NPORT-P false 0000939934 XXXXXXXX S000006762 C000018351 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LONG DURATION FUND S000006762 1BMBUNURU48A1EP6KD61 2023-05-31 2023-05-31 N 592349750.08 5163668.80 587186081.28 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 70% LCREDLONG / 30% GOV_10P Index BC60LC_GOV ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAG8 260000.00000000 PA USD 272728.28000000 0.046446652721 Long DBT CORP US N 2 2039-10-15 Fixed 6.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 515000.00000000 PA USD 420859.71000000 0.071673992864 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 1420000.00000000 PA USD 1153719.33000000 0.196482744871 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BC3 381000.00000000 PA USD 309735.30000000 0.052749087533 Long DBT NUSS ZA N 2 2052-03-16 Fixed 4.75000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 731011AW2 295000.00000000 PA USD 296327.50000000 0.050465688722 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 538000.00000000 PA USD 472506.76000000 0.080469679896 Long DBT CORP US N 2 2049-02-01 Fixed 4.60000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAQ3 219000.00000000 PA USD 177888.37000000 0.030295059040 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 480000.00000000 PA USD 467865.45000000 0.079679247331 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBJ9 206000.00000000 PA USD 186885.48000000 0.031827300741 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBH6 370000.00000000 PA USD 256283.62000000 0.043646065220 Long DBT NUSS CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 813000.00000000 PA USD 591579.34000000 0.100748188497 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851AW2 100000.00000000 PA USD 67057.50000000 0.011420144676 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 4410000.00000000 PA USD 3137726.91000000 0.534366704190 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BT2 230000.00000000 PA USD 223007.88000000 0.037979081437 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBC6 400000.00000000 PA USD 370559.20000000 0.063107626664 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N United States of America N/A N/A -110.00000000 NC USD -14117812.50000000 -2.40431661275 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Sep 2023 2023-09-23 -14039486.45000000 USD -78326.05000000 N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 990000.00000000 PA USD 1019500.35000000 0.173624747333 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166CB8 440000.00000000 PA USD 343849.48000000 0.058558860804 Long DBT CORP US N 2 2052-03-09 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DP2 275000.00000000 PA USD 189749.45000000 0.032315045613 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AH7 395000.00000000 PA USD 266671.08000000 0.045415088760 Long DBT CORP US N 2 2040-08-01 Fixed 2.25600000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 270000.00000000 PA USD 235890.97000000 0.040173120160 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBR0 620000.00000000 PA USD 460541.65000000 0.078431976622 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 165000.00000000 PA USD 113265.20000000 0.019289489926 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 176000.00000000 PA USD 133695.43000000 0.022768835001 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 38785000.00000000 PA USD 28500914.84000000 4.853813083898 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AS9 551000.00000000 PA USD 505367.09000000 0.086065917791 Long DBT CORP BE N 2 2040-06-01 Fixed 4.35000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CQ3 584000.00000000 PA USD 454668.39000000 0.077431738335 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 310000.00000000 PA USD 227576.67000000 0.038757163573 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AH0 445000.00000000 PA USD 388365.30000000 0.066140072522 Long DBT CORP US N 2 2032-04-15 Fixed 4.20000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CN6 265000.00000000 PA USD 199513.78000000 0.033977947768 Long DBT CORP US N 2 2053-03-15 Fixed 3.70000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 834000.00000000 PA USD 606908.94000000 0.103358877083 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BP6 160000.00000000 PA USD 120627.10000000 0.020543249209 Long DBT CORP US N 2 2056-09-15 Fixed 3.50000000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41161PHC0 47072.71000000 PA USD 43668.72000000 0.007436947399 Long ABS-MBS US N 2 2034-11-19 Floating 5.93242920 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AE4 179000.00000000 PA USD 151294.87000000 0.025766085883 Long DBT CORP US N 2 2116-08-01 Fixed 4.76300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 225000.00000000 PA USD 189378.04000000 0.032251793092 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CP0 470000.00000000 PA USD 348073.55000000 0.059278235826 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAD8 522000.00000000 PA USD 399302.35000000 0.068002693307 Long DBT NUSS US N 2 2032-05-15 Fixed 3.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABL8 1480000.00000000 PA USD 1068935.99000000 0.182043822917 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 125000.00000000 PA USD 126862.79000000 0.021605210689 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NN7 115000.00000000 PA USD 102108.81000000 0.017389514713 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 1080000.00000000 PA USD 864195.40000000 0.147175729730 Long DBT CORP DE N 2 2044-07-15 Fixed 4.40000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAL6 225000.00000000 PA USD 226460.09000000 0.038567005795 Long DBT CORP US N 2 2043-03-22 Fixed 5.10000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BL5 450000.00000000 PA USD 356284.18000000 0.060676537022 Long DBT CORP US N 2 2049-08-15 Fixed 3.95000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBB4 340000.00000000 PA USD 303861.29000000 0.051748721519 Long DBT CORP US N 2 2035-03-01 Fixed 3.90000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HN6 202000.00000000 PA USD 183470.17000000 0.031245660591 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DF1 50000.00000000 PA USD 43934.13000000 0.007482147721 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV N/A 576000XQ1 240000.00000000 PA USD 199080.00000000 0.033904073401 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 12182000.00000000 PA USD 10353272.39000000 1.763201261077 Long DBT UST US N 1 2052-08-15 Fixed 3.00000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 390000.00000000 PA USD 339698.12000000 0.057851868569 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAG6 1836000.00000000 PA USD 1761477.99000000 0.299986332468 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 435000.00000000 PA USD 353113.27000000 0.060136519113 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBP7 550000.00000000 PA USD 374675.74000000 0.063808688922 Long DBT CORP US N 2 2061-02-04 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 915000.00000000 PA USD 683140.43000000 0.116341386790 Long DBT UST US N 1 2049-11-15 Fixed 2.37500000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 935000.00000000 PA USD 804100.00000000 0.136941256892 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AK0 659000.00000000 PA USD 616191.60000000 0.104939749024 Long DBT CORP US N 2 2034-11-15 Fixed 4.65000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 764000.00000000 PA USD 716700.61000000 0.122056811775 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LJ8 1053000.00000000 PA USD 888847.22000000 0.151374027473 Long DBT CORP US N 2 2048-04-24 Fixed 4.28100000 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AT1 430000.00000000 PA USD 283698.73000000 0.048314961652 Long DBT CORP US N 2 2051-11-30 Fixed 3.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RX8 2415000.00000000 PA USD 2040769.33000000 0.347550699013 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AN7 320000.00000000 PA USD 240492.71000000 0.040956813805 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 125000.00000000 PA USD 102981.69000000 0.017538169463 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394NUA4 45012.46000000 PA USD 45105.91000000 0.007681706266 Long DBT USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 275000.00000000 PA USD 280876.90000000 0.047834393381 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 402000.00000000 PA USD 335912.10000000 0.057207095111 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 2925000.00000000 PA USD 2465828.26000000 0.419939834851 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BH4 449000.00000000 PA USD 416088.27000000 0.070861398671 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAE3 540000.00000000 PA USD 397002.55000000 0.067611028710 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EJ2 525000.00000000 PA USD 420002.64000000 0.071528030617 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N REXFORD INDUSTRIAL REALTY, L.P. 549300028US163ELJN70 76169XAB0 280000.00000000 PA USD 219577.77000000 0.037394920792 Long DBT CORP US N 2 2031-09-01 Fixed 2.15000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAB7 1560000.00000000 PA USD 1357865.12000000 0.231249541378 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 2493000.00000000 PA USD 1844707.29000000 0.314160595560 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CA0 145000.00000000 PA USD 91210.33000000 0.015533462544 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAF5 675000.00000000 PA USD 769060.79000000 0.130973947530 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBH4 475000.00000000 PA USD 375244.67000000 0.063905579843 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 275000.00000000 PA USD 192819.92000000 0.032837958212 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WJ80 10532.67000000 PA USD 1120.76000000 0.000190869646 Long DBT USGA US N 2 2037-07-25 Floating 1.56200040 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE. LTD 5493000FQO8XF9C0RT95 716973AG7 2221000.00000000 PA USD 2286461.62000000 0.389393020865 Long DBT NUSS US N 2 2053-05-19 Fixed 5.30000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556BY7 140000.00000000 PA USD 123816.98000000 0.021086497781 Long DBT CORP US N 2 2047-08-15 Fixed 4.10000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAA2 1120000.00000000 PA USD 1184278.91000000 0.201687156381 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBF9 495000.00000000 PA USD 436941.61000000 0.074412800972 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO N/A 167560PL9 1005000.00000000 PA USD 1095007.00000000 0.186483814059 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CV7 650000.00000000 PA USD 540199.56000000 0.091998018553 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AZ1 490000.00000000 PA USD 500079.30000000 0.085165387249 Long DBT NUSS CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 145000.00000000 PA USD 112902.86000000 0.019227782060 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 200000.00000000 PA USD 167870.93000000 0.028589051299 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AH2 185000.00000000 PA USD 167875.34000000 0.028589802338 Long DBT NUSS BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 610000.00000000 PA USD 460405.64000000 0.078408813607 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBU8 598000.00000000 PA USD 533668.11000000 0.090885688032 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAN0 476000.00000000 PA USD 472426.47000000 0.080456006206 Long DBT NUSS AU N 2 2041-11-15 Fixed 6.00000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAR3 620000.00000000 PA USD 577998.54000000 0.098435327135 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 815000.00000000 PA USD 585689.89000000 0.099745192992 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AZ7 1550000.00000000 PA USD 1499810.52000000 0.255423377327 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPA4 590000.00000000 PA USD 736444.96000000 0.125419348904 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 264000.00000000 PA USD 214684.97000000 0.036561658534 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAE2 155000.00000000 PA USD 132451.11000000 0.022556922621 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366EP1 605000.00000000 PA USD 703491.22000000 0.119807202934 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AT5 395000.00000000 PA USD 371884.59000000 0.063333345570 Long DBT NUSS CH N 2 2033-08-05 Fixed 4.98800000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAE7 869000.00000000 PA USD 842969.57000000 0.143560890980 Long DBT CORP US N 2 2042-08-15 Fixed 6.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 1169000.00000000 PA USD 870953.62000000 0.148326680036 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAV5 320000.00000000 PA USD 276430.31000000 0.047077122365 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 445000.00000000 PA USD 528937.34000000 0.090080020092 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 180000.00000000 PA USD 147453.64000000 0.025111909955 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBM8 185000.00000000 PA USD 194503.67000000 0.033124707175 Long DBT CORP US N 2 2033-10-25 Fixed 5.83400000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 1081000.00000000 PA USD 868163.29000000 0.147851476333 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBG5 620000.00000000 PA USD 447357.73000000 0.076186705417 Long DBT CORP US N 2 2051-02-15 Fixed 3.75000000 N N N N N N BAY AREA TOLL AUTH CALIF TOLL BRDG REV N/A 072024ND0 600000.00000000 PA USD 704194.62000000 0.119926994601 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 285000.00000000 PA USD 236759.33000000 0.040321005137 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 03836WAC7 195000.00000000 PA USD 157259.29000000 0.026781849061 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCJ8 790000.00000000 PA USD 688471.16000000 0.117249230175 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBG0 768000.00000000 PA USD 647677.86000000 0.110301977626 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBR9 260000.00000000 PA USD 192508.01000000 0.032784838765 Long DBT CORP US N 2 2041-06-01 Fixed 2.95000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBF7 100000.00000000 PA USD 70013.84000000 0.011923620506 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N N CRANE NXT, CO. 549300EXNPSXEWUD3N21 224399AT2 450000.00000000 PA USD 304222.64000000 0.051810260784 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 403000.00000000 PA USD 271551.73000000 0.046246281827 Long DBT CORP US N 2 2070-10-15 Fixed 3.72900000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 445000.00000000 PA USD 393661.50000000 0.067042035319 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PET5 265000.00000000 PA USD 292603.36000000 0.049831453661 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 290000.00000000 PA USD 260478.13000000 0.044360406062 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAM4 365000.00000000 PA USD 348676.92000000 0.059380992008 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 330000.00000000 PA USD 253214.54000000 0.043123389343 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AK9 625000.00000000 PA USD 480783.06000000 0.081879164940 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 220000.00000000 PA USD 205444.56000000 0.034987981927 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 235000.00000000 PA USD 215018.27000000 0.036618420779 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CE7 935000.00000000 PA USD 948703.44000000 0.161567767058 Long DBT CORP US N 2 2039-11-01 Fixed 5.35000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAC1 150000.00000000 PA USD 152259.17000000 0.025930309803 Long DBT NUSS GB N 2 2041-10-11 Fixed 5.80000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 395000.00000000 PA USD 306194.09000000 0.052146006140 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BS1 385000.00000000 PA USD 326509.96000000 0.055605875276 Long DBT CORP US N 2 2048-11-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393XBU0 785706.86000000 PA USD 809318.37000000 0.137829964946 Long DBT USGA US N 2 2034-03-25 Fixed 6.