NPORT-P false 0000939934 XXXXXXXX S000036875 C000112815 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LONG DURATION CREDIT BOND FUND S000036875 05XOXL7DW084I0I72F95 2022-05-31 2022-05-31 N 2726147200.06 11827225.52 2714319974.54 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 1571000.00000000 PA USD 1617936.14000000 0.059607421202 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 7877000.00000000 PA USD 7570860.87000000 0.278922932484 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859AZ5 1510000.00000000 PA USD 1987459.21000000 0.073221257207 Long DBT CORP US N 2 2038-06-15 Fixed 8.15000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 485000.00000000 PA USD 451308.09000000 0.016626930289 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 597433AC5 1915000.00000000 PA USD 2082808.44000000 0.076734079236 Long DBT NUSS GB N 2 2025-05-01 Fixed 7.65000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAF6 3833000.00000000 PA USD 3502691.19000000 0.129044888696 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABL8 925000.00000000 PA USD 725820.11000000 0.026740403372 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAK7 420000.00000000 PA USD 511233.29000000 0.018834672949 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CK6 995000.00000000 PA USD 755798.28000000 0.027844848326 Long DBT CORP US N 2 2051-09-15 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 1110000.00000000 PA USD 845681.25000000 0.031156284370 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 715000.00000000 PA USD 716094.47000000 0.026382094842 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N BALTIMORE MD REV N/A 059231Y53 890000.00000000 PA USD 703748.63000000 0.025927253846 Long DBT MUN US N 2 2040-07-01 Fixed 2.81400000 N N N N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 17136MAB8 1220000.00000000 PA USD 1276541.40000000 0.047029879011 Long DBT CORP US N 2 2052-06-15 Fixed 5.00000000 N N N N N N ALABAMA FED AID HWY FIN AUTH SPL OBLIG REV N/A 010268CX6 1075000.00000000 PA USD 891149.42000000 0.032831406332 Long DBT MUN US N 2 2037-09-01 Fixed 2.65000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECP4 150000.00000000 PA USD 117466.14000000 0.004327645270 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214ET6 650000.00000000 PA USD 556579.08000000 0.020505286230 Long DBT NUSS AU N 2 2031-06-03 Fixed 2.15000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BU4 1750000.00000000 PA USD 1721917.82000000 0.063438276848 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AN9 1135000.00000000 PA USD 993104.48000000 0.036587597973 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 4300000.00000000 PA USD 4027585.11000000 0.148382841661 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AT1 1355000.00000000 PA USD 1341805.62000000 0.049434319924 Long DBT CORP US N 2 2047-03-15 Fixed 4.65000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CE5 2365000.00000000 PA USD 2795606.95000000 0.102994745506 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 960000.00000000 PA USD 886695.45000000 0.032667314771 Long DBT CORP US N 2 2048-08-15 Fixed 4.25000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BF1 800000.00000000 PA USD 766448.44000000 0.028237217689 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 1070000.00000000 PA USD 962603.76000000 0.035463901420 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JW2 5280000.00000000 PA USD 4809558.60000000 0.177192027657 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 1265000.00000000 PA USD 927211.06000000 0.034159976299 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBM1 1065000.00000000 PA USD 1066229.31000000 0.039281636653 Long DBT NUSS GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 2360000.00000000 PA USD 1756978.39000000 0.064729965754 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N BAPTIST HEALTH SOUTH FLORIDA, INC. K6I7TB5M0RZYIMZN1Q07 066836AB3 610000.00000000 PA USD 581885.31000000 0.021437609252 Long DBT CORP US N 2 2041-11-15 Fixed 4.34200000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AK7 625000.00000000 PA USD 509141.11000000 0.018757593606 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 1890000.00000000 PA USD 2060593.46000000 0.075915642935 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 5030000.00000000 PA USD 4540541.26000000 0.167280987598 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AE6 925000.00000000 PA USD 719546.53000000 0.026509274394 Long DBT CORP US N 2 2050-10-01 Fixed 2.80500000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1295000.00000000 PA USD 1253784.07000000 0.046191461646 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 4425000.00000000 PA USD 5322224.68000000 0.196079486940 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 1000000.00000000 PA USD 1074689.26000000 0.039593315087 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAQ2 4760000.00000000 PA USD 3524264.92000000 0.129839700295 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCY5 240000.00000000 PA USD 208687.40000000 0.007688386113 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDR9 3735000.00000000 PA USD 2834055.33000000 0.104411246889 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 660000.00000000 PA USD 529484.44000000 0.019507075251 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 1395000.00000000 PA USD 1622782.52000000 0.059785969790 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 220000.00000000 PA USD 170923.15000000 0.006297089201 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09261BAD2 935000.00000000 PA USD 767509.37000000 0.028276304090 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BZ4 370000.00000000 PA USD 299841.92000000 0.011046668145 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 1430000.00000000 PA USD 1342498.43000000 0.049459844181 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAY2 5214000.00000000 PA USD 4760929.57000000 0.175400454428 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DK6 625000.00000000 PA USD 637296.08000000 0.023479032906 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 1500000.00000000 PA USD 1459878.72000000 0.053784326597 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AB4 2215000.00000000 PA USD 2120482.12000000 0.078122039401 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 4700000.00000000 PA USD 4799575.56000000 0.176824236089 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 4140000.00000000 PA USD 4233274.53000000 0.155960777274 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 2727000.00000000 PA USD 2366217.16000000 0.087175321339 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 2645000.00000000 PA USD 2289991.41000000 0.084367039681 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 1490000.00000000 PA USD 1429365.31000000 0.052660162523 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 1335000.00000000 PA USD 1126474.12000000 0.041501154269 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 615000.00000000 PA USD 499003.72000000 0.018384115530 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CR3 1335000.00000000 PA USD 1012807.14000000 0.037313476285 Long DBT CORP US N 2 2040-09-01 Fixed 2.10000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAJ0 5045000.00000000 PA USD 6110810.89000000 0.225132296387 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 1900000.00000000 PA USD 1841576.44000000 0.067846696678 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 2665000.00000000 PA USD 2622318.91000000 0.096610529878 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N VALIDUS HOLDINGS, LTD. 549300V97BMXPCWUAZ30 91915WAB8 2035000.00000000 PA USD 2864636.80000000 0.105537918405 Long DBT NUSS US N 2 2040-01-26 Fixed 8.87500000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 2170000.00000000 PA USD 1731720.63000000 0.063799428447 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N TRINITY HEALTH CORPORATION TWSRHFGEDJDX0GKMGJ67 896516AA9 2392000.00000000 PA USD 2257774.79000000 0.083180126557 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EV1 1641000.00000000 PA USD 1299384.04000000 0.047871439336 Long DBT CORP US N 2 2051-09-22 Fixed 2.65000000 N N N N N N NORTHWELL HEALTHCARE, INC. 54930073NUTKK4QD3P47 667274AC8 560000.00000000 PA USD 504975.00000000 0.018604107280 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 4045000.00000000 PA USD 3794693.94000000 0.139802748960 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AH9 2060000.00000000 PA USD 1567586.03000000 0.057752440563 Long DBT CORP US N 2 2051-12-15 Fixed 2.85000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FW3 3832000.00000000 PA USD 2958741.96000000 0.109004906855 Long DBT CORP US N 2 2052-03-10 Fixed 2.95000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 315000.00000000 PA USD 310375.51000000 0.011434742878 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 1111000.00000000 PA USD 1195256.65000000 0.044035215494 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BX1 3750000.00000000 PA USD 3778451.03000000 0.139204333514 Long DBT CORP US N 2 2052-04-22 Fixed 4.37500000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 715000.00000000 PA USD 712993.90000000 0.026267864757 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N EMORY UNIVERSITY 95MD72NUUVZ3P8PQ6919 29157TAE6 1660000.00000000 PA USD 1306102.01000000 0.048118940370 Long DBT CORP US N 2 2050-09-01 Fixed 2.96900000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PED0 3665000.00000000 PA USD 3261417.60000000 0.120155973893 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 1065000.00000000 PA USD 1051498.07000000 0.038738913608 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 1610000.00000000 PA USD 1287628.43000000 0.047438343381 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 500000.00000000 PA USD 416379.90000000 0.015340118479 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N OHIO ST HOSP FAC REV N/A 677561JU7 970000.00000000 PA USD 857913.88000000 0.031606954524 Long DBT MUN US N 2 2043-01-01 Fixed 3.70000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FW3 7950000.00000000 PA USD 6138308.61000000 0.226145357495 Long DBT CORP US N 2 2052-03-10 Fixed 2.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGK0 3674000.00000000 PA USD 3356235.41000000 0.123649217538 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N THE MOUNT SINAI HOSPITAL 549300IJEDK5LH7YPT15 623115AE2 2700000.00000000 PA USD 2278760.20000000 0.083953263483 Long DBT CORP US N 2 2049-07-01 Fixed 3.73700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1150000.00000000 PA USD 986269.21000000 0.036335775415 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 21655000.00000000 PA USD 16498403.13000000 0.607828232660 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 865000.00000000 PA USD 746495.50000000 0.027502118652 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N RADY CHILDREN'S HOSPITAL-SAN DIEGO 549300FOKP65GNO33016 75063MAA5 865000.00000000 PA USD 685127.26000000 0.025241212031 Long DBT CORP US N 2 2051-08-15 Fixed 3.15400000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CB2 1900000.00000000 PA USD 1809755.64000000 0.066674366212 Long DBT CORP US N 2 2118-08-01 Fixed 5.10000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 2635000.00000000 PA USD 2377155.50000000 0.087578307727 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 6814000.00000000 PA USD 6840995.50000000 0.252033495098 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 1155000.00000000 PA USD 1056062.01000000 0.038907056644 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 2875000.00000000 PA USD 3391495.25000000 0.124948247878 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AT3 1000000.00000000 PA USD 763398.18000000 0.028124841107 Long DBT NUSS AU N 2 2051-11-02 Fixed 2.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AR7 1105000.00000000 PA USD 978669.43000000 0.036055787054 Long DBT CORP US N 2 2042-10-01 Fixed 3.62500000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BF9 3200000.00000000 PA USD 2905971.84000000 0.107060769078 Long DBT CORP US N 2 2034-11-01 Fixed 3.03100000 N N N N N N LOS ANGELES CALIF DEPT ARPTS REV N/A 544445BD0 1430000.00000000 PA USD 1317229.63000000 0.048528900142 Long DBT MUN US N 2 2038-05-15 Fixed 3.88700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 830000.00000000 PA USD 868501.25000000 0.031997010601 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 2605000.00000000 PA USD 2448858.70000000 0.090219971225 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 2135000.00000000 PA USD 2156780.54000000 0.079459332732 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAY9 1186000.00000000 PA USD 1124471.72000000 0.041427382569 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 1769000.00000000 PA USD 2204297.35000000 0.081209929952 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 2690000.00000000 PA USD 2676448.32000000 0.098604746128 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QCF0 320000.00000000 PA USD 280140.04000000 0.010320818570 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N State of California N/A 13063A5G5 1535000.00000000 PA USD 2112564.93000000 0.077830357136 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N LOS ANGELES CALIF DEPT WTR & PWR REV N/A 544495UG7 1510000.00000000 PA USD 1774382.28000000 0.065371153609 Long DBT MUN US N 2 2039-07-01 Fixed 5.71600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 1390000.00000000 PA USD 1273449.29000000 0.046915960606 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 3023000.00000000 PA USD 2805002.55000000 0.103340894821 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 360000.00000000 PA USD 312989.20000000 0.011531035505 Long DBT CORP DE N 2 2064-07-15 Fixed 4.70000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 805000.00000000 PA USD 663884.59000000 0.024458597226 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 3583000.00000000 PA USD 3363756.55000000 0.123926308672 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AJ0 2540000.00000000 PA USD 2160794.92000000 0.079607229076 Long DBT CORP US N 2 2052-04-01 Fixed 3.06700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 21730000.00000000 PA USD 21658698.44000000 0.797941976007 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPA4 1025000.00000000 PA USD 1409440.91000000 0.051926114946 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 5175000.00000000 PA USD 5417500.29000000 0.199589596687 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AR9 615000.00000000 PA USD 441688.34000000 0.016272522920 Long DBT CORP US N 2 2061-12-01 Fixed 3.20000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 700000.00000000 PA USD 658698.18000000 0.024267521374 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBV7 2176000.00000000 PA USD 2044225.75000000 0.075312629652 Long DBT CORP US N 2 2048-05-01 Fixed 4.05000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AL2 2690000.00000000 PA USD 2558117.88000000 0.094245258628 Long DBT CORP US N 2 2077-04-01 Fixed 4.90000000 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAD7 2360000.00000000 PA USD 2076430.47000000 0.076499104360 Long DBT NUSS JP N 2 2028-04-03 Fixed 1.59100000 N N N N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156AW9 440000.00000000 PA USD 326013.96000000 0.012010889027 Long DBT CORP US N 2 2051-10-01 Fixed 3.05000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 4580000.00000000 PA USD 4707903.64000000 0.173446892192 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FP4 4340000.00000000 PA USD 4320808.48000000 0.159185671568 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DH7 2330000.00000000 PA USD 1805017.17000000 0.066499793205 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAX0 355000.00000000 PA USD 439290.59000000 0.016184185877 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAC5 1615000.00000000 PA USD 1482477.40000000 0.054616899035 Long DBT CORP US N 2 2049-04-01 Fixed 4.31500000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646XZ0 1785000.00000000 PA USD 2003637.15000000 0.073817279053 Long DBT MUN US N 2 2034-07-01 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 840000.00000000 PA USD 916221.14000000 0.033755089620 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 945000.00000000 PA USD 1057022.45000000 0.038942440829 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 620000.00000000 PA USD 716013.76000000 0.026379121353 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 1175000.00000000 PA USD 1100561.05000000 0.040546474266 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAT1 1095000.00000000 PA USD 1096023.15000000 0.040379290587 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBE1 1080000.00000000 PA USD 1353491.08000000 0.049864831438 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CK0 2315000.00000000 PA USD 1735763.78000000 0.063948384725 Long DBT CORP US N 2 2051-09-15 Fixed 2.89300000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 5741000.00000000 PA USD 6905060.32000000 0.254393748149 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AF7 870000.00000000 PA USD 619937.37000000 0.022839509557 Long DBT CORP US N 2 2041-02-10 Fixed 2.50000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 934000.00000000 PA USD 972192.13000000 0.035817152698 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 1495000.00000000 PA USD 1163122.80000000 0.042851351753 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BG9 1795000.00000000 PA USD 1442928.05000000 0.053159836111 Long DBT CORP US N 2 2049-09-07 Fixed 2.87500000 N N N N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903AJ8 740000.00000000 PA USD 703002.96000000 0.025899782140 Long DBT CORP US N 2 2049-03-01 Fixed 4.20000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAU7 2425000.00000000 PA USD 2223568.85000000 0.081919923622 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GC86 1076000.00000000 PA USD 1027138.73000000 0.037841475567 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAL8 1000000.00000000 PA USD 760860.00000000 0.028031330393 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670BK3 1100000.00000000 PA USD 1088995.66000000 0.040120386329 Long DBT CORP US N 2 2043-02-11 Fixed 4.50000000 N N N N N N AIG SUNAMERICA GLOBAL FINANCING X 549300Q3UB1GMKCGGR05 00139PAA6 3800000.00000000 PA USD 4548598.90000000 0.167577844272 Long DBT CORP US Y 2 2032-03-15 Fixed 6.90000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 385000.00000000 PA USD 291226.22000000 0.010729251625 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAE3 1555000.00000000 PA USD 2068764.54000000 0.076216678925 Long DBT CORP US N 2 2038-11-10 Fixed 9.95000000 N N N N N N INTERNATIONAL TRANSMISSION COMPANY N/A 46051MAF9 2525000.00000000 PA USD 2521681.17000000 0.092902870466 Long DBT CORP US N 2 2043-08-15 Fixed 4.62500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAL8 1175000.00000000 PA USD 894010.50000000 0.032936813212 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 1600000.00000000 PA USD 1508298.46000000 0.055568189238 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 1215000.00000000 PA USD 1264143.70000000 0.046573127407 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAG8 370000.00000000 PA USD 300300.78000000 0.011063573300 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N CHILDREN'S HOSPITAL MEDICAL CENTER 549300EKVCKSAOOWU002 16876AAC8 1180000.00000000 PA USD 882902.56000000 0.032527578483 Long DBT CORP US N 2 2050-11-15 Fixed 2.82000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AA8 450000.00000000 PA USD 387984.50000000 0.014293985367 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 2599000.00000000 PA USD 2592351.58000000 0.095506484287 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 1215000.00000000 PA USD 941749.97000000 0.034695613591 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAK4 575000.00000000 PA USD 558944.48000000 0.020592431446 Long DBT CORP CH N 2 2045-11-20 Fixed 4.00000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBN5 3220000.00000000 PA USD 2578681.74000000 0.095002864960 Long DBT CORP US N 2 2052-01-15 Fixed 2.95000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBG7 2680000.00000000 PA USD 2174847.93000000 0.080124965015 Long DBT CORP DE N 2 2045-04-15 Fixed 3.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 2202000.00000000 PA USD 2026889.96000000 0.074673950713 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AJ5 1552000.00000000 PA USD 1849338.40000000 0.068132660016 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BC5 1225000.00000000 PA USD 1103469.37000000 0.040653621546 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 2092500.00000000 PA USD 1420365.08000000 0.052328579287 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 210000.00000000 PA USD 165234.29000000 0.006087502267 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBF4 1445000.00000000 PA USD 1968901.69000000 0.072537567732 Long DBT CORP BE N 2 2039-01-15 Fixed 8.20000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 431000.00000000 PA USD 424311.79000000 0.015632342317 Long DBT NUSS GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CX5 650000.00000000 PA USD 665227.78000000 0.024508082548 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 2110000.00000000 PA USD 1898218.62000000 0.069933487496 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 1301150.10000000 NS USD 1301150.10000000 0.047936503883 Long STIV RF US N 2 N N N BRK: CITIGROUP N/A N/A 13725000.00000000 NC USD -314044.27000000 -0.01156990601 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-12-07 0.00000000 USD 0.00000000 USD -13725000.00000000 USD -314044.27000000 N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 2539000.00000000 PA USD 2093907.03000000 0.077142969496 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AH9 1685000.00000000 PA USD 1220778.09000000 0.044975467205 Long DBT CORP US N 2 2050-08-12 Fixed 2.34300000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CC8 2836000.00000000 PA USD 2299033.49000000 0.084700164739 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DP0 6625000.00000000 PA USD 5934113.00000000 0.218622456293 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCU8 935000.00000000 PA USD 834748.39000000 0.030753499875 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BA9 1680000.00000000 PA USD 1638037.20000000 0.060347977223 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 1195000.00000000 PA USD 1146370.17000000 0.042234157385 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 2260000.00000000 PA USD 1823561.89000000 0.067183011107 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAJ0 3630000.00000000 PA USD 4396876.81000000 0.161988153616 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N BRK: CITIGROUP N/A N/A 9375000.00000000 NC USD -346443.10000000 -0.01276353205 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -9375000.00000000 USD -346443.10000000 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBF1 1905000.00000000 PA USD 1471471.57000000 0.054211426206 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 5391000.00000000 PA USD 4291181.07000000 0.158094149188 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N Vale Canada Limitee PRAQ4VOSFIK7OQ8Z2512 453258AP0 310000.00000000 PA USD 348750.00000000 0.012848522033 Long DBT NUSS BR N 2 2032-09-15 Fixed 7.20000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 1459000.00000000 PA USD 1227544.71000000 0.045224760585 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AC0 1185000.00000000 PA USD 1104908.75000000 0.040706650666 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDT5 7618000.00000000 PA USD 5681265.19000000 0.209307128241 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAN9 1300000.00000000 PA USD 1198909.19000000 0.044169781059 Long DBT CORP US N 2 2048-03-07 Fixed 4.05000000 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CC5 1000000.00000000 PA USD 1349009.55000000 0.049699724522 Long DBT CORP US N 2 2038-06-15 Fixed 8.70000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAK8 815000.00000000 PA USD 683330.12000000 0.025175002446 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CG7 1402000.00000000 PA USD 1340214.48000000 