965.15000000 0.247959094195 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RM2 6585000.00000000 PA USD 8026240.45000000 0.661636426131 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 1235000.00000000 PA USD 1499573.06000000 0.123616052412 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109HAN5 405000.00000000 PA USD 498259.38000000 0.041073595729 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAG8 2565000.00000000 PA USD 2703530.70000000 0.222863294643 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 600000.00000000 PA USD 679151.16000000 0.055985258491 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 635000.00000000 PA USD 794283.96000000 0.065476134673 Long DBT NUSS NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N SWAPTION 3Y30Y PUT N/A N/A 1500000.00000000 NC USD 43713.78000000 0.003603508934 N/A DO US N 2 SWAPTION 3Y30Y PUT N/A Put Purchased N/A N/A 0.00000000 2.75000000 USD 2024-01-23 XXXX -3236.22000000 N N N United States of America N/A N/A -100.00000000 NC USD -16212500.00000000 -1.33646389308 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Mar 2022 2022-03-25 -16023294.50000000 USD -189205.50000000 N N N United States of America 254900HROIFWPRGM1V77 912810TB4 39540000.00000000 PA USD 40318443.75000000 3.323617227283 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DH7 280000.00000000 PA USD 290464.64000000 0.023944209935 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 70000.00000000 PA USD 90567.46000000 0.007465852902 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAJ6 755000.00000000 PA USD 938129.78000000 0.077333944672 Long DBT CORP US N 2 2044-03-01 Fixed 4.40000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AS0 910000.00000000 PA USD 957223.51000000 0.078907920353 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BB3 444000.00000000 PA USD 481829.65000000 0.039719224662 Long DBT CORP US N 2 2049-11-15 Fixed 3.12500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 695000.00000000 PA USD 861591.53000000 0.071024577975 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FF0 210000.00000000 PA USD 214078.89000000 0.017647414449 Long DBT CORP US N 2 2041-10-21 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDF5 2520000.00000000 PA USD 2521968.75000000 0.207896386977 Long SN UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GX74 1250000.00000000 PA USD 1091771.91000000 0.089999305301 Long DBT CORP US N 2 2036-08-15 Floating 0.63600120 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BN1 511000.00000000 PA USD 718584.77000000 0.059235935187 Long DBT NUSS CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 415000.00000000 PA USD 615879.14000000 0.050769482381 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N NORTHWELL HEALTHCARE, INC. 54930073NUTKK4QD3P47 667274AC8 365000.00000000 PA USD 442078.00000000 0.036442330604 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BH4 930000.00000000 PA USD 1183136.05000000 0.097530831854 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EK2 1825000.00000000 PA USD 1825060.54000000 0.150447340904 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 660000.00000000 PA USD 751356.74000000 0.061937465155 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CA7 550000.00000000 PA USD 833089.47000000 0.068675034471 Long DBT CORP US N 2 2038-08-01 Fixed 6.50000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 1165000.00000000 PA USD 1369238.35000000 0.112872019479 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A2NU1 3896685.80000000 PA USD 4207122.29000000 0.346810611218 Long DBT USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 1443000.00000000 PA USD 1810504.02000000 0.149247386338 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1090000.00000000 PA USD 1436347.50000000 0.118404106194 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N United States of America N/A N/A -249.00000000 NC USD -36575765.63000000 -3.01509268320 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2022 2022-03-25 -36018554.81000000 USD -557210.82000000 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 725000.00000000 PA USD 903002.42000000 0.074438250097 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 440000.00000000 PA USD 486412.85000000 0.040097036925 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 150000.00000000 PA USD 217648.28000000 0.017941654131 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BN5 700000.00000000 PA USD 817291.80000000 0.067372766742 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 1481000.00000000 PA USD 2321785.09000000 0.191394414204 Long DBT USGA US N 2 2049-02-15 Fixed 1.00000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 430000.00000000 PA USD 632598.96000000 0.052147766775 Long DBT CORP US N 2 2037-09-15 Fixed 6.35000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 2940000.00000000 PA USD 3536109.81000000 0.291496258014 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BU9 790000.00000000 PA USD 769572.99000000 0.063439106506 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAJ0 2030000.00000000 PA USD 2499206.32000000 0.206019985076 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UBM0 1785000.00000000 PA USD 2233173.12000000 0.184089760486 Long DBT CORP US N 2 2041-08-01 Fixed 4.90000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCB7 305000.00000000 PA USD 304329.65000000 0.025087160451 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AC7 265000.00000000 PA USD 261266.83000000 0.021537312860 Long DBT CORP US N 2 2033-06-15 Fixed 2.60000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBX3 570000.00000000 PA USD 546433.59000000 0.045044796484 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAG8 290000.00000000 PA USD 333843.96000000 0.027520147939 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N 2021-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO