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 2024-05-31 2023-11-30 N 643060702.17 3940641.30 639120060.87 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 304631.91000000 USD N 70% LCREDLONG / 30% GOV_10P Index BC60LC_GOV ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAG8 280000.00000000 PA USD 292509.21000000 0.045767490008 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 412564.80000000 0.064552002864 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 1157082.44000000 0.181043048222 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 305578.31000000 0.047812348369 Long DBT NUSS ZA N 2 2052-03-16 Fixed 4.75000000 N N N N N N Rzeczpospolita Polska 259400R9L8QEP0TPXS31 731011AW2 325000.00000000 PA USD 313314.30000000 0.049022761008 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 456608.93000000 0.071443373155 Long DBT CORP US N 2 2049-02-01 Fixed 4.60000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAQ3 239000.00000000 PA USD 186646.56000000 0.029203677278 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 485000.00000000 PA USD 470787.80000000 0.073661871817 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N PUBLIC STORAGE OPERATING COMPANY 549300LMZF40TKJ6DM64 74460WAH0 510000.00000000 PA USD 490471.73000000 0.076741720379 Long DBT CORP US N 2 2053-08-01 Fixed 5.35000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBJ9 206000.00000000 PA USD 178976.55000000 0.028003588207 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 430000.00000000 PA USD 287242.94000000 0.044943502416 Long DBT NUSS CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 1053000.00000000 PA USD 757380.61000000 0.118503651562 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 63440.80000000 0.009926272680 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 4965000.00000000 PA USD 3393724.27000000 0.530999490984 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 215693.58000000 0.033748522884 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 375977.90000000 0.058827428994 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 990000.00000000 PA USD 1004795.39000000 0.157215435959 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166CB8 200000.00000000 PA USD 151828.53000000 0.023755869874 Long DBT CORP US N 2 2052-03-09 Fixed 4.00000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DP2 315000.00000000 PA USD 210650.90000000 0.032959519329 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 254470.12000000 0.039815699049 Long DBT CORP US N 2 2040-08-01 Fixed 2.25600000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 310000.00000000 PA USD 273847.91000000 0.042847647377 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 685000.00000000 PA USD 501088.19000000 0.078402826116 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 1775000.00000000 PA USD 1433451.16000000 0.224285114450 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 165000.00000000 PA USD 112317.08000000 0.017573705924 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 128225.07000000 0.020062751562 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 26160000.00000000 PA USD 17526178.19000000 2.742235655401 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 488079.26000000 0.076367382262 Long DBT CORP BE N 2 2040-06-01 Fixed 4.35000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CQ3 289000.00000000 PA USD 216866.27000000 0.033932007971 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 350000.00000000 PA USD 246257.24000000 0.038530669756 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 450000.00000000 PA USD 393496.60000000 0.061568494574 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 190505.69000000 0.029807496535 Long DBT CORP US N 2 2053-03-15 Fixed 3.70000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 879000.00000000 PA USD 609439.07000000 0.095355960063 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AE4 179000.00000000 PA USD 142568.19000000 0.022306949621 Long DBT CORP US N 2 2116-08-01 Fixed 4.76300000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DX2 185000.00000000 PA USD 198560.83000000 0.031067845019 Long DBT CORP US N 2 2054-01-15 Fixed 6.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797FH5 905000.00000000 PA USD 883323.32000000 0.138209293383 Long DBT UST US N 2 2024-05-16 None 0.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABL8 775000.00000000 PA USD 546700.07000000 0.085539494606 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 130000.00000000 PA USD 133200.16000000 0.020841179639 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NN7 260000.00000000 PA USD 224961.77000000 0.035198671387 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 785312.40000000 0.122874002567 Long DBT CORP DE N 2 2044-07-15 Fixed 4.40000000 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106LBB4 340000.00000000 PA USD 292399.47000000 0.045750319525 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 176106.90000000 0.027554588062 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 43228.26000000 0.006763715089 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 192066.84000000 0.030051762064 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 10257000.00000000 PA USD 7738425.65000000 1.210793734038 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 323510.71000000 0.050618143570 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAG6 1440000.00000000 PA USD 1361290.38000000 0.212994469012 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 345018.90000000 0.053983425200 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBP7 425000.00000000 PA USD 291431.74000000 0.045598903530 Long DBT CORP US N 2 2061-02-04 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 1020000.00000000 PA USD 674395.32000000 0.105519347817 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 852302.81000000 0.133355665419 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AK0 250000.00000000 PA USD 233937.53000000 0.036603064795 Long DBT CORP US N 2 2034-11-15 Fixed 4.65000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 809000.00000000 PA USD 728773.27000000 0.114027600543 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 872431.34000000 0.136505078374 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 267273.41000000 0.041818967415 Long DBT CORP US N 2 2051-11-30 Fixed 3.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RX8 2655000.00000000 PA USD 2007428.91000000 0.314092614659 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 380000.00000000 PA USD 396874.21000000 0.062096972744 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AN7 320000.00000000 PA USD 235652.52000000 0.036871400919 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 98761.62000000 0.015452749185 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394NUA4 40014.84000000 PA USD 39358.23000000 0.006158190363 Long DBT USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 315000.00000000 PA USD 315085.81000000 0.049299940541 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 320250.04000000 0.050107962432 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 3343000.00000000 PA USD 2766635.64000000 0.432881990315 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 412020.08000000 0.064466773181 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 368012.00000000 0.057581043458 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 412209.06000000 0.064496341960 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 895000.00000000 PA USD 871969.03000000 0.136432742983 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAB7 1560000.00000000 PA USD 1280909.93000000 0.200417731882 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 2348000.00000000 PA USD 1621288.58000000 0.253675119787 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CA0 120000.00000000 PA USD 76771.17000000 0.012012010684 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N GLP Capital, L.P. 2549005PXW31DRW8EC44 361841AS8 160000.00000000 PA USD 161562.56000000 0.025278906091 Long DBT CORP US N 2 2033-12-01 Fixed 6.75000000 N N N N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332BH4 500000.00000000 PA USD 533025.39000000 0.083399884096 Long DBT CORP US N 2 2033-11-01 Fixed 6.55000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAF5 675000.00000000 PA USD 737072.27000000 0.115326104612 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 384963.51000000 0.060233363583 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 315000.00000000 PA USD 207800.45000000 0.032513523314 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WJ80 9881.72000000 PA USD 923.52000000 0.000144498671 Long DBT USGA US N 2 2037-07-25 Floating 1.25742960 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 2310000.00000000 PA USD 2252330.62000000 0.352411191245 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 116560.07000000 0.018237585883 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 1153305.07000000 0.180452021554 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 275000.00000000 PA USD 270765.14000000 0.042365301385 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBF9 495000.00000000 PA USD 444767.96000000 0.069590674308 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 1033934.45000000 