0.049375699717 Long DBT CORP US N 2 2047-03-03 Fixed 3.75000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FD0 375000.00000000 PA USD 359175.46000000 0.013232613080 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAR8 3650000.00000000 PA USD 3379586.98000000 0.124509527679 Long DBT CORP US N 2 2052-04-01 Fixed 4.00000000 N N N N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039482AC8 1865000.00000000 PA USD 1438864.86000000 0.053010141527 Long DBT CORP US N 2 2051-09-15 Fixed 2.70000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 4940000.00000000 PA USD 4504504.57000000 0.165953336830 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAD5 2192000.00000000 PA USD 3005944.95000000 0.110743942431 Long DBT NUSS DE N 2 2032-06-01 Fixed 9.25000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AP8 1270000.00000000 PA USD 943542.17000000 0.034761641179 Long DBT CORP US N 2 2050-10-15 Fixed 2.51700000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 3950000.00000000 PA USD 3839843.82000000 0.141466144596 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBN5 2106000.00000000 PA USD 1901226.19000000 0.070044291308 Long DBT CORP US N 2 2045-11-01 Fixed 4.15000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 735000.00000000 PA USD 614348.90000000 0.022633621156 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 3493000.00000000 PA USD 3395599.30000000 0.125099447811 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 2000000.00000000 PA USD 1547243.76000000 0.057002997970 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAN3 1250000.00000000 PA USD 1264566.59000000 0.046588707369 Long DBT CORP US N 2 2062-06-01 Fixed 5.25000000 N N N N N N KANSAS ST DEV FIN AUTH REV N/A 485429Z64 2890000.00000000 PA USD 2937608.13000000 0.108226301893 Long DBT MUN US N 2 2037-04-15 Fixed 4.72700000 N N N N N N American Airlines Pass Through Trust N/A 023765AA8 757619.50000000 PA USD 694980.35000000 0.025604216029 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N DALLAS FORT WORTH TEX INTL ARPT REV N/A 2350364W7 4095000.00000000 PA USD 3606900.57000000 0.132884133183 Long DBT MUN US N 2 2038-11-01 Fixed 2.99400000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 8700000.00000000 PA USD 7257324.94000000 0.267371754548 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 3469000.00000000 PA USD 3926404.79000000 0.144655192712 Long DBT NUSS GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BX9 3445000.00000000 PA USD 3482543.85000000 0.128302627643 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 5277000.00000000 PA USD 5138425.82000000 0.189308035463 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 374000.00000000 PA USD 406834.49000000 0.014988449918 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N SHANDS TEACHING HOSPITAL AND CLINICS, INC. 549300VJKZWK0KYJ1043 819420AB6 1750000.00000000 PA USD 1677151.16000000 0.061788999665 Long DBT CORP US N 2 2042-12-01 Fixed 4.74100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 1950000.00000000 PA USD 2004456.79000000 0.073847475935 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAC0 3415000.00000000 PA USD 3305717.20000000 0.121788043819 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 3760000.00000000 PA USD 2799253.71000000 0.103129098126 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 1100000.00000000 PA USD 960796.74000000 0.035397327839 Long DBT CORP US N 2 2042-11-28 Fixed 4.11900000 N N N N N N State of California N/A 13063A5E0 5400000.00000000 PA USD 7081544.88000000 0.260895728816 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 80000.00000000 PA USD 80144.44000000 0.002952652625 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BE0 1320000.00000000 PA USD 1315678.77000000 0.048471763916 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 1570000.00000000 PA USD 1212125.16000000 0.044656679071 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 1000000.00000000 PA USD 922435.47000000 0.033984035730 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 1355000.00000000 PA USD 1269429.70000000 0.046767872318 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 4140000.00000000 PA USD 3337746.12000000 0.122968041767 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 6770000.00000000 PA USD 5217167.81000000 0.192209019531 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04351LAA8 520000.00000000 PA USD 556420.58000000 0.020499446830 Long DBT CORP US N 2 2053-11-15 Fixed 4.84700000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DJ3 1820000.00000000 PA USD 1552469.94000000 0.057195539013 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 9038000.00000000 PA USD 7343797.07000000 0.270557529653 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EL0 2770000.00000000 PA USD 2106094.29000000 0.077591968145 Long DBT CORP US N 2 2061-08-05 Fixed 2.85000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAY2 659000.00000000 PA USD 601736.21000000 0.022168948968 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 695000.00000000 PA USD 846902.61000000 0.031201281276 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 3645000.00000000 PA USD 3415090.97000000 0.125817552905 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AT9 215000.00000000 PA USD 191094.88000000 0.007040248820 Long DBT NUSS NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279AC4 2500000.00000000 PA USD 2266162.08000000 0.083489128078 Long DBT NUSS FR N 2 2047-04-10 Fixed 3.95000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BV2 1385000.00000000 PA USD 1348829.67000000 0.049693097448 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAJ1 530000.00000000 PA USD 485953.83000000 0.017903336178 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315BA0 345000.00000000 PA USD 303347.94000000 0.011175835673 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAF8 3260000.00000000 PA USD 3667633.82000000 0.135121645730 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBG9 2286000.00000000 PA USD 1733954.48000000 0.063881727145 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 620000.00000000 PA USD 597348.56000000 0.022007300745 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 400000.00000000 PA USD 384774.09000000 0.014175708597 Long DBT CORP US N 2 2047-01-22 Fixed 4.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 1035000.00000000 PA USD 1205087.65000000 0.044397405659 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 8560000.00000000 PA USD 6617426.90000000 0.243796861168 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DR6 370000.00000000 PA USD 283309.84000000 0.010437599201 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 3565000.00000000 PA USD 3360677.52000000 0.123812872156 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N DALLAS CNTY TEX HOSP DIST N/A 234667JL8 2250000.00000000 PA USD 2552478.75000000 0.094037503829 Long DBT MUN US N 2 2044-08-15 Fixed 5.62100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 2545000.00000000 PA USD 1968484.36000000 0.072522192610 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AS0 470000.00000000 PA USD 364734.06000000 0.013437401022 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BP2 330000.00000000 PA USD 386754.39000000 0.014248666097 Long DBT CORP US N 2 2028-06-01 Fixed 7.25000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 990000.00000000 PA USD 903579.51000000 0.033289351236 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N MASSACHUSETTS ST N/A 57582PUE8 3085000.00000000 PA USD 3475186.79000000 0.128031581486 Long DBT MUN US N 2 2039-12-01 Fixed 5.45600000 N N N N N N BRK: CITIGROUP N/A N/A 1060000.00000000 NC USD 225295.44000000 0.008300253548 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -1060000.00000000 USD 225295.44000000 N N N BRK: CITIGROUP N/A N/A 1215000.00000000 NC USD 231701.84000000 0.008536275832 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-09-28 0.00000000 USD 0.00000000 USD -1215000.00000000 USD 231701.84000000 N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FC2 6265000.00000000 PA USD 5582109.99000000 0.205654088035 Long DBT CORP US N 2 2043-03-01 Fixed 3.95000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BY9 500000.00000000 PA USD 353902.26000000 0.013038339743 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBM7 315000.00000000 PA USD 258720.18000000 0.009531675794 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BJ0 600000.00000000 PA USD 489879.09000000 0.018047949195 Long DBT CORP US N 2 2051-03-15 Fixed 3.45000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JD3 3153000.00000000 PA USD 3199431.93000000 0.117872320139 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N INDIANA UNIVERSITY HEALTH, INC. 5493005H76YOO81B8D75 455170AA8 1710000.00000000 PA USD 1590403.40000000 0.058593069900 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AA8 788000.00000000 PA USD 679403.97000000 0.025030356640 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 505000.00000000 PA USD 390387.28000000 0.014382507724 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 1000000.00000000 PA USD 1090261.09000000 0.040167006846 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCD2 666000.00000000 PA USD 650897.76000000 0.023980141107 Long DBT CORP US N 2 2043-03-15 Fixed 4.25000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 538000.00000000 PA USD 518300.68000000 0.019095047189 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N THE JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AB4 2000000.00000000 PA USD 1943844.42000000 0.071614416805 Long DBT CORP US N 2 2053-07-01 Fixed 4.08300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 6560000.00000000 PA USD 5055335.42000000 0.186246848839 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAC2 3180000.00000000 PA USD 2430370.65000000 0.089538841138 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N PORT AUTH N Y & N J N/A 73358WRP1 465000.00000000 PA USD 492595.29000000 0.018148018458 Long DBT MUN US N 2 2046-08-01 Fixed 4.96000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 360000.00000000 PA USD 308489.88000000 0.011365273176 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 4900000.00000000 PA USD 3790009.17000000 0.139630154349 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N AEP TEXAS INC. 5493001L78U618KXNZ75 00108WAJ9 1970000.00000000 PA USD 1740515.19000000 0.064123434463 Long DBT CORP US N 2 2049-05-01 Fixed 4.15000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AE5 640000.00000000 PA USD 722627.87000000 0.026622796014 Long DBT CORP US N 2 2035-11-01 Fixed 5.75000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 360000.00000000 PA USD 353995.68000000 0.013041781489 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 585000.00000000 PA USD 573070.43000000 0.021112854614 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N KKR GROUP FINANCE CO. X LLC N/A 48255BAA4 830000.00000000 PA USD 627567.61000000 0.023120620114 Long DBT CORP US N 2 2051-12-15 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 5750000.00000000 PA USD 6026696.27000000 0.222033375818 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N TEXAS ST N/A 882722KF7 2825000.00000000 PA USD 3223178.95000000 0.118747199307 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAA4 65000.00000000 PA USD 61917.86000000 0.002281155522 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XCA2 1160000.00000000 PA USD 1184876.75000000 0.043652802953 Long DBT CORP US N 2 2050-05-15 Fixed 5.25000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867229AD8 3080000.00000000 PA USD 3318057.33000000 0.122242674449 Long DBT NUSS CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 1073000.00000000 PA USD 1096360.83000000 0.040391731272 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAF5 2215000.00000000 PA USD 2684452.55000000 0.098899635090 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAW5 550000.00000000 PA USD 535405.27000000 0.019725208340 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N GOLDMAN SACHS CAPITAL I 5299005MCIJK7R2NP351 38143VAA7 3940000.00000000 PA USD 4390557.48000000 0.161755339134 Long DBT CORP US N 2 2034-02-15 Fixed 6.34500000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AM7 2805000.00000000 PA USD 2579490.85000000 0.095032673899 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YS7 2016000.00000000 PA USD 2380926.84000000 0.087717250078 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BU1 475000.00000000 PA USD 635593.49000000 0.023416306697 Long DBT CORP US N 2 2031-05-15 Fixed 8.87500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 640000.00000000 PA USD 471650.77000000 0.017376387987 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 900000.00000000 PA USD 885811.12000000 0.032634734604 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523BK5 1450000.00000000 PA USD 1248527.79000000 0.045997811669 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAP4 3853000.00000000 PA USD 3599582.14000000 0.132614510218 Long DBT CORP US N 2 2049-03-04 Fixed 4.10000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BC7 1385000.00000000 PA USD 1357913.24000000 0.050027751066 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 1605000.00000000 PA USD 1490424.86000000 0.054909696497 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 14700000.00000000 PA USD 14651765.63000000 0.539795078230 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CX7 465000.00000000 PA USD 476106.14000000 0.017540531126 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 1975000.00000000 PA USD 1480876.13000000 0.054557905622 Long DBT CORP US N 2 2070-10-15 Fixed 3.72900000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103AM0 450000.00000000 PA USD 380642.20000000 0.014023482992 Long DBT CORP US N 2 2052-03-07 Fixed 3.95000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 1725000.00000000 PA USD 1580438.07000000 0.058225930797 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 770000.00000000 PA USD 657699.53000000 0.024230729470 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CT9 1735000.00000000 PA USD 1546527.49000000 0.056976609408 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 1065000.00000000 PA USD 1005461.97000000 0.037042868174 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670GAG7 700000.00000000 PA USD 739208.00000000 0.027233635199 Long DBT CORP US N 2 2052-05-01 Fixed 5.30000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632G96 1650000.00000000 PA USD 1562509.41000000 0.057565409555 Long DBT MUN US N 2 2056-12-01 Fixed 4.04800000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 1800000.00000000 PA USD 1763293.64000000 0.064962629923 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 1220000.00000000 PA USD 1530720.95000000 0.056394270548 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 650000.00000000 PA USD 579022.94000000 0.021332154846 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 1280000.00000000 PA USD 1038576.86000000 0.038262875038 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 5645000.00000000 PA USD 5020606.55000000 0.184967380304 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N MID-AMERICA APARTMENTS, L.P. 549300FXWGE3QSYCUJ38 59523UAU1 4302000.00000000 PA USD 3108163.90000000 0.114509856212 Long DBT CORP US N 2 2051-09-15 Fixed 2.87500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 2280000.00000000 PA USD 2018992.83000000 0.074383007491 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAG2 1781000.00000000 PA USD 1414734.23000000 0.052121129537 Long DBT CORP US N 2 2042-01-01 Fixed 2.90700000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAZ5 300000.00000000 PA USD 275851.06000000 0.010162805512 Long DBT CORP US N 2 2034-12-15 Fixed 4.85000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 5534000.00000000 PA USD 4967692.11000000 0.183017925542 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AH4 21000.00000000 PA USD 15218.67000000 0.000560680765 Long DBT CORP US N 2 2051-07-01 Fixed 2.29400000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAC6 1415000.00000000 PA USD 1532238.27000000 0.056450171106 Long DBT NUSS NO N 2 2040-08-17 Fixed 5.10000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAH0 4870000.00000000 PA USD 5980652.64000000 0.220337052967 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N BRK: CITIGROUP N/A N/A 6330000.00000000 NC USD -229279.21000000 -0.00844702216 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -6330000.00000000 USD -229279.21000000 N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XBP5 65000.00000000 PA USD 51079.15000000 0.001881839668 Long DBT CORP US N 2 2050-04-15 Fixed 3.00000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CC1 4450000.00000000 PA USD 5283367.88000000 0.194647938693 Long DBT CORP US N 2 2037-07-01 Fixed 6.20000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CG2 580000.00000000 PA USD 510697.78000000 0.018814943882 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT30 3720000.00000000 PA USD 4485182.80000000 0.165241491131 Long DBT MUN US N 2 2042-06-15 Fixed 5.72400000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AD6 2738000.00000000 PA USD 2583425.31000000 0.095177625859 Long DBT CORP US N 2 2047-05-15 Fixed 4.20000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AQ6 3910000.00000000 PA USD 3841257.78000000 0.141518237202 Long DBT CORP US N 2 2052-11-15 Fixed 3.74500000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AA6 235000.00000000 PA USD 251517.07000000 0.009266301407 Long DBT CORP US N 2 2042-07-01 Fixed 5.00000000 N N N N N N MASSACHUSETTS EDL FING AUTH ED LN REV N/A 57563RRD3 1695000.00000000 PA USD 1564362.62000000 0.057633684851 Long DBT MUN US N 2 2030-07-01 Fixed 3.10500000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AK9 825000.00000000 PA USD 751507.45000000 0.027686767111 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WB21 1170000.00000000 PA USD 913789.42000000 0.033665501067 Long DBT MUN US N 2 2042-01-01 Fixed 3.07900000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 1270000.00000000 PA USD 1277752.74000000 0.047074506763 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CJ6 1089000.00000000 PA USD 965735.12000000 0.035579265858 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 600000.00000000 PA USD 546028.80000000 0.020116596610 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AQ6 745000.00000000 PA USD 731902.06000000 0.026964472385 Long DBT CORP US N 2 2052-11-15 Fixed 3.74500000 N N N N N N United States of America N/A N/A 165.00000000 NC USD 21199921.88000000 0.781039895032 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2022 2022-09-24 21352088.92000000 USD -152167.04000000 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 4128000.00000000 PA USD 3206525.26000000 0.118133650051 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BV7 2390000.00000000 PA USD 2769383.58000000 0.102028633542 Long DBT CORP GB N 2 2040-05-01 Fixed 8.12500000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAT5 1760000.00000000 PA USD 1720602.44000000 0.063389816091 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 585000.00000000 PA USD 501296.06000000 0.018468569096 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BK2 325000.00000000 PA USD 278043.78000000 0.010243588913 Long DBT CORP US N 2 2044-10-15 Fixed 4.10000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 1260000.00000000 PA USD 1069765.44000000 0.039411913482 Long DBT NUSS GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AJ5 1890000.00000000 PA USD 1422959.32000000 0.052424155344 Long DBT CORP US N 2 2061-12-15 Fixed 3.05000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DRW4 890000.00000000 PA USD 695160.67000000 0.025610859313 Long DBT MUN US N 2 2052-11-01 Fixed 2.71900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 300000.00000000 PA USD 257812.96000000 0.009498252321 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 435000.00000000 PA USD 439639.36000000 0.016197035136 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDV0 3478000.00000000 PA USD 2513530.05000000 0.092602569836 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAX0 725000.00000000 PA USD 897142.76000000 0.033052210808 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N PORT AUTH N Y & N J N/A 73358WEK6 245000.00000000 PA USD 261250.95000000 0.009624913512 Long DBT MUN US N 2 2051-10-01 Fixed 4.92600000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165DX5 1105000.00000000 PA USD 1171426.79000000 0.043157284365 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 5215000.00000000 PA USD 4196164.75000000 0.154593592109 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 400000.00000000 PA USD 364951.09000000 0.013445396763 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448BZ3 1110000.00000000 PA USD 1338722.09000000 0.049320717621 Long DBT CORP US N 2 2037-09-01 Fixed 6.25000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 3480000.00000000 PA USD 3379116.16000000 0.124492181898 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 660000.00000000 PA USD 756475.57000000 0.027869800800 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYK4 175000.00000000 PA USD 136088.87000000 0.005013737189 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DV7 3920000.00000000 PA USD 3555517.69000000 0.130991103604 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 2225000.00000000 PA USD 2247429.89000000 0.082799003473 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NAK6 715000.00000000 PA USD 715584.63000000 0.026363311500 Long DBT CORP US N 2 2044-10-01 Fixed 4.41100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZN7 2260000.00000000 PA USD 1904057.07000000 0.070148585570 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N State of California N/A 13063BFR8 870000.00000000 PA USD 1195434.55000000 0.044041769622 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BM5 820000.00000000 PA USD 613504.48000000 0.022602511338 Long DBT CORP US N 2 2050-10-15 Fixed 2.75000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAZ4 1400000.00000000 PA USD 1289221.78000000 0.047497045009 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BW5 1490000.00000000 PA USD 1689622.24000000 0.062248454708 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EK5 1075000.00000000 PA USD 1081244.16000000 0.039834808355 Long DBT CORP US N 2 2048-09-15 Fixed 4.20000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CR1 2865000.00000000 PA USD 2615066.74000000 0.096343348040 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 310000.00000000 PA USD 251889.48000000 0.009280021602 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 845000.00000000 PA USD 752729.83000000 0.027731801595 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 290000.00000000 PA USD 279034.38000000 0.010280084242 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DBY7 2375000.00000000 PA USD 2321845.60000000 0.085540600289 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 1520000.00000000 PA USD 1244658.03000000 0.045855243363 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 50000.00000000 PA USD 45081.68000000 0.001660883036 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAC6 1454000.00000000 PA USD 1338549.64000000 0.049314364281 Long DBT CORP US N 2 2049-04-15 Fixed 3.88700000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 3705000.00000000 PA USD 3323346.80000000 0.122437547200 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAE6 2370000.00000000 PA USD 2084492.19000000 0.076796111348 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AT3 2650000.00000000 PA USD 2023005.18000000 0.074530829046 Long DBT NUSS AU N 2 2051-11-02 Fixed 2.