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EU3 275000.00000000 PA USD 311901.23000000 0.053117953565 Long DBT CORP US N 2 2038-04-01 Fixed 6.75000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DP9 185000.00000000 PA USD 152974.55000000 0.026052141710 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 40000.00000000 PA USD 40052.73000000 0.006821130690 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 490000.00000000 PA USD 605833.94000000 0.103175800536 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EG1 310000.00000000 PA USD 204735.01000000 0.034867142891 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AL8 605000.00000000 PA USD 547076.94000000 0.093169262256 Long DBT CORP US N 2 2044-11-15 Fixed 4.87500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 535000.00000000 PA USD 495982.46000000 0.084467679976 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 405000.00000000 PA USD 446519.11000000 0.076043885275 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567PAT7 115000.00000000 PA USD 87165.91000000 0.014844682593 Long DBT NUSS ID N 2 2051-06-09 Fixed 3.55000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAC0 625000.00000000 PA USD 546603.23000000 0.093088587660 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780DN3 165000.00000000 PA USD 163485.64000000 0.027842219904 Long DBT NUSS ID N 2 2032-09-20 Fixed 4.65000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 112000.00000000 PA USD 76983.28000000 0.013110542373 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAS6 303000.00000000 PA USD 271929.03000000 0.046310537437 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBY8 95000.00000000 PA USD 70712.31000000 0.012042572576 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 555000.00000000 PA USD 446672.95000000 0.076070084806 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 861000.00000000 PA USD 659565.50000000 0.112326487467 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 1570000.00000000 PA USD 1125268.14000000 0.191637400114 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142FE8 525000.00000000 PA USD 503172.93000000 0.085692244084 Long DBT CORP US N 2 2053-04-15 Fixed 4.50000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 88339WAA4 410000.00000000 PA USD 279466.69000000 0.047594229309 Long DBT CORP US N 2 2051-10-15 Fixed 3.50000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 30161MAG8 668000.00000000 PA USD 692862.81000000 0.117997144702 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 9408000.00000000 PA USD 9237480.00000000 1.573177616857 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 835000.00000000 PA USD 912992.27000000 0.155486020378 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDK2 365000.00000000 PA USD 269371.39000000 0.045874961717 Long DBT NUSS US N 2 2041-04-15 Fixed 3.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 25000.00000000 PA USD 17019.81000000 0.002898537711 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CV9 490000.00000000 PA USD 314659.74000000 0.053587738202 Long DBT CORP US N 2 2051-12-01 Fixed 3.13200000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 890000.00000000 PA USD 671799.15000000 0.114409924113 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEL2 120000.00000000 PA USD 113352.78000000 0.019304405130 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DV7 270000.00000000 PA USD 221486.72000000 0.037720022163 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 1916000.00000000 PA USD 1312250.60000000 0.223481216914 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBN5 155000.00000000 PA USD 128796.07000000 0.021934455550 Long DBT CORP US N 2 2047-01-15 Fixed 4.40000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 135000.00000000 PA USD 105919.33000000 0.018038460613 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111ES8 865000.00000000 PA USD 938846.72000000 0.159889130538 Long DBT CORP US N 2 2037-08-15 Fixed 6.30000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAD4 331000.00000000 PA USD 364072.40000000 0.062002900206 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 13223000.00000000 PA USD 12081999.76000000 2.057610039676 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAV1 165000.00000000 PA USD 171292.39000000 0.029171738816 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAW1 100000.00000000 PA USD 88624.07000000 0.015093012730 Long DBT CORP US N 2 2052-08-01 Fixed 5.45000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AJ2 30000.00000000 PA USD 19939.48000000 0.003395768502 Long DBT CORP US N 2 2050-11-15 Fixed 2.83900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 585000.00000000 PA USD 503320.15000000 0.085717316204 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCC0 460000.00000000 PA USD 418287.54000000 0.071235942631 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QW1 990000.00000000 PA USD 856543.36000000 0.145872558513 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 1053000.00000000 PA USD 1124953.92000000 0.191583887265 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KH9 498000.00000000 PA USD 487944.38000000 0.083098764694 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BN1 500000.00000000 PA USD 330404.43000000 0.056269118177 Long DBT CORP US N 2 2051-12-01 Fixed 2.85000000 N N N N N N State of California N/A 13063A5E0 1385000.00000000 PA USD 1700070.33000000 0.289528376812 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAM0 525000.00000000 PA USD 426165.36000000 0.072577565032 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 665000.00000000 PA USD 723765.05000000 0.123259912500 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 725000.00000000 PA USD 533767.53000000 0.090902619632 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CX5 545000.00000000 PA USD 532856.21000000 0.090747418405 Long DBT CORP US N 2 2053-05-15 Fixed 5.10000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PAZ1 465000.00000000 PA USD 374234.43000000 0.063733532168 Long DBT CORP US N 2 2048-02-15 Fixed 4.10000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 285000.00000000 PA USD 250139.43000000 0.042599686534 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 1330000.00000000 PA USD 1025514.44000000 0.174648969499 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAN9 235000.00000000 PA USD 213080.51000000 0.036288412956 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 436000.00000000 PA USD 312248.19000000 0.053177042160 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCA9 300000.00000000 PA USD 204414.54000000 0.034812565644 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAX8 730000.00000000 PA USD 732032.86000000 0.124667951666 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BJ3 340000.00000000 PA USD 350660.86000000 0.059718864458 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 275000.00000000 PA USD 260216.76000000 0.044315893767 Long DBT NUSS GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DG3 925000.00000000 PA USD 795252.45000000 0.135434485822 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 145000.00000000 PA USD 100336.44000000 0.017087673430 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BE1 460000.00000000 PA USD 414838.41000000 0.070648542808 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAF9 193000.00000000 PA USD 196348.83000000 0.033438944869 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DN4 505000.00000000 PA USD 380531.56000000 0.064805957111 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 125000.00000000 PA USD 114558.07000000 0.019509670554 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 544000.00000000 PA USD 398253.77000000 0.067824116186 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DH3 165000.00000000 PA USD 183879.42000000 0.031315357407 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAX3 730000.00000000 PA USD 538325.66000000 0.091678886329 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 90000.00000000 PA USD 75686.34000000 0.012889668609 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAY4 140000.00000000 PA USD 142632.22000000 0.024290803979 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAT7 335000.00000000 PA USD 304337.32000000 0.051829791219 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XBC1 330000.00000000 PA USD 334882.00000000 0.057031665203 Long DBT CORP US N 2 2053-04-01 Fixed 5.30000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 135000.00000000 PA USD 91274.85000000 0.015544450543 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457CA6 505000.00000000 PA USD 455738.57000000 0.077613994018 Long DBT CORP US N 2 2052-08-15 Fixed 5.30000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 170000.00000000 PA USD 144805.85000000 0.024660981350 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N PROVIDENCE HEALTH & SERVICES N/A 743756AC2 525000.00000000 PA USD 392598.11000000 0.066860935999 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 320000.00000000 PA USD 340537.67000000 0.057994847094 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 970000.00000000 PA USD 739382.14000000 0.125919561715 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AE7 55000.00000000 PA USD 43394.91000000 0.007390316525 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 515000.00000000 PA USD 527805.05000000 0.089887186843 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 130000.00000000 PA USD 123800.30000000 0.021083657114 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QS0 1095000.00000000 PA USD 1066127.93000000 0.181565599728 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 240000.00000000 PA USD 199821.95000000 0.034030430279 Long DBT NUSS NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAG3 595000.00000000 PA USD 488362.46000000 0.083169965291 Long DBT CORP US N 2 2031-02-15 Fixed 3.20000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 85000.00000000 PA USD 61293.69000000 0.010438546136 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 220000.00000000 PA USD 186211.96000000 0.031712597749 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDA4 505000.00000000 PA USD 464102.03000000 0.079038322738 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBE1 555000.00000000 PA USD 636192.05000000 0.108345900947 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBP5 740000.00000000 PA USD 564166.57000000 0.096079690576 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EU3 160000.00000000 PA USD 117383.55000000 0.019990860434 Long DBT CORP US N 2 2041-09-22 Fixed 2.50000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CC9 382000.00000000 PA USD 309931.73000000 0.052782540302 Long DBT CORP US N 2 2043-06-30 Fixed 4.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 1660000.00000000 PA USD 1773615.20000000 0.302053345020 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AT7 760000.00000000 PA USD 511796.51000000 0.087160872220 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 265000.00000000 PA USD 203972.43000000 0.034737272647 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AM3 391000.00000000 PA USD 286285.24000000 0.048755454042 Long DBT CORP US N 2 2050-05-01 Fixed 3.10000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GL2 300000.00000000 PA USD 294220.24000000 0.050106814411 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 430000.00000000 PA USD 387366.18000000 0.065969918625 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 435000.00000000 PA USD 373525.00000000 0.063612713568 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 1000000.00000000 PA USD 914793.21000000 0.155792727240 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 840000.00000000 PA USD 883095.95000000 0.150394564543 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AA1 195000.00000000 PA USD 163078.84000000 0.027772940333 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N WELLTOWER OP LLC N/A 42217KBB1 999000.00000000 PA USD 858487.44000000 0.146203642655 Long DBT CORP US N 2 2043-03-15 Fixed 5.12500000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAG1 475000.00000000 PA USD 378457.63000000 0.064452759025 Long DBT NUSS CA N 2 2047-07-26 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 95000.00000000 PA USD 70322.72000000 0.011976223933 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CU9 90000.00000000 PA USD 98325.01000000 0.016745119330 Long DBT NUSS PH N 2 2047-10-13 Fixed 5.95000000 N N N N N N XL GROUP LTD N/A 98420EAB1 587000.00000000 PA USD 581572.06000000 0.099043911043 Long DBT NUSS BM N 2 2043-12-15 Fixed 5.25000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 03740LAE2 1164000.00000000 PA USD 897875.59000000 0.152911592870 Long DBT CORP US N 2 2052-02-28 Fixed 3.90000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QAQ8 522000.00000000 PA USD 547943.67000000 0.093316869637 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 1020000.00000000 PA USD 1073126.75000000 0.182757525120 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N MACQUARIE GROUP LIMITED. ACMHD8HWFMFUIQQ8Y590 55608JAZ1 745000.00000000 PA USD 597606.38000000 0.101774616097 Long DBT NUSS AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 100000.00000000 PA USD 71463.59000000 0.012170518389 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEV2 430000.00000000 PA USD 385533.80000000 0.065657857413 Long DBT CORP US N 2 2045-05-26 Fixed 4.60000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 745000.00000000 PA USD 433773.48000000 0.073873256507 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 1230000.00000000 PA USD 1209162.72000000 0.205924962894 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 590000.00000000 PA USD 553700.27000000 0.094297240287 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408GW7 825000.00000000 PA USD 757836.96000000 0.129062487031 Long DBT CORP US N 2 2042-05-30 Fixed 4.75000000 N N N N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515BA1 275000.00000000 PA USD 289065.76000000 0.049228987064 Long DBT CORP US N 2 2040-03-30 Fixed 6.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 585000.00000000 PA USD 491575.86000000 0.083717219408 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AT5 236000.00000000 PA USD 238786.95000000 0.040666316456 Long DBT CORP US N 2 2052-12-01 Fixed 5.67200000 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AJ6 135000.00000000 PA USD 131285.77000000 0.022358460833 Long DBT CORP US N 2 2033-01-15 Fixed 5.70000000 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCG8 135000.00000000 PA USD 108055.62000000 0.018402278842 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 633000.00000000 PA USD 504073.25000000 0.085845571969 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBT4 712000.00000000 PA USD 639647.45000000 0.108934368574 Long DBT CORP BE N 2 2048-10-06 Fixed 4.43900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394PUB7 27747.18000000 PA USD 27551.24000000 0.004692079883 Long DBT USGA US N 2 2024-02-15 Fixed 5.