0.161774682614 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 515390.40000000 0.080640623187 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AZ1 320000.00000000 PA USD 326567.35000000 0.051096401129 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 150000.00000000 PA USD 119345.92000000 0.018673474251 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 173323.53000000 0.027119087728 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 165099.59000000 0.025832327931 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 460562.30000000 0.072061937685 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 520502.27000000 0.081440452564 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BV5 125000.00000000 PA USD 110440.60000000 0.017280102247 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85300000 N N N N N N Glencore Finance (Canada) Limited 5493005TTO0UJ33KCK70 98417EAN0 476000.00000000 PA USD 460455.90000000 0.072045289796 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 593863.14000000 0.092918870234 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 160000.00000000 PA USD 113953.61000000 0.017829765794 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AZ7 1050000.00000000 PA USD 1030845.95000000 0.161291440077 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 681164.38000000 0.106578469634 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 504000.00000000 PA USD 391055.34000000 0.061186522524 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 135933.64000000 0.021268873928 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 663726.44000000 0.103850040178 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AT5 27000.00000000 PA USD 24849.77000000 0.003888122360 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 461000.00000000 PA USD 457945.53000000 0.071652504441 Long DBT CORP US N 2 2042-08-15 Fixed 6.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDH1 375000.00000000 PA USD 305477.91000000 0.047796639270 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 1479000.00000000 PA USD 1117298.29000000 0.174818216232 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 258539.66000000 0.040452440132 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 517172.70000000 0.080919490978 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 139790.38000000 0.021872319233 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 188444.07000000 0.029484924904 Long DBT CORP US N 2 2033-10-25 Fixed 5.83400000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 210000.00000000 PA USD 222824.33000000 0.034864236571 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 1081000.00000000 PA USD 821841.99000000 0.128589609420 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 65000.00000000 PA USD 59508.75000000 0.009311043987 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBG5 620000.00000000 PA USD 451627.36000000 0.070663931184 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 656915.76000000 0.102784406282 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N Republic of the Philippines 529900RAHBALMYIJ3T08 718286CX3 60000.00000000 PA USD 58797.96000000 0.009199830141 Long DBT NUSS PH N 2 2048-01-17 Fixed 5.50000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 325000.00000000 PA USD 256640.62000000 0.040155306602 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 149442.90000000 0.023382601978 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCJ8 860000.00000000 PA USD 732222.45000000 0.114567276921 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 646310.28000000 0.101125018532 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 188261.04000000 0.029456287093 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 105000.00000000 PA USD 69817.65000000 0.010924027311 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 307125.00000000 0.048054351412 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 255838.21000000 0.040029757421 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 388860.15000000 0.060843051847 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PET5 285000.00000000 PA USD 307900.17000000 0.048175638483 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 1015000.00000000 PA USD 924479.71000000 0.144648833075 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAM4 370000.00000000 PA USD 340358.38000000 0.053254216357 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 345000.00000000 PA USD 254917.31000000 0.039885668688 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 459468.26000000 0.071890758580 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 330000.00000000 PA USD 311092.58000000 0.048675139312 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 206428.47000000 0.032298856292 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 906538.01000000 0.141841582748 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 146664.94000000 0.022947948121 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 440000.00000000 PA USD 348872.25000000 0.054586340088 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 302560.07000000 0.047340099071 Long DBT CORP US N 2 2048-11-15 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393XBU0 673391.28000000 PA USD 677414.99000000 0.105991820860 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 299917.98000000 0.046926704130 Long DBT CORP US N 2 2038-04-01 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 495000.00000000 PA USD 476237.94000000 0.074514628652 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 568092.48000000 0.088886660704 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EG1 575000.00000000 PA USD 367196.31000000 0.057453416420 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 546358.18000000 0.085486000745 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 495981.40000000 0.077603791582 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 520000.00000000 PA USD 567513.86000000 0.088796126854 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411BG9 200000.00000000 PA USD 155992.00000000 0.024407307726 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567PAT7 120000.00000000 PA USD 86842.07000000 0.013587755308 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 527668.49000000 0.082561716069 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBZ7 930000.00000000 PA USD 1016399.31000000 0.159031044748 Long DBT NUSS CA N 2 2053-11-15 Fixed 6.70000000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 112000.00000000 PA USD 73732.24000000 0.011536524123 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 254221.71000000 0.039776831547 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 054989AC2 165000.00000000 PA USD 167935.27000000 0.026276012956 Long DBT CORP GB N 2 2043-08-02 Fixed 7.07900000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBY8 100000.00000000 PA USD 74988.29000000 0.011733052143 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 840000.00000000 PA USD 665105.56000000 0.104065824360 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 635289.87000000 0.099400708708 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 1820000.00000000 PA USD 1332033.32000000 0.208416759471 Long DBT CORP GB N 2 2047-08-15 Fixed 4.54000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142FE8 535000.00000000 PA USD 487465.48000000 0.076271347098 Long DBT CORP US N 2 2053-04-15 Fixed 4.50000000 N N N N N N NEVADA POWER COMPANY MJZFGXRJ52U8U4MKJ519 641423CG1 250000.00000000 PA USD 253791.03000000 0.039709445147 Long DBT CORP US N 2 2054-03-15 Fixed 6.00000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 88339WAA4 410000.00000000 PA USD 276810.89000000 0.043311250412 Long DBT CORP US N 2 2051-10-15 Fixed 3.50000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 30161MAG8 733000.00000000 PA USD 737692.61000000 0.115423166188 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 8680000.00000000 PA USD 7736050.00000000 1.210422027665 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 680000.00000000 PA USD 722619.84000000 0.113064803351 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CK8 235000.00000000 PA USD 218523.32000000 0.034191278506 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDK2 410000.00000000 PA USD 293231.96000000 0.045880575177 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 16565.34000000 0.002591897988 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813CV9 315000.00000000 PA USD 198133.12000000 0.031000923321 Long DBT CORP US N 2 2051-12-01 Fixed 3.13200000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 955000.00000000 PA USD 723569.12000000 0.113213332564 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BC5 120000.00000000 PA USD 100610.07000000 0.015741967145 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEL2 125000.00000000 PA USD 113982.62000000 0.017834304847 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DV7 310000.00000000 PA USD 241111.01000000 0.037725464237 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLV2 2131000.00000000 PA USD 1406498.91000000 0.220068027294 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 126572.26000000 0.019804144440 Long DBT CORP US N 2 2047-01-15 Fixed 4.40000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111ES8 865000.00000000 PA USD 903893.34000000 0.141427784127 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 352661.71000000 0.055179258419 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 8870000.00000000 PA USD 7378038.33000000 1.154405687087 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAW1 755000.00000000 PA USD 675692.92000000 0.105722376963 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 18991.56000000 0.002971516802 Long DBT CORP US N 2 2050-11-15 Fixed 2.83900000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAG4 380000.00000000 PA USD 412767.88000000 0.064583777801 Long DBT CORP US N 2 2054-02-15 Fixed 6.