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 3602000.00000000 PA USD 3117459.07000000 0.114852305521 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAR4 1985000.00000000 PA USD 1877262.02000000 0.069161411978 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 1470000.00000000 PA USD 1466239.64000000 0.054018673323 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 400000.00000000 PA USD 389336.99000000 0.014343813317 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 440000.00000000 PA USD 507144.04000000 0.018684018271 Long DBT CORP US N 2 2051-03-24 Fixed 5.59700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBW1 30000.00000000 PA USD 29639.44000000 0.001091965585 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BN2 6970000.00000000 PA USD 6788523.64000000 0.250100345709 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAQ0 1285000.00000000 PA USD 1224695.72000000 0.045119799120 Long DBT CORP US N 2 2048-06-01 Fixed 4.35000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 860000.00000000 PA USD 706893.88000000 0.026043130015 Long DBT CORP CH N 2 2049-09-23 Fixed 3.80000000 N N N N N N SECURIAN FINANCIAL GROUP, INC. 5493007EAD0HGURCS836 81373PAA1 2921000.00000000 PA USD 2740756.16000000 0.100973952434 Long DBT CORP US N 2 2048-04-15 Fixed 4.80000000 N N N N N N REDCO CORPORATION 549300X1RO9ID7AUCA83 224399AT2 775000.00000000 PA USD 652411.13000000 0.024035896140 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AE4 1705000.00000000 PA USD 1620977.28000000 0.059719461788 Long DBT CORP US N 2 2116-08-01 Fixed 4.76300000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAF6 400000.00000000 PA USD 397493.08000000 0.014644297051 Long DBT NUSS AU N 2 2062-04-27 Fixed 4.95000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AR7 1090000.00000000 PA USD 986937.52000000 0.036360397051 Long DBT CORP US N 2 2047-04-01 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 665000.00000000 PA USD 667634.58000000 0.024596753008 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CJ6 214000.00000000 PA USD 185034.44000000 0.006816972270 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 1709000.00000000 PA USD 2068694.03000000 0.076214081221 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 381000.00000000 PA USD 422075.60000000 0.015549957409 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AW9 2020000.00000000 PA USD 2512912.34000000 0.092579812386 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 1285000.00000000 PA USD 1282996.81000000 0.047267706903 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 5603000.00000000 PA USD 4248829.81000000 0.156533859303 Long DBT CORP CH N 2 2051-12-13 Fixed 2.60700000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 2160000.00000000 PA USD 2596312.68000000 0.095652417708 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 4210000.00000000 PA USD 3155494.06000000 0.116253576940 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 350000.00000000 PA USD 304903.18000000 0.011233133265 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 5123000.00000000 PA USD 5118212.10000000 0.188563328863 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAH9 2303000.00000000 PA USD 2259736.95000000 0.083252415750 Long DBT CORP US N 2 2034-10-01 Fixed 4.27800000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CM2 860000.00000000 PA USD 691220.89000000 0.025465711356 Long DBT CORP US N 2 2041-10-15 Fixed 2.80000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 65000.00000000 PA USD 78179.57000000 0.002880263592 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 3040000.00000000 PA USD 2928934.88000000 0.107906765137 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCA2 1390000.00000000 PA USD 1139338.84000000 0.041975111655 Long DBT CORP US N 2 2049-08-01 Fixed 3.20000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 4036000.00000000 PA USD 3110264.29000000 0.114587238025 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 270000.00000000 PA USD 221090.57000000 0.008145339240 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FG4 1982000.00000000 PA USD 2890658.78000000 0.106496610831 Long DBT CORP US N 2 2038-11-15 Fixed 8.87500000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAK4 3550000.00000000 PA USD 3450874.59000000 0.127135880160 Long DBT CORP CH N 2 2045-11-20 Fixed 4.00000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 1891000.00000000 PA USD 1905308.71000000 0.070194698041 Long DBT CORP US N 2 2048-12-17 Fixed 4.87500000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBB4 1200000.00000000 PA USD 1129766.16000000 0.041622438422 Long DBT CORP US N 2 2047-07-01 Fixed 4.15000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 1726000.00000000 PA USD 1541733.41000000 0.056799987638 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FS0 2255000.00000000 PA USD 2335636.32000000 0.086048673034 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 3910000.00000000 PA USD 3925490.52000000 0.144621509505 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646140CK7 1000000.00000000 PA USD 936484.10000000 0.034501610303 Long DBT MUN US N 2 2036-01-01 Fixed 3.72900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 3640000.00000000 PA USD 3706564.02000000 0.136555898153 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFW9 1468000.00000000 PA USD 1088822.09000000 0.040113991725 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FL2 3073000.00000000 PA USD 2669846.52000000 0.098361524987 Long DBT CORP US N 2 2047-06-15 Fixed 3.87500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DS4 1035000.00000000 PA USD 762098.79000000 0.028076969449 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AS6 350000.00000000 PA USD 319205.41000000 0.011760050878 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CE6 2310000.00000000 PA USD 1981312.87000000 0.072994815960 Long DBT CORP US N 2 2042-12-15 Fixed 3.65000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FW8 850000.00000000 PA USD 691308.43000000 0.025468936473 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AV7 2025000.00000000 PA USD 1651529.11000000 0.060845041317 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAM5 1200000.00000000 PA USD 1234912.85000000 0.045496214948 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 1825000.00000000 PA USD 1823216.99000000 0.067170304426 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 1890000.00000000 PA USD 2067715.19000000 0.076178019150 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 1535000.00000000 PA USD 1442993.51000000 0.053162247765 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 1835000.00000000 PA USD 1469242.77000000 0.054129313558 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N SOCIETE AURIFERE BARRICK 0O4KBQCJZX82UKGCBV73 067901AH1 280000.00000000 PA USD 288280.06000000 0.010620710259 Long DBT NUSS CA N 2 2042-04-01 Fixed 5.25000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EJ8 1400000.00000000 PA USD 1391861.41000000 0.051278457332 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 1075000.00000000 PA USD 957202.19000000 0.035264898721 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 870000.00000000 PA USD 878156.88000000 0.032352739847 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 3317000.00000000 PA USD 2975314.80000000 0.109615477464 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAN0 1707000.00000000 PA USD 1614364.88000000 0.059475850126 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 230000.00000000 PA USD 209723.90000000 0.007726572473 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 2020000.00000000 PA USD 1561589.06000000 0.057531502352 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 5355000.00000000 PA USD 4597735.26000000 0.169388108370 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NT8 3643000.00000000 PA USD 3483109.24000000 0.128323457538 Long DBT CORP US N 2 2049-03-15 Fixed 4.30000000 N N N N N N United States of America N/A N/A -151.00000000 NC USD -31876335.94000000 -1.17437650089 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 2-YEAR NOTE (Globex) Sep 2022 2022-10-03 -31917207.64000000 USD 40871.70000000 N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 520000.00000000 PA USD 481840.64000000 0.017751799512 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JP6 1060000.00000000 PA USD 981316.80000000 0.036153320507 Long DBT CORP US N 2 2049-03-01 Fixed 4.00000000 N N N N N N State of California N/A 13063A5E0 9545000.00000000 PA USD 12517286.27000000 0.461157357548 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DJ2 530000.00000000 PA USD 352902.08000000 0.013001491471 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N NATIONWIDE HEALTH PROPERTIES, LLC N/A 63861QAZ1 1600000.00000000 PA USD 1718869.01000000 0.063325953687 Long DBT CORP US N 2 2037-10-01 Fixed 6.90000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 3607000.00000000 PA USD 3603476.00000000 0.132757966407 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAG8 2475000.00000000 PA USD 1917910.44000000 0.070658966444 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AX9 4475000.00000000 PA USD 4201026.45000000 0.154772705112 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 3185000.00000000 PA USD 2614987.56000000 0.096340430919 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 1235000.00000000 PA USD 1098396.65000000 0.040466734220 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FE9 1405000.00000000 PA USD 1666432.23000000 0.061394096703 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AM9 1200000.00000000 PA USD 1409226.92000000 0.051918231204 Long DBT CORP US N 2 2036-11-15 Fixed 5.75000000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AE1 1950000.00000000 PA USD 1587669.84000000 0.058492361066 Long DBT CORP TW N 2 2051-10-25 Fixed 3.25000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 730000.00000000 PA USD 655297.30000000 0.024142227377 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 1330000.00000000 PA USD 984461.12000000 0.036269162413 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBB3 1740000.00000000 PA USD 1661088.11000000 0.061197210556 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N GULF POWER COMPANY BLVY3B5CY5IDPCFLQ577 402479CE7 700000.00000000 PA USD 673129.84000000 0.024799207400 Long DBT CORP US N 2 2044-10-01 Fixed 4.55000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BT4 1700000.00000000 PA USD 1691362.91000000 0.062312583846 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 2425000.00000000 PA USD 2035748.94000000 0.075000330067 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AM5 215000.00000000 PA USD 189690.39000000 0.006988505105 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DF1 180000.00000000 PA USD 178554.64000000 0.006578245810 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 602000.00000000 PA USD 654511.00000000 0.024113258795 Long DBT CORP US N 2 2041-02-01 Fixed 5.95000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AY6 3665000.00000000 PA USD 3453521.66000000 0.127233402560 Long DBT CORP US N 2 2047-05-11 Fixed 4.10000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 2722000.00000000 PA USD 3060729.98000000 0.112762312796 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546BA1 1425000.00000000 PA USD 1111561.18000000 0.040951737099 Long DBT CORP US N 2 2052-03-15 Fixed 3.30000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 3005000.00000000 PA USD 3415344.53000000 0.125826894472 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 430000.00000000 PA USD 406985.02000000 0.014993995690 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BV5 2380000.00000000 PA USD 2098569.74000000 0.077314751380 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 1750000.00000000 PA USD 1586626.79000000 0.058453933393 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 690000.00000000 PA USD 537779.01000000 0.019812660815 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 1650000.00000000 PA USD 1312074.27000000 0.048338968224 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 765000.00000000 PA USD 594232.52000000 0.021892500721 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BF8 4775000.00000000 PA USD 4763725.80000000 0.175503472128 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAJ7 85000.00000000 PA USD 70482.71000000 0.002596698645 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CF2 1400000.00000000 PA USD 1374514.44000000 0.050639366504 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 1160000.00000000 PA USD 1426056.46000000 0.052538259062 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCG7 400000.00000000 PA USD 417666.52000000 0.015387519670 Long DBT CORP US N 2 2052-06-01 Fixed 4.60000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 6615000.00000000 PA USD 7097255.79000000 0.261474544511 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BR0 1000000.00000000 PA USD 960575.40000000 0.035389173310 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAD3 540000.00000000 PA USD 402642.12000000 0.014833996130 Long DBT CORP US N 2 2050-04-01 Fixed 2.94300000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 695000.00000000 PA USD 621845.70000000 0.022909815564 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAU5 3490000.00000000 PA USD 3484214.07000000 0.128364161288 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 3870000.00000000 PA USD 3534065.58000000 0.130200772685 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 1895000.00000000 PA USD 1734984.85000000 0.063919687666 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 2895000.00000000 PA USD 2849095.58000000 0.104965354369 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04351LAB6 1291000.00000000 PA USD 1216459.61000000 0.044816367318 Long DBT CORP US N 2 2046-11-15 Fixed 3.94500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 6103000.00000000 PA USD 6273435.80000000 0.231123664816 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 215000.00000000 PA USD 185545.12000000 0.006835786559 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDT6 2495000.00000000 PA USD 2258251.52000000 0.083197690072 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N XL GROUP LTD 213800AJ4DD69YLNL348 98420EAB1 2405000.00000000 PA USD 2658726.73000000 0.097951853684 Long DBT NUSS BM N 2 2043-12-15 Fixed 5.25000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 730000.00000000 PA USD 647935.04000000 0.023870989642 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AE3 1095000.00000000 PA USD 1071052.35000000 0.039459325357 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 2700000.00000000 PA USD 2570928.28000000 0.094717214776 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DS4 4930000.00000000 PA USD 3959341.86000000 0.145868648395 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172BD0 2830000.00000000 PA USD 2690112.05000000 0.099108140353 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 5450000.00000000 PA USD 5361355.75000000 0.197521139743 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N THE WESTERN AND SOUTHERN LIFE INSURANCE COMPANY IN763J7JWIZ46OJ1T526 95765PAE9 695000.00000000 PA USD 558428.93000000 0.020573437739 Long DBT CORP US N 2 2061-04-28 Fixed 3.75000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JB7 2070000.00000000 PA USD 2074869.78000000 0.076441605980 Long DBT CORP US N 2 2043-08-15 Fixed 4.60000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 95000.00000000 PA USD 110611.91000000 0.004075124194 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 2510000.00000000 PA USD 2417271.06000000 0.089056230756 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GVS0 115000.00000000 PA USD 114413.42000000 0.004215178058 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAD1 1205000.00000000 PA USD 1454612.93000000 0.053590326256 Long DBT CORP US N 2 2037-06-15 Fixed 6.25000000 N N N N N N CARLYLE HOLDINGS II FINANCE L.L.C. N/A 14310FAA0 3818000.00000000 PA USD 3837008.49000000 0.141361686388 Long DBT CORP US N 2 2043-03-30 Fixed 5.62500000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432MS1 362000.00000000 PA USD 354790.18000000 0.013071052172 Long DBT CORP US N 2 2032-11-01 Fixed 4.02300000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 2595000.00000000 PA USD 3233550.95000000 0.119129320799 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHV5 3420000.00000000 PA USD 3725108.02000000 0.137239089530 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 1175000.00000000 PA USD 979643.40000000 0.036091669706 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 3090000.00000000 PA USD 2838655.85000000 0.104580737592 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 270000.00000000 PA USD 222086.05000000 0.008182014356 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPC0 500000.00000000 PA USD 617781.10000000 0.022760069033 Long DBT MUN US N 2 2036-08-01 Fixed 6.68000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 780000.00000000 PA USD 750776.86000000 0.027659850977 Long DBT CORP US N 2 2046-03-15 Fixed 4.55000000 N N N N N N BRK: CITIGROUP N/A N/A 12660000.00000000 NC USD -469740.02000000 -0.01730599282 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -12660000.00000000 USD -469740.02000000 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 9090000.00000000 PA USD 7867213.47000000 0.289841048358 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 4970000.00000000 PA USD 3960321.34000000 0.145904734045 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 740000.00000000 PA USD 632255.37000000 0.023293324881 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N MOTIVA ENTERPRISES LLC UQZ4EDMHL4ZESPZY3752 61980AAD5 2225000.00000000 PA USD 2231380.92000000 0.082207733094 Long DBT CORP US N 2 2040-01-15 Fixed 6.85000000 N N N N N N Fomento Economico Mexicano, S.A.B. de C.V. 549300A8MDWDJNMLV153 344419AC0 2210000.00000000 PA USD 1818653.20000000 0.067002166916 Long DBT NUSS MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 3125000.00000000 PA USD 3495444.59000000 0.128777912065 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAM5 575000.00000000 PA USD 461747.20000000 0.017011524224 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 920000.00000000 PA USD 731580.81000000 0.026952637008 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 1500000.00000000 PA USD 1295298.21000000 0.047720910657 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAW8 695000.00000000 PA USD 588588.98000000 0.021684583450 Long DBT CORP US N 2 2051-04-01 Fixed 3.35000000 N N N N N N UNIVERSITY MICH UNIV REVS N/A 914455VJ6 2525000.00000000 PA USD 2393010.42000000 0.088162428985 Long DBT MUN US N 2 2047-04-01 Fixed 3.59900000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 4175000.00000000 PA USD 3795684.34000000 0.139839236921 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 1150000.00000000 PA USD 922586.52000000 0.033989600660 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAJ4 2700000.00000000 PA USD 2655116.01000000 0.097818828837 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38143YAC7 890000.00000000 PA USD 1008962.97000000 0.037171850756 Long DBT CORP US N 2 2036-05-01 Fixed 6.45000000 N N N N N N NYU LANGONE HOSPITALS N/A 62954RAA4 985000.00000000 PA USD 763435.43000000 0.028126213459 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 830000.00000000 PA USD 792744.53000000 0.029206008776 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 3030000.00000000 PA USD 2764504.49000000 0.101848879864 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 2135000.00000000 PA USD 1752903.75000000 0.064579849333 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAE6 1250000.00000000 PA USD 968300.00000000 0.035673760245 Long DBT NUSS US N 2 2052-02-02 Fixed 4.37500000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 2959000.00000000 PA USD 2433898.64000000 0.089668818077 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 1025000.00000000 PA USD 987132.61000000 0.036367584487 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175AD2 1240000.00000000 PA USD 1236903.61000000 0.045569557811 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 2065000.00000000 PA USD 1597529.18000000 0.058855595323 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 5240000.00000000 PA USD 4862128.14000000 0.179128775737 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N KENTUCKY UTILITIES COMPANY AGX0G2MXE54NFNNICD28 491674BM8 710000.00000000 PA USD 571345.51000000 0.021049305732 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CX1 462000.00000000 PA USD 418110.00000000 0.015403858201 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GG6 4365000.00000000 PA USD 3896567.14000000 0.143555924745 Long DBT CORP US N 2 2032-02-03 Fixed 2.45000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 3685000.00000000 PA USD 3795095.27000000 0.139817534616 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 700000.00000000 PA USD 607389.81000000 0.022377236865 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FZ6 1430000.00000000 PA USD 1235809.88000000 0.045529263004 Long DBT CORP US N 2 2053-02-14 Fixed 3.50000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 1420000.00000000 PA USD 1329493.08000000 0.048980705755 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 3658000.00000000 PA USD 3281188.29000000 0.120884358541 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 1665000.00000000 PA USD 1881733.05000000 0.069326132057 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CB3 3755000.00000000 PA USD 4466437.96000000 0.164550900479 Long DBT CORP US N 2 2036-06-01 Fixed 6.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BE0 1760000.00000000 PA USD 1754238.36000000 0.064629018555 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 570000.00000000 PA USD 534047.15000000 0.019675172971 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N OHIOHEALTH CORPORATION JGYGIL4QGKKPZU7C1D18 67777JAK4 1462000.00000000 PA USD 1164993.94000000 0.042920287620 Long DBT CORP US N 2 2050-11-15 Fixed 3.04200000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BT5 1876000.00000000 PA USD 1858205.99000000 0.068459356576 Long DBT CORP US N 2 2062-06-15 Fixed 4.30000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NR2 2010000.00000000 PA USD 1954356.53000000 0.072001700180 Long DBT CORP US N 2 2048-11-01 Fixed 4.40000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AK6 1385000.00000000 PA USD 1381008.93000000 0.050878634168 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CX7 1290000.00000000 PA USD 909739.44000000 0.033516293161 Long DBT CORP US N 2 2051-01-15 Fixed 2.50000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AD7 1650000.00000000 PA USD 1530658.90000000 0.056391984524 Long DBT CORP US N 2 2039-04-01 Fixed 3.87500000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBE3 605000.00000000 PA USD 540522.02000000 0.019913717802 Long DBT CORP US N 2 2062-03-01 Fixed 3.90000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 1575000.00000000 PA USD 1715829.26000000 0.063213964311 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N Air Canada Pass Through Trust N/A 009089AA1 321083.01000000 PA USD 303811.12000000 0.011192899984 Long DBT NUSS CA N 2 2025-05-15 Fixed 4.12500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 740000.00000000 PA USD 736305.54000000 0.027126703811 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAB3 1535000.00000000 PA USD 1742769.26000000 0.064206478099 Long DBT CORP US N 2 2043-07-01 Fixed 5.75000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AR8 1505000.00000000 PA USD 1471049.28000000 0.054195868350 Long DBT CORP US N 2 2043-10-15 Fixed 4.80000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FH5 3605000.00000000 PA USD 3335856.25000000 0.122898415857 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FY34 500000.00000000 PA USD 617888.75000000 0.022764035036 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 535000.00000000 PA USD 552367.16000000 0.020350112189 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 1000000.00000000 PA USD 966466.76000000 0.035606220676 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBQ0 320000.00000000 PA USD 274382.11000000 0.010108686985 Long DBT CORP BE N 2 2042-07-15 Fixed 3.75000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAJ0 2825000.00000000 PA USD 2767934.55000000 0.101975248900 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 3310000.00000000 PA USD 3177285.29000000 0.117056401596 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 1120000.00000000 PA USD 1118953.26000000 0.041224073451 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 2435000.00000000 PA USD 2091397.76000000 0.077050523874 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N United States of America N/A N/A 61.00000000 NC USD 9500750.00000000 0.350023213516 N/A DIR US N 1 HSBC N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2022 2022-09-24 9572620.51000000 USD -71870.51000000 N N N United States of America N/A N/A 169.00000000 NC USD 19089078.13000000 0.703272948991 N/A DIR US N 1 HSBC N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2022 2022-10-03 19072277.33000000 USD 16800.80000000 N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAW3 435000.00000000 PA USD 405463.10000000 0.014937925661 Long DBT CORP US N 2 2047-02-01 Fixed 4.40000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAG2 2050000.00000000 PA USD 2057281.89000000 0.075793639264 Long DBT CORP US N 2 2044-06-15 Fixed 5.