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CG2 585000.00000000 PA USD 471135.80000000 0.080236200247 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBV7 245000.00000000 PA USD 207616.86000000 0.035357932794 Long DBT CORP US N 2 2048-05-01 Fixed 4.05000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACW3 706000.00000000 PA USD 705023.92000000 0.120068227513 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 625000.00000000 PA USD 642480.47000000 0.109416842544 Long DBT UST US N 1 2052-11-15 Fixed 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 1063000.00000000 PA USD 926921.15000000 0.157858161075 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBL8 515000.00000000 PA USD 512248.78000000 0.087237895503 Long DBT CORP US N 2 2044-05-17 Fixed 4.90000000 N N N N N N BOSTON PROPERTIES LIMITED PARTNERSHIP BVHHEFJI6SHNOKQT2572 10112RBF0 130000.00000000 PA USD 91366.47000000 0.015560053773 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 1920000.00000000 PA USD 1769361.45000000 0.301328915382 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 250000.00000000 PA USD 261780.03000000 0.044582124533 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KR1 996000.00000000 PA USD 839817.46000000 0.143024074782 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 1240000.00000000 PA USD 1194275.00000000 0.203389528136 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 330000.00000000 PA USD 289936.18000000 0.049377222867 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JV3 140000.00000000 PA USD 111292.58000000 0.018953545315 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 678858BY6 245000.00000000 PA USD 245690.51000000 0.041842018711 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 1083000.00000000 PA USD 671308.36000000 0.114326340729 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAB0 614000.00000000 PA USD 654305.62000000 0.111430710103 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE. LTD 5493000FQO8XF9C0RT95 716973AF9 1040000.00000000 PA USD 1033546.33000000 0.176016830601 Long DBT NUSS US N 2 2043-05-19 Fixed 5.11000000 N N N N N N Government National Mortgage Association 2 N/A 36225CVC7 20592.96000000 PA USD 20019.87000000 0.003409459222 Long DBT USGA US N 2 2032-06-20 Floating 2.87499960 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CJ6 290000.00000000 PA USD 228187.04000000 0.038861111881 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967BL4 565000.00000000 PA USD 596384.95000000 0.101566601970 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 2039000.00000000 PA USD 1789918.53000000 0.304829863490 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 630000.00000000 PA USD 438613.10000000 0.074697462011 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 100000.00000000 PA USD 62501.41000000 0.010644225398 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N NEW YORK ST URBAN DEV CORP REV N/A 650035TD0 1100000.00000000 PA USD 1150690.86000000 0.195966985029 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AD6 322000.00000000 PA USD 275440.10000000 0.046908485875 Long DBT CORP US N 2 2047-05-15 Fixed 4.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 285000.00000000 PA USD 227358.90000000 0.038720076522 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 425000.00000000 PA USD 421152.48000000 0.071723852697 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803FA6 3705000.00000000 PA USD 1408266.94000000 0.239833161053 Long DBT UST US N 2 2047-11-15 Fixed 0.00000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508CC6 285000.00000000 PA USD 284386.48000000 0.048432088066 Long DBT CORP US N 2 2053-03-14 Fixed 5.00000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CE5 634000.00000000 PA USD 689800.63000000 0.117475643921 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AU3 400000.00000000 PA USD 349114.99000000 0.059455596978 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 295000.00000000 PA USD 218656.41000000 0.037238009716 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 254000.00000000 PA USD 203796.97000000 0.034707391148 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 365000.00000000 PA USD 289822.14000000 0.049357801426 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AK7 460000.00000000 PA USD 328695.46000000 0.055978074153 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AN2 435000.00000000 PA USD 449277.24000000 0.076513605196 Long DBT NUSS NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394BJY1 501635.17000000 PA USD 495527.11000000 0.084390132157 Long DBT USGA US N 2 2034-11-25 Fixed 5.00000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 341000.00000000 PA USD 293567.53000000 0.049995655441 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACT0 705000.00000000 PA USD 493896.37000000 0.084112410996 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAJ2 125000.00000000 PA USD 87797.96000000 0.014952323087 Long DBT CORP US N 2 2050-06-01 Fixed 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 610000.00000000 PA USD 443150.92000000 0.075470269839 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N DSLA MORTGAGE LOAN TRUST N/A 23332UDC5 20547.26000000 PA USD 20052.01000000 0.003414932785 Long ABS-MBS US N 2 2045-03-19 Floating 5.55243120 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJB7 1426000.00000000 PA USD 1471078.46000000 0.250530199352 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882389CC1 420000.00000000 PA USD 467622.99000000 0.079637955480 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CQ2 280000.00000000 PA USD 232769.12000000 0.039641457354 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EA4 120000.00000000 PA USD 120354.65000000 0.020496849948 Long DBT NUSS US N 2 2063-06-01 Fixed 6.00000000 N N N N N N CARLYLE HOLDINGS II FINANCE L.L.C. N/A 14310FAA0 723000.00000000 PA USD 638458.50000000 0.108731885913 Long DBT CORP US N 2 2043-03-30 Fixed 5.62500000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AR2 630000.00000000 PA USD 434841.98000000 0.074055226079 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491AV7 280000.00000000 PA USD 217681.99000000 0.037072062322 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 195000.00000000 PA USD 170938.97000000 0.029111550060 Long DBT NUSS CA N 2 2048-05-15 Fixed 4.87500000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 260000.00000000 PA USD 210490.90000000 0.035847392625 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBN5 100000.00000000 PA USD 69490.08000000 0.011834422207 Long DBT CORP US N 2 2052-01-15 Fixed 2.95000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBG2 375000.00000000 PA USD 339217.08000000 0.057769945646 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DN6 737000.00000000 PA USD 754479.30000000 0.128490664893 Long DBT NUSS GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BA9 230000.00000000 PA USD 225766.48000000 0.038448881401 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807CJ9 95000.00000000 PA USD 90434.69000000 0.015401368132 Long DBT CORP US N 2 2053-03-15 Fixed 4.95000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAS5 265000.00000000 PA USD 264875.41000000 0.045109279399 Long DBT CORP US N 2 2052-09-16 Fixed 5.78300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 13040000.00000000 PA USD 10797731.32000000 1.838894289943 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 1986000.00000000 PA USD 1378686.50000000 0.234795500771 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYB4 540000.00000000 PA USD 445440.66000000 0.075860221180 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DZ0 335000.00000000 PA USD 336460.62000000 0.057300510132 Long DBT NUSS US N 2 2053-06-01 Fixed 5.87500000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BE1 630000.00000000 PA USD 524450.96000000 0.089315972690 Long DBT CORP US N 2 2048-06-15 Fixed 4.30000000 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 310000.00000000 PA USD 305274.42000000 0.051989382877 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 700000.00000000 PA USD 706199.05000000 0.120268356576 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229AY2 200000.00000000 PA USD 145722.68000000 0.024817120951 Long DBT CORP US N 2 2046-04-01 Fixed 6.00000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAK5 260000.00000000 PA USD 206529.83000000 0.035172807493 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 588000.00000000 PA USD 534352.83000000 0.091002298425 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CF5 828000.00000000 PA USD 739759.63000000 0.125983849683 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 610000.00000000 PA USD 506890.53000000 0.086325365358 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 200000.00000000 PA USD 120708.08000000 0.020557040408 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AF8 405000.00000000 PA USD 341926.07000000 0.058231296841 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 567000.00000000 PA USD 591594.32000000 0.100750739648 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 113000.00000000 PA USD 81874.28000000 0.013943498085 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAJ0 230000.00000000 PA USD 193947.91000000 0.033030059155 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AQ1 277000.00000000 PA USD 196510.13000000 0.033466414866 Long DBT CORP US N 2 2050-04-15 Fixed 3.37500000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HV8 45000.00000000 PA USD 39969.82000000 0.006807010805 Long DBT CORP US N 2 2052-11-15 Fixed 4.50000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CK0 190000.00000000 PA USD 125239.75000000 0.021328800867 Long DBT CORP US N 2 2051-09-15 Fixed 2.89300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 150000.00000000 PA USD 122701.72000000 0.020896564804 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV N/A 38611TAV9 530000.00000000 PA USD 543938.26000000 0.092634733237 Long DBT MUN US N 2 2042-10-01 Fixed 5.18400000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAH9 340000.00000000 PA USD 282416.56000000 0.048096603275 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DB7 845000.00000000 PA USD 573674.26000000 0.097698885973 Long DBT CORP US N 2 2050-05-15 Fixed 3.35000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 480000.00000000 PA USD 396906.66000000 0.067594698282 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 25000.00000000 PA USD 23384.51000000 0.003982470079 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 88059FBA8 3700000.00000000 PA USD 1892866.87000000 0.322362353323 Long DBT USGA US N 2 2038-01-15 None 0.00000000 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 53079EBK9 25000.00000000 PA USD 17059.67000000 0.002905326019 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 1085000.00000000 PA USD 698934.96000000 0.119031254704 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BT8 190000.00000000 PA USD 189942.93000000 0.032347995985 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAX2 880000.00000000 PA USD 972897.27000000 0.165688067380 Long DBT CORP US N 2 2036-08-15 Fixed 6.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 120000.00000000 PA USD 106978.71000000 0.018218877015 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 100000.00000000 PA USD 98771.46000000 0.016821151445 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 1425000.00000000 PA USD 1347098.00000000 0.229415860311 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CC2 290000.00000000 PA USD 257688.22000000 0.043885273887 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 595000.00000000 PA USD 459828.59000000 0.078310539820 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FL7 395000.00000000 PA USD 329423.19000000 0.056102009312 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 1190000.00000000 PA USD 1189237.88000000 0.202531687639 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 190000.00000000 PA USD 141271.50000000 0.024059068241 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAX3 100000.00000000 PA USD 87801.76000000 0.014952970242 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAH0 145000.00000000 PA USD 138947.39000000 0.023663263559 Long DBT CORP US N 2 2047-04-01 Fixed 5.80000000 N N N N N N Health Care Service Corporation 549300TMJ1FKCKECR148 42218SAH1 647000.00000000 PA USD 452662.72000000 0.077090165184 Long DBT CORP US N 2 2050-06-01 Fixed 3.20000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBJ9 460000.00000000 PA USD 340452.96000000 0.057980420662 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 550000.00000000 PA USD 467524.15000000 0.079621122656 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAH5 50000.00000000 PA USD 41190.22000000 0.007014849519 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BU4 600000.00000000 PA USD 566003.87000000 0.096392589682 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 2268000.00000000 PA USD 1740285.39000000 0.296377152913 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165DX5 773000.00000000 PA USD 761663.82000000 0.129714215694 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 430000.00000000 PA USD 399132.31000000 0.067973734855 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 1280000.00000000 PA USD 1133687.33000000 0.193071219864 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 680000.00000000 PA USD 647790.97000000 0.110321240685 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 214000.00000000 PA USD 193175.71000000 0.032898550588 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAE1 500000.00000000 PA USD 301008.59000000 0.051262895970 Long DBT NUSS US N 2 2052-05-15 Fixed 3.45000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081EU7 2315000.00000000 PA USD 2366247.46000000 0.402980849757 Long DBT CORP US N 2 2035-09-01 Fixed 5.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 756000.00000000 PA USD 518935.49000000 0.088376667387 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 790000.00000000 PA USD 542563.39000000 0.092400587700 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 638000.00000000 PA USD 467915.39000000 0.079687752301 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N United States of America N/A N/A -14.00000000 NC USD -1527093.75000000 -0.26006981409 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2023 2023-10-02 -1529799.85000000 USD 2706.10000000 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FZ6 275000.00000000 PA USD 209486.18000000 0.035676285027 Long DBT CORP US N 2 2053-02-14 Fixed 3.50000000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAL4 563000.00000000 PA USD 506791.86000000 0.086308561486 Long DBT CORP GB N 2 2044-10-07 Fixed 4.75000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFC3 1015000.00000000 PA USD 896104.50000000 0.152609969576 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N NEW ENGLAND POWER COMPANY 549300DTVRGN9GYD5U85 644188BH6 260000.00000000 PA USD 273792.44000000 0.046627883175 Long DBT CORP GB N 2 2052-11-25 Fixed 5.93600000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CB4 580000.00000000 PA USD 522170.56000000 0.088927611986 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBJ3 99000.00000000 PA USD 94942.44000000 0.016169054926 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAA9 100000.00000000 PA USD 104899.15000000 0.017864720119 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 653000.00000000 PA USD 465454.18000000 0.079268598973 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 850000.00000000 PA USD 737509.86000000 0.125600705383 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 637000.00000000 PA USD 519651.44000000 0.088498596367 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAT6 213000.00000000 PA USD 160910.91000000 0.027403733693 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523AK6 385000.00000000 PA USD 350291.25000000 0.059655918484 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 197000.00000000 PA USD 181039.58000000 0.030831721965 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CX8 305000.00000000 PA USD 336883.26000000 0.057372487315 Long DBT CORP US N 2 2052-11-15 Fixed 6.35000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECP4 780000.00000000 PA USD 538407.25000000 0.091692781413 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FC6 656000.00000000 PA USD 695415.23000000 0.118431831436 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 1155000.00000000 PA USD 821867.77000000 0.139967175006 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 380000.00000000 PA USD 254033.29000000 0.043262825550 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271VAR1 275000.00000000 PA USD 237593.66000000 0.040463094677 Long DBT CORP US N 2 2052-04-15 Fixed 4.