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 645000.00000000 PA USD 547885.76000000 0.085725013740 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCC0 490000.00000000 PA USD 447835.62000000 0.070070656112 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 1053000.00000000 PA USD 1105345.34000000 0.172947996421 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 768000.00000000 PA USD 774746.50000000 0.121220807706 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 303499.73000000 0.047487123090 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 1620388.92000000 0.253534354373 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAM0 530000.00000000 PA USD 412648.17000000 0.064565047361 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 835000.00000000 PA USD 931132.22000000 0.145689718882 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FK9 850000.00000000 PA USD 599375.96000000 0.093781434302 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 640000.00000000 PA USD 598523.91000000 0.093648118193 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 366382.67000000 0.057326110136 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 239452.65000000 0.037465988733 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 1037923.94000000 0.162398898665 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 441000.00000000 PA USD 307050.82000000 0.048042744829 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCA9 315000.00000000 PA USD 214092.26000000 0.033497972150 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAX8 695000.00000000 PA USD 663046.58000000 0.103743665798 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 540000.00000000 PA USD 540367.68000000 0.084548696416 Long DBT CORP US N 2 2033-10-28 Fixed 6.03700000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DG3 925000.00000000 PA USD 758889.40000000 0.118739724578 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 150000.00000000 PA USD 97471.16000000 0.015250837200 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 408609.49000000 0.063933134792 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 198005.01000000 0.030980878573 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 372031.21000000 0.058209909651 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 295000.00000000 PA USD 262838.11000000 0.041124997647 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 564000.00000000 PA USD 405979.29000000 0.063521600221 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DH3 120000.00000000 PA USD 134136.07000000 0.020987616914 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAX3 495000.00000000 PA USD 352175.43000000 0.055103172558 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 95000.00000000 PA USD 77554.85000000 0.012134629273 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAY4 180000.00000000 PA USD 184313.03000000 0.028838561216 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAT7 410000.00000000 PA USD 373887.40000000 0.058500338651 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 321603.15000000 0.050319676957 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 140000.00000000 PA USD 90450.38000000 0.014152329982 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 458993.63000000 0.071816495538 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 138865.38000000 0.021727588993 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 374244.94000000 0.058556281192 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 360000.00000000 PA USD 370981.22000000 0.058045622835 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XCF6 245000.00000000 PA USD 230876.56000000 0.036124129742 Long DBT CORP US N 2 2053-06-15 Fixed 5.25000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 1460000.00000000 PA USD 1121666.70000000 0.175501720048 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 100000.00000000 PA USD 79204.59000000 0.012392756048 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 130000.00000000 PA USD 121438.58000000 0.019000902558 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QS0 1215000.00000000 PA USD 1079783.79000000 0.168948505313 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAG3 655000.00000000 PA USD 556354.94000000 0.087050145045 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 57401.09000000 0.008981268702 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 181299.49000000 0.028367047304 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDA4 525000.00000000 PA USD 486042.28000000 0.076048665932 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 623710.65000000 0.097588964607 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 575975.29000000 0.090120045553 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EU3 165000.00000000 PA USD 114778.69000000 0.017958862039 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 302009.74000000 0.047253991619 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 1820000.00000000 PA USD 1877348.29000000 0.293739534234 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 482202.35000000 0.075447850806 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 395000.00000000 PA USD 294051.82000000 0.046008854674 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 269434.72000000 0.042157137053 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 340000.00000000 PA USD 322653.64000000 0.050484042006 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 565000.00000000 PA USD 509734.69000000 0.079755701816 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 365070.32000000 0.057120773130 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 908300.37000000 0.142117330625 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 834878.18000000 0.130629318513 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAS8 325000.00000000 PA USD 324190.27000000 0.050724471010 Long DBT CORP US N 2 2053-05-25 Fixed 5.45000000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAG1 475000.00000000 PA USD 364877.57000000 0.057090614477 Long DBT NUSS CA N 2 2047-07-26 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 100000.00000000 PA USD 71500.17000000 0.011187283012 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 93747.65000000 0.014668237744 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 534605.96000000 0.083647188178 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 875283.19000000 0.136951293440 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 539732.18000000 0.084449262829 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 1101000.00000000 PA USD 1131099.06000000 0.176977555431 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 105000.00000000 PA USD 69837.70000000 0.010927164436 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 570000.00000000 PA USD 485128.93000000 0.075905758511 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MEV2 430000.00000000 PA USD 377673.42000000 0.059092718743 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 440384.47000000 0.068904810999 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 680000.00000000 PA USD 658840.05000000 0.103085490557 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 540286.68000000 0.084536022741 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 739209.74000000 0.115660544122 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 305000.00000000 PA USD 321612.42000000 0.050321127389 Long DBT CORP US N 2 2040-03-30 Fixed 6.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 645000.00000000 PA USD 511724.31000000 0.080067007958 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 225830.06000000 0.035334528491 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 140000.00000000 PA USD 136262.33000000 0.021320302450 Long DBT CORP US N 2 2033-01-15 Fixed 5.70000000 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCG8 140000.00000000 PA USD 112976.29000000 0.017676849299 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 778000.00000000 PA USD 587585.50000000 0.091936638508 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 837000.00000000 PA USD 728249.98000000 0.113945723908 Long DBT CORP BE N 2 2048-10-06 Fixed 4.43900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394PUB7 1182.23000000 PA USD 1178.31000000 0.000184364421 Long DBT USGA US N 2 2024-02-15 Fixed 5.50000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBV7 245000.00000000 PA USD 195444.66000000 0.030580273092 Long DBT CORP US N 2 2048-05-01 Fixed 4.