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 3675000.00000000 PA USD 3454723.88000000 0.127277694317 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BF1 1255000.00000000 PA USD 1202365.99000000 0.044297135241 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAH6 2501000.00000000 PA USD 3417653.04000000 0.125911943767 Long DBT CORP US N 2 2039-02-06 Fixed 10.20000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 1630000.00000000 PA USD 1399991.11000000 0.051577968814 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAA0 1666000.00000000 PA USD 1734271.21000000 0.063893395998 Long DBT CORP US N 2 2045-11-15 Fixed 4.80500000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 4793000.00000000 PA USD 5764841.33000000 0.212386210324 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAD4 3135000.00000000 PA USD 3678966.48000000 0.135539159513 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 4127000.00000000 PA USD 3327265.28000000 0.122581910430 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBJ6 2786000.00000000 PA USD 3719215.50000000 0.137021999428 Long DBT CORP BE N 2 2039-11-15 Fixed 8.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CX5 1410000.00000000 PA USD 1462946.61000000 0.053897352696 Long DBT CORP US N 2 2033-05-26 Fixed 4.98900000 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315BA0 1020000.00000000 PA USD 896854.79000000 0.033041601521 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 750000.00000000 PA USD 658243.69000000 0.024250777217 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CX3 500000.00000000 PA USD 467614.10000000 0.017227670443 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AH9 975000.00000000 PA USD 741939.99000000 0.027334286191 Long DBT CORP US N 2 2051-12-15 Fixed 2.85000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAB7 1921000.00000000 PA USD 1848710.08000000 0.068109511676 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N THE BROOKLYN UNION GAS COMPANY 83BQ1DXS6VA5GZFK8S35 114259AQ7 2050000.00000000 PA USD 1731933.11000000 0.063807256559 Long DBT CORP US N 2 2048-03-15 Fixed 4.27300000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 2000000.00000000 PA USD 1849354.48000000 0.068133252429 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAK0 1105000.00000000 PA USD 1050556.85000000 0.038704237520 Long DBT CORP US N 2 2048-02-26 Fixed 3.95000000 N N N N N N Lundin Energy Finance B.V. 549300JSNI1KL271GM17 55037AAB4 930000.00000000 PA USD 818807.55000000 0.030166213183 Long DBT NUSS NL N 2 2031-07-15 Fixed 3.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 1630000.00000000 PA USD 1615127.86000000 0.059503959560 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 720000.00000000 PA USD 673977.24000000 0.024830427006 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBQ8 900000.00000000 PA USD 816130.07000000 0.030067570428 Long DBT CORP US N 2 2046-03-01 Fixed 3.80000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBA5 1135000.00000000 PA USD 1123249.47000000 0.041382352874 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 2360000.00000000 PA USD 1601941.03000000 0.059018135113 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 550000.00000000 PA USD 561177.60000000 0.020674703250 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N The Airport Authority Hong Kong 254900748HGC4RBR4O84 00946AAF1 1340000.00000000 PA USD 1121392.40000000 0.041313935369 Long DBT NUSS HK N 2 2062-01-12 Fixed 3.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 1825000.00000000 PA USD 2505840.85000000 0.092319287096 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911308AB0 710000.00000000 PA USD 880858.33000000 0.032452265696 Long DBT CORP US N 2 2030-04-01 Fixed 7.62000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 95000.00000000 PA USD 68309.30000000 0.002516626655 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 1610000.00000000 PA USD 1253898.69000000 0.046195684435 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAV7 1000000.00000000 PA USD 976747.78000000 0.035984990316 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAA6 1550000.00000000 PA USD 1489913.57000000 0.054890859735 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FE9 920000.00000000 PA USD 1091186.94000000 0.040201116678 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452AJ9 1305000.00000000 PA USD 1026387.33000000 0.037813792759 Long DBT CORP US N 2 2051-06-03 Fixed 3.05000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 1595000.00000000 PA USD 1454389.63000000 0.053582099518 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 635000.00000000 PA USD 518186.37000000 0.019090835821 Long DBT CORP US N 2 2049-08-16 Fixed 3.09500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAZ1 285000.00000000 PA USD 260883.16000000 0.009611363525 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BV7 725000.00000000 PA USD 787003.04000000 0.028994482867 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 2670000.00000000 PA USD 2527438.87000000 0.093114993578 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N MYMICHIGAN HEALTH N/A 597861AA1 2220000.00000000 PA USD 1822684.02000000 0.067150668937 Long DBT CORP US N 2 2050-06-01 Fixed 3.40900000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 2230000.00000000 PA USD 2147615.33000000 0.079121671363 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAS6 605000.00000000 PA USD 612669.84000000 0.022571761831 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 400000.00000000 PA USD 311681.78000000 0.011482868008 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 1885000.00000000 PA USD 1394770.09000000 0.051385617874 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AB2 2300000.00000000 PA USD 1981232.83000000 0.072991867155 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N BON SECOURS MERCY HEALTH, INC. 5493006NA7JSVYYYF398 09778PAC9 1100000.00000000 PA USD 862622.61000000 0.031780431861 Long DBT CORP US N 2 2050-06-01 Fixed 3.20500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 5736000.00000000 PA USD 5968006.80000000 0.219871159479 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 416274.62000000 NS USD 416274.62000000 0.015336239791 Long STIV RF US N 2 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAQ5 3609500.00000000 PA USD 2461832.22000000 0.090697936982 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166CB8 1020000.00000000 PA USD 886454.08000000 0.032658422305 Long DBT CORP US N 2 2052-03-09 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744482BM1 1580000.00000000 PA USD 1367350.17000000 0.050375423046 Long DBT CORP US N 2 2049-07-01 Fixed 3.60000000 N N N N N N United States of America N/A N/A -158.00000000 NC USD -24608500.00000000 -0.90661750386 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2022 2022-09-24 -25169767.19000000 USD 561267.19000000 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 650000.00000000 PA USD 588759.33000000 0.021690859424 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076AV4 2700000.00000000 PA USD 3189761.32000000 0.117516039004 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 6725000.00000000 PA USD 5706985.57000000 0.210254709228 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAA2 650000.00000000 PA USD 616530.19000000 0.022713983457 Long DBT NUSS AU N 2 2080-09-24 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 2105000.00000000 PA USD 1984355.17000000 0.073106899282 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZN7 640000.00000000 PA USD 539202.00000000 0.019865086101 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAD0 1000000.00000000 PA USD 899046.26000000 0.033122338870 Long DBT CORP US N 2 2048-07-01 Fixed 3.76500000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BR3 2135000.00000000 PA USD 2162310.71000000 0.079663073266 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 1000000.00000000 PA USD 779389.87000000 0.028714001197 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 900000.00000000 PA USD 980473.86000000 0.036122265215 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BB7 705000.00000000 PA USD 685657.20000000 0.025260735890 Long DBT CORP US N 2 2042-12-01 Fixed 4.62500000 N N N N N N OHIO EDISON COMPANY N/A 677347CF1 655000.00000000 PA USD 870579.67000000 0.032073583002 Long DBT CORP US N 2 2038-10-15 Fixed 8.25000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAM0 6239000.00000000 PA USD 7048455.53000000 0.259676662888 Long DBT CORP US N 2 2035-06-15 Fixed 5.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 3595000.00000000 PA USD 4085911.34000000 0.150531675643 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AG0 345000.00000000 PA USD 324177.53000000 0.011943231934 Long DBT CORP US N 2 2054-04-01 Fixed 4.12500000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 725000.00000000 PA USD 604460.82000000 0.022269328070 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 510000.00000000 PA USD 392834.04000000 0.014472650375 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N United States of America N/A N/A -74.00000000 NC USD -11525500.00000000 -0.42461832459 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2022 2022-09-24 -11786381.07000000 USD 260881.07000000 N N N HOUSTON TEX N/A 4423313K8 1500000.00000000 PA USD 1422380.25000000 0.052402821455 Long DBT MUN US N 2 2047-03-01 Fixed 3.96100000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 2815000.00000000 PA USD 2491430.30000000 0.091788378797 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EV1 1535000.00000000 PA USD 1489000.23000000 0.054857210791 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBD5 1545000.00000000 PA USD 1377731.78000000 0.050757898586 Long DBT CORP US N 2 2052-03-01 Fixed 3.70000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBD9 255000.00000000 PA USD 194295.92000000 0.007158180384 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 2210000.00000000 PA USD 1681467.49000000 0.061948020342 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 2026000.00000000 PA USD 2490681.37000000 0.091760786987 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAN1 560000.00000000 PA USD 550894.44000000 0.020295854769 Long DBT CORP US N 2 2043-03-15 Fixed 4.45000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DA5 948000.00000000 PA USD 730295.20000000 0.026905273027 Long DBT CORP US N 2 2041-08-15 Fixed 2.80000000 N N N N N N SENTARA HEALTHCARE 5493002B0YWN6UH30V71 81728XAA6 805000.00000000 PA USD 607044.73000000 0.022364523552 Long DBT CORP US N 2 2051-11-01 Fixed 2.92700000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 2520000.00000000 PA USD 2050937.68000000 0.075559908162 Long DBT CORP US N 2 2045-04-01 Fixed 2.76100000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 2933000.00000000 PA USD 2891898.90000000 0.106542298886 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AJ5 2620000.00000000 PA USD 3121950.13000000 0.115017763538 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 50000.00000000 PA USD 40776.65000000 0.001502278669 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 60000.00000000 PA USD 64374.20000000 0.002371651117 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DL9 1930000.00000000 PA USD 1573661.90000000 0.057976285580 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Children's Health Care 549300KIIPBGID7OQ807 16876YAA0 815000.00000000 PA USD 662156.96000000 0.024394948503 Long DBT CORP US N 2 2049-08-15 Fixed 3.44800000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BN9 6250000.00000000 PA USD 4707282.19000000 0.173423996955 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 4912000.00000000 PA USD 5886783.85000000 0.216878772776 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 3500000.00000000 PA USD 2695919.91000000 0.099322111441 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCJ8 4620000.00000000 PA USD 4411988.57000000 0.162544895641 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 03740LAE2 1410000.00000000 PA USD 1213509.03000000 0.044707663112 Long DBT CORP US N 2 2052-02-28 Fixed 3.90000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CK1 50000.00000000 PA USD 57792.11000000 0.002129156125 Long DBT CORP US N 2 2037-08-15 Fixed 6.70000000 N N N N N N WILLIS-KNIGHTON MEDICAL CENTER N/A 97068LAA6 1615000.00000000 PA USD 1589877.80000000 0.058573705934 Long DBT CORP US N 2 2048-09-01 Fixed 4.81300000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 965000.00000000 PA USD 854853.10000000 0.031494190368 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N BRK: CITIGROUP N/A N/A 1150000.00000000 NC USD 245643.50000000 0.009049909454 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-12-07 0.00000000 USD 0.00000000 USD -1150000.00000000 USD 245643.50000000 N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CT4 730000.00000000 PA USD 644863.80000000 0.023757840123 Long DBT CORP US N 2 2031-04-01 Fixed 2.25000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 2973000.00000000 PA USD 2292187.85000000 0.084447960133 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CA7 40000.00000000 PA USD 48262.62000000 0.001778074083 Long DBT CORP US N 2 2038-08-01 Fixed 6.50000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 2385000.00000000 PA USD 1935160.79000000 0.071294497632 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAQ7 315000.00000000 PA USD 260758.35000000 0.009606765320 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 1000000.00000000 PA USD 926332.50000000 0.034127608708 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 1420000.00000000 PA USD 1418612.67000000 0.052264017628 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 4165000.00000000 PA USD 3876794.87000000 0.142827481887 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BT4 3900000.00000000 PA USD 3880185.50000000 0.142952398257 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N VIRGINIA COMWLTH UNIV HEALTH SYS AUTH REV N/A 92778LBL3 475000.00000000 PA USD 501985.65000000 0.018493974723 Long DBT MUN US N 2 2044-01-01 Fixed 4.95600000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AH8 1385000.00000000 PA USD 1290355.37000000 0.047538808324 Long DBT CORP US N 2 2059-04-01 Fixed 4.20000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 1450000.00000000 PA USD 1118791.49000000 0.041218113578 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 2426000.00000000 PA USD 2419193.30000000 0.089127049231 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AM4 2070000.00000000 PA USD 1962626.86000000 0.072306392702 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAE4 2285000.00000000 PA USD 2625087.82000000 0.096712541064 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 1250000.00000000 PA USD 1141494.05000000 0.042054513126 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 1230000.00000000 PA USD 1057429.95000000 0.038957453797 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 360000.00000000 PA USD 363839.47000000 0.013404442859 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAY7 700000.00000000 PA USD 680494.97000000 0.025070550870 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 500000.00000000 PA USD 478970.46000000 0.017646057373 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 1810000.00000000 PA USD 1805369.89000000 0.066512787988 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAD3 975000.00000000 PA USD 912175.88000000 0.033606055607 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N BRK: CITIGROUP N/A N/A 530000.00000000 NC USD 108950.42000000 0.004013912177 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -530000.00000000 USD 108950.42000000 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 8125000.00000000 PA USD 7992846.88000000 0.294469589251 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AD6 2300000.00000000 PA USD 2089306.20000000 0.076973467372 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAR8 600000.00000000 PA USD 555548.54000000 0.020467319446 Long DBT CORP US N 2 2052-04-01 Fixed 4.00000000 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAC5 625000.00000000 PA USD 630589.23000000 0.023231941551 Long DBT CORP US N 2 2048-03-15 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 220000.00000000 PA USD 209329.77000000 0.007712052077 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 3655000.00000000 PA USD 3297344.73000000 0.121479588292 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N United States of America N/A N/A 143.00000000 NC USD 19939562.50000000 0.734606188180 N/A DIR US N 1 HSBC N/A Long U.S. Treasury Futures US Long Bond (CBT) Sep 2022 2022-09-24 20031500.78000000 USD -91938.28000000 N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAD9 300000.00000000 PA USD 218453.76000000 0.008048194835 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJB7 6115000.00000000 PA USD 6739763.31000000 0.248303935174 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AR1 215000.00000000 PA USD 186571.73000000 0.006873608555 Long DBT CORP US N 2 2050-06-15 Fixed 4.00000000 N N N N N N SAN ANTONIO TEX ELEC & GAS REV N/A 796253Y30 2800000.00000000 PA USD 3245905.04000000 0.119584465738 Long DBT MUN US N 2 2041-02-01 Fixed 5.80800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZM9 1520000.00000000 PA USD 1350662.21000000 0.049760611227 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAA1 2117000.00000000 PA USD 2219827.81000000 0.081782097572 Long DBT CORP US N 2 2041-04-01 Fixed 5.81900000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FG7 1425000.00000000 PA USD 1365525.82000000 0.050308210999 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAE2 930000.00000000 PA USD 956621.45000000 0.035243503307 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 575000.00000000 PA USD 436030.19000000 0.016064067394 Long DBT CORP CH N 2 2051-12-13 Fixed 2.60700000 N N N N N N Tufts University N/A 899043AC7 2667000.00000000 PA USD 2033705.38000000 0.074925041965 Long DBT CORP US N 2 2051-08-15 Fixed 3.09900000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBA2 325000.00000000 PA USD 254871.18000000 0.009389872321 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044BY2 294000.00000000 PA USD 276225.73000000 0.010176608969 Long DBT CORP US N 2 2042-12-15 Fixed 4.70000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 2090000.00000000 PA USD 1854916.61000000 0.068338170422 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBG8 750000.00000000 PA USD 710478.38000000 0.026175188874 Long DBT CORP US N 2 2048-11-15 Fixed 4.10000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 1395000.00000000 PA USD 1169878.71000000 0.043100250559 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BN6 360000.00000000 PA USD 302668.86000000 0.011150817252 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 1565000.00000000 PA USD 1683687.36000000 0.062029803994 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBT2 3430000.00000000 PA USD 3005242.73000000 0.110718071494 Long DBT CORP US N 2 2047-12-01 Fixed 3.60000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368BG7 555000.00000000 PA USD 604486.09000000 0.022270259058 Long DBT CORP US N 2 2041-03-01 Fixed 5.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 9715000.00000000 PA USD 9102224.63000000 0.335340885208 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAP6 1195000.00000000 PA USD 1280629.25000000 0.047180482110 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 2089000.00000000 PA USD 1893979.07000000 0.069777295520 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BJ3 2536000.00000000 PA USD 2221089.64000000 0.081828585459 Long DBT NUSS AU N 2 2048-01-10 Fixed 4.31600000 N N N N N N JOHN SEVIER COMBINED CYCLE GENERATION LLC N/A 478045AA5 4186405.27000000 PA USD 4307873.90000000 0.158709140425 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CT9 4550000.00000000 PA USD 3210647.85000000 0.118285533029 Long DBT CORP US N 2 2060-09-01 Fixed 2.45000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FY9 650000.00000000 PA USD 564681.96000000 0.020803809620 Long DBT CORP US N 2 2042-02-14 Fixed 3.37500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FL3 300000.00000000 PA USD 274080.32000000 0.010097568546 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEP2 18980000.00000000 PA USD 19003725.00000000 0.700128399682 Long SN UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 800000.00000000 PA USD 599618.82000000 0.022090940847 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BC6 580000.00000000 PA USD 555049.96000000 0.020448950941 Long DBT NUSS NL N 2 2033-03-28 Fixed 4.25200000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DX3 1415000.00000000 PA USD 1278677.65000000 0.047108581965 Long DBT CORP US N 2 2062-03-15 Fixed 3.90000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 2150000.00000000 PA USD 1903874.82000000 0.070141871181 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAH2 1565000.00000000 PA USD 1676914.03000000 0.061780263407 Long DBT CORP US N 2 2040-11-01 Fixed 5.35000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DK6 1375000.00000000 PA USD 1402051.38000000 0.051653872540 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 1100000.00000000 PA USD 1148409.96000000 0.042309306595 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1930000.00000000 PA USD 1655217.02000000 0.060980909971 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 11328000.00000000 PA USD 9807570.00000000 0.361326965574 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV N/A 38611TAV9 325000.00000000 PA USD 361901.41000000 0.013333041549 Long DBT MUN US N 2 2042-10-01 Fixed 5.18400000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAJ1 2774000.00000000 PA USD 2755317.94000000 0.101510432294 Long ABS-MBS US N 2 2048-03-15 Fixed 3.07000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 2865000.00000000 PA USD 3711852.31000000 0.136750727431 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAA4 550000.00000000 PA USD 523920.39000000 0.019302086523 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAK5 1825000.00000000 PA USD 1611558.46000000 0.059372457010 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DP9 305000.00000000 PA USD 291174.23000000 0.010727336229 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576AB5 1275000.00000000 PA USD 1015289.90000000 0.037404945235 Long DBT CORP US N 2 2051-05-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 06423AAJ2 1005000.00000000 PA USD 1284447.50000000 0.047321152702 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBG9 820000.00000000 PA USD 621978.42000000 0.022914705187 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N United States of America N/A N/A 301.00000000 NC USD 33998890.63000000 1.252574897171 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2022 2022-10-03 33938162.37000000 USD 60728.26000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NU1 810000.00000000 PA USD 831808.16000000 0.030645176979 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EZ2 575000.00000000 PA USD 469119.44000000 0.017283129638 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BJ8 2757000.00000000 PA USD 2031246.88000000 0.074834466792 Long DBT CORP US N 2 2055-08-18 Fixed 2.75000000 N N N N N N NATURE CONSERVANCY (THE) 549300GJ1IZME7V1JJ28 63902HBF5 2000000.00000000 PA USD 1867883.20000000 0.068815880865 Long DBT CORP US N 2 2052-03-01 Fixed 3.95700000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AL0 2502000.00000000 PA USD 2713885.07000000 0.099983977403 Long DBT NUSS AU N 2 2040-11-02 Fixed 5.20000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 4959000.00000000 PA USD 4391309.40000000 0.161783041100 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBS8 1365000.00000000 PA