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 830000.00000000 PA USD 575365.51000000 0.097986912214 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N FARMERS INSURANCE EXCHANGE 549300UWG2TLX1GZVT44 309601AE2 300000.00000000 PA USD 233127.67000000 0.039702519768 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 3578000.00000000 PA USD 2292376.37000000 0.390400325055 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBS8 360000.00000000 PA USD 242199.23000000 0.041247440585 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFW9 1540000.00000000 PA USD 951220.58000000 0.161996445475 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBB0 150000.00000000 PA USD 96770.34000000 0.016480353176 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 2080000.00000000 PA USD 2049152.54000000 0.348978391233 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AV0 300000.00000000 PA USD 247889.73000000 0.042216554155 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 8565000.00000000 PA USD 6698766.84000000 1.140825209173 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBF7 450000.00000000 PA USD 349943.50000000 0.059596695350 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECL3 235000.00000000 PA USD 154513.98000000 0.026314312434 Long DBT CORP US N 2 2051-09-01 Fixed 2.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 9790000.00000000 PA USD 6905391.77000000 1.176014212555 Long DBT UST US N 1 2041-08-15 Fixed 1.75000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CY6 265000.00000000 PA USD 268475.08000000 0.045722316750 Long DBT CORP US N 2 2053-06-01 Fixed 5.75000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MBZ8 450000.00000000 PA USD 424349.25000000 0.072268274662 Long DBT CORP US N 2 2052-07-15 Fixed 5.62500000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAA1 710000.00000000 PA USD 687599.95000000 0.117100859833 Long DBT CORP US N 2 2041-04-01 Fixed 5.81900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 1089000.00000000 PA USD 867784.51000000 0.147786968674 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAX7 280000.00000000 PA USD 250736.69000000 0.042701402160 Long DBT NUSS CA N 2 2038-05-15 Fixed 4.75000000 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315BA0 155000.00000000 PA USD 120183.28000000 0.020467664992 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAJ4 250000.00000000 PA USD 226567.49000000 0.038585296420 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2615000.00000000 PA USD 2769860.09000000 0.471717599974 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXE0 475000.00000000 PA USD 426454.15000000 0.072626747056 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803EP4 5085000.00000000 PA USD 2073631.27000000 0.353147211098 Long DBT UST US N 2 2045-08-15 Fixed 0.00000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AE0 415000.00000000 PA USD 322106.77000000 0.054855995444 Long DBT CORP US N 2 2048-01-15 Fixed 4.15000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660NT96 8505.95000000 PA USD 7600.11000000 0.001294327342 Long ABS-MBS US N 2 2034-09-25 Floating 5.99799960 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 1713000.00000000 PA USD 1336891.94000000 0.227677729874 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 360000.00000000 PA USD 353897.65000000 0.060270101980 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 135000.00000000 PA USD 119984.00000000 0.020433726858 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 755000.00000000 PA USD 553641.50000000 0.094287231535 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAE8 452000.00000000 PA USD 472417.74000000 0.080454519454 Long DBT CORP US Y 2 2033-05-15 Fixed 5.87500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 378000.00000000 PA USD 281289.05000000 0.047904584077 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 7368000.00000000 PA USD 5011103.46000000 0.853409782649 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 6410000.00000000 PA USD 6156604.69000000 1.048492954155 Long DBT UST US N 1 2053-02-15 Fixed 3.62500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 600000.00000000 PA USD 470307.84000000 0.080095195542 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 260000.00000000 PA USD 179442.74000000 0.030559774102 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 350000.00000000 PA USD 316546.16000000 0.053909002629 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002BA8 50000.00000000 PA USD 43241.88000000 0.007364254940 Long DBT CORP US N 2 2043-06-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QX9 1120000.00000000 PA USD 928725.00000000 0.158165363520 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 360000.00000000 PA USD 266695.79000000 0.045419296966 Long DBT CORP GB N 2 2049-09-06 Fixed 4.75800000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 1200000.00000000 PA USD 975261.94000000 0.166090779582 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 293791AP4 780000.00000000 PA USD 850355.69000000 0.144818775020 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAM3 90000.00000000 PA USD 81932.46000000 0.013953406358 Long DBT CORP US N 2 2049-02-15 Fixed 5.20000000 N N N N N N Government National Mortgage Association N/A 38374TDP6 9313.62000000 PA USD 77.20000000 0.000013147450 Long DBT USGA US N 2 2038-08-16 Floating 1.19457000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCR5 190000.00000000 PA USD 155734.27000000 0.026522132415 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JQ4 270000.00000000 PA USD 191124.18000000 0.032549167307 Long DBT CORP US N 2 2049-11-15 Fixed 3.20000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 1465000.00000000 PA USD 1184811.23000000 0.201777812481 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GD9 170000.00000000 PA USD 182779.20000000 0.031127985799 Long DBT CORP US N 2 2052-11-15 Fixed 6.15000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 525000.00000000 PA USD 350503.56000000 0.059692075676 Long DBT NUSS GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBG5 390000.00000000 PA USD 285797.61000000 0.048672408817 Long DBT CORP US N 2 2051-09-15 Fixed 3.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TE8 545000.00000000 PA USD 390061.68000000 0.066428972422 Long DBT USGA US N 2 2052-02-15 Fixed 0.12500000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746AK4 165000.00000000 PA USD 111166.04000000 0.018931995076 Long DBT CORP US N 2 2051-12-01 Fixed 3.37500000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AN6 570000.00000000 PA USD 501534.19000000 0.085413160493 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 970000.00000000 PA USD 891268.61000000 0.151786399305 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N CHEVRON CORPORATION N/A 166764CA6 289000.00000000 PA USD 214932.95000000 0.036603890462 Long DBT CORP US N 2 2050-05-11 Fixed 3.07800000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803FP3 8020000.00000000 PA USD 2849414.41000000 0.485266000138 Long DBT UST US N 2 2050-05-15 Fixed 0.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 225000.00000000 PA USD 197154.18000000 0.033576099005 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 71644EAJ1 500000.00000000 PA USD 531200.17000000 0.090465388559 Long DBT NUSS CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 707000.00000000 PA USD 488594.68000000 0.083209513232 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CK4 315000.00000000 PA USD 313531.44000000 0.053395584465 Long DBT CORP US N 2 2063-02-10 Fixed 5.90000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 595000.00000000 PA USD 495150.84000000 0.084326051959 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N NNN REIT, INC. 5493008JKH5SOTI0JS97 637417AM8 335000.00000000 PA USD 276774.85000000 0.047135798824 Long DBT CORP US N 2 2048-10-15 Fixed 4.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 2070000.00000000 PA USD 1816425.00000000 0.309344015110 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DV6 712000.00000000 PA USD 705029.68000000 0.120069208463 Long DBT CORP US N 2 2053-03-08 Fixed 5.85000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AE3 1035000.00000000 PA USD 912336.98000000 0.155374422024 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 315000.00000000 PA USD 318358.83000000 0.054217707154 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 1998000.00000000 PA USD 1636089.57000000 0.278632212540 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAQ5 105000.00000000 PA USD 105456.35000000 0.017959613376 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBV6 210000.00000000 PA USD 179546.92000000 0.030577516348 Long DBT CORP GB N 2 2052-03-16 Fixed 5.65000000 N N N N N N THE BROOKLYN UNION GAS COMPANY 83BQ1DXS6VA5GZFK8S35 114259AQ7 355000.00000000 PA USD 270567.11000000 0.046078597334 Long DBT CORP US N 2 2048-03-15 Fixed 4.27300000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 446000.00000000 PA USD 466403.41000000 0.079430256416 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 375000.00000000 PA USD 378307.74000000 0.064427232194 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 890000.00000000 PA USD 780603.18000000 0.132939659996 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 1849000.00000000 PA USD 1565637.77000000 0.266634005797 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 208000.00000000 PA USD 138950.81000000 0.023663845998 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BY4 95000.00000000 PA USD 106021.31000000 0.018055828191 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 25000.00000000 PA USD 26841.22000000 0.004571160805 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 245000.00000000 PA USD 209389.29000000 0.035659784295 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 93000.00000000 PA USD 76240.28000000 0.012984006677 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CT7 345000.00000000 PA USD 334694.23000000 0.056999687266 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N TARGA RESOURCES CORP. 5493003QENHHS261UR94 87612GAD3 428000.00000000 PA USD 418649.34000000 0.071297558533 Long DBT CORP US N 2 2053-02-15 Fixed 6.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BE9 525000.00000000 PA USD 483139.84000000 0.082280533446 Long DBT CORP US N 2 2041-10-01 Fixed 4.95000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 397000.00000000 PA USD 340483.74000000 0.057985662612 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAT8 234000.00000000 PA USD 227036.22000000 0.038665122903 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBP1 270000.00000000 PA USD 263183.53000000 0.044821145866 Long DBT CORP US N 2 2034-02-01 Fixed 4.70600000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBL2 705000.00000000 PA USD 447706.77000000 0.076246148243 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 420000.00000000 PA USD 306407.35000000 0.052182325121 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AR0 445000.00000000 PA USD 360736.85000000 0.061434843484 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAU2 500000.00000000 PA USD 357468.90000000 0.060878299298 Long DBT NUSS CN N 2 2041-05-11 Fixed 3.25000000 N N N N N N UNIVERSITY TEX PERM UNIV FD N/A 9151153X5 575000.00000000 PA USD 591124.61000000 0.100670746266 Long DBT MUN US N 2 2039-07-01 Fixed 5.26200000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DU1 720000.00000000 PA USD 715600.92000000 0.121869530428 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 205000.00000000 PA USD 135047.86000000 0.022999158921 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAT8 55000.00000000 PA USD 36975.07000000 0.006296993607 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312CA2 650000.00000000 PA USD 649293.06000000 0.110577052266 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 2779000.00000000 PA USD 2639201.82000000 0.449466004753 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJN0 308000.00000000 PA USD 224166.72000000 0.038176436251 Long DBT CORP US N 2 2052-03-13 Fixed 3.48300000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDQ9 95000.00000000 PA USD 82709.65000000 0.014085764740 Long DBT CORP US N 2 2052-08-15 Fixed 4.85000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882926AA6 627000.00000000 PA USD 613147.88000000 0.104421392050 Long DBT CORP US N 2 2063-05-18 Fixed 5.05000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAD8 100000.00000000 PA USD 93001.66000000 0.015838532786 Long DBT NUSS NL N 2 2045-08-04 Fixed 5.