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RT7 3195000.00000000 PA USD 2094846.67000000 0.327770445375 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACW3 706000.00000000 PA USD 689619.69000000 0.107901430767 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 700000.00000000 PA USD 639871.09000000 0.100117509866 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 1238000.00000000 PA USD 1024319.48000000 0.160270275135 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBL8 565000.00000000 PA USD 538345.04000000 0.084232223796 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 91267.15000000 0.014280126002 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DA3 531000.00000000 PA USD 460765.88000000 0.072093790855 Long DBT CORP US N 2 2054-05-15 Fixed 5.50000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RCP5 1970000.00000000 PA USD 1783336.26000000 0.279029930240 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 245750.15000000 0.038451327856 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 832158.48000000 0.130203780314 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 1365000.00000000 PA USD 1191495.70000000 0.186427523238 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 275196.61000000 0.043058671891 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JV3 270000.00000000 PA USD 202508.39000000 0.031685500487 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 345000.00000000 PA USD 333427.50000000 0.052169775354 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 1068000.00000000 PA USD 634479.30000000 0.099273882771 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 633890.51000000 0.099181757671 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 1150000.00000000 PA USD 1105190.68000000 0.172923797524 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 18223.83000000 PA USD 17943.64000000 0.002807553869 Long DBT USGA US N 2 2032-06-20 Floating 3.87500040 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CJ6 330000.00000000 PA USD 244492.88000000 0.038254608948 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967BL4 155000.00000000 PA USD 163288.30000000 0.025548924215 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 2029000.00000000 PA USD 1781242.00000000 0.278702251588 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 635000.00000000 PA USD 423010.18000000 0.066186340548 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 105000.00000000 PA USD 66168.80000000 0.010353109540 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 1114893.89000000 0.174442011487 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1205000.00000000 PA USD 942335.82000000 0.147442691552 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BV3 298000.00000000 PA USD 303397.42000000 0.047471115143 Long DBT CORP US N 2 2053-09-15 Fixed 5.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 425000.00000000 PA USD 409269.48000000 0.064036400209 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803FA6 4090000.00000000 PA USD 1340157.21000000 0.209687864933 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 273903.79000000 0.042856390648 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 672197.08000000 0.105175399921 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N CITIGROUP GLOBAL MARKETS N/A N/A 1836000.00000000 NC USD 94362.81000000 0.014764488830 N/A DIR XX N 2 CITIGROUP GLOBAL MARKETS N/A Y 2053-12-20 0.00000000 USD 0.00000000 USD -1836000.00000000 USD 94362.81000000 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AU3 520000.00000000 PA USD 439913.86000000 0.068831176946 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 335000.00000000 PA USD 235163.67000000 0.036794912943 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 198688.62000000 0.031087839697 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 276272.92000000 0.043227076869 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 334004.90000000 0.052260118317 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 442161.24000000 0.069182813538 Long DBT NUSS NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394BJY1 480046.01000000 PA USD 468820.85000000 0.073354112740 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 151000.00000000 PA USD 128351.28000000 0.020082499026 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 474936.11000000 0.074310937659 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 87637.22000000 0.013712168552 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 436679.11000000 0.068325051384 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 46124HAH9 295000.00000000 PA USD 302700.49000000 0.047362069904 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N DSLA MORTGAGE LOAN TRUST N/A 23332UDC5 18323.19000000 PA USD 17166.87000000 0.002686016454 Long ABS-MBS US N 2 2045-03-19 Floating 5.86554840 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYN8 515000.00000000 PA USD 410897.79000000 0.064291173936 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJB7 1426000.00000000 PA USD 1445136.76000000 0.226113503311 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CQ2 280000.00000000 PA USD 213131.42000000 0.033347634200 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EA4 367000.00000000 PA USD 360224.26000000 0.056362533748 Long DBT CORP 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 641916.13000000 0.100437487304 Long DBT CORP US N 2 2043-03-30 Fixed 5.62500000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AR2 795000.00000000 PA USD 534838.67000000 0.083683599177 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 202611.10000000 0.031701571020 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 165616.68000000 0.025913234482 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 198467.68000000 0.031053270293 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBN5 105000.00000000 PA USD 68805.00000000 0.010765582902 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 338647.43000000 0.052986512352 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 738464.37000000 0.115543919712 Long DBT NUSS GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N Republica Oriental del Uruguay 549300RDR012H2V82H43 760942BA9 250000.00000000 PA USD 235705.47000000 0.036879685747 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807CJ9 100000.00000000 PA USD 92029.28000000 0.014399372768 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 252253.52000000 0.039468878454 Long DBT CORP US N 2 2052-09-16 Fixed 5.78300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 15960000.00000000 PA USD 11721248.40000000 1.833966592136 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 2036000.00000000 PA USD 1355496.20000000 0.212087881916 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 305000.00000000 PA USD 245772.95000000 0.038454895261 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DZ0 280000.00000000 PA USD 274056.51000000 0.042880286002 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BE1 695000.00000000 PA USD 543016.21000000 0.084963098992 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 286368.51000000 0.044806684617 Long DBT CORP US N 2 2040-12-01 Fixed 6.00000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBQ3 30000.00000000 PA USD 22922.25000000 0.003586532703 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558CA9 195000.00000000 PA USD 196851.33000000 0.030800367888 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122EB0 325000.00000000 PA USD 354030.50000000 0.055393426317 Long DBT CORP US N 2 2053-11-15 Fixed 6.25000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 700000.00000000 PA USD 665966.19000000 0.104200482941 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 160015.46000000 0.025036838897 Long DBT CORP US N 2 2046-04-01 Fixed 6.50000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAK5 280000.00000000 PA USD 206612.72000000 0.032327684992 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 534164.81000000 0.083578163588 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 054989AD0 415000.00000000 PA USD 421000.56000000 0.065871905104 Long DBT CORP GB N 2 2053-08-02 Fixed 7.08100000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523CF5 828000.00000000 PA USD 730610.40000000 0.114315047317 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 645000.00000000 PA USD 514666.55000000 0.080527365906 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AF8 405000.00000000 PA USD 336288.84000000 0.052617475274 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 607000.00000000 PA USD 591908.16000000 0.092612984044 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BU8 435000.00000000 PA USD 461797.23000000 0.072255161161 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAJ0 210000.00000000 PA USD 176021.61000000 0.027541243152 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 186872.12000000 0.029238969552 Long DBT CORP US N 2 2050-04-15 Fixed 3.37500000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HV8 160000.00000000 PA USD 136775.86000000 0.021400651986 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 115745.61000000 0.018110151298 Long DBT CORP US N 2 2051-09-15 Fixed 2.89300000 N N N N N N GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV N/A 38611TAV9 530000.00000000 PA USD 513867.65000000 0.080402365918 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 266394.43000000 0.041681437700 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DB7 1045000.00000000 PA USD 688783.36000000 0.107770574289 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 388095.69000000 0.060723440517 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 88059FBA8 3700000.00000000 PA USD 1786013.68000000 0.279448853094 Long DBT USGA US N 2 2038-01-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 1200000.00000000 PA USD 705187.50000000 0.110337250099 Long DBT UST US N 1 2040-08-15 Fixed 1.12500000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BT8 390000.00000000 PA USD 380737.45000000 0.059572132578 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 947490.16000000 0.148249166003 Long DBT CORP US N 2 2036-08-15 Fixed 6.