USD 1047385.30000000 0.038587392415 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXY6 1000000.00000000 PA USD 945767.00000000 0.034843607565 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 110000.00000000 PA USD 93602.36000000 0.003448464472 Long DBT NUSS CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 2008000.00000000 PA USD 1979861.23000000 0.072941335162 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBF1 550000.00000000 PA USD 424834.31000000 0.015651592810 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAN2 3100000.00000000 PA USD 2731561.37000000 0.100635201288 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 3475000.00000000 PA USD 3234540.74000000 0.119165786286 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CY8 450000.00000000 PA USD 404704.33000000 0.014909971329 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1280000.00000000 PA USD 1080564.11000000 0.039809754197 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CW8 310000.00000000 PA USD 251010.29000000 0.009247630800 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 1204000.00000000 PA USD 1350845.73000000 0.049767372405 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 494000.00000000 PA USD 421804.00000000 0.015539951220 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBV7 445000.00000000 PA USD 332553.33000000 0.012251810144 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 29736RAM2 2320000.00000000 PA USD 1903038.74000000 0.070111068623 Long DBT CORP US N 2 2049-12-01 Fixed 3.12500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDV0 7911000.00000000 PA USD 5717232.95000000 0.210632239515 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 520000.00000000 PA USD 431309.73000000 0.015890157904 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N THE CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 1223000.00000000 PA USD 1177159.78000000 0.043368497120 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 3785000.00000000 PA USD 2895376.29000000 0.106670411637 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 3100000.00000000 PA USD 2892229.48000000 0.106554477995 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 3980000.00000000 PA USD 3473067.28000000 0.127953495261 Long DBT NUSS CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CN6 500000.00000000 PA USD 428219.33000000 0.015776302499 Long DBT CORP US N 2 2053-03-15 Fixed 3.70000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BF8 1385000.00000000 PA USD 1381729.89000000 0.050905195517 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 2320000.00000000 PA USD 1803568.00000000 0.066446403405 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N THE ROCKEFELLER FOUNDATION 549300JU3NX0IK5I9038 77310VAA2 2760000.00000000 PA USD 2048523.92000000 0.075470981284 Long DBT CORP US N 2 2050-10-01 Fixed 2.49200000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 1810000.00000000 PA USD 1883209.96000000 0.069380543843 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBS3 1615000.00000000 PA USD 1425469.72000000 0.052516642598 Long DBT CORP DE N 2 2031-04-01 Fixed 2.55000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 1465000.00000000 PA USD 1436039.09000000 0.052906035525 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N TRUSTEES OF BOSTON COLLEGE 549300Q2G2ZLXN1EX541 89838LAH7 1230000.00000000 PA USD 952064.02000000 0.035075600110 Long DBT CORP US N 2 2057-07-01 Fixed 3.04200000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48126BAA1 3825000.00000000 PA USD 4128056.97000000 0.152084389781 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CE9 40000.00000000 PA USD 39952.89000000 0.001471929999 Long DBT CORP US N 2 2041-08-15 Fixed 4.75000000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAS7 4764000.00000000 PA USD 3808018.60000000 0.140293651290 Long DBT CORP CH N 2 2050-08-14 Fixed 2.75000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CB0 130000.00000000 PA USD 143660.72000000 0.005292696562 Long DBT CORP US N 2 2040-03-15 Fixed 5.79500000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FC6 4978000.00000000 PA USD 5691254.56000000 0.209675153017 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BJ6 840000.00000000 PA USD 839962.26000000 0.030945587398 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 1380000.00000000 PA USD 1245715.10000000 0.045894187556 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 950000.00000000 PA USD 944479.54000000 0.034796175427 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EK2 3445000.00000000 PA USD 2695357.63000000 0.099301396124 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 2095000.00000000 PA USD 2448106.55000000 0.090192260785 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GXZ2 588000.00000000 PA USD 684105.56000000 0.025203570928 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 555000.00000000 PA USD 553500.21000000 0.020391855609 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 3320000.00000000 PA USD 3069928.44000000 0.113101199151 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAE9 1744000.00000000 PA USD 1729158.80000000 0.063705046428 Long DBT NUSS AU N 2 2052-04-27 Fixed 4.75000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAR6 1675000.00000000 PA USD 1458572.35000000 0.053736197783 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 355000.00000000 PA USD 430442.64000000 0.015858212887 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAB7 2880000.00000000 PA USD 2788057.67000000 0.102716617648 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AV2 2319000.00000000 PA USD 2200709.39000000 0.081077743620 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1155000.00000000 PA USD 1118239.85000000 0.041197790256 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 2750000.00000000 PA USD 2206185.16000000 0.081279479968 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 825000.00000000 PA USD 782209.49000000 0.028817880623 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAN4 1000000.00000000 PA USD 996918.23000000 0.036728102779 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N American Airlines Pass Through Trust N/A 023765AA8 1853912.50000000 PA USD 1700633.05000000 0.062654111009 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 1530000.00000000 PA USD 1365203.91000000 0.050296351307 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 8091000.00000000 PA USD 6254859.93000000 0.230439299296 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DK3 675000.00000000 PA USD 594245.38000000 0.021892974504 Long DBT CORP US N 2 2031-03-05 Fixed 2.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 5400000.00000000 PA USD 6547578.19000000 0.241223520123 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 650000.00000000 PA USD 605510.44000000 0.022307997792 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 425000.00000000 PA USD 448744.50000000 0.016532483428 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBV5 375000.00000000 PA USD 337468.50000000 0.012432893069 Long DBT CORP US N 2 2050-05-15 Fixed 3.70000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAM0 780000.00000000 PA USD 691448.67000000 0.025474103145 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BN2 2025000.00000000 PA USD 1972275.52000000 0.072661865163 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 2800000.00000000 PA USD 2993068.32000000 0.110269546261 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AE0 850000.00000000 PA USD 683017.47000000 0.025163483907 Long DBT CORP US N 2 2051-03-30 Fixed 3.45000000 N N N N N N Deutsche Bank AG (New York Branch) N/A 251526CK3 990000.00000000 PA USD 821579.28000000 0.030268328262 Long DBT NUSS DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAE8 2223500.00000000 PA USD 2494745.34000000 0.091910510308 Long DBT CORP US Y 2 2033-05-15 Fixed 5.87500000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBD9 2625000.00000000 PA USD 2000105.02000000 0.073687149590 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 50000.00000000 PA USD 49011.57000000 0.001805666629 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 2020000.00000000 PA USD 1684760.68000000 0.062069346864 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 1005000.00000000 PA USD 782713.16000000 0.028836436652 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 2199000.00000000 PA USD 2232720.94000000 0.082257101629 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EM8 965000.00000000 PA USD 734428.71000000 0.027057558316 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 160000.00000000 PA USD 146303.37000000 0.005390056123 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCA2 2245000.00000000 PA USD 1840155.18000000 0.067794335128 Long DBT CORP US N 2 2049-08-01 Fixed 3.20000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAE3 2914000.00000000 PA USD 2383084.35000000 0.087796736285 Long DBT NUSS GB N 2 2041-04-06 Fixed 3.20000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 3370000.00000000 PA USD 3372367.02000000 0.124243532510 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BX1 1340000.00000000 PA USD 1251597.57000000 0.046110907400 Long DBT CORP US N 2 2049-06-15 Fixed 4.10000000 N N N N N N CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO N/A 167560PL9 3205000.00000000 PA USD 3749100.99000000 0.138123029899 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAG8 1485000.00000000 PA USD 1150746.27000000 0.042395380087 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BN8 3037000.00000000 PA USD 3005549.25000000 0.110729364194 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 950000.00000000 PA USD 930627.20000000 0.034285832500 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBR4 70000.00000000 PA USD 56280.74000000 0.002073474775 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 1000000.00000000 PA USD 914339.40000000 0.033685763232 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N State of California N/A 13063BJC7 385000.00000000 PA USD 540079.23000000 0.019897404693 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AD0 480000.00000000 PA USD 374786.55000000 0.013807751242 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHV5 3100000.00000000 PA USD 3376559.90000000 0.124398005086 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AZ2 540000.00000000 PA USD 428177.13000000 0.015774747782 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EH4 2755000.00000000 PA USD 2519234.79000000 0.092812741814 Long DBT CORP US N 2 2045-06-01 Fixed 4.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 5590000.00000000 PA USD 5269617.76000000 0.194141361719 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 530000.00000000 PA USD 483734.49000000 0.017821572052 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 1525000.00000000 PA USD 1399357.31000000 0.051554618583 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAS2 1925000.00000000 PA USD 1761140.59000000 0.064883308029 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCD4 1910000.00000000 PA USD 1447565.91000000 0.053330702480 Long DBT CORP US N 2 2051-11-15 Fixed 2.70000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 1970000.00000000 PA USD 2117137.84000000 0.077998830641 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT63 500000.00000000 PA USD 585656.40000000 0.021576542393 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 337358BA2 440000.00000000 PA USD 542936.40000000 0.020002667522 Long DBT CORP US N 2 2035-04-15 Fixed 7.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1351000.00000000 PA USD 1363666.60000000 0.050239714285 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200HF1 1740000.00000000 PA USD 1575158.98000000 0.058031440462 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N N BRK: CITIGROUP N/A N/A 780000.00000000 NC USD 163840.11000000 0.006036138389 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -780000.00000000 USD 163840.11000000 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 475000.00000000 PA USD 348467.90000000 0.012838129007 Long DBT NUSS US N 2 2050-09-02 Fixed 3.55000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 2198000.00000000 PA USD 2193280.54000000 0.080804052601 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAK0 1560000.00000000 PA USD 1246485.26000000 0.045922561514 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DH6 565000.00000000 PA USD 481289.71000000 0.017731502347 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 810000.00000000 PA USD 644751.75000000 0.023753712018 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AF2 1780000.00000000 PA USD 1641486.88000000 0.060475069092 Long DBT CORP US N 2 2049-04-01 Fixed 3.95000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 1065000.00000000 PA USD 1000359.46000000 0.036854883336 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBE8 220000.00000000 PA USD 214148.37000000 0.007889577205 Long DBT CORP US N 2 2048-04-15 Fixed 4.35000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MM0 4495000.00000000 PA USD 4775181.94000000 0.175925535117 Long DBT CORP US N 2 2041-03-26 Fixed 5.31600000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 470000.00000000 PA USD 439447.03000000 0.016189949384 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 6538000.00000000 PA USD 6844370.42000000 0.252157832687 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDV0 2175000.00000000 PA USD 1571859.65000000 0.057909887734 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BN9 1105000.00000000 PA USD 832247.49000000 0.030661362617 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AP6 3665000.00000000 PA USD 3208188.43000000 0.118194923962 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 2995000.00000000 PA USD 2855856.22000000 0.105214427436 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CP2 500000.00000000 PA USD 447816.05000000 0.016498277808 Long DBT CORP US N 2 2046-05-15 Fixed 3.60000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACM5 1095000.00000000 PA USD 851203.76000000 0.031359742697 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAD0 2000000.00000000 PA USD 1614421.20000000 0.059477925047 Long DBT CORP FR N 2 2048-09-20 Fixed 4.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 840000.00000000 PA USD 769566.48000000 0.028352091397 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 1690000.00000000 PA USD 2020598.65000000 0.074442168534 Long DBT USGA US N 2 2049-02-15 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDW8 1320000.00000000 PA USD 1230023.44000000 0.045316081064 Long SN UST US N 2 2029-01-31 Fixed 1.75000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KB5 2005000.00000000 PA USD 1506043.12000000 0.055485098813 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 4215000.00000000 PA USD 3487340.52000000 0.128479344834 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 1710000.00000000 PA USD 1685466.13000000 0.062095336799 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 400000.00000000 PA USD 389851.97000000 0.014362786025 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAT1 2495000.00000000 PA USD 2497331.28000000 0.092005780579 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 2508000.00000000 PA USD 2458420.50000000 0.090572243621 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 830000.00000000 PA USD 795090.96000000 0.029292455106 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 845000.00000000 PA USD 796123.39000000 0.029330491521 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 1057000.00000000 PA USD 1034688.01000000 0.038119603425 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N LOS ANGELES CNTY CALIF MET TRANSN AUTH SALES TAX REV N/A 5447122H4 960000.00000000 PA USD 1083400.13000000 0.039914237826 Long DBT MUN US N 2 2039-06-01 Fixed 5.73500000 N N N N N N SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV N/A 79741TAR5 1000000.00000000 PA USD 1249894.90000000 0.046048178244 Long DBT MUN US N 2 2049-05-01 Fixed 6.13800000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CM4 50000.00000000 PA USD 48787.98000000 0.001797429207 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DL8 55000.00000000 PA USD 55850.22000000 0.002057613712 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAF9 2094000.00000000 PA USD 2369704.14000000 0.087303787402 Long DBT CORP US N 2 2040-01-15 Fixed 5.50000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 1945000.00000000 PA USD 1726226.22000000 0.063597005371 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 3696000.00000000 PA USD 4093817.37000000 0.150822946756 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971MZG0 4000000.00000000 PA USD 4367614.80000000 0.160910093171 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 1405000.00000000 PA USD 1543083.85000000 0.056849740062 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBX3 1495000.00000000 PA USD 1240027.14000000 0.045684633780 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BQ4 2505000.00000000 PA USD 2101361.78000000 0.077417614714 Long DBT CORP US N 2 2048-02-01 Fixed 3.85000000 N N N N N N CARILION MEDICAL CENTER 549300T34KS1S8BFY317 14215GAA4 535000.00000000 PA USD 408482.10000000 0.015049150572 Long DBT CORP US N 2 2051-07-01 Fixed 3.14700000 N N N N N N EVERGY KANSAS CENTRAL, INC. J75GNWGEO73W89ZV3S44 30036FAA9 930000.00000000 PA USD 767123.63000000 0.028262092796 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 2225000.00000000 PA USD 1901038.11000000 0.070037362132 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 1315000.00000000 PA USD 1040213.38000000 0.038323167119 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAV8 1540000.00000000 PA USD 1402717.58000000 0.051678416441 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AG5 1760000.00000000 PA USD 2153030.48000000 0.079321174371 Long DBT CORP US N 2 2034-02-01 Fixed 6.50000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AD5 1160000.00000000 PA USD 1063668.73000000 0.039187300685 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 780000.00000000 PA USD 700998.07000000 0.025825918704 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAE7 1313000.00000000 PA USD 1473190.87000000 0.054274768038 Long DBT CORP US N 2 2042-08-15 Fixed 6.25000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAY2 4510000.00000000 PA USD 4118103.64000000 0.151717692778 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBK6 1557000.00000000 PA USD 1309139.64000000 0.048230851641 Long DBT CORP US N 2 2049-08-26 Fixed 3.25000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFV1 1465000.00000000 PA USD 1064441.58000000 0.039215773747 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N RWJ BARNABAS HEALTH, INC. 549300HV60S88R85TC91 78349AAB9 50000.00000000 PA USD 46231.55000000 0.001703246132 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BA1 5652000.00000000 PA USD 6082523.75000000 0.224090151752 Long DBT CORP US N 2 2041-05-15 Fixed 4.85000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EU3 1915000.00000000 PA USD 2302901.86000000 0.084842681835 Long DBT CORP US N 2 2038-04-01 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 4664000.00000000 PA USD 3530425.29000000 0.130066658430 Long DBT CORP US N 2 2052-07-21 Fixed 2.97200000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AE1 940000.00000000 PA USD 765338.28000000 0.028196317574 Long DBT CORP TW N 2 2051-10-25 Fixed 3.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 930000.00000000 PA USD 898814.09000000 0.033113785347 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 1290000.00000000 PA USD 984201.01000000 0.036259579534 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368BW2 2275000.00000000 PA USD 2101044.90000000 0.077405940335 Long DBT CORP US N 2 2047-05-04 Fixed 3.90000000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 1170000.00000000 PA USD 1663651.20000000 0.061291638996 Long DBT CORP US N 2 2039-08-15 Fixed 9.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 1100000.00000000 PA USD 917443.93000000 0.033800139210 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 620000.00000000 PA USD 479552.18000000 0.017667488892 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBE3 610000.00000000 PA USD 544989.14000000 0.020078293830 Long DBT CORP US N 2 2062-03-01 Fixed 3.90000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAV7 2265000.00000000 PA USD 2212333.72000000 0.081506003004 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAW7 2715000.00000000 PA USD 2647655.59000000 0.097543974727 Long DBT CORP US N 2 2045-11-03 Fixed 4.35000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 750000.00000000 PA USD 567116.60000000 0.020893505751 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 4345000.00000000 PA USD 3348389.09000000 0.123360146239 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N EAST BAY CALIF MUN UTIL DIST WTR SYS REV N/A 271014TU6 1255000.00000000 PA USD 1499662.63000000 0.055250031096 Long DBT MUN US N 2 2040-06-01 Fixed 5.87400000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1555000.00000000 PA USD 1385201.04000000 0.051033078376 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 3395000.00000000 PA USD 3269575.80000000 0.120456535363 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BL2 800000.00000000 PA USD 843003.04000000 0.031057614721 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY 549300G6UZOB126GBY72 36164QNA2 62000.00000000 PA USD 61131.17000000 0.002252172572 Long DBT NUSS US N 2 2035-11-15 Fixed 4.41800000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDT5 8383000.00000000 PA USD 6251778.17000000 0.230325762203 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N COMMONWEALTH FING AUTH PA REV N/A 20281PKG6 2865000.00000000 PA USD 2732688.00000000 0.100676708185 Long DBT MUN US N 2 2038-06-01 Fixed 4.14400000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCA8 810000.00000000 PA USD 750573.33000000 0.027652352598 Long DBT CORP US N 2 2042-10-15 Fixed 3.95000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 4900000.00000000 PA USD 4530918.48000000 0.166926468599 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452AJ9 1815000.00000000 PA USD 1427504.22000000 0.052591596915 Long DBT CORP US N 2 2051-06-03 Fixed 3.05000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 2405000.00000000 PA USD 2205118.65000000 0.081240187991 Long DBT NUSS NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N ELM ROAD GENERATING STATION SUPERCRITICAL, LLC N/A 28932MAJ4 1000000.00000000 PA USD 1063643.96000000 0.039186388118 Long DBT CORP US N 2 2041-01-19 Fixed 5.84800000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 4909000.00000000 PA USD 4095078.18000000 0.150869397064 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 69448FAA9 1350000.00000000 PA USD 1172665.44000000 0.043202918263 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N State of California N/A 13063A7D0 9875000.00000000 PA USD 12998421.03000000 0.478883151283 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N DOMINION ENERGY SOUTH CAROLINA, INC. 3QRVFYR22IUIEOORTK28 837004CJ7 275000.00000000 PA USD 282360.97000000 0.010402641274 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AF0 40000.00000000 PA USD 40016.38000000 0.001474269075 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AE8 220000.00000000 PA USD 180870.37000000 0.006663561101 Long DBT NUSS CH N 2 2032-02-11 Fixed 2.09500000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WEG4 1405000.00000000 PA USD 1172364.09000000 0.043191816034 Long DBT CORP US N 2 2031-08-01 Fixed 1.