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 1485000.00000000 PA USD 1086342.01000000 0.185008133645 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAR5 250000.00000000 PA USD 188451.30000000 0.032093965781 Long DBT CORP US N 2 2040-04-05 Fixed 3.37700000 N N N N N N AIG SUNAMERICA GLOBAL FINANCING X 549300Q3UB1GMKCGGR05 00139PAA6 1167000.00000000 PA USD 1257791.91000000 0.214206697007 Long DBT CORP US Y 2 2032-03-15 Fixed 6.90000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375CP5 425000.00000000 PA USD 343122.66000000 0.058435080622 Long DBT NUSS CA N 2 2048-02-03 Fixed 3.65000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DK3 472000.00000000 PA USD 426726.60000000 0.072673146316 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 1995000.00000000 PA USD 1802053.81000000 0.306896547355 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 1020000.00000000 PA USD 1033577.14000000 0.176022077660 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCD8 261000.00000000 PA USD 248267.28000000 0.042280852342 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAJ8 100000.00000000 PA USD 79971.56000000 0.013619457706 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BV0 145000.00000000 PA USD 132709.44000000 0.022600917193 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAZ8 390000.00000000 PA USD 292651.24000000 0.049839607805 Long DBT NUSS IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBM6 795000.00000000 PA USD 800142.00000000 0.136267194592 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AE1 500000.00000000 PA USD 424380.40000000 0.072273579624 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BY9 630000.00000000 PA USD 371445.06000000 0.063258491957 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 1000000.00000000 PA USD 836558.50000000 0.142469061626 Long DBT NUSS NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N LOS ANGELES CALIF DEPT ARPTS ARPT REV N/A 544435C32 250000.00000000 PA USD 278807.45000000 0.047481958256 Long DBT MUN US N 2 2039-05-15 Fixed 6.58200000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 700000.00000000 PA USD 648718.48000000 0.110479199129 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 680000.00000000 PA USD 572223.22000000 0.097451768398 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 365000.00000000 PA USD 299721.59000000 0.051043715025 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AM5 536000.00000000 PA USD 449522.90000000 0.076555442019 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 50000.00000000 PA USD 39231.01000000 0.006681188681 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAU2 275000.00000000 PA USD 260350.32000000 0.044338639538 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 380000.00000000 PA USD 300846.84000000 0.051235349336 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 70000.00000000 PA USD 50230.75000000 0.008554485809 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 220000.00000000 PA USD 209372.08000000 0.035656853368 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 40000.00000000 PA USD 38134.42000000 0.006494435276 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAV7 100000.00000000 PA USD 83251.28000000 0.014178006368 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BH2 721000.00000000 PA USD 739181.06000000 0.125885317034 Long DBT CORP US Y 2 2036-10-01 Fixed 6.05000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AQ2 310000.00000000 PA USD 256482.76000000 0.043679979511 Long DBT CORP US N 2 2049-04-15 Fixed 4.85000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AA4 755000.00000000 PA USD 756926.23000000 0.128907386283 Long DBT CORP US N 2 2111-10-01 Fixed 5.25000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 436000.00000000 PA USD 479479.97000000 0.081657243808 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 450000.00000000 PA USD 375315.42000000 0.063917628834 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 1008000.00000000 PA USD 1028675.12000000 0.175187245201 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N Gobierno De La Republica De Panama 549300SHS4T08CL0LP14 698299BM5 38000.00000000 PA USD 28067.40000000 0.004779983874 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GHA6 635000.00000000 PA USD 567318.21000000 0.096616426731 Long DBT MUN US N 2 2112-05-15 Fixed 4.85800000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 55000.00000000 PA USD 58884.13000000 0.010028188997 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 491000.00000000 PA USD 435843.36000000 0.074225764863 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N United States of America N/A N/A 296.00000000 NC USD 32287125.00000000 5.498618926664 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2023 2023-10-02 32313306.02000000 USD -26181.02000000 N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 457000.00000000 PA USD 366586.04000000 0.062430982560 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EA4 150000.00000000 PA USD 97005.67000000 0.016520430761 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 220000.00000000 PA USD 206678.39000000 0.035198107821 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AD5 1543000.00000000 PA USD 1329781.64000000 0.226466819019 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XAW6 125000.00000000 PA USD 114507.97000000 0.019501138335 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BV1 9000.00000000 PA USD 8615.93000000 0.001467325312 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N GLOBAL ATLANTIC (FIN) COMPANY N/A 37959GAB3 170000.00000000 PA USD 127278.57000000 0.021676019588 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE. LTD 5493000FQO8XF9C0RT95 716973AH5 810000.00000000 PA USD 811072.21000000 0.138128650500 Long DBT NUSS US N 2 2063-05-19 Fixed 5.34000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 1214000.00000000 PA USD 1225759.62000000 0.208751477441 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBD1 190000.00000000 PA USD 121660.03000000 0.020719161076 Long DBT CORP US N 2 2050-06-15 Fixed 3.10000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBC1 470000.00000000 PA USD 389173.64000000 0.066277735867 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAH3 65000.00000000 PA USD 58501.30000000 0.009962991607 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Gobierno De La Republica De Panama 549300SHS4T08CL0LP14 698299BL7 235000.00000000 PA USD 152467.84000000 0.025965847090 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189TAZ7 395000.00000000 PA USD 437286.16000000 0.074471479134 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N UNITED AIR LINES, INC. N/A 90931CAA6 198771.91000000 PA USD 183424.41000000 0.031237867491 Long DBT CORP US N 2 2033-08-25 Fixed 4.15000000 N N N N N N MISSOURI JT MUN ELEC UTIL COMMN PWR PROJ REV N/A 606092ET7 600000.00000000 PA USD 681478.50000000 0.116058353855 Long DBT MUN US N 2 2042-01-01 Fixed 6.89000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAX9 319000.00000000 PA USD 220606.01000000 0.037570033935 Long DBT CORP US N 2 2041-04-01 Fixed 2.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 2870000.00000000 PA USD 2496339.46000000 0.425136007065 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAK0 75000.00000000 PA USD 54143.05000000 0.009220765226 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CH8 125000.00000000 PA USD 88937.50000000 0.015146391039 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBG7 200000.00000000 PA USD 148662.76000000 0.025317827642 Long DBT CORP DE N 2 2045-04-15 Fixed 3.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 90000.00000000 PA USD 74087.90000000 0.012617448260 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AZ2 740000.00000000 PA USD 498160.03000000 0.084838528344 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448BZ3 420000.00000000 PA USD 459825.72000000 0.078310051048 Long DBT CORP US N 2 2037-09-01 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHC8 820000.00000000 PA USD 802446.88000000 0.136659724333 Long SN UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AT4 147000.00000000 PA USD 135690.04000000 0.023108524593 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. N/A 760985W80 6083.27000000 PA USD 5217.31000000 0.000888527532 Long ABS-MBS US N 2 2031-11-25 Fixed 7.00000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 210000.00000000 PA USD 165507.97000000 0.028186630316 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 225000.00000000 PA USD 229573.99000000 0.039097314687 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 204000.00000000 PA USD 259118.26000000 0.044128815082 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N STERIS IRISH FINCO UNLIMITED COMPANY 549300BRDKZ1HFI2J358 85917PAB3 425000.00000000 PA USD 309064.91000000 0.052634917593 Long DBT NUSS US N 2 2051-03-15 Fixed 3.75000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AF6 305000.00000000 PA USD 270921.54000000 0.046138958098 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N ROGERS COMMUNICATIONS INC N/A 775109BB6 442000.00000000 PA USD 389097.32000000 0.066264738283 Long DBT NUSS CA N 2 2044-03-15 Fixed 5.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAL4 1085000.00000000 PA USD 922865.44000000 0.157167458395 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803ED1 9912000.00000000 PA USD 4413867.62000000 0.751698270908 Long DBT UST US N 2 2043-08-15 Fixed 0.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 315000.00000000 PA USD 255788.67000000 0.043561773372 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 380000.00000000 PA USD 281617.24000000 0.047960476070 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBX1 370000.00000000 PA USD 375631.90000000 0.063971526569 Long DBT CORP US N 2 2052-10-01 Fixed 5.35000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 400000.00000000 PA USD 351314.46000000 0.059830174999 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAE0 955000.00000000 PA USD 939906.44000000 0.160069604843 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 320000.00000000 PA USD 218797.13000000 0.037261974862 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AX1 230000.00000000 PA USD 248235.58000000 0.042275453712 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 265000.00000000 PA USD 158135.50000000 0.026931070923 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BW9 380000.00000000 PA USD 389111.90000000 0.066267221312 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38376T3G5 37631.92000000 PA USD 3512.49000000 0.000598190269 Long DBT USGA US N 2 2040-01-16 Floating 1.28457000 N N N N N N WELLTOWER OP LLC N/A 95040QAF1 229000.00000000 PA USD 203155.13000000 0.034598083380 Long DBT CORP US N 2 2048-09-01 Fixed 4.95000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BH8 636000.00000000 PA USD 635431.88000000 0.108216441134 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBK5 261000.00000000 PA USD 161132.61000000 0.027441490038 Long DBT CORP US N 2 2051-01-15 Fixed 2.95000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CB3 140000.00000000 PA USD 141516.35000000 0.024100767118 Long DBT CORP US N 2 2055-02-15 Fixed 5.20000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAC2 380000.00000000 PA USD 262310.63000000 0.044672487710 Long DBT CORP US N 2 2051-08-15 Fixed 3.02700000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FL2 370000.00000000 PA USD 383967.80000000 0.065391161718 Long DBT CORP US N 2 2039-03-15 Fixed 6.05000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBH6 120000.00000000 PA USD 90914.38000000 0.015483061145 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BL8 205000.00000000 PA USD 153679.96000000 0.026172275688 Long DBT NUSS AU N 2 2039-09-12 Fixed 3.74300000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAF0 290000.00000000 PA USD 298726.48000000 0.050874244046 Long DBT CORP CH N 2 2052-12-06 Fixed 5.75000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CG1 488000.00000000 PA USD 491620.69000000 0.083724854126 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8J4 655000.00000000 PA USD 554147.83000000 0.094373461440 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 4035000.00000000 PA USD 3952567.90000000 0.673137192111 Long DBT CORP BE N 2 2036-02-01 Fixed 4.70000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 1330000.00000000 PA USD 1419444.89000000 0.241736808015 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 470000.00000000 PA USD 428231.34000000 0.072929409203 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 870000.00000000 PA USD 794452.45000000 0.135298242810 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 545000.00000000 PA USD 406711.75000000 0.069264542019 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 378000.00000000 PA USD 358304.76000000 0.061020649402 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 425000.00000000 PA USD 400552.40000000 0.068215581528 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DQ0 150000.00000000 PA USD 110334.02000000 0.018790298938 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CT2 100000.00000000 PA USD 106873.93000000 0.018201032586 Long DBT NUSS PH N 2 2033-04-13 Fixed 5.60900000 N N N N N N CITY OF HOPE 549300QIQJNNQEIXBL15 17858PAB7 650000.00000000 PA USD 534823.30000000 0.091082421237 Long DBT CORP US N 2 2048-08-15 Fixed 4.37800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 425000.00000000 PA USD 359980.26000000 0.061305993359 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 2705000.00000000 PA USD 2555914.25000000 0.435281818061 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JG6 775000.00000000 PA USD 671370.89000000 0.114336989823 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 5270000.00000000 PA USD 3052894.56000000 0.519919435648 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 150000.00000000 PA USD 128218.97000000 0.021836173248 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BL8 159000.00000000 PA USD 150743.55000000 0.025672194012 Long DBT CORP US N 2 2068-11-15 Fixed 5.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 40000.00000000 PA USD 38085.65000000 0.006486129561 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 3515000.00000000 PA USD 2682750.99000000 0.456882592338 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DL9 182000.00000000 PA USD 166465.60000000 0.028349718310 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N United States of America N/A N/A -194.00000000 NC USD -23367906.25000000 -3.97964239871 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 2023 2023-09-23 -23218209.16000000 USD -149697.09000000 N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAJ3 275000.00000000 PA USD 201905.17000000 0.034385210487 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 127000.00000000 PA USD 127031.32000000 0.021633911982 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAE6 780000.00000000 PA USD 521727.94000000 0.088852232134 Long DBT NUSS US N 2 2052-02-02 Fixed 4.37500000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 720000.00000000 PA USD 774128.88000000 0.131837062335 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 285000.00000000 PA USD 312063.42000000 0.053145575133 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 760000.00000000 PA USD 628114.47000000 0.106970258666 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAS0 220000.00000000 PA USD 138064.56000000 0.023512914287 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 80000.00000000 PA USD 59409.43000000 0.010117649565 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KD8 450000.00000000 PA USD 363257.63000000 0.061864141808 Long DBT CORP US N 2 2052-03-01 Fixed 5.25000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AL8 143000.00000000 PA USD 126540.67000000 0.021550352440 Long DBT NUSS FR N 2 2114-01-22 Fixed 6.00000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCP7 165000.00000000 PA USD 157834.33000000 0.026879780538 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAZ3 210000.00000000 PA USD 202257.45000000 0.034445205097 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AB0 320000.00000000 PA USD 298023.31000000 0.050754491548 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAN2 1030000.00000000 PA USD 1036810.32000000 0.176572700384 Long DBT CORP US N 2 2053-03-22 Fixed 5.05000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 750000.00000000 PA USD 641949.37000000 0.109326394215 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N United States of America N/A N/A 6.00000000 NC USD 686812.50000000 0.116966754134 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2023 2023-09-23 685494.83000000 USD 1317.67000000 N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 1864000.00000000 PA USD 1486902.53000000 0.253225098040 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 300000.00000000 PA USD 259840.01000000 0.044251731824 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABY0 320000.00000000 PA USD 221579.40000000 0.037735805916 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EM8 270000.00000000 PA USD 180063.25000000 0.030665449291 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1445000.00000000 PA USD 1242252.41000000 0.211560261662 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBT1 610000.00000000 PA USD 426994.56000000 0.072718780913 Long DBT CORP GB N 2 2040-09-25 Fixed 3.73400000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FG8 100000.00000000 PA USD 71118.07000000 0.012111675032 Long DBT CORP US N 2 2051-10-21 Fixed 2.75000000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAM6 