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 610000.00000000 PA USD 553677.64000000 0.086631240966 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 105000.00000000 PA USD 101783.31000000 0.015925538287 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 1465000.00000000 PA USD 1331663.13000000 0.208358837647 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CC2 330000.00000000 PA USD 303808.92000000 0.047535500542 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 467347.14000000 0.073123528521 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 316343.35000000 0.049496701694 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8Q8 1865000.00000000 PA USD 1894879.65000000 0.296482580662 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 195000.00000000 PA USD 144199.35000000 0.022562169274 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 85463.76000000 0.013372097862 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAH0 125000.00000000 PA USD 128809.58000000 0.020154206992 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 427319.15000000 0.066860544076 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 343360.07000000 0.053723876157 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 590000.00000000 PA USD 501332.33000000 0.078441025512 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271BA6 350000.00000000 PA USD 320784.45000000 0.050191578959 Long DBT CORP US N 2 2035-04-15 Fixed 4.75000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAH5 50000.00000000 PA USD 41528.72000000 0.006497796351 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 549316.58000000 0.085948887170 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 2433000.00000000 PA USD 1800600.09000000 0.281731117553 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 823000.00000000 PA USD 800298.25000000 0.125218765455 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 382314.96000000 0.059818957877 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 1345000.00000000 PA USD 1164395.81000000 0.182187335571 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAJ7 685000.00000000 PA USD 646886.10000000 0.101215114280 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 179000.00000000 PA USD 157281.29000000 0.024609036647 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 313367.94000000 0.049031153798 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 2261654.99000000 0.353870129959 Long DBT CORP US N 2 2035-09-01 Fixed 5.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 1024000.00000000 PA USD 694720.74000000 0.108699567191 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 502025.88000000 0.078549541899 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 558000.00000000 PA USD 412858.80000000 0.064598003611 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FZ6 290000.00000000 PA USD 211649.87000000 0.033115823294 Long DBT CORP US N 2 2053-02-14 Fixed 3.50000000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 63111XAK7 10000.00000000 PA USD 10126.50000000 0.001584444084 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N N BAE SYSTEMS HOLDINGS INC. MF62XBVMNYTYMC18DL76 05523UAL4 563000.00000000 PA USD 487792.95000000 0.076322584732 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 865224.92000000 0.135377524971 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 252249.68000000 0.039468277627 Long DBT CORP GB N 2 2052-11-25 Fixed 5.93600000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CB4 760000.00000000 PA USD 696627.19000000 0.108997860128 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAA9 105000.00000000 PA USD 108625.99000000 0.016996179067 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 461809.42000000 0.072257068471 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 706169.25000000 0.110490859735 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 497963.54000000 0.077913927364 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 160668.97000000 0.025139090420 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 341170.28000000 0.053381250392 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 212000.00000000 PA USD 188668.11000000 0.029519979351 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CX8 280000.00000000 PA USD 299420.94000000 0.046848934704 Long DBT CORP US N 2 2052-11-15 Fixed 6.35000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECP4 825000.00000000 PA USD 522453.81000000 0.081745800513 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 667589.64000000 0.104454496247 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 1360000.00000000 PA USD 936270.97000000 0.146493754041 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 535000.00000000 PA USD 336238.52000000 0.052609601949 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 230014.30000000 0.035989216124 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 584010.34000000 0.091377250653 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 220875.00000000 0.034559234410 Long DBT CORP US N 2 2057-11-01 Fixed 4.74700000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 3598000.00000000 PA USD 2198331.95000000 0.343962282612 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 405000.00000000 PA USD 264099.80000000 0.041322408131 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFW9 1690000.00000000 PA USD 1037451.39000000 0.162324961070 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 91554.19000000 0.014325037751 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 2210000.00000000 PA USD 2178941.83000000 0.340928405068 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 246693.68000000 0.038598957395 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBF7 360000.00000000 PA USD 283452.57000000 0.044350441701 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECL3 235000.00000000 PA USD 143917.29000000 0.022518036721 Long DBT CORP US N 2 2051-09-01 Fixed 2.82000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 11675000.00000000 PA USD 7513501.01000000 1.175600872201 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CY6 350000.00000000 PA USD 343571.44000000 0.053756948190 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 433657.23000000 0.067852232553 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 656493.31000000 0.102718307590 Long DBT CORP US N 2 2041-04-01 Fixed 5.81900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 2219000.00000000 PA USD 1741687.15000000 0.272513297052 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAX7 245000.00000000 PA USD 212894.34000000 0.033310539448 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 115616.19000000 0.018089901581 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 216580.96000000 0.033887366906 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 2630595.26000000 0.411596415299 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 412711.35000000 0.064574932828 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803EP4 5590000.00000000 PA USD 2010106.37000000 0.314511543772 Long DBT UST US N 2 2045-08-15 Fixed 0.00000000 N N N N N N TEXAS EASTERN TRANSMISSION, LP 549300SIOULUXXIDGA69 882384AE0 460000.00000000 PA USD 347499.75000000 0.054371591704 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 8204.60000000 PA USD 6917.51000000 0.001082349064 Long ABS-MBS US N 2 2034-09-25 Floating 6.31737000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 3148000.00000000 PA USD 2516072.72000000 0.393677631801 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 342580.02000000 0.053601825537 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 140000.00000000 PA USD 119472.00000000 0.018693201373 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 490000.00000000 PA USD 323717.52000000 0.050650502123 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 462861.86000000 0.072421738627 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 278061.95000000 0.043506997671 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 4180000.00000000 PA USD 2503754.71000000 0.391750292831 Long DBT UST US N 1 2051-08-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 5185000.00000000 PA USD 4424060.76000000 0.692211218339 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 600000.00000000 PA USD 451519.14000000 0.070646998528 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 265000.00000000 PA USD 185056.50000000 0.028954888342 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DJ1 155000.00000000 PA USD 152825.35000000 0.023911837439 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 