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBU9 3640000.00000000 PA USD 2983802.24000000 0.109928168675 Long DBT CORP US N 2 2031-11-19 Fixed 1.76400000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 1265000.00000000 PA USD 1431464.15000000 0.052737487231 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 5260000.00000000 PA USD 6461131.52000000 0.238038683007 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 4196000.00000000 PA USD 3201323.60000000 0.117942012365 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DN4 1016000.00000000 PA USD 849689.66000000 0.031303960769 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDA4 225000.00000000 PA USD 225559.95000000 0.008309998530 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CN4 1530000.00000000 PA USD 1309901.73000000 0.048258928287 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 1550000.00000000 PA USD 1368042.76000000 0.050400939197 Long DBT CORP LU N 2 2044-03-25 Fixed 5.30000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 1200000.00000000 PA USD 875804.10000000 0.032266059573 Long DBT NUSS GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAA5 2150000.00000000 PA USD 2064460.01000000 0.076058092979 Long DBT CORP US N 2 2042-07-01 Fixed 4.42800000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CR3 50000.00000000 PA USD 37932.85000000 0.001397508413 Long DBT CORP US N 2 2040-09-01 Fixed 2.10000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT63 2500000.00000000 PA USD 2928282.00000000 0.107882711967 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 1260000.00000000 PA USD 1319043.55000000 0.048595727930 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 220000.00000000 PA USD 183518.56000000 0.006761124765 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BD3 3155000.00000000 PA USD 2933996.41000000 0.108093240204 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632MV0 2265000.00000000 PA USD 2467088.06000000 0.090891570748 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAB0 1880000.00000000 PA USD 1714170.46000000 0.063152851398 Long DBT NUSS AU N 2 2080-09-24 Fixed 5.12500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDR9 2003000.00000000 PA USD 1519842.79000000 0.055993501291 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BN1 6610000.00000000 PA USD 7656157.30000000 0.282065392872 Long DBT NUSS CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 465000.00000000 PA USD 430867.90000000 0.015873880163 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131L2B0 3372000.00000000 PA USD 3428278.68000000 0.126303409773 Long DBT NUSS HK N 2 2044-03-11 Fixed 4.87500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 1295000.00000000 PA USD 1154829.72000000 0.042545821083 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 3835000.00000000 PA USD 3685952.96000000 0.135796552896 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 876000.00000000 PA USD 796070.29000000 0.029328535230 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 1811000.00000000 PA USD 1717068.36000000 0.063259614787 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DL9 1614000.00000000 PA USD 1650982.15000000 0.060824890414 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N PROVIDENCE HEALTH & SERVICES N/A 743756AC2 1520000.00000000 PA USD 1316881.69000000 0.048516081462 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 9355000.00000000 PA USD 7824580.47000000 0.288270378709 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST N/A 797661YG4 665000.00000000 PA USD 592075.04000000 0.021813015619 Long DBT MUN US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 695000.00000000 PA USD 573171.02000000 0.021116560515 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BA1 1430000.00000000 PA USD 1125422.86000000 0.041462424126 Long DBT CORP US N 2 2033-03-15 Fixed 1.80000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AD0 9000.00000000 PA USD 7027.25000000 0.000258895416 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAV7 190000.00000000 PA USD 174376.00000000 0.006424297858 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 1015000.00000000 PA USD 948272.98000000 0.034935931979 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KA8 2265000.00000000 PA USD 2036415.32000000 0.075024880599 Long DBT CORP US N 2 2043-03-15 Fixed 4.30000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAN2 1205000.00000000 PA USD 1061784.34000000 0.039117876667 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAH1 1160000.00000000 PA USD 1357753.34000000 0.050021860087 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AP0 1925000.00000000 PA USD 1863853.57000000 0.068667422687 Long DBT CORP US N 2 2046-05-01 Fixed 4.25000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 3820000.00000000 PA USD 3073700.73000000 0.113240176502 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 6829000.00000000 PA USD 5163785.70000000 0.190242335039 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 1260000.00000000 PA USD 1118353.64000000 0.041201982466 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 4445000.00000000 PA USD 4078782.45000000 0.150269035642 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 900000.00000000 PA USD 786106.42000000 0.028961449916 Long DBT CORP US N 2 2042-11-28 Fixed 4.11900000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAB3 850000.00000000 PA USD 906557.67000000 0.033399071535 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 2870000.00000000 PA USD 2663035.83000000 0.098110607996 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 1475000.00000000 PA USD 1535314.12000000 0.056563490465 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 2890000.00000000 PA USD 2710097.50000000 0.099844437112 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AT9 1960000.00000000 PA USD 1742074.28000000 0.064180873896 Long DBT NUSS NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 6851000.00000000 PA USD 7703549.26000000 0.283811390413 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAE7 1460000.00000000 PA USD 1350548.63000000 0.049756426753 Long DBT CORP US N 2 2047-07-01 Fixed 4.36800000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CL4 595000.00000000 PA USD 469524.06000000 0.017298036502 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 1100000.00000000 PA USD 1048514.28000000 0.038628985890 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EB8 2043000.00000000 PA USD 2471139.99000000 0.091040850495 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 250847EK2 80000.00000000 PA USD 71910.18000000 0.002649288981 Long DBT CORP US N 2 2042-06-15 Fixed 3.95000000 N N N N N N BAY AREA TOLL AUTH CALIF TOLL BRDG REV N/A 072024ND0 2545000.00000000 PA USD 3298008.75000000 0.121504051878 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 1395000.00000000 PA USD 1022497.57000000 0.037670487620 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XBQ3 1080000.00000000 PA USD 701109.79000000 0.025830034652 Long DBT CORP US N 2 2050-10-15 Fixed 2.12500000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AL8 2404000.00000000 PA USD 2132201.26000000 0.078553791741 Long DBT CORP US N 2 2047-03-01 Fixed 4.10000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBB1 1085000.00000000 PA USD 1074959.08000000 0.039603255698 Long DBT CORP US N 2 2043-03-15 Fixed 5.12500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 500000.00000000 PA USD 416987.34000000 0.015362497565 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CX1 775000.00000000 PA USD 868065.43000000 0.031980954277 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 59562EAH8 635000.00000000 PA USD 708195.12000000 0.026091069831 Long DBT CORP US N 2 2036-10-15 Fixed 5.80000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BC7 580000.00000000 PA USD 613310.57000000 0.022595367375 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 1099000.00000000 PA USD 855922.15000000 0.031533575924 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N IDAHO POWER COMPANY TN0LL73P2C8X3W6KM391 45138LBF9 1450000.00000000 PA USD 1361099.53000000 0.050145139215 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACM5 405000.00000000 PA USD 314828.79000000 0.011598809018 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBB6 1100000.00000000 PA USD 1041905.77000000 0.038385517542 Long DBT CORP US N 2 2047-06-15 Fixed 4.12500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAK7 235000.00000000 PA USD 229165.65000000 0.008442838432 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 2300000.00000000 PA USD 1782736.58000000 0.065678939724 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 645000.00000000 PA USD 608546.54000000 0.022419852696 Long DBT CORP DE N 2 2038-06-25 Fixed 4.62500000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 1965000.00000000 PA USD 1981131.92000000 0.072988149465 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAD1 320000.00000000 PA USD 314711.58000000 0.011594490809 Long DBT NUSS AU N 2 2042-04-27 Fixed 4.62500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBG2 3080000.00000000 PA USD 3175656.24000000 0.116996384722 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 1050000.00000000 PA USD 1005510.65000000 0.037044661625 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DE0 3520000.00000000 PA USD 3527507.14000000 0.129959148998 Long DBT CORP US N 2 2043-06-15 Fixed 4.30000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 60000.00000000 PA USD 56645.75000000 0.002086922342 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 1245000.00000000 PA USD 969174.96000000 0.035705995206 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBR0 500000.00000000 PA USD 413879.08000000 0.015247984168 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AJ5 2660000.00000000 PA USD 2220074.46000000 0.081791184562 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FL20 750000.00000000 PA USD 931431.38000000 0.034315459810 Long DBT MUN US N 2 2042-06-15 Fixed 6.01100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDV0 14755000.00000000 PA USD 10663351.30000000 0.392855352354 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 2023000.00000000 PA USD 1897816.03000000 0.069918655420 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 1150000.00000000 PA USD 1290530.00000000 0.047545241979 Long DBT NUSS BR N 2 2036-11-21 Fixed 6.87500000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 550000.00000000 PA USD 472339.62000000 0.017401766351 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 1070000.00000000 PA USD 975672.04000000 0.035945358290 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCZ0 850000.00000000 PA USD 819597.10000000 0.030195301500 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 1439000.00000000 PA USD 1465757.56000000 0.054000912705 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 1477000.00000000 PA USD 1431497.29000000 0.052738708163 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162CY4 696000.00000000 PA USD 490615.93000000 0.018075095589 Long DBT CORP US N 2 2053-09-01 Fixed 2.77000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAE3 1910000.00000000 PA USD 1546123.70000000 0.056961733122 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 475000.00000000 PA USD 430615.20000000 0.015864570280 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 4645000.00000000 PA USD 4263773.70000000 0.157084416722 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 490000.00000000 PA USD 439462.88000000 0.016190533324 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 5516000.00000000 PA USD 4264220.42000000 0.157100874620 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 2751000.00000000 PA USD 2118993.05000000 0.078067179620 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 2970000.00000000 PA USD 2598370.97000000 0.095728248488 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 4075000.00000000 PA USD 5077734.15000000 0.187072054791 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 3995000.00000000 PA USD 4079639.23000000 0.150300600823 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N THE TRUSTEES OF PRINCETON UNIVERSITY 549300PJZYINN64GDJ90 89837LAB1 1039000.00000000 PA USD 1232059.03000000 0.045391075538 Long DBT CORP US N 2 2039-03-01 Fixed 5.70000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 1095000.00000000 PA USD 935134.80000000 0.034451899878 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CE5 125000.00000000 PA USD 132641.89000000 0.004886744792 Long DBT CORP US N 2 2035-10-01 Fixed 5.80000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 2025000.00000000 PA USD 2021843.23000000 0.074488020902 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 1995000.00000000 PA USD 1485439.89000000 0.054726042026 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N ADVOCATE HEALTH AND HOSPITALS CORPORATION 549300AEHU3PPOUCIL87 007589AB0 1717000.00000000 PA USD 1659993.66000000 0.061156889223 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 2002000.00000000 PA USD 1801058.62000000 0.066353953730 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 1785000.00000000 PA USD 1530093.31000000 0.056371147261 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 1245000.00000000 PA USD 1111036.33000000 0.040932400764 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 1587000.00000000 PA USD 1498279.96000000 0.055199091266 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDT5 7958000.00000000 PA USD 5934826.52000000 0.218648743540 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBG5 1150000.00000000 PA USD 958447.32000000 0.035310771353 Long DBT CORP US N 2 2051-09-15 Fixed 3.30000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 1481000.00000000 PA USD 1387175.24000000 0.051105811142 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N SAN JOSE CALIF REDEV AGY SUCCESSOR AGY TAX ALLOCATION N/A 798170AN6 1250000.00000000 PA USD 1163841.38000000 0.042877825419 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 685000.00000000 PA USD 662029.73000000 0.024390261141 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N DALLAS FT WORTH TEX INTL ARPT REV N/A 23503CAP2 400000.00000000 PA USD 384728.16000000 0.014174016461 Long DBT MUN US N 2 2051-11-01 Fixed 4.08700000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FH1 280000.00000000 PA USD 302551.55000000 0.011146495359 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 3009000.00000000 PA USD 2152006.50000000 0.079283449268 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 760000.00000000 PA USD 715958.76000000 0.026377095063 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 264399ED4 110000.00000000 PA USD 126406.38000000 0.004657018376 Long DBT CORP US N 2 2032-10-15 Fixed 6.45000000 N N N N N N WASTE CONNECTIONS, INC. 549300HDLRTPBQU69P29 94106BAD3 350000.00000000 PA USD 263060.03000000 0.009691562986 Long DBT NUSS US N 2 2052-01-15 Fixed 2.95000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 1115000.00000000 PA USD 1432332.67000000 0.052769484933 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBD1 2585000.00000000 PA USD 2497380.13000000 0.092007580293 Long DBT CORP US N 2 2025-05-15 Fixed 3.66300000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AN4 445000.00000000 PA USD 428142.32000000 0.015773465325 Long DBT CORP US N 2 2048-09-24 Fixed 4.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AT1 2215000.00000000 PA USD 1998178.28000000 0.073616165328 Long DBT NUSS FR N 2 2048-09-21 Fixed 5.00000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 4715000.00000000 PA USD 4595380.07000000 0.169301339307 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EH5 990000.00000000 PA USD 1231749.29000000 0.045379664208 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EN6 2560000.00000000 PA USD 2232132.38000000 0.082235418113 Long DBT CORP US N 2 2031-06-15 Fixed 2.25000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV N/A 576000B85 1120000.00000000 PA USD 893337.87000000 0.032912032419 Long DBT MUN US N 2 2037-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 6449000.00000000 PA USD 5393983.91000000 0.198723214676 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N NEW YORK ST URBAN DEV CORP ST SALES TAX REV N/A 64985TDM0 810000.00000000 PA USD 665152.16000000 0.024505296584 Long DBT MUN US N 2 2035-03-15 Fixed 2.59000000 N N N N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 914453AA3 4255000.00000000 PA USD 3889014.47000000 0.143277671994 Long DBT CORP US N 2 2052-04-01 Fixed 4.06300000 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315BA0 3210000.00000000 PA USD 2822454.77000000 0.103983863231 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CN2 12000.00000000 PA USD 10970.64000000 0.000404176372 Long DBT CORP US N 2 2042-04-01 Fixed 4.50000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 1360000.00000000 PA USD 1161241.79000000 0.042782052259 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AP5 1640000.00000000 PA USD 1167368.10000000 0.043007755568 Long DBT NUSS CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 1975000.00000000 PA USD 1981921.35000000 0.073017233361 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AD6 940000.00000000 PA USD 715046.63000000 0.026343490697 Long DBT CORP US N 2 2070-01-22 Fixed 3.70000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CA2 840000.00000000 PA USD 699861.19000000 0.025784034180 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAF6 1870000.00000000 PA USD 1708852.73000000 0.062956937502 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N ORLANDO HEALTH, INC. 549300TMK1PZT9ZBF098 686514AH3 645000.00000000 PA USD 516876.42000000 0.019042575114 Long DBT CORP US N 2 2050-10-01 Fixed 3.32700000 N N N N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572QAH8 1634000.00000000 PA USD 1587758.26000000 0.058495618604 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 2200000.00000000 PA USD 1991113.63000000 0.073355892034 Long DBT NUSS NO N 2 2050-04-06 Fixed 3.70000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FZ1 1700000.00000000 PA USD 1212058.21000000 0.044654212523 Long DBT CORP US N 2 2060-12-01 Fixed 3.00000000 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AJ9 3105000.00000000 PA USD 3142932.29000000 0.115790780728 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 1695000.00000000 PA USD 1707657.33000000 0.062912897006 Long DBT NUSS NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 2615000.00000000 PA USD 2243638.10000000 0.082659307710 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBN1 25000.00000000 PA USD 28645.24000000 0.001055337626 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DQ0 750000.00000000 PA USD 639502.50000000 0.023560321037 Long DBT CORP US N 2 2041-05-05 Fixed 2.87500000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 2084000.00000000 PA USD 2119177.63000000 0.078073979850 Long DBT NUSS GB N 2 2045-11-16 Fixed 4.37500000 N N N N N N MUTUAL OF OMAHA INSURANCE COMPANY P2LER0UPV1DKOU8RO042 628312AD2 555000.00000000 PA USD 545357.49000000 0.020091864449 Long DBT CORP US N 2 2054-07-15 Fixed 4.29700000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FZ6 1820000.00000000 PA USD 1572848.93000000 0.057946334431 Long DBT CORP US N 2 2053-02-14 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 755000.00000000 PA USD 915448.43000000 0.033726621716 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N THE NARRAGANSETT ELECTRIC COMPANY VAI0KZ806W8MCH0BCZ61 631005BF1 1000000.00000000 PA USD 868925.19000000 0.032012629246 Long DBT CORP US N 2 2042-12-10 Fixed 4.17000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 4278000.00000000 PA USD 3484490.51000000 0.128374345791 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 1125000.00000000 PA USD 861945.03000000 0.031755468702 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N UNIVERSITY TEX PERM UNIV FD N/A 9151153X5 4540000.00000000 PA USD 5076588.05000000 0.187029830588 Long DBT MUN US N 2 2039-07-01 Fixed 5.26200000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 2560000.00000000 PA USD 3122813.29000000 0.115049563768 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 1136000.00000000 PA USD 905216.31000000 0.033349653632 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 345000.00000000 PA USD 316575.92000000 0.011663176153 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AB0 1328000.00000000 PA USD 1308714.09000000 0.048215173681 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 1640000.00000000 PA USD 1423366.30000000 0.052439149155 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 325000.00000000 PA USD 272832.33000000 0.010051590547 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 3000000.00000000 PA USD 3394776.63000000 0.125069139299 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 3745000.00000000 PA USD 3566500.87000000 0.131395741970 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 470000.00000000 PA USD 528487.54000000 0.019470347820 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N ERP OPERATING LIMITED PARTNERSHIP DX5HQV5MLU50FEWZ5072 26884ABE2 900000.00000000 PA USD 865699.48000000 0.031893788798 Long DBT CORP US N 2 2045-06-01 Fixed 4.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAB0 3175000.00000000 PA USD 2988382.23000000 0.110096903019 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N BARRICK (PD) AUSTRALIA FINANCE PTY LTD 5493008DX0TK7OFLV260 06849UAD7 1245000.00000000 PA USD 1382902.71000000 0.050948404129 Long DBT NUSS CA N 2 2039-10-15 Fixed 5.95000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QAQ8 6384000.00000000 PA USD 7249820.93000000 0.267095294512 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N SHARP HEALTHCARE 549300DEPBQ9WUW1K512 819892AL4 1500000.00000000 PA USD 1086464.69000000 0.040027141243 Long DBT CORP US N 2 2050-08-01 Fixed 2.68000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CH1 1715000.00000000 PA USD 2298313.31000000 0.084673632127 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAF3 3605000.00000000 PA USD 3834999.83000000 0.141287684059 Long DBT NUSS GB N 2 2041-10-15 Fixed 5.12500000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AF8 1000000.00000000 PA USD 919263.94000000 0.033867191363 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 6352000.00000000 PA USD 4803099.55000000 0.176954065661 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N US Airways Pass Through Trusts N/A 90345WAA2 535829.97000000 PA USD 539135.77000000 0.019862646079 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 16412000.00000000 PA USD 14209201.88000000 0.523490303769 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBB7 1255000.00000000 PA USD 909719.94000000 0.033515574749 Long DBT NUSS FR N 2 2041-03-01 Fixed 3.