135000.00000000 PA USD 125933.84000000 0.021447007007 Long DBT CORP US N 2 2052-09-15 Fixed 5.00000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAY9 345000.00000000 PA USD 287259.49000000 0.048921372484 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AB9 665000.00000000 PA USD 636178.18000000 0.108343538834 Long DBT CORP US N 2 2041-08-15 Fixed 5.40000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 643000.00000000 PA USD 423006.09000000 0.072039529458 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677AM7 135000.00000000 PA USD 131670.30000000 0.022423947739 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 985000.00000000 PA USD 938908.51000000 0.159899653607 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 850000.00000000 PA USD 886452.80000000 0.150966248734 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAD9 175000.00000000 PA USD 112058.72000000 0.019084021841 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 4650000.00000000 PA USD 4474171.88000000 0.761968313391 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 92564RAJ4 35000.00000000 PA USD 34531.35000000 0.005880818892 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780DP8 95000.00000000 PA USD 96117.20000000 0.016369120976 Long DBT NUSS ID N 2 2052-09-20 Fixed 5.45000000 N N N N N N ELM ROAD GENERATING STATION SUPERCRITICAL, LLC N/A 28932MAJ4 2007000.00000000 PA USD 2027311.96000000 0.345258858244 Long DBT CORP US N 2 2041-01-19 Fixed 5.84800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 635000.00000000 PA USD 532080.88000000 0.090615376788 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 482000.00000000 PA USD 321177.48000000 0.054697733859 Long DBT CORP US N 2 2051-12-13 Fixed 2.60700000 N N N N N N COLUMBIA PIPELINE GROUP, INC. 549300SRP1TQM9JJBG80 198280AH2 235000.00000000 PA USD 231771.20000000 0.039471507821 Long DBT CORP US N 2 2045-06-01 Fixed 5.80000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DF0 250000.00000000 PA USD 176283.60000000 0.030021760668 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJP5 280000.00000000 PA USD 231577.47000000 0.039438514873 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KCQ1 240000.00000000 PA USD 226946.24000000 0.038649798970 Long DBT CORP US N 2 2053-02-28 Fixed 5.25000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECS8 445000.00000000 PA USD 450361.74000000 0.076698299629 Long DBT CORP US N 2 2053-02-27 Fixed 5.37500000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 55000.00000000 PA USD 42666.31000000 0.007266233202 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 910000.00000000 PA USD 738303.73000000 0.125735904432 Long DBT NUSS GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CJ7 700000.00000000 PA USD 691493.71000000 0.117763981818 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Government National Mortgage Association N/A 38377WKM5 1530000.94000000 PA USD 1221344.98000000 0.207999647630 Long DBT USGA US N 2 2041-05-20 None 0.00000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CH1 286000.00000000 PA USD 322487.60000000 0.054920852227 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N SABAL TRAIL TRANSMISSION, LLC 5493002DWITGSZFUI977 78516FAB5 260000.00000000 PA USD 240143.79000000 0.040897391415 Long DBT CORP US N 2 2038-05-01 Fixed 4.68200000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687DV5 710000.00000000 PA USD 797531.10000000 0.135822548494 Long DBT CORP US N 2 2033-03-15 Fixed 6.55000000 N N N N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WBC9 295000.00000000 PA USD 217966.72000000 0.037120552913 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 475000.00000000 PA USD 398501.17000000 0.067866249338 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 680000.00000000 PA USD 546628.11000000 0.093092824817 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BL2 741000.00000000 PA USD 712211.83000000 0.121292355644 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BP6 270000.00000000 PA USD 225886.85000000 0.038469380866 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N APTIV PLC N/A 03835VAJ5 462000.00000000 PA USD 278981.98000000 0.047511681372 Long DBT NUSS US N 2 2051-12-01 Fixed 3.10000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBQ7 90000.00000000 PA USD 72818.75000000 0.012401307238 Long DBT CORP GB N 2 2050-04-02 Fixed 5.28200000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DV9 120000.00000000 PA USD 117020.51000000 0.019929033355 Long DBT CORP US N 2 2053-02-21 Fixed 5.62500000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EY5 220000.00000000 PA USD 149074.08000000 0.025387876986 Long DBT NUSS AU N 2 2041-11-18 Fixed 3.13300000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 135000.00000000 PA USD 97935.38000000 0.016678763874 Long DBT CORP US N 2 2049-08-16 Fixed 3.09500000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YF5 597000.00000000 PA USD 650294.61000000 0.110747620001 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 135000.00000000 PA USD 90692.68000000 0.015445304800 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAM9 2361000.00000000 PA USD 2553449.60000000 0.434862078888 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAE9 735000.00000000 PA USD 732455.03000000 0.124739848806 Long DBT CORP US N 2 2053-03-02 Fixed 5.75000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AW7 600000.00000000 PA USD 492469.51000000 0.083869411367 Long DBT CORP US N 2 2048-03-01 Fixed 3.90000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBA3 410000.00000000 PA USD 359540.54000000 0.061231107388 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 800000.00000000 PA USD 759037.13000000 0.129266880499 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCD4 250000.00000000 PA USD 162312.66000000 0.027642456995 Long DBT CORP US N 2 2051-11-15 Fixed 2.70000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBL1 806000.00000000 PA USD 713397.49000000 0.121494278005 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BN7 493000.00000000 PA USD 425009.57000000 0.072380729644 Long DBT CORP US N 2 2043-08-15 Fixed 4.80000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CX7 100000.00000000 PA USD 88400.40000000 0.015054920887 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QT8 1730000.00000000 PA USD 1535239.85000000 0.261457125593 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 75000.00000000 PA USD 63100.46000000 0.010746245868 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 1685000.00000000 PA USD 1300958.71000000 0.221558165541 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1702000.00000000 PA USD 1452367.71000000 0.247343688194 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 130000.00000000 PA USD 115507.03000000 0.019671282014 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UBM7 505000.00000000 PA USD 314510.69000000 0.053562354426 Long DBT CORP US N 2 2051-09-15 Fixed 2.95000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 105000.00000000 PA USD 85002.90000000 0.014476313848 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FW8 600000.00000000 PA USD 430782.51000000 0.073363883057 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 431000.00000000 PA USD 375301.16000000 0.063915200302 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAE2 250000.00000000 PA USD 241223.64000000 0.041081293935 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 1015000.00000000 PA USD 789471.03000000 0.134449888232 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAJ5 1115000.00000000 PA USD 1008634.02000000 0.171774170430 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MBB3 250000.00000000 PA USD 246096.87000000 0.041911223349 Long DBT NUSS CA N 2 2053-03-27 Fixed 5.80000000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AY7 350000.00000000 PA USD 306757.46000000 0.052241950172 Long DBT NUSS CA N 2 2047-06-01 Fixed 4.95000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401BB3 1105000.00000000 PA USD 1310618.40000000 0.223203247110 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBH1 195000.00000000 PA USD 142712.28000000 0.024304438499 Long DBT CORP US N 2 2050-05-15 Fixed 4.65000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EP4 60000.00000000 PA USD 46215.36000000 0.007870649777 Long DBT NUSS AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAG4 300000.00000000 PA USD 260190.18000000 0.044311367093 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 1100000.00000000 PA USD 913943.07000000 0.155647945197 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1835000.00000000 PA USD 1576221.44000000 0.268436444638 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BJ0 570000.00000000 PA USD 458668.22000000 0.078112924441 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BH1 240000.00000000 PA USD 199976.63000000 0.034056772865 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BC2 810000.00000000 PA USD 731563.65000000 0.124588043436 Long DBT CORP US N 2 2035-03-01 Fixed 3.60000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAT3 45000.00000000 PA USD 45723.21000000 0.007786834779 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851AP4 865000.00000000 PA USD 881895.76000000 0.150190167668 Long DBT CORP US N 2 2039-10-15 Fixed 6.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 559000.00000000 PA USD 558529.28000000 0.095119638868 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N REVVITY, INC. 549300IKL1SDPFI7N655 714046AJ8 200000.00000000 PA USD 142913.01000000 0.024338623573 Long DBT CORP US N 2 2051-03-15 Fixed 3.62500000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 330000.00000000 PA USD 287140.45000000 0.048901099524 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FY9 80000.00000000 PA USD 63716.84000000 0.010851217702 Long DBT CORP US N 2 2042-02-14 Fixed 3.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CH1 70000.00000000 PA USD 69986.62000000 0.011918984838 Long DBT CORP US N 2 2043-02-10 Fixed 5.62500000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAQ7 250000.00000000 PA USD 184027.61000000 0.031340594722 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 1452000.00000000 PA USD 1373898.28000000 0.233980048880 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EV1 200000.00000000 PA USD 139805.50000000 0.023809402923 Long DBT CORP US N 2 2051-09-22 Fixed 2.65000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBX2 120000.00000000 PA USD 131308.05000000 0.022362255200 Long DBT CORP GB N 2 2032-10-19 Fixed 7.75000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1745000.00000000 PA USD 1613935.62000000 0.274859311460 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBF9 161000.00000000 PA USD 125237.31000000 0.021328385326 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAA4 580000.00000000 PA USD 498060.50000000 0.084821578010 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 520000.00000000 PA USD 357156.09000000 0.060825026577 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) N/A 45660LAP4 12702.80000000 PA USD 10723.30000000 0.001826218355 Long ABS-MBS US N 2 2034-12-25 Floating 3.52273680 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 270000.00000000 PA USD 189691.66000000 0.032305203758 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 1190000.00000000 PA USD 818698.16000000 0.139427378492 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 741000.00000000 PA USD 613309.66000000 0.104448943793 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BX5 201000.00000000 PA USD 160752.76000000 0.027376800153 Long DBT CORP US N 2 2047-11-01 Fixed 3.94200000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 59562EAH8 265000.00000000 PA USD 284353.48000000 0.048426468042 Long DBT CORP US N 2 2036-10-15 Fixed 5.80000000 N N N N N N MICHIGAN ST UNIV REVS N/A 594712WY3 165000.00000000 PA USD 130025.36000000 0.022143808265 Long DBT MUN US N 2 2122-08-15 Fixed 4.16500000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DZ7 660000.00000000 PA USD 425855.54000000 0.072524801519 Long DBT CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N INDYMAC INDX MORTGAGE LOAN TRUST N/A 45660N5H4 45511.90000000 PA USD 36054.25000000 0.006140174494 Long ABS-MBS US N 2 2034-12-25 Floating 5.91800040 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DG2 125000.00000000 PA USD 100709.29000000 0.017151171189 Long DBT CORP US N 2 2062-02-22 Fixed 4.40000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AH2 425000.00000000 PA USD 310736.61000000 0.052919614395 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 150000.00000000 PA USD 138927.95000000 0.023659952854 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 250000.00000000 PA USD 185559.41000000 0.031601466028 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BN9 677000.00000000 PA USD 615971.21000000 0.104902215777 Long DBT CORP US N 2 2044-03-01 Fixed 4.87500000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 986000.00000000 PA USD 1136774.11000000 0.193596910117 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CA2 632000.00000000 PA USD 481745.49000000 0.082043070392 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 94973VBB2 15000.00000000 PA USD 13575.16000000 0.002311900849 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADB8 542000.00000000 PA USD 549831.81000000 0.093638426987 Long DBT CORP US N 2 2054-01-15 Fixed 5.75000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 185000.00000000 PA USD 120283.98000000 0.020484814581 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAF7 100000.00000000 PA USD 94671.05000000 0.016122836187 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZZ5 335000.00000000 PA USD 332688.22000000 0.056658056211 Long DBT UST US N 2 2023-07-20 None 0.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 1488000.00000000 PA USD 1346676.08000000 0.229344005747 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543CG6 195000.00000000 PA USD 163525.47000000 0.027849003103 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECK5 740000.00000000 PA USD 644962.34000000 0.109839514348 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BD3 505000.00000000 PA USD 422101.56000000 0.071885484594 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 265000.00000000 PA USD 230546.98000000 0.039263018547 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851AV4 60000.00000000 PA USD 39363.11000000 0.006703685808 Long DBT CORP US N 2 2050-10-01 Fixed 2.60000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 115000.00000000 PA USD 95667.12000000 0.016292470657 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 1085000.00000000 PA USD 812992.18000000 0.138455628619 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 877000.00000000 PA USD 978769.43000000 0.166688118333 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 425000.00000000 PA USD 325240.74000000 0.055389722333 Long DBT CORP CH N 2 2049-09-23 Fixed 3.