350000.00000000 PA USD 295054.03000000 0.046165665586 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 41648.75000000 0.006516576860 Long DBT CORP US N 2 2043-06-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QX9 1240000.00000000 PA USD 936151.57000000 0.146475072105 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 405000.00000000 PA USD 302244.21000000 0.047290677996 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 1250000.00000000 PA USD 1036120.63000000 0.162116743541 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAM3 90000.00000000 PA USD 78489.63000000 0.012280889742 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 6803.25000000 PA USD 45.31000000 0.000007089434 Long DBT USGA US N 2 2038-08-16 Floating 0.85599000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCR5 1945000.00000000 PA USD 1563583.87000000 0.244646345143 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JQ4 310000.00000000 PA USD 205346.68000000 0.032129593885 Long DBT CORP US N 2 2049-11-15 Fixed 3.20000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GD9 175000.00000000 PA USD 184088.89000000 0.028803491123 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 338605.32000000 0.052979923606 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 274301.50000000 0.042918618393 Long DBT CORP US N 2 2051-09-15 Fixed 3.30000000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746AK4 265000.00000000 PA USD 169139.08000000 0.026464367237 Long DBT CORP US N 2 2051-12-01 Fixed 3.37500000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AN6 605000.00000000 PA USD 514736.99000000 0.080538387310 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 1075000.00000000 PA USD 991783.92000000 0.155179594683 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 203821.67000000 0.031890983006 Long DBT CORP US N 2 2050-05-11 Fixed 3.07800000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803FP3 8855000.00000000 PA USD 2687919.13000000 0.420565601765 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 245000.00000000 PA USD 211118.48000000 0.033032679292 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 523614.56000000 0.081927417406 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 470563.83000000 0.073626828323 Long DBT NUSS JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CK4 310000.00000000 PA USD 324243.14000000 0.050732743321 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 481754.14000000 0.075377721573 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 268644.16000000 0.042033441984 Long DBT CORP US N 2 2048-10-15 Fixed 4.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 2285000.00000000 PA USD 1821484.19000000 0.284998750863 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 752000.00000000 PA USD 730294.16000000 0.114265566786 Long DBT CORP US N 2 2053-03-08 Fixed 5.85000000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AE3 1055000.00000000 PA USD 909737.05000000 0.142342120940 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 2048000.00000000 PA USD 1610602.29000000 0.252003088090 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBV6 210000.00000000 PA USD 179766.22000000 0.028127144022 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 255867.40000000 0.040034324638 Long DBT CORP US N 2 2048-03-15 Fixed 4.27300000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CBA1 105000.00000000 PA USD 110990.01000000 0.017366065751 Long DBT CORP US N 2 2054-03-15 Fixed 6.20000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 1226000.00000000 PA USD 1249879.21000000 0.195562506408 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 368985.18000000 0.057733312188 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 754464.15000000 0.118047327285 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 1829000.00000000 PA USD 1519863.37000000 0.237805611660 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 343000.00000000 PA USD 221961.46000000 0.034729227509 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 25000.00000000 PA USD 25994.38000000 0.004067213907 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 213578.81000000 0.033417635132 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 98000.00000000 PA USD 73720.00000000 0.011534608990 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CT7 260000.00000000 PA USD 246218.81000000 0.038524656801 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BE9 525000.00000000 PA USD 471866.60000000 0.073830666394 Long DBT CORP US N 2 2041-10-01 Fixed 4.95000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 480000.00000000 PA USD 412528.37000000 0.064546302839 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 217665.37000000 0.034057039252 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 253265.20000000 0.039627171091 Long DBT CORP US N 2 2034-02-01 Fixed 4.70600000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CK5 402000.00000000 PA USD 318898.29000000 0.049896460700 Long DBT NUSS CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N DISCOVERY COMMUNICATIONS, LLC L2Z2MO2EQURH3BREWI15 25470DBL2 705000.00000000 PA USD 466326.74000000 0.072963871508 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 395000.00000000 PA USD 277636.46000000 0.043440423325 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 357453.86000000 0.055929062766 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 356690.83000000 0.055809675182 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 566213.77000000 0.088592708110 Long DBT MUN US N 2 2039-07-01 Fixed 5.26200000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DU1 560000.00000000 PA USD 548009.64000000 0.085744396640 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAE9 420000.00000000 PA USD 370389.40000000 0.057953023645 Long DBT NUSS AU N 2 2052-04-27 Fixed 4.75000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 225000.00000000 PA USD 143963.30000000 0.022525235681 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 37094.26000000 0.005803958015 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312CA2 590000.00000000 PA USD 569389.52000000 0.089089602229 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 2989000.00000000 PA USD 2767851.03000000 0.433072156463 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 219657.32000000 0.034368709957 Long DBT CORP US N 2 2052-03-13 Fixed 3.48300000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDQ9 100000.00000000 PA USD 83989.60000000 0.013141443234 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 595194.74000000 0.093127219194 Long DBT CORP US N 2 2063-05-18 Fixed 5.05000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAD8 105000.00000000 PA USD 95609.84000000 0.014959605534 Long DBT NUSS NL N 2 2045-08-04 Fixed 5.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 1530000.00000000 PA USD 1071002.45000000 0.167574531855 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAR5 385000.00000000 PA USD 288343.05000000 0.045115631264 Long DBT CORP US N 2 2040-04-05 Fixed 3.37700000 N N N N N N United States of America N/A N/A 280.00000000 NC USD 29918437.50000000 4.681192053222 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Mar 2024 2024-03-31 29789813.19000000 USD 128624.31000000 N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451BE7 165000.00000000 PA USD 165090.05000000 0.025830835254 Long DBT NUSS AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375CP5 425000.00000000 PA USD 326099.23000000 0.051023156675 Long DBT NUSS CA N 2 2048-02-03 Fixed 3.65000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DK3 315000.00000000 PA USD 276722.39000000 0.043297403248 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 2100000.00000000 PA USD 1840924.60000000 0.288040497038 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 955000.00000000 PA USD 966579.32000000 0.151235953802 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCD8 931000.00000000 PA USD 878684.62000000 0.137483498609 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BV0 145000.00000000 PA USD 130193.22000000 0.020370698397 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 975000.00000000 PA USD 727785.88000000 0.113873108443 Long DBT NUSS IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBM6 840000.00000000 PA USD 808154.58000000 0.126448007108 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 407733.29000000 0.063796040049 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECX7 665000.00000000 PA USD 721898.44000000 0.112951929410 Long DBT CORP US N 2 2054-03-15 Fixed 6.40000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BY9 630000.00000000 PA USD 376111.16000000 0.058848279537 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 810095.69000000 0.126751723126 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 267039.73000000 0.041782404644 Long DBT MUN US N 2 2039-05-15 Fixed 6.58200000 N N N N N N United States of America N/A N/A 102.00000000 NC USD 20855015.63000000 3.263082620440 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Mar 2024 2024-03-31 20793291.01000000 USD 61724.62000000 N N N State of California N/A 13063D7G7 510000.00000000 PA USD 513695.82000000 0.080375480516 Long DBT MUN US N 2 2041-10-01 Fixed 5.87500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCQ5 