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 1496000.00000000 PA USD 1607735.13000000 0.059231599261 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AL5 3086000.00000000 PA USD 2898494.33000000 0.106785285345 Long DBT CORP US N 2 2048-03-01 Fixed 4.10000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JU6 1539000.00000000 PA USD 1508237.84000000 0.055565955898 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 1529000.00000000 PA USD 1353727.75000000 0.049873550749 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N MISSOURI ST HEALTH & EDL FACS AUTH EDL FACS REV N/A 60636AEE9 675000.00000000 PA USD 568048.55000000 0.020927840318 Long DBT MUN US N 2 2047-02-15 Fixed 3.68500000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AV7 250000.00000000 PA USD 190335.74000000 0.007012280858 Long DBT CORP US N 2 2041-08-19 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 1075000.00000000 PA USD 903598.01000000 0.033290032806 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAX8 3724000.00000000 PA USD 2834303.00000000 0.104420371458 Long DBT CORP US N 2 2051-06-15 Fixed 2.90000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAE1 670000.00000000 PA USD 605828.73000000 0.022319724118 Long DBT CORP US N 2 2052-03-24 Fixed 4.00000000 N N N N N N DEVON FINANCING COMPANY, L.L.C. N/A 25179SAD2 815000.00000000 PA USD 1000554.13000000 0.036862055298 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AJ5 4170000.00000000 PA USD 3139545.17000000 0.115665993672 Long DBT CORP US N 2 2061-12-15 Fixed 3.05000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AY1 205000.00000000 PA USD 174583.94000000 0.006431958709 Long DBT CORP US N 2 2052-02-25 Fixed 3.75000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAN8 500000.00000000 PA USD 500046.44000000 0.018422531046 Long DBT CORP US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 1465000.00000000 PA USD 1394966.64000000 0.051392859098 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 500000.00000000 PA USD 504207.70000000 0.018575838689 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2L8 375000.00000000 PA USD 295947.00000000 0.010903172904 Long DBT NUSS SA N 2 2050-11-24 Fixed 3.25000000 N N N N N N HOAG MEMORIAL HOSPITAL PRESBYTERIAN FZFVQHQN7LISVXIZDB30 43371HAA1 1385000.00000000 PA USD 1239009.24000000 0.045647132674 Long DBT CORP US N 2 2052-07-15 Fixed 3.80300000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 1070000.00000000 PA USD 1069436.08000000 0.039399779319 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAD4 850000.00000000 PA USD 997486.93000000 0.036749054619 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 4155000.00000000 PA USD 3384305.30000000 0.124683358327 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 5945000.00000000 PA USD 5316499.36000000 0.195868556760 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 5040000.00000000 PA USD 4742626.90000000 0.174726154045 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 75000.00000000 PA USD 67211.33000000 0.002476175639 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 4775000.00000000 PA USD 4498803.78000000 0.165743310376 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAU2 795000.00000000 PA USD 619274.23000000 0.022815078391 Long DBT CORP US N 2 2050-07-01 Fixed 2.90000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 185000.00000000 PA USD 144152.82000000 0.005310826334 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 1230000.00000000 PA USD 1388771.41000000 0.051164616663 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAG1 1200000.00000000 PA USD 1041002.39000000 0.038352235542 Long DBT NUSS CA N 2 2047-07-26 Fixed 4.50000000 N N N N N N KYNDRYL HOLDINGS, INC. 549300LQ4LWX2R8ZV130 50155QAG5 850000.00000000 PA USD 592681.57000000 0.021835361179 Long DBT CORP US N 2 2041-10-15 Fixed 4.10000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 1590000.00000000 PA USD 1953079.68000000 0.071954658931 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 2855000.00000000 PA USD 3137565.23000000 0.115593049435 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 2480000.00000000 PA USD 2314454.25000000 0.085268290831 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 75000.00000000 PA USD 73097.24000000 0.002693022218 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 975000.00000000 PA USD 922814.86000000 0.033998013080 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 3575000.00000000 PA USD 2939315.74000000 0.108289213046 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 780000.00000000 PA USD 646964.59000000 0.023835236673 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAK8 1570000.00000000 PA USD 1723582.52000000 0.063499607126 Long DBT CORP CA N 2 2043-05-01 Fixed 5.75000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 2215000.00000000 PA USD 2186918.52000000 0.080569665349 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QAZ6 900000.00000000 PA USD 915151.10000000 0.033715667592 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EK5 1120000.00000000 PA USD 1126505.54000000 0.041502311833 Long DBT CORP US N 2 2048-09-15 Fixed 4.20000000 N N N N N N JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV N/A 47770VBQ2 460000.00000000 PA USD 393105.42000000 0.014482648460 Long DBT MUN US N 2 2038-01-01 Fixed 2.83300000 N N N N N N UNIVERSITY MICH UNIV REVS N/A 914455UK4 1030000.00000000 PA USD 942087.13000000 0.034708035118 Long DBT MUN US N 2 2052-04-01 Fixed 3.50400000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 315000.00000000 PA USD 422565.89000000 0.015568020497 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N BRK: CITIGROUP N/A N/A 14240000.00000000 NC USD -417354.05000000 -0.01537600776 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-09-28 0.00000000 USD 0.00000000 USD -14240000.00000000 USD -417354.05000000 N N N United States of America 254900HROIFWPRGM1V77 912810TD0 11415000.00000000 PA USD 9547577.34000000 0.351748409530 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AN7 530000.00000000 PA USD 461392.65000000 0.016998462020 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N DARTMOUTH-HITCHCOCK HEALTH N/A 23745QAA2 3560000.00000000 PA USD 3352570.73000000 0.123514204715 Long DBT CORP US N 2 2048-08-01 Fixed 4.17800000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967DR9 690000.00000000 PA USD 769464.77000000 0.028348344234 Long DBT CORP US N 2 2036-08-25 Fixed 6.12500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 1795000.00000000 PA USD 1690981.55000000 0.062298533918 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 4290000.00000000 PA USD 4176369.83000000 0.153864314788 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAJ3 1255000.00000000 PA USD 1030296.38000000 0.037957808573 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAQ0 245000.00000000 PA USD 238067.54000000 0.008770798661 Long DBT CORP US N 2 2049-04-15 Fixed 4.87500000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2U7 220000.00000000 PA USD 189412.57000000 0.006978269760 Long DBT NUSS FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 710000.00000000 PA USD 687402.85000000 0.025325048500 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 4225000.00000000 PA USD 5063449.05000000 0.186545768276 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAQ0 2625000.00000000 PA USD 2080264.94000000 0.076640372524 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BU9 4255000.00000000 PA USD 3072850.75000000 0.113208861844 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966HTX8 1340000.00000000 PA USD 1521558.74000000 0.056056719704 Long DBT MUN US N 2 2036-12-01 Fixed 5.98500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DQ0 20000.00000000 PA USD 16386.11000000 0.000603691169 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 320000.00000000 PA USD 268830.96000000 0.009904173513 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EH9 4995000.00000000 PA USD 4230636.63000000 0.155863592711 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 3215000.00000000 PA USD 3162545.06000000 0.116513347345 Long DBT CORP US N 2 2053-04-25 Fixed 4.61100000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 790000.00000000 PA USD 774129.86000000 0.028520213801 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 295000.00000000 PA USD 300493.14000000 0.011070660158 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BW2 190000.00000000 PA USD 194330.56000000 0.007159456579 Long DBT CORP US N 2 2052-06-01 Fixed 5.15000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DM0 1371000.00000000 PA USD 1457277.48000000 0.053688492648 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBV5 1035000.00000000 PA USD 931413.05000000 0.034314784503 Long DBT CORP US N 2 2050-05-15 Fixed 3.70000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 1575000.00000000 PA USD 1529237.90000000 0.056339632554 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CJ8 3965000.00000000 PA USD 3416472.82000000 0.125868462526 Long DBT CORP US N 2 2043-03-15 Fixed 3.95000000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 800000.00000000 PA USD 991625.35000000 0.036533104398 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 11319000.00000000 PA USD 9442029.99000000 0.347859872032 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGP3 1284000.00000000 PA USD 1150588.79000000 0.042389578266 Long DBT CORP US N 2 2052-03-01 Fixed 3.87500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 1800000.00000000 PA USD 1349142.35000000 0.049704617092 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDT5 6431000.00000000 PA USD 4796037.87000000 0.176693901787 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAR7 1190000.00000000 PA USD 1061430.96000000 0.039104857568 Long DBT CORP US N 2 2052-03-01 Fixed 3.65000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BQ5 535000.00000000 PA USD 470877.58000000 0.017347902399 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FF0 155000.00000000 PA USD 159577.92000000 0.005879112318 Long DBT CORP US N 2 2041-06-01 Fixed 5.20000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBC1 1445000.00000000 PA USD 1373984.42000000 0.050619839697 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 1845000.00000000 PA USD 2533302.12000000 0.093331005325 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 725000.00000000 PA USD 561949.57000000 0.020703143891 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 2420000.00000000 PA USD 2586866.19000000 0.095304393522 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 1560000.00000000 PA USD 1565466.99000000 0.057674371654 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 2320000.00000000 PA USD 1802462.33000000 0.066405668709 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AJ0 465000.00000000 PA USD 464214.12000000 0.017102409603 Long DBT CORP TW N 2 2052-04-22 Fixed 4.50000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 1010000.00000000 PA USD 794698.25000000 0.029277987026 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 810000.00000000 PA USD 777522.99000000 0.028645222276 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAX7 1230000.00000000 PA USD 1018038.32000000 0.037506201536 Long DBT NUSS FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 2450000.00000000 PA USD 2092556.49000000 0.077093213387 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAN9 405000.00000000 PA USD 298307.98000000 0.010990155280 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAH3 745000.00000000 PA USD 641720.89000000 0.023642050164 Long DBT CORP US N 2 2030-06-01 Fixed 2.12500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 875000.00000000 PA USD 793238.52000000 0.029224208178 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 530000.00000000 PA USD 453884.90000000 0.016721864196 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAR4 3600000.00000000 PA USD 3637065.53000000 0.133995459787 Long DBT CORP US N 2 2043-07-15 Fixed 4.75000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Y6 5910000.00000000 PA USD 4939457.02000000 0.181977698514 Long DBT CORP US N 2 2031-06-07 Fixed 2.67300000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 5560000.00000000 PA USD 4205760.53000000 0.154947116384 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 4285000.00000000 PA USD 4263607.09000000 0.157078278537 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AT7 1500000.00000000 PA USD 1148989.70000000 0.042330665167 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 1000000.00000000 PA USD 972112.36000000 0.035814213840 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N DUKE UNIVERSITY HEALTH SYSTEM, INC. SYIJ9BNVFR17R33OPQ57 26443CAA1 1935000.00000000 PA USD 1779173.08000000 0.065547654539 Long DBT CORP US N 2 2047-06-01 Fixed 3.92000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VAY3 65000.00000000 PA USD 64818.34000000 0.002388013963 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAK8 1270000.00000000 PA USD 1144268.39000000 0.042156724363 Long DBT NUSS NO N 2 2030-05-22 Fixed 2.37500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 5010000.00000000 PA USD 4783314.43000000 0.176225149387 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N CITY OF HOPE 549300QIQJNNQEIXBL15 17858PAA9 920000.00000000 PA USD 1000663.59000000 0.036866087984 Long DBT CORP US N 2 2043-11-15 Fixed 5.62300000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 20000.00000000 PA USD 20857.62000000 0.000768428932 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 910000.00000000 PA USD 750478.23000000 0.027648848958 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 1002000.00000000 PA USD 841163.07000000 0.030989827208 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAQ5 899000.00000000 PA USD 941394.84000000 0.034682530019 Long DBT NUSS NO N 2 2043-11-08 Fixed 4.80000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AH2 1440000.00000000 PA USD 1243954.28000000 0.045829316059 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 1600000.00000000 PA USD 1246193.84000000 0.045911825123 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 1060000.00000000 PA USD 858049.20000000 0.031611939935 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LJ8 1494000.00000000 PA USD 1407823.93000000 0.051866542751 Long DBT CORP US N 2 2048-04-24 Fixed 4.28100000 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAD3 2245000.00000000 PA USD 2288179.97000000 0.084300303260 Long DBT CORP US N 2 2029-02-15 Fixed 4.87200000 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAC2 2285000.00000000 PA USD 2421340.33000000 0.089206149338 Long DBT NUSS IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 1320000.00000000 PA USD 1165751.73000000 0.042948205846 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DV7 1060000.00000000 PA USD 961441.01000000 0.035421063803 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FN3 2855000.00000000 PA USD 2057857.45000000 0.075814843839 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N COCA-COLA FEMSA, S.A.B. DE C.V. 5493008KEVFYPMGTXO33 191241AF5 3070000.00000000 PA USD 3239494.70000000 0.119348298298 Long DBT NUSS MX N 2 2043-11-26 Fixed 5.25000000 N N N N N N Novant Health, Inc. 549300ZUXEGFGE8EP917 66988AAH7 2330000.00000000 PA USD 1842778.34000000 0.067890976645 Long DBT CORP US N 2 2051-11-01 Fixed 3.16800000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EU3 3306000.00000000 PA USD 2675625.21000000 0.098574421405 Long DBT CORP US N 2 2041-09-22 Fixed 2.50000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAE7 1160000.00000000 PA USD 863047.60000000 0.031796089189 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 740000.00000000 PA USD 679032.40000000 0.025016667392 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N SWISS RE TREASURY (US) CORPORATION 549300G1I1ZMYS87KM16 87089HAB9 3081000.00000000 PA USD 3032308.09000000 0.111715203750 Long DBT CORP CH N 2 2042-12-06 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 3515000.00000000 PA USD 3264076.87000000 0.120253945762 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N United States of America N/A N/A -63.00000000 NC USD -8784562.50000000 -0.32363769129 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Sep 2022 2022-09-24 -8902680.51000000 USD 118118.01000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 935000.00000000 PA USD 870300.89000000 0.032063312290 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAU5 1005000.00000000 PA USD 1036843.88000000 0.038199029212 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 1075000.00000000 PA USD 813723.67000000 0.029978914705 Long DBT CORP US N 2 2052-07-21 Fixed 2.97200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 2870000.00000000 PA USD 2740142.20000000 0.100951333140 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 2810000.00000000 PA USD 2499185.90000000 0.092074107822 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AF0 120000.00000000 PA USD 112506.08000000 0.004144908524 Long DBT CORP US N 2 2046-11-15 Fixed 3.96700000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 2020000.00000000 PA USD 1710727.96000000 0.063026024051 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N THE JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AF5 490000.00000000 PA USD 363765.00000000 0.013401699262 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 5450000.00000000 PA USD 5380905.61000000 0.198241388652 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAQ7 1431000.00000000 PA USD 1184587.94000000 0.043642162718 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 845011AD7 1065000.00000000 PA USD 763708.36000000 0.028136268647 Long DBT CORP US N 2 2051-08-15 Fixed 3.18000000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YF5 136000.00000000 PA USD 160075.74000000 0.005897452824 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 1800000.00000000 PA USD 1763840.20000000 0.064982766090 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 40000.00000000 PA USD 40613.39000000 0.001496263903 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A 13032UD96 1975000.00000000 PA USD 1859106.21000000 0.068492522157 Long DBT MUN US N 2 2041-06-01 Fixed 4.35300000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 4302535.87000000 NS USD 4302535.87000000 0.158512478645 Long STIV RF US N 2 N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAB4 240000.00000000 PA USD 203311.59000000 0.007490332455 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N DOMINION ENERGY SOUTH CAROLINA, INC. 3QRVFYR22IUIEOORTK28 837004CJ7 930000.00000000 PA USD 954893.48000000 0.035179842058 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EM1 65000.00000000 PA USD 74329.81000000 0.002738432119 Long DBT CORP US N 2 2036-06-15 Fixed 6.20000000 N N N N N N UNITED AIR LINES, INC. N/A 90931CAA6 883227.86000000 PA USD 843652.54000000 0.031081543366 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EV1 4655000.00000000 PA USD 3685943.14000000 0.135796191111 Long DBT CORP US N 2 2051-09-22 Fixed 2.65000000 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BQ2 1750000.00000000 PA USD 1681073.08000000 0.061933489631 Long DBT CORP US N 2 2043-06-01 Fixed 4.65000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 2475000.00000000 PA USD 2613276.81000000 0.096277404083 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 485000.00000000 PA USD 499490.15000000 0.018402036410 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CC8 4485000.00000000 PA USD 3635812.84000000 0.133949308633 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AL7 400000.00000000 PA USD 380710.30000000 0.014025991908 Long DBT CORP US N 2 2037-10-01 Fixed 3.61900000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DH6 365000.00000000 PA USD 310921.67000000 0.011454864309 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 1759000.00000000 PA USD 1411156.25000000 0.051989310885 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 755000.00000000 PA USD 756363.15000000 0.027865659063 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAC2 1415000.00000000 PA USD 1081438.51000000 0.039841968527 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677052AA0 1685000.00000000 PA USD 1703776.16000000 0.062769908337 Long DBT CORP US N 2 2040-11-01 Fixed 5.37500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 2565000.00000000 PA USD 2325541.55000000 0.085676765149 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAS7 500000.00000000 PA USD 461902.80000000 0.017017256783 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79771FAA5 835000.00000000 PA USD 676096.74000000 0.024908512862 Long DBT MUN US N 2 2041-11-01 Fixed 2.82500000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAZ1 2015000.00000000 PA USD 1681350.76000000 0.061943719818 Long DBT NUSS AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AQ3 1680000.00000000 PA USD 1653436.88000000 0.060915326693 Long DBT CORP US N 2 2048-12-01 Fixed 4.85000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAE4 1850000.00000000 PA USD 1606616.20000000 0.059190376045 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 1055000.00000000 PA USD 1366842.65000000 0.050356725176 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAE1 810000.00000000 PA USD 588685.13000000 0.021688125774 Long DBT NUSS US N 2 2052-05-15 Fixed 3.45000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 1470000.00000000 PA USD 1355980.14000000 0.049956532491 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N UBS AG LONDON BRANCH N/A 902674XN5 2010000.00000000 PA USD 1940901.25000000 0.071505985595 Long DBT NUSS CH N 2 2048-06-26 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBN1 315000.00000000 PA USD 360929.96000000 0.013297251738 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 6670000.00000000 PA USD 5905404.89000000 0.217564802432 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CS1 985000.00000000 PA USD 715162.81000000 0.026347770959 Long DBT CORP US N 2 2050-09-01 Fixed 2.25000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 602000.00000000 PA USD 524433.46000000 0.019320988863 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FF0 1270000.00000000 PA USD 1036800.66000000 0.038197436916 Long DBT CORP US N 2 2041-10-21 Fixed 2.62500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 3215626.81000000 NS USD 3215626.81000000 0.118468966082 Long STIV RF US N 2 N N N United States of America N/A N/A 498.00000000 NC USD 59487656.25000000 2.191622830321 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2022 2022-09-24 59752915.95000000 USD -265259.70000000 N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBX1 681000.00000000 PA USD 771968.21000000 0.028440575070 Long DBT CORP US N 2 2052-10-01 Fixed 5.35000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBA3 1150000.00000000 PA USD 1019066.29000000 0.037544073637 Long DBT CORP US N 2 2042-09-01 Fixed 3.65000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 1035000.00000000 PA USD 895771.83000000 0.033001703498 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 1765000.00000000 PA USD 2186698.62000000 0.080561563872 Long DBT NUSS CA N 2 2038-08-15 Fixed 7.25000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 1780000.00000000 PA USD 1716495.01000000 0.063238491633 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646139X83 2460000.00000000 PA USD 3208558.07000000 0.118208542106 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 960000.00000000 PA USD 916909.33000000 0.033780443669 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GZ4 1465000.00000000 PA USD 1148314.07000000 0.042305773850 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746NL1 1002000.00000000 PA USD 1089396.55000000 0.040135155774 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 685000.00000000 PA USD 568993.74000000 0.020962662668 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 1120000.00000000 PA USD 1145233.69000000 0.042192287598 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 1935000.00000000 PA USD 1731325.79000000 0.063784881894 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBL8 540000.00000000 PA USD 540393.41000000 0.019908979599 Long DBT CORP DE N 2 2030-04-09 Fixed 4.15000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAY0 560000.00000000 PA USD 567703.98000000 0.020915145794 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DT7 808000.00000000 PA USD 933650.13000000 0.034397202200 Long DBT CORP US N 2 2040-09-15 Fixed 5.60000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 2380000.00000000 PA USD 1702152.03000000 0.062710072724 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 1145000.00000000 PA USD 1100499.64000000 0.040544211821 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N NEW YORK ST URBAN DEV CORP REV N/A 650035TD0 1970000.00000000 PA USD 2112650.06000000 0.077833493464 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BV0 100000.00000000 PA USD 111138.99000000 0.004094542686 Long DBT CORP US N 2 2038-10-01 Fixed 6.15000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAF5 1015000.00000000 PA USD 799957.50000000 0.029471746422 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBF2 695000.00000000 PA USD 631495.15000000 0.023265317130 Long DBT CORP US N 2 2044-06-01 Fixed 4.00000000 N N N N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002BA8 353000.00000000 PA USD 338617.24000000 0.012475214535 Long DBT CORP US N 2 2043-06-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 2460000.00000000 PA USD 2259900.77000000 0.083258451147 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FJ2 3767000.00000000 PA USD 3329224.72000000 0.122654099414 Long DBT CORP US N 2 2042-12-01 Fixed 3.85000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 8220000.00000000 PA USD 6215597.96000000 0.228992823922 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 900000.00000000 PA USD 885361.50000000 0.032618169865 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N United States of America N/A N/A -191.00000000 NC USD -24540515.63000000 -0.90411284816 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2022 2022-09-24 -24700076.26000000 USD 159560.63000000 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FW3 1650000.00000000 PA USD 1273988.58000000 0.046935828935 Long DBT CORP US N 2 2052-03-10 Fixed 2.95000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 2265000.00000000 PA USD 1537456.11000000 0.056642404890 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAE1 960000.00000000 PA USD 868053.11000000 0.031980500388 Long DBT CORP US N 2 2052-03-24 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 240000.00000000 PA USD 242110.58000000 0.008919750886 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 3065000.00000000 PA USD 2556332.42000000 0.094179479353 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N THE EAST OHIO GAS COMPANY BC95Y6MXLT75BGO7UM71 27409LAE3 1235000.00000000 PA USD 924900.48000000 0.034074850742 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AK1 1300000.00000000 PA USD 1059575.92000000 0.039036514852 Long DBT CORP US N 2 2046-11-01 Fixed 3.64000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GDZ5 3000000.00000000 PA USD 3539548.80000000 0.130402783503 Long DBT MUN US N 2 2045-05-15 Fixed 5.94600000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 895000.00000000 PA USD 798696.80000000 0.029425300166 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 1600000.00000000 PA USD 1225877.38000000 0.045163333413 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59022CAJ2 1655000.00000000 PA USD 1881961.47000000 0.069334547424 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KP5 1570000.00000000 PA USD 1269737.56000000 0.046779214385 Long DBT CORP US N 2 2052-02-09 Fixed 3.43000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAY4 680000.00000000 PA USD 599229.98000000 0.022076615344 Long DBT CORP US N 2 2052-03-01 Fixed 3.60000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AN3 115000.00000000 PA USD 96350.65000000 0.003549715984 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BM1 150000.00000000 PA USD 157882.09000000 0.005816635160 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BK9 766000.00000000 PA USD 688924.48000000 0.025381107845 Long DBT NUSS JP N 2 2039-07-18 Fixed 3.75100000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CN6 1810000.00000000 PA USD 1652753.63000000 0.060890154642 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FL6 2715000.00000000 PA USD 2587871.02000000 0.095341413108 Long DBT CORP US N 2 2044-10-01 Fixed 4.05000000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BN1 800000.00000000 PA USD 597474.70000000 0.022011947950 Long DBT CORP US N 2 2051-12-01 Fixed 2.85000000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 82620KBF9 5035000.00000000 PA USD 4089551.21000000 0.150665774424 Long DBT NUSS DE N 2 2041-03-11 Fixed 2.87500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 820000.00000000 PA USD 672293.26000000 0.024768386421 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N NATIONWIDE CHILDREN'S HOSPITAL 549300P18KU1WR8JWZ05 63861UAA7 355000.00000000 PA USD 365440.43000000 0.013463424851 Long DBT CORP US N 2 2052-11-01 Fixed 4.55600000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746AK4 655000.00000000 PA USD 480084.42000000 0.017687097486 Long DBT CORP US N 2 2051-12-01 Fixed 3.37500000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BD8 800000.00000000 PA USD 834631.26000000 0.030749184614 Long DBT CORP US N 2 2052-05-15 Fixed 4.60000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 375000.00000000 PA USD 360425.65000000 0.013278672130 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 5185000.00000000 PA USD 4127207.16000000 0.152053081387 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 1515000.00000000 PA USD 1263810.03000000 0.046560834457 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PDB9 1854000.00000000 PA USD 1756154.28000000 0.064699604190 Long DBT CORP US N 2 2044-06-01 Fixed 4.