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 2126000.00000000 PA USD 1945261.66000000 0.331285383291 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 615000.00000000 PA USD 522239.01000000 0.088939269279 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796YT0 4275000.00000000 PA USD 4179927.85000000 0.711857447453 Long DBT UST US N 2 2023-11-02 None 0.00000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 270000.00000000 PA USD 244134.66000000 0.041577051599 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 3167000.00000000 PA USD 3100494.58000000 0.528025898236 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CB3 103000.00000000 PA USD 69313.83000000 0.011804406168 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 601000.00000000 PA USD 557421.31000000 0.094930947406 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 685000.00000000 PA USD 513409.29000000 0.087435534725 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N Minera Mexico, S.A. de C.V. 2549005BMA2EK49I0T98 60284MAB8 250000.00000000 PA USD 188912.50000000 0.032172509877 Long DBT NUSS MX N 2 2050-01-26 Fixed 4.50000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 300000.00000000 PA USD 330391.25000000 0.056266873574 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAD5 375000.00000000 PA USD 385309.07000000 0.065619585048 Long DBT NUSS FR N 2 2053-05-23 Fixed 6.90000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 1380000.00000000 PA USD 1116518.95000000 0.190147380122 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 30161MAJ2 299000.00000000 PA USD 285521.96000000 0.048625464584 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 580000.00000000 PA USD 515428.34000000 0.087779386540 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAY1 130000.00000000 PA USD 103443.63000000 0.017616839584 Long DBT NUSS IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BX6 500000.00000000 PA USD 544696.97000000 0.092763944406 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBN4 220000.00000000 PA USD 221964.92000000 0.037801461423 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CQ0 200000.00000000 PA USD 157438.56000000 0.026812379417 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 430000.00000000 PA USD 324712.06000000 0.055299686139 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WA97 735000.00000000 PA USD 590476.36000000 0.100560346851 Long DBT MUN US N 2 2040-01-01 Fixed 3.02900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 175000.00000000 PA USD 167373.13000000 0.028504274085 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DD2 220000.00000000 PA USD 160177.74000000 0.027278872082 Long DBT CORP US N 2 2050-11-15 Fixed 3.60000000 N N N N N N RIVERSIDE CNTY CALIF PENSION OBLIG N/A 76913CBF5 345000.00000000 PA USD 313284.53000000 0.053353534763 Long DBT MUN US N 2 2038-02-15 Fixed 3.81800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 50000.00000000 PA USD 45177.05000000 0.007693821676 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BM3 175000.00000000 PA USD 124231.92000000 0.021157163625 Long DBT CORP US N 2 2049-09-01 Fixed 3.30000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CH9 385000.00000000 PA USD 382291.76000000 0.065105725797 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 575000.00000000 PA USD 447112.11000000 0.076144875407 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBQ8 285000.00000000 PA USD 223911.06000000 0.038132896391 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 950000.00000000 PA USD 710806.25000000 0.121052980079 Long DBT CORP LU N 2 2044-03-25 Fixed 5.30000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DAT6 549000.00000000 PA USD 434429.63000000 0.073985001322 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103AM0 410000.00000000 PA USD 317201.56000000 0.054020619717 Long DBT CORP US N 2 2052-03-07 Fixed 3.95000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 150000.00000000 PA USD 137305.43000000 0.023383631590 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DS6 370000.00000000 PA USD 366470.93000000 0.062411378893 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 30161MAN3 510000.00000000 PA USD 492954.19000000 0.083951954195 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 402000.00000000 PA USD 344025.58000000 0.058588851297 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513CE3 215000.00000000 PA USD 217933.67000000 0.037114924373 Long DBT CORP US N 2 2034-05-19 Fixed 5.85300000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 460000.00000000 PA USD 416230.77000000 0.070885666958 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 431000.00000000 PA USD 349229.26000000 0.059475057589 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 615000.00000000 PA USD 542479.46000000 0.092386294105 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAL3 290000.00000000 PA USD 220711.21000000 0.037587949891 Long DBT CORP US N 2 2052-04-05 Fixed 4.40000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAE3 391000.00000000 PA USD 290908.79000000 0.049542862011 Long DBT NUSS GB N 2 2048-01-09 Fixed 4.34400000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEW8 45000.00000000 PA USD 44181.51000000 0.007524277466 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAZ5 765000.00000000 PA USD 645765.45000000 0.109976287004 Long DBT CORP US N 2 2034-12-15 Fixed 4.85000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 1020000.00000000 PA USD 871877.01000000 0.148483936829 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 585000.00000000 PA USD 392201.37000000 0.066793369683 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BE6 155000.00000000 PA USD 136134.03000000 0.023184137761 Long DBT CORP US N 2 2052-08-15 Fixed 4.37500000 N N N N N N State of California N/A 13063BBU5 1075000.00000000 PA USD 1303651.64000000 0.222016781657 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAR4 160000.00000000 PA USD 162263.68000000 0.027634115516 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 500000.00000000 PA USD 388131.89000000 0.066100321920 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AL4 760000.00000000 PA USD 829249.22000000 0.141224263727 Long DBT CORP US N 2 2036-02-15 Fixed 6.00000000 N N N N N N BERKSHIRE HATHAWAY INC., 5493000C01ZX7D35SD85 084670BK3 218000.00000000 PA USD 206679.94000000 0.035198371792 Long DBT CORP US N 2 2043-02-11 Fixed 4.50000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AQ6 205000.00000000 PA USD 174616.72000000 0.029737884729 Long DBT CORP US N 2 2052-11-15 Fixed 3.74500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796YJ2 1140000.00000000 PA USD 1119252.00000000 0.190612828825 Long DBT UST US N 2 2023-10-05 None 0.00000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 1215000.00000000 PA USD 1002339.52000000 0.170702193385 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 1101000.00000000 PA USD 725001.04000000 0.123470406250 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N BRK: BARCLAYS N/A N/A 886000.00000000 NC USD 19988.77000000 0.003404162775 N/A DIR XX N 2 BRK: BARCLAYS N/A Y 2053-09-20 0.00000000 USD 0.00000000 USD -886000.00000000 USD 19988.77000000 N N N MEDSTAR HEALTH, INC. 549300ICFOCGDEPVJE31 58506YAS1 530000.00000000 PA USD 390401.38000000 0.066486824610 Long DBT CORP US N 2 2049-08-15 Fixed 3.62600000 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAG7 180000.00000000 PA USD 149881.99000000 0.025525467101 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAY4 135000.00000000 PA USD 103875.49000000 0.017690386967 Long DBT CORP US N 2 2052-03-01 Fixed 3.60000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZN7 270000.00000000 PA USD 202068.89000000 0.034413092619 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAB3 700000.00000000 PA USD 658320.24000000 0.112114415001 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523BK5 1045000.00000000 PA USD 809764.69000000 0.137905974922 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BG7 695000.00000000 PA USD 670669.13000000 0.114217477454 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CE4 40000.00000000 PA USD 34900.00000000 0.005943601374 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBN2 165000.00000000 PA USD 106957.18000000 0.018215210375 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CM2 275000.00000000 PA USD 202892.95000000 0.034553433139 Long DBT CORP US N 2 2041-10-15 Fixed 2.80000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAE6 190000.00000000 PA USD 127768.34000000 0.021759429263 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N APTIV PLC N/A 03835VAH9 544000.00000000 PA USD 472659.23000000 0.080495646110 Long DBT NUSS US N 2 2049-03-15 Fixed 5.40000000 N N N N N N .La Compagnie de Telephone Bell du Canada ou Bell Canada. 5493000G3EFX9S7TDE29 0778FPAA7 305000.00000000 PA USD 261263.69000000 0.044494189887 Long DBT NUSS CA N 2 2048-04-01 Fixed 4.46400000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 540000.00000000 PA USD 503264.55000000 0.085707847315 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 445000.00000000 PA USD 405466.27000000 0.069052432086 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 28622HAC5 430000.00000000 PA USD 412197.04000000 0.070198707554 Long DBT CORP US N 2 2053-02-15 Fixed 5.12500000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646139W35 60000.00000000 PA USD 74805.77000000 0.012739704224 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FS2 652000.00000000 PA USD 494513.55000000 0.084217519073 Long DBT CORP US N 2 2071-04-06 Fixed 3.79900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 8230000.00000000 PA USD 6997750.41000000 1.191743236615 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PCX2 650000.00000000 PA USD 530607.88000000 0.090364519343 Long DBT CORP US N 2 2042-12-01 Fixed 3.70000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 425000.00000000 PA USD 348065.11000000 0.059276798462 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457BB5 245000.00000000 PA USD 269914.96000000 0.045967533735 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAL7 150000.00000000 PA USD 105457.02000000 0.017959727480 Long DBT NUSS US N 2 2040-09-02 Fixed 3.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RZ3 800000.00000000 PA USD 645437.50000000 0.109920435885 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CX1 436000.00000000 PA USD 342996.84000000 0.058413653002 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 165000.00000000 PA USD 184494.73000000 0.031420147016 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N N/A N/A 783965593 4760631.96000000 NS USD 4760631.96000000 0.810753543343 Long STIV RF US N 2 N N N JEFFERIES FINANCIAL GROUP INC. 549300HOF34RGOJ5YL07 472319AC6 338000.00000000 PA USD 344877.40000000 0.058733919449 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59022CAJ2 560000.00000000 PA USD 586177.74000000 0.099828275684 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N THE NARRAGANSETT ELECTRIC COMPANY VAI0KZ806W8MCH0BCZ61 631005BF1 1320000.00000000 PA USD 1050246.25000000 0.178860889841 Long DBT CORP US N 2 2042-12-10 Fixed 4.17000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670GAG7 370000.00000000 PA USD 346773.31000000 0.059056800059 Long DBT CORP US N 2 2052-05-01 Fixed 5.30000000 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC N/A 893574AF0 410000.00000000 PA USD 349184.54000000 0.059467441605 Long DBT CORP US N 2 2042-08-01 Fixed 4.45000000 N N N N N N FARMERS EXCHANGE CAPITAL III N/A 30958QAA9 200000.00000000 PA USD 181725.90000000 0.030948604844 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 160000.00000000 PA USD 151700.86000000 0.025835227509 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N BIMBO BAKERIES USA, INC. 549300HOXXHHT7926W92 09031WAA1 265000.00000000 PA USD 212806.44000000 0.036241737804 Long DBT CORP MX N 2 2051-05-17 Fixed 4.00000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBG8 85000.00000000 PA USD 69739.30000000 0.011876865311 Long DBT NUSS CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 150000.00000000 PA USD 98982.06000000 0.016857017418 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 105000.00000000 PA USD 84542.96000000 0.014397984335 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 1000000.00000000 PA USD 843507.55000000 0.143652510999 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AH3 317000.00000000 PA USD 300719.31000000 0.051213630497 Long DBT CORP US N 2 2049-03-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBM7 415000.00000000 PA USD 309874.17000000 0.052772737617 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N ADVOCATE HEALTH AND HOSPITALS CORPORATION 549300AEHU3PPOUCIL87 007589AB0 391000.00000000 PA USD 342296.82000000 0.058294436961 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N CHILDREN'S HOSPITAL MEDICAL CENTER 549300EKVCKSAOOWU002 16876AAC8 450000.00000000 PA USD 292371.55000000 0.049791975545 Long DBT CORP US N 2 2050-11-15 Fixed 2.82000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AK9 545000.00000000 PA USD 449799.27000000 0.076602508870 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAQ1 750000.00000000 PA USD 626736.96000000 0.106735663528 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 530000.00000000 PA USD 461633.48000000 0.078617919381 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAQ2 80000.00000000 PA USD 62133.59000000 0.010581584267 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 375000.00000000 PA USD 364209.48000000 0.062026245446 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N TRANE TECHNOLOGIES GLOBAL HOLDING COMPANY LIMITED 549300UCF0D858BIOV83 45687AAN2 140000.00000000 PA USD 116240.99000000 0.019796278165 Long DBT CORP US N 2 2048-02-21 Fixed 4.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BZ4 195000.00000000 PA USD 139436.26000000 0.023746519961 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CN4 35000.00000000 PA USD 27654.61000000 0.004709684183 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661ER4 124000.00000000 PA USD 122881.91000000 0.020927251840 Long DBT CORP US N 2 2053-07-01 Fixed 5.75000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DG7 2731000.00000000 PA USD 1439523.76000000 0.245156315160 Long DBT CORP US N 2 2036-10-10 Fixed 0.00000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAW3 175000.00000000 PA USD 140297.63000000 0.023893214514 Long DBT CORP US N 2 2047-02-01 Fixed 4.40000000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79765RTK5 1235000.00000000 PA USD 1344857.20000000 0.229034243636 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 2605000.00000000 PA USD 2153907.62000000 0.366818575689 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AM2 225000.00000000 PA USD 217163.49000000 0.036983759820 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 602000.00000000 PA USD 430065.38000000 0.073241753118 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 413000.00000000 PA USD 374528.93000000 0.063783686626 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AM2 310000.00000000 PA USD 290563.98000000 0.049484139570 Long DBT CORP BE N 2 2038-04-15 Fixed 4.37500000 N N N N N N KILROY REALTY, L.P. 5493008CT3N3JR7P1552 49427RAR3 215000.00000000 PA USD 142341.88000000 0.024241357984 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 3250000.00000000 PA USD 2415029.31000000 0.411288582443 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 270000.00000000 PA USD 215671.75000000 0.036729710883 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAU5 250000.00000000 PA USD 166793.81000000 0.028405613708 Long DBT CORP US N 2 2051-01-15 Fixed 3.25000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224AE7 105000.00000000 PA USD 75934.55000000 0.012931939707 Long DBT NUSS CA N 2 2051-03-04 Fixed 3.75000000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13648TAH0 453000.00000000 PA USD 352116.72000000 0.059966802897 Long DBT NUSS CA N 2 2069-11-15 Fixed 4.20000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 990000.00000000 PA USD 1011486.71000000 0.172259994275 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92922FD47 24203.05000000 PA USD 23707.57000000 0.004037488413 Long ABS-MBS US N 2 2045-01-25 Floating 5.79800160 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 53079EBJ2 220000.00000000 PA USD 159116.08000000 0.027098067388 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 115000.00000000 PA USD 101061.09000000 0.017211084053 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV N/A 882667AZ1 355000.00000000 PA USD 289057.44000000 0.049227570137 Long DBT MUN US N 2 2049-12-31 Fixed 3.92200000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 125000.00000000 PA USD 83167.05000000 0.014163661682 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAH4 30000.00000000 PA USD 27209.12000000 0.004633815559 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AV8 335000.00000000 PA USD 342299.87000000 0.058294956388 Long DBT CORP US N 2 2053-04-01 Fixed 5.62500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEG2 65000.00000000 PA USD 64438.77000000 0.010974165099 Long DBT CORP US N 2 2064-05-15 Fixed 5.50000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 325000.00000000 PA USD 304616.66000000 0.051877363873 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AS5 255000.00000000 PA USD 209858.34000000 0.035739665276 Long DBT CORP US N 2 2047-04-01 Fixed 4.50000000 N N N N N N KIMCO REALTY OP, LLC 549300EA7I6T15IBYS12 49446RAM1 110000.00000000 PA USD 83011.13000000 0.014137107919 Long DBT CORP US N 2 2045-04-01 Fixed 4.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 820000.00000000 PA USD 633868.90000000 0.107950259757 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAV5 540000.00000000 PA USD 535815.73000000 0.091251435802 Long DBT CORP US N 2 2042-02-15 Fixed 5.70000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAH0 627000.00000000 PA USD 710702.49000000 0.121035309360 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N EL PASO NATURAL GAS CO LLC N/A 283695BK9 100000.00000000 PA USD 114649.03000000 0.019525161384 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAD9 430000.00000000 PA USD 405073.63000000 0.068985564016 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBJ1 760000.00000000 PA USD 682959.32000000 0.116310543075 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345YAG1 580000.00000000 PA USD 416168.65000000 0.070875087688 Long DBT CORP US N 2 2050-05-15 Fixed 3.62500000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DY1 235000.00000000 PA USD 206775.08000000 0.035214574492 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KK2 165000.00000000 PA USD 160851.64000000 0.027393639789 Long DBT CORP US N 2 2053-04-01 Fixed 6.70000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 615000.00000000 PA USD 573573.69000000 0.097681758523 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A 13032UB31 125000.00000000 PA USD 92949.30000000 0.015829615681 Long DBT MUN US N 2 2051-08-15 Fixed 3.00000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 33000.00000000 PA USD 30172.80000000 0.005138541420 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CB2 710000.00000000 PA USD 603589.66000000 0.102793591204 Long DBT CORP US N 2 2118-08-01 Fixed 5.10000000 N N N N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886FAF4 150000.00000000 PA USD 95627.58000000 0.016285736847 Long DBT CORP US N 2 2050-09-15 Fixed 2.80000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XED4 220000.00000000 PA USD 223142.44000000 0.038001997512 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 1444000.00000000 PA USD 1444541.24000000 0.246010810891 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 899000.00000000 PA USD 891221.97000000 0.151778456338 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 1040000.00000000 PA USD 1015427.15000000 0.172931066040 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AN9 500000.00000000 PA USD 387906.40000000 0.066061920124 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DF4 5000.00000000 PA USD 4075.04000000 0.000693994651 Long DBT CORP US N 2 2052-02-22 Fixed 4.20000000 N N N N N N ROGERS COMMUNICATIONS INC N/A 775109AX9 257000.00000000 PA USD 211416.39000000 0.036005007056 Long DBT NUSS CA N 2 2043-03-15 Fixed 4.50000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAS2 570000.00000000 PA USD 482140.79000000 0.082110391470 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797FC6 435000.00000000 PA USD 425650.26000000 0.072489841563 Long DBT UST US N 2 2023-10-26 None 0.00000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 800000.00000000 PA USD 520731.66000000 0.088682561900 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576AB5 435000.00000000 PA USD 303536.98000000 0.051693490305 Long DBT CORP US N 2 2051-05-20 Fixed 3.50000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBG9 365000.00000000 PA USD 239191.22000000 0.040735165158 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 450000.00000000 PA USD 311273.96000000 0.053011127123 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAJ4 165000.00000000 PA USD 179333.11000000 0.030541103700 Long DBT NUSS MX N 2 2035-03-01 Fixed 6.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 120000.00000000 PA USD 124225.80000000 0.021156121366 Long DBT NUSS GB N 2 2044-03-09 Fixed 6.33200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NE7 160000.00000000 PA USD 129135.17000000 0.021992205557 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAA7 175000.00000000 PA USD 162802.89000000 0.027725945009 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 880000.00000000 PA USD 983654.38000000 0.167520043706 Long DBT NUSS CA N 2 2038-08-15 Fixed 7.25000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAZ1 229000.00000000 PA USD 199423.35000000 0.033962547198 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AX7 615000.00000000 PA USD 444723.96000000 0.075738164472 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAF3 680000.00000000 PA USD 436850.33000000 0.074397255644 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 1240000.00000000 PA USD 980702.94000000 0.167017402364 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 1235000.00000000 PA USD 1020589.45000000 0.173810225163 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N SABAL TRAIL TRANSMISSION, LLC 5493002DWITGSZFUI977 78516FAC3 380000.00000000 PA USD 328537.84000000 0.055951230874 Long DBT CORP US N 2 2048-05-01 Fixed 4.83200000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 55000.00000000 PA USD 54231.02000000 0.009235746849 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBD1 510000.00000000 PA USD 420162.29000000 0.071555219613 Long DBT NUSS GB N 2 2043-02-19 Fixed 4.37500000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CP8 1225000.00000000 PA USD 1267523.22000000 0.215863975732 Long DBT CORP US N 2 2036-05-15 Fixed 6.40000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BR3 265000.00000000 PA USD 235731.29000000 0.040145926055 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N PHILLIPS 66 COMPANY RVJMT2IZVVSKIRJJBH76 718547AP7 509000.00000000 PA USD 445049.38000000 0.075793584723 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 200000.00000000 PA USD 167762.38000000 0.028570564825 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAV2 125000.00000000 PA USD 131721.65000000 0.022432692837 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAP1 300000.00000000 PA USD 194581.04000000 0.033137883577 Long DBT CORP US N 2 2050-06-27 Fixed 3.02500000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 225000.00000000 PA USD 232658.12000000 0.039622553636 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBL1 100000.00000000 PA USD 90898.62000000 0.015480377157 Long DBT CORP US N 2 2052-09-15 Fixed 4.75000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 245000.00000000 PA USD 193487.16000000 0.032951591696 Long DBT CORP US N 2 2043-03-15 Fixed 3.90000000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BT9 165000.00000000 PA USD 112844.14000000 0.019217781823 Long DBT CORP US N 2 2041-11-01 Fixed 3.36600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 991000.00000000 PA USD 791736.52000000 0.134835709707 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N EQM MIDSTREAM PARTNERS, LP 549300NELT611CL6XM83 26885BAE0 500000.00000000 PA USD 408440.45000000 0.069558946136 Long DBT CORP US N 2 2048-07-15 Fixed 6.50000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBY5 360000.00000000 PA USD 343793.08000000 0.058549255672 Long DBT NUSS GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N THE CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 72000.00000000 PA USD 64872.59000000 0.011048046278 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 575000.00000000 PA USD 392579.94000000 0.066857841579 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EN3 455000.00000000 PA USD 440310.05000000 0.074986458984 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAC3 100000.00000000 PA USD 82112.37000000 0.013984045708 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DQ7 190000.00000000 PA USD 149572.69000000 0.025472792146 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CY5 175000.00000000 PA USD 173034.02000000 0.029468344961 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646ZR6 1360000.00000000 PA USD 1549035.65000000 0.263806602265 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 560000.00000000 PA USD 514760.13000000 0.087665587862 Long DBT CORP US N 2 2048-12-17 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 465000.00000000 PA USD 321445.37000000 0.054743356535 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 114000.00000000 PA USD 83345.64000000 0.014194076231 Long DBT CORP US N 2 2050-06-15 Fixed 3.75000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FN3 308000.00000000 PA USD 196070.63000000 0.033391566362 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 2011000.00000000 PA USD 1897174.26000000 0.323095918054 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 12360000.00000000 PA USD 8914650.00000000 1.518198452621 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 955000.00000000 PA USD 921759.16000000 0.156979054747 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109HAN5 380000.00000000 PA USD 338476.38000000 0.057643801648 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAG8 465000.00000000 PA USD 322564.38000000 0.054933928150 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 600000.00000000 PA USD 461230.18000000 0.078549235873 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 4520000.00000000 PA USD 2974018.75000000 0.506486588291 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DH7 135000.00000000 PA USD 89055.00000000 0.015166401731 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 45000.00000000 PA USD 44867.58000000 0.007641117770 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAJ6 405000.00000000 PA USD 360916.33000000 0.061465409604 Long DBT CORP US N 2 2044-03-01 Fixed 4.40000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271BB4 315000.00000000 PA USD 277697.64000000 0.047292953435 Long DBT CORP US N 2 2053-04-15 Fixed 5.15000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BT8 185000.00000000 PA USD 181464.73000000 0.030904126610 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AS0 1080000.00000000 PA USD 709768.36000000 0.120876223505 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 455000.00000000 PA USD 446372.88000000 0.076018981755 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36267VAL7 475000.00000000 PA USD 517833.47000000 0.088188989233 Long DBT CORP US N 2 2052-11-22 Fixed 6.37700000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAN0 50000.00000000 PA USD 44532.80000000 0.007584103475 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N United States of America N/A N/A 291.00000000 NC USD 39830625.00000000 6.783305372834 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2023 2023-09-23 39259388.27000000 USD 571236.73000000 N N N United States of America N/A N/A 128.00000000 NC USD 26346000.00000000 4.486822974851 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Sep 2023 2023-10-02 26412453.39000000 USD -66453.39000000 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GX74 450000.00000000 PA USD 396101.72000000 0.067457613970 Long DBT CORP US N 2 2036-08-15 Floating 5.80070880 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCM4 105000.00000000 PA USD 100440.03000000 0.017105315197 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BN1 156000.00000000 PA USD 172899.85000000 0.029445495305 Long DBT NUSS CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8R6 85000.00000000 PA USD 84619.80000000 0.014411070476 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 250000.00000000 PA USD 286942.25000000 0.048867345318 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N NORTHWELL HEALTHCARE, INC. 54930073NUTKK4QD3P47 667274AC8 235000.00000000 PA USD 192254.65000000 0.032741690603 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BH4 640000.00000000 PA USD 589690.66000000 0.100426539184 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 335000.00000000 PA USD 262107.94000000 0.044637968840 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BM6 85000.00000000 PA USD 82066.70000000 0.013976267935 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A2NU1 3093866.00000000 PA USD 2960615.05000000 0.504203887726 Long DBT USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 838000.00000000 PA USD 780906.21000000 0.132991267146 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 755000.00000000 PA USD 662611.36000000 0.112845208891 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 725000.00000000 PA USD 632044.23000000 0.107639511587 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N KINDER MORGAN ENERGY PARTNERS, L.P. 549300PDHUGWPWGOT525 494550BN5 700000.00000000 PA USD 592706.36000000 0.100940124246 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 596000.00000000 PA USD 612784.11000000 0.104359440650 Long DBT USGA US N 2 2049-02-15 Fixed 1.00000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 270000.00000000 PA USD 298488.22000000 0.050833667472 Long DBT CORP US N 2 2037-09-15 Fixed 6.35000000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M3H5 250000.00000000 PA USD 219708.53000000 0.037417189712 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 1953000.00000000 PA USD 1654206.25000000 0.281717551341 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N BRK: BARCLAYS N/A N/A 934000.00000000 NC USD 21071.68000000 0.003588586424 N/A DIR XX N 2 BRK: BARCLAYS N/A Y 2053-09-20 0.00000000 USD 0.00000000 USD -934000.00000000 USD 21071.68000000 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BU9 535000.00000000 PA USD 339380.32000000 0.057797746033 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAJ0 1610000.00000000 PA USD 1446852.02000000 0.246404345424 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UBM0 1125000.00000000 PA USD 996651.43000000 0.169733490246 Long DBT CORP US N 2 2041-08-01 Fixed 4.90000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAC6 190000.00000000 PA USD 143703.47000000 0.024473241887 Long DBT CORP US N 2 2034-01-15 Fixed 2.70000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AB2 225000.00000000 PA USD 184373.66000000 0.031399528339 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 130000.00000000 PA USD 89485.58000000 0.015239731126 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N ROGERS COMMUNICATIONS INC N/A 775109CD1 402000.00000000 PA USD 319237.81000000 0.054367400757 Long DBT NUSS CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AC7 155000.00000000 PA USD 119881.76000000 0.020416315001 Long DBT CORP US N 2 2033-06-15 Fixed 2.60000000 N N N N N N 2023-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST Ankit Puri Ankit Puri CFO