700000.00000000 PA USD 643311.03000000 0.100655740507 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 534704.60000000 0.083662621898 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 410000.00000000 PA USD 330203.68000000 0.051665359956 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 446155.32000000 0.069807747763 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 38055.67000000 0.005954385150 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAU2 315000.00000000 PA USD 300403.50000000 0.047002671077 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 425000.00000000 PA USD 320608.30000000 0.050164017628 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAX4 1325000.00000000 PA USD 1229124.72000000 0.192315152543 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 70000.00000000 PA USD 46642.65000000 0.007297948046 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 40000.00000000 PA USD 38186.97000000 0.005974929021 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAV7 105000.00000000 PA USD 83966.69000000 0.013137858618 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 707802.74000000 0.110746443952 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 255470.70000000 0.039972254923 Long DBT CORP US N 2 2049-04-15 Fixed 4.85000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AA4 775000.00000000 PA USD 731012.18000000 0.114377911875 Long DBT CORP US N 2 2111-10-01 Fixed 5.25000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AN3 245000.00000000 PA USD 239120.18000000 0.037413968773 Long DBT CORP US N 2 2053-07-20 Fixed 6.11900000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 436000.00000000 PA USD 460123.71000000 0.071993313646 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36267VAM5 315000.00000000 PA USD 338226.01000000 0.052920574819 Long DBT CORP US N 2 2052-11-22 Fixed 6.37700000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BJ0 125000.00000000 PA USD 114110.64000000 0.017854335513 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 1008000.00000000 PA USD 965967.95000000 0.151140295719 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GHA6 635000.00000000 PA USD 535557.54000000 0.083796077261 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 57771.15000000 0.009039170186 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 721000.00000000 PA USD 613491.26000000 0.095989986476 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 170000.00000000 PA USD 131584.75000000 0.020588424312 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DH5 20000.00000000 PA USD 22267.46000000 0.003484080904 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AD5 1783000.00000000 PA USD 1488691.33000000 0.232928274536 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 113057.54000000 0.017689562090 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 8568.15000000 0.001340616657 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AH5 1320000.00000000 PA USD 1269545.32000000 0.198639566761 Long DBT NUSS US N 2 2063-05-19 Fixed 5.34000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135AQ9 1254000.00000000 PA USD 1236149.77000000 0.193414327867 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBD1 840000.00000000 PA USD 527403.37000000 0.082520234035 Long DBT CORP US N 2 2050-06-15 Fixed 3.10000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBC1 515000.00000000 PA USD 403094.57000000 0.063070242146 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 58886.80000000 0.009213730503 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N LYB INTERNATIONAL FINANCE III, LLC N/A 50249AAD5 45000.00000000 PA USD 33101.19000000 0.005179181819 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N Gobierno de la Republica de Panama 549300SHS4T08CL0LP14 698299BL7 260000.00000000 PA USD 145845.68000000 0.022819762503 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 440000.00000000 PA USD 472134.61000000 0.073872600612 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 199913.44000000 PA USD 179617.65000000 0.028103897999 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 650785.08000000 0.101825168672 Long DBT MUN US N 2 2042-01-01 Fixed 6.89000000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAX9 779000.00000000 PA USD 525166.69000000 0.082170271620 Long DBT CORP US N 2 2041-04-01 Fixed 2.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 3165000.00000000 PA USD 2491819.34000000 0.389882823676 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAK0 80000.00000000 PA USD 56952.76000000 0.008911120693 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 500000.00000000 PA USD 405452.01000000 0.063439099290 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBG7 200000.00000000 PA USD 133719.75000000 0.020922477353 Long DBT CORP DE N 2 2045-04-15 Fixed 3.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 95000.00000000 PA USD 79293.16000000 0.012406614164 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 500000.00000000 PA USD 337532.69000000 0.052812094419 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 465000.00000000 PA USD 480389.07000000 0.075164135725 Long DBT CORP US N 2 2037-09-01 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHC8 1431000.00000000 PA USD 1322333.44000000 0.206899066538 Long SN UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AT4 152000.00000000 PA USD 136564.78000000 0.021367625327 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 5933.72000000 PA USD 4989.34000000 0.000780657705 Long ABS-MBS US N 2 2031-11-25 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 25820000.00000000 PA USD 26840696.88000000 4.199632983427 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 245000.00000000 PA USD 241657.59000000 0.037810984945 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 88000.00000000 PA USD 108527.36000000 0.016980746911 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 306222.40000000 0.047913125991 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 263637.17000000 0.041250022670 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109BB6 442000.00000000 PA USD 379691.44000000 0.059408468493 Long DBT NUSS CA N 2 2044-03-15 Fixed 5.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAL4 1090000.00000000 PA USD 886648.01000000 0.138729491418 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RS9 790000.00000000 PA USD 546241.79000000 0.085467789769 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912803ED1 9912000.00000000 PA USD 3917691.53000000 0.612982093640 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 250693.21000000 0.039224744355 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 550000.00000000 PA USD 407012.21000000 0.063683216177 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 415000.00000000 PA USD 395212.34000000 0.061836948047 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 333475.28000000 0.052177251257 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26078JAE0 1100000.00000000 PA USD 1069728.99000000 0.167375279778 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 90000.00000000 PA USD 58363.59000000 0.009131866385 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 243553.20000000 0.038107581800 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 80000.00000000 PA USD 46637.92000000 0.007297207966 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N Government National Mortgage Association N/A 38376T3G5 35850.90000000 PA USD 2958.13000000 0.000462844179 Long DBT USGA US N 2 2040-01-16 Floating 0.94599000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAF1 229000.00000000 PA USD 199269.74000000 0.031178764711 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 625189.13000000 0.097820295164 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027XBK5 611000.00000000 PA USD 376282.24000000 0.058875047590 Long DBT CORP US N 2 2051-01-15 Fixed 2.95000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830CB3 145000.00000000 PA USD 141750.34000000 0.022178984619 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 250260.42000000 0.039157027814 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 371989.89000000 0.058203444513 Long DBT CORP US N 2 2039-03-15 Fixed 6.05000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBH6 125000.00000000 PA USD 88497.32000000 0.013846744206 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BL8 225000.00000000 PA USD 163618.27000000 0.025600553013 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 289519.91000000 0.045299768811 Long DBT CORP CH N 2 2052-12-06 Fixed 5.75000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CG1 508000.00000000 PA USD 495691.62000000 0.077558451118 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8J4 805000.00000000 PA USD 688266.53000000 0.107689708419 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDY9 210000.00000000 PA USD 219330.95000000 0.034317644434 Long DBT CORP US N 2 2034-10-23 Fixed 6.25400000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAH3 4255000.00000000 PA USD 4054613.58000000 0.634405619263 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 1030000.00000000 PA USD 1082156.15000000 0.169319696916 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N US 5YR NOTE (CBT) MAR24 N/A N/A -12.00000000 NC USD -1282218.75000000 -0.20062251656 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Short N/A N/A 2024-03-31 -1276481.16000000 USD -5737.59000000 N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 470000.00000000 PA USD 410029.57000000 0.064155327786 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 800000.00000000 PA USD 687091.37000000 0.107505836863 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 550000.00000000 PA USD 395799.44000000 0.061928808721 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 348588.77000000 0.054541985354 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 470000.00000000 PA USD 417067.79000000 0.065256563756 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DQ0 155000.00000000 PA USD 108557.74000000 0.016985500322 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N CITY OF HOPE 549300QIQJNNQEIXBL15 17858PAB7 650000.00000000 PA USD 513327.65000000 0.080317874751 Long DBT CORP US N 2 2048-08-15 Fixed 4.37800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 470000.00000000 PA USD 407129.10000000 0.063701505386 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEA8 2885000.00000000 PA USD 2697349.39000000 0.422041108571 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JG6 1265000.00000000 PA USD 1042212.97000000 0.163069982278 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAK5 105000.00000000 PA USD 84243.44000000 0.013181160341 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 5815000.00000000 PA USD 2954519.74000000 0.462279299444 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 121901.28000000 0.019073298972 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 147351.65000000 0.023055394286 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 37242.01000000 0.005827075737 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 2725000.00000000 PA USD 2061074.57000000 0.322486289539 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 157946.17000000 0.024713067179 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAJ3 305000.00000000 PA USD 211829.98000000 0.033144004228 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAS8 464000.00000000 PA USD 418939.73000000 0.065549457081 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 327000.00000000 PA USD 309855.50000000 0.048481579435 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 720000.00000000 PA USD 749973.34000000 0.117344672138 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 325000.00000000 PA USD 358780.90000000 0.056136698245 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 628658.46000000 0.098363124315 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAS0 240000.00000000 PA USD 152749.63000000 0.023899989900 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KD8 450000.00000000 PA USD 371091.49000000 0.058062876245 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 124240.19000000 0.019439256816 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 265000.00000000 PA USD 240679.86000000 0.037658004299 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 205421.20000000 0.032141253666 Long DBT CORP US N 2 2032-10-15 Fixed 5.60000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BT8 250000.00000000 PA USD 156303.66000000 0.024456071647 Long DBT CORP US N 2 2051-11-01 Fixed 3.25000000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AB0 320000.00000000 PA USD 287187.23000000 0.044934785744 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 750000.00000000 PA USD 617788.90000000 0.096662417255 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BL7 1864000.00000000 PA USD 1507448.38000000 0.235863098702 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAY4 340000.00000000 PA USD 293923.53000000 0.045988781763 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABY0 455000.00000000 PA USD 303443.34000000 0.047478300021 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 310000.00000000 PA USD 194924.91000000 0.030498950343 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJJ1 2185000.00000000 PA USD 2211971.09000000 0.346096332352 Long SN UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 1515000.00000000 PA USD 1333670.95000000 0.208672991453 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBA3 540000.00000000 PA USD 421147.37000000 0.065894875749 Long DBT CORP US N 2 2042-09-01 Fixed 3.65000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBT1 615000.00000000 PA USD 435884.06000000 0.068200653787 Long DBT CORP GB N 2 2040-09-25 Fixed 3.73400000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAM6 140000.00000000 PA USD 122840.59000000 0.019220268228 Long DBT CORP US N 2 2052-09-15 Fixed 5.00000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAY9 390000.00000000 PA USD 309130.08000000 0.048368076504 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 730000.00000000 PA USD 670822.61000000 0.104960343301 Long DBT CORP US N 2 2041-08-15 Fixed 5.40000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 738000.00000000 PA USD 467151.97000000 0.073092991223 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 63111XAL5 140000.00000000 PA USD 142572.16000000 0.022307570788 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677AM7 135000.00000000 PA USD 120905.70000000 0.018917525423 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAS9 590000.00000000 PA USD 435990.73000000 0.068217343922 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCY3 990000.00000000 PA USD 934879.00000000 0.146275959281 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 868978.36000000 0.135964807428 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 108271.87000000 0.016940771637 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 4025000.00000000 PA USD 3435714.84000000 0.537569550754 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 34447.91000000 0.005389896532 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780DP8 170000.00000000 PA USD 166600.00000000 0.026067089769 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 1823265.33000000 0.285277437156 Long DBT CORP US N 2 2041-01-19 Fixed 5.84800000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHZ5 935000.00000000 PA USD 776061.89000000 0.121426620366 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 532000.00000000 PA USD 330030.79000000 0.051638308700 Long DBT CORP US N 2 2051-12-13 Fixed 2.60700000 N N N N N N COLUMBIA PIPELINE GROUP, INC. 549300SRP1TQM9JJBG80 198280AH2 195000.00000000 PA USD 180641.70000000 0.028264126110 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 168796.97000000 0.026410838954 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJP5 545000.00000000 PA USD 443175.22000000 0.069341466045 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 260000.00000000 PA USD 236667.61000000 0.037030227102 Long DBT CORP US N 2 2053-02-28 Fixed 5.25000000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECS8 445000.00000000 PA USD 425258.18000000 0.066538074148 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 41854.74000000 0.006548807111 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 730739.97000000 0.114335320503 Long DBT NUSS GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CJ7 760000.00000000 PA USD 772128.00000000 0.120811103777 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 1450405.42000000 PA USD 1129641.01000000 0.176749421456 Long DBT USGA US N 2 2041-05-20 None 0.00000000 N N N N N N SABAL TRAIL TRANSMISSION, LLC 5493002DWITGSZFUI977 78516FAB5 280000.00000000 PA USD 248063.40000000 0.038813270805 Long DBT CORP US N 2 2038-05-01 Fixed 4.68200000 N N N N N N Tencent Holdings Limited 254900N4SLUMW4XUYY11 88032WBC9 295000.00000000 PA USD 205126.91000000 0.032095207545 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 377661.69000000 0.059090883407 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 680000.00000000 PA USD 555145.32000000 0.086860881701 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BL2 581000.00000000 PA USD 531108.54000000 0.083099963921 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 216289.73000000 0.033841799568 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 278204.18000000 0.043529251706 Long DBT NUSS US N 2 2051-12-01 Fixed 3.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QY7 1125000.00000000 PA USD 846694.34000000 0.132478135461 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBQ7 90000.00000000 PA USD 72400.66000000 0.011328178292 Long DBT CORP GB N 2 2050-04-02 Fixed 5.28200000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DV9 125000.00000000 PA USD 118419.78000000 0.018528565640 Long DBT CORP US N 2 2053-02-21 Fixed 5.62500000 N N N N N N United States of America N/A N/A -205.00000000 NC USD -23270703.13000000 -3.64105346628 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2024 2024-03-22 -23158259.41000000 USD -112443.72000000 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EY5 240000.00000000 PA USD 154788.47000000 0.024218997255 Long DBT NUSS AU N 2 2041-11-18 Fixed 3.13300000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 140000.00000000 PA USD 97105.72000000 0.015193658585 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 643433.11000000 0.100674841769 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 140000.00000000 PA USD 95702.38000000