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 3749000.00000000 PA USD 2916754.09000000 0.107458004854 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAB0 2166000.00000000 PA USD 2488734.13000000 0.091689047472 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 907000.00000000 PA USD 902471.79000000 0.033248541014 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N TRUSTEES OF BOSTON UNIVERSITY 549300M1CR2B2GU2ZU17 89838QAA1 1800000.00000000 PA USD 1695059.05000000 0.062448755706 Long DBT CORP US N 2 2048-10-01 Fixed 4.06100000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GD0 540000.00000000 PA USD 378263.80000000 0.013935858835 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JD3 2870000.00000000 PA USD 2912264.39000000 0.107292596942 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBR0 1490000.00000000 PA USD 1233359.66000000 0.045438992881 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 350000.00000000 PA USD 270218.98000000 0.009955310447 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 3620000.00000000 PA USD 3608121.88000000 0.132929128247 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCD6 2570000.00000000 PA USD 2108918.84000000 0.077696029199 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 1944000.00000000 PA USD 1912380.84000000 0.070455246910 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851AW2 1175000.00000000 PA USD 883659.28000000 0.032555457289 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CX0 1200000.00000000 PA USD 1065146.82000000 0.039241755945 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CG7 300000.00000000 PA USD 286779.13000000 0.010565413535 Long DBT CORP US N 2 2047-03-03 Fixed 3.75000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAE6 1800000.00000000 PA USD 1583158.63000000 0.058326160690 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 3435000.00000000 PA USD 3005186.63000000 0.110716004678 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123CE9 420000.00000000 PA USD 444322.13000000 0.016369556064 Long DBT CORP US N 2 2064-05-15 Fixed 4.75000000 N N N N N N PHARMACIA LLC N/A 71713UAW2 1045000.00000000 PA USD 1202199.08000000 0.044290986002 Long DBT CORP US N 2 2028-12-01 Fixed 6.60000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CX7 2980000.00000000 PA USD 3051174.83000000 0.112410285398 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 1450000.00000000 PA USD 1411216.10000000 0.051991515858 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 450000.00000000 PA USD 447613.77000000 0.016490825481 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 1085000.00000000 PA USD 1267873.80000000 0.046710550410 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FQ1 930000.00000000 PA USD 865554.10000000 0.031888432761 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDT6 1705000.00000000 PA USD 1543213.97000000 0.056854533897 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAD5 2320000.00000000 PA USD 2001432.89000000 0.073736070499 Long DBT CORP US N 2 2049-10-01 Fixed 3.81700000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 2822000.00000000 PA USD 2100929.25000000 0.077401679599 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DG2 145000.00000000 PA USD 137491.62000000 0.005065416800 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KN0 2960000.00000000 PA USD 2443262.14000000 0.090013784775 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 4180000.00000000 PA USD 4112944.40000000 0.151527617914 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 1642000.00000000 PA USD 1638804.95000000 0.060376262392 Long DBT CORP US N 2 2049-02-01 Fixed 4.60000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 2165000.00000000 PA USD 2061503.60000000 0.075949173985 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 415000.00000000 PA USD 499146.50000000 0.018389375780 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 2789000.00000000 PA USD 2516086.03000000 0.092696736331 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062AE1 3553000.00000000 PA USD 4160595.08000000 0.153283147124 Long DBT CORP US N 2 2034-11-01 Fixed 6.12500000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CS9 1110000.00000000 PA USD 1049809.76000000 0.038676713499 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AN5 1680000.00000000 PA USD 1266586.19000000 0.046663112745 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 100000.00000000 PA USD 84430.49000000 0.003110557737 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BQ2 500000.00000000 PA USD 455470.97000000 0.016780297616 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646ZR6 3950000.00000000 PA USD 4767437.89000000 0.175640231613 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAR5 1570000.00000000 PA USD 1439081.72000000 0.053018131005 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 5005000.00000000 PA USD 4597887.54000000 0.169393718615 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CQ3 3835000.00000000 PA USD 3406772.01000000 0.125511068774 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N DISTRICT COLUMBIA WTR & SWR AUTH PUB UTIL REV N/A 254845JZ4 530000.00000000 PA USD 530822.93000000 0.019556387418 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBF1 1245000.00000000 PA USD 961670.39000000 0.035429514538 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N KKR GROUP FINANCE CO. X LLC N/A 48255BAA4 643000.00000000 PA USD 486175.87000000 0.017911516496 Long DBT CORP US N 2 2051-12-15 Fixed 3.25000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BJ0 2262000.00000000 PA USD 2349046.60000000 0.086542729745 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KW9 2395000.00000000 PA USD 2370774.34000000 0.087343215326 Long DBT MUN US N 2 2053-05-15 Fixed 4.56300000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBH4 500000.00000000 PA USD 466845.40000000 0.017199350274 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 3635000.00000000 PA USD 3539544.79000000 0.130402635768 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 475000.00000000 PA USD 431844.33000000 0.015909853445 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1015000.00000000 PA USD 1009925.76000000 0.037207321519 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAC2 2560000.00000000 PA USD 2101462.58000000 0.077421328351 Long DBT CORP US N 2 2052-06-15 Fixed 3.35000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 1285000.00000000 PA USD 1284322.77000000 0.047316557445 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 2255000.00000000 PA USD 1669142.72000000 0.061493955600 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FG7 560000.00000000 PA USD 536627.69000000 0.019770244298 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N WASHINGTON ST N/A 93974CRE2 2495000.00000000 PA USD 2706037.58000000 0.099694863000 Long DBT MUN US N 2 2040-08-01 Fixed 5.14000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DD7 860000.00000000 PA USD 800138.31000000 0.029478407759 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 2620000.00000000 PA USD 2038382.43000000 0.075097352158 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBJ6 3090000.00000000 PA USD 2546321.11000000 0.093810646271 Long DBT CORP US N 2 2041-06-15 Fixed 3.10000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AB6 4275000.00000000 PA USD 5031829.97000000 0.185380869506 Long DBT CORP US N 2 2039-04-01 Fixed 6.45000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CK6 2295000.00000000 PA USD 1743273.42000000 0.064225052180 Long DBT CORP US N 2 2051-09-15 Fixed 2.75000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBT1 110000.00000000 PA USD 81489.17000000 0.003002194684 Long DBT CORP GB N 2 2040-09-25 Fixed 3.73400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEP2 3735000.00000000 PA USD 3739668.75000000 0.137775530706 Long SN UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KC4 3725000.00000000 PA USD 3475820.33000000 0.128054922138 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXE0 950000.00000000 PA USD 899352.18000000 0.033133609465 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 1611000.00000000 PA USD 1552142.79000000 0.057183486271 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GF5 400000.00000000 PA USD 308517.98000000 0.011366308426 Long DBT CORP US N 2 2051-11-15 Fixed 2.95000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 1535000.00000000 PA USD 1171122.91000000 0.043146088927 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 515000.00000000 PA USD 399586.86000000 0.014721435341 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N SUNCOR ENERGY VENTURES CORPORATION N/A 13643EAH8 2375000.00000000 PA USD 2324384.36000000 0.085634132372 Long DBT NUSS CA N 2 2042-04-01 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 2810000.00000000 PA USD 2348735.24000000 0.086531258732 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 1550000.00000000 PA USD 1751763.50000000 0.064537840653 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1200000.00000000 PA USD 1142804.02000000 0.042102774570 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 75000.00000000 PA USD 76394.59000000 0.002814502001 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 890000.00000000 PA USD 815414.42000000 0.030041204708 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BQ4 975000.00000000 PA USD 721970.04000000 0.026598560478 Long DBT CORP US N 2 2051-12-15 Fixed 2.90000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055450AH3 1320000.00000000 PA USD 1440932.50000000 0.053086316776 Long DBT NUSS AU N 2 2026-03-01 Fixed 6.42000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBQ3 1150000.00000000 PA USD 1149413.39000000 0.042346274602 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAY4 1675000.00000000 PA USD 1894501.65000000 0.069796548224 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 30000.00000000 PA USD 29889.84000000 0.001101190732 Long SN UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513YJJ8 1100000.00000000 PA USD 1071248.20000000 0.039466540792 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 1330000.00000000 PA USD 1008556.78000000 0.037156886051 Long DBT CORP CH N 2 2051-12-13 Fixed 2.60700000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 3100000.00000000 PA USD 3292530.31000000 0.121302217162 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 1668000.00000000 PA USD 1950207.12000000 0.071848829109 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AL0 1220000.00000000 PA USD 1027084.34000000 0.037839471751 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBD5 825000.00000000 PA USD 735682.02000000 0.027103732312 Long DBT CORP US N 2 2052-03-01 Fixed 3.70000000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP REV N/A 341271AF1 3812000.00000000 PA USD 3323372.50000000 0.122438494030 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAH7 697000.00000000 PA USD 641090.84000000 0.023618838088 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94980VAG3 4720000.00000000 PA USD 5334470.46000000 0.196530641561 Long DBT CORP US N 2 2036-08-26 Fixed 5.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 160000.00000000 PA USD 124143.49000000 0.004573649796 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 2550000.00000000 PA USD 2077010.47000000 0.076520472511 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAE9 1105000.00000000 PA USD 1095596.60000000 0.040363575786 Long DBT NUSS AU N 2 2052-04-27 Fixed 4.75000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 3670000.00000000 PA USD 3151793.43000000 0.116117239660 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 1122000.00000000 PA USD 1104030.70000000 0.040674301864 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAB0 650000.00000000 PA USD 634277.07000000 0.023367807625 Long DBT CORP US N 2 2045-08-01 Fixed 4.32100000 N N N N N N CITIGROUP CAPITAL III 549300XM9G8HLD2LDU04 17305HAA6 890000.00000000 PA USD 1121077.62000000 0.041302338357 Long DBT CORP US N 2 2036-12-01 Fixed 7.62500000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BA4 1919000.00000000 PA USD 1508887.40000000 0.055589886754 Long DBT CORP US N 2 2051-03-15 Fixed 3.05000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 3255000.00000000 PA USD 2882377.92000000 0.106191530366 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N WEST VIRGINIA UNITED HEALTH SYSTEM, INC. 549300VG6M2WRQ7E7O46 956708AB7 900000.00000000 PA USD 675242.63000000 0.024877046049 Long DBT CORP US N 2 2050-06-01 Fixed 3.12900000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 280000.00000000 PA USD 263005.30000000 0.009689546643 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AW9 806000.00000000 PA USD 683726.51000000 0.025189606104 Long DBT CORP US N 2 2043-03-04 Fixed 4.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAQ6 100000.00000000 PA USD 81765.36000000 0.003012369977 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 3973000.00000000 PA USD 4366215.99000000 0.160858558716 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 3070000.00000000 PA USD 3091183.74000000 0.113884279266 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 2313000.00000000 PA USD 2165151.88000000 0.079767746629 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AP6 5480000.00000000 PA USD 4796963.87000000 0.176728017145 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 1365000.00000000 PA USD 1390381.56000000 0.051223937230 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AF6 165000.00000000 PA USD 166769.28000000 0.006144053816 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AL8 858000.00000000 PA USD 830895.78000000 0.030611563404 Long DBT NUSS FR N 2 2114-01-22 Fixed 6.00000000 N N N N N N UNIVERSITY TEX UNIV REVS N/A 91514AKD6 1220000.00000000 PA USD 890362.95000000 0.032802431487 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBL1 2710000.00000000 PA USD 2704835.39000000 0.099650572348 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PCR5 1390000.00000000 PA USD 1312503.97000000 0.048354799077 Long DBT CORP US N 2 2041-12-01 Fixed 4.12500000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 2793000.00000000 PA USD 2595228.40000000 0.095612471055 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 2965000.00000000 PA USD 3398409.20000000 0.125202969136 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 3743000.00000000 PA USD 3661630.44000000 0.134900471364 Long DBT CORP US N 2 2039-04-22 Fixed 4.45700000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 2603000.00000000 PA USD 3070630.30000000 0.113127056824 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BN9 1505000.00000000 PA USD 1133513.55000000 0.041760498416 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 9279997.63000000 NS USD 9279997.63000000 0.341890334118 Long STIV RF US N 2 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 675000.00000000 PA USD 659672.67000000 0.024303423184 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 03836WAC7 1045000.00000000 PA USD 940701.12000000 0.034656972237 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 570000.00000000 PA USD 494706.58000000 0.018225801845 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FG8 2930000.00000000 PA USD 2363306.24000000 0.087068078272 Long DBT CORP US N 2 2051-10-21 Fixed 2.75000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FD5 648000.00000000 PA USD 698069.48000000 0.025718024645 Long DBT CORP US N 2 2041-03-15 Fixed 5.50000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAN3 275000.00000000 PA USD 248564.66000000 0.009157529780 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BH6 340000.00000000 PA USD 372594.72000000 0.013727000629 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1235000.00000000 PA USD 1176135.80000000 0.043330772017 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 1215000.00000000 PA USD 1101468.35000000 0.040579900687 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAG5 560000.00000000 PA USD 532380.56000000 0.019613773062 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CL4 2552000.00000000 PA USD 2013824.21000000 0.074192587052 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N POMONA COLLEGE 549300MR1BYTPTMF0I60 73211PAA4 1240000.00000000 PA USD 988196.40000000 0.036406776255 Long DBT CORP US N 2 2051-01-01 Fixed 2.88800000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JT8 3420000.00000000 PA USD 2764834.74000000 0.101861046815 Long DBT CORP US N 2 2051-03-15 Fixed 3.12500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 850000.00000000 PA USD 754300.01000000 0.027789649601 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AS6 750000.00000000 PA USD 684011.60000000 0.025200109287 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 1180000.00000000 PA USD 1163070.20000000 0.042849413883 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 4990000.00000000 PA USD 5362699.41000000 0.197570642381 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N DUKE ENERGY FLORIDA PROJECT FINANCE, LLC N/A 26444GAE3 3690000.00000000 PA USD 3227223.37000000 0.118896202373 Long DBT CORP US N 2 2036-09-01 Fixed 3.11200000 N N N N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021AS5 3535000.00000000 PA USD 2526779.96000000 0.093090718253 Long DBT CORP US N 2 2050-09-01 Fixed 2.60000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FA6 40000.00000000 PA USD 43523.32000000 0.001603470497 Long DBT CORP US N 2 2040-06-15 Fixed 5.70000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AZ1 1173000.00000000 PA USD 975176.20000000 0.035927090731 Long DBT NUSS GB N 2 2051-05-28 Fixed 3.00000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BN8 1970000.00000000 PA USD 1949598.96000000 0.071826423497 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXR0 925000.00000000 PA USD 759836.96000000 0.027993639921 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 20670000.00000000 PA USD 17288517.19000000 0.636937330608 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79765RTK5 1000000.00000000 PA USD 1168839.50000000 0.043061964358 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BZ4 3800000.00000000 PA USD 3623074.55000000 0.133480009136 Long DBT NUSS CA N 2 2043-11-07 Fixed 4.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 720000.00000000 PA USD 625978.40000000 0.023062071011 Long DBT CORP DE N 2 2064-07-15 Fixed 4.70000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 805000.00000000 PA USD 692959.34000000 0.025529758705 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BR3 1060000.00000000 PA USD 916544.56000000 0.033767004944 Long DBT CORP US N 2 2047-08-15 Fixed 3.70000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 925000.00000000 PA USD 1044401.27000000 0.038477455856 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 30000.00000000 PA USD 28087.88000000 0.001034803570 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 705000.00000000 PA USD 744387.94000000 0.027424472684 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBH6 600000.00000000 PA USD 521568.75000000 0.019215448248 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 545000.00000000 PA USD 420769.56000000 0.015501840753 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48126BAA1 2300000.00000000 PA USD 2482230.33000000 0.091449436812 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 750000.00000000 PA USD 664026.04000000 0.024463808476 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081EV5 1000000.00000000 PA USD 1140790.51000000 0.042028593559 Long DBT CORP US N 2 2037-02-01 Fixed 5.65000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAW9 405000.00000000 PA USD 326219.27000000 0.012018452984 Long DBT NUSS FR N 2 2060-06-29 Fixed 3.38600000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAK9 723000.00000000 PA USD 816997.23000000 0.030099518025 Long DBT NUSS BR N 2 2039-11-10 Fixed 6.87500000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BG6 1519000.00000000 PA USD 1276134.05000000 0.047014871568 Long DBT CORP US N 2 2050-06-15 Fixed 3.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 956000.00000000 PA USD 930678.22000000 0.034287712161 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 1640000.00000000 PA USD 1241865.47000000 0.045752360873 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 965000.00000000 PA USD 955114.10000000 0.035187970060 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 905000.00000000 PA USD 875191.42000000 0.032243487437 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 1385000.00000000 PA USD 1215739.15000000 0.044789824390 Long DBT CORP DE N 2 2044-07-15 Fixed 4.40000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 2384000.00000000 PA USD 2346415.24000000 0.086445786127 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 325000.00000000 PA USD 259713.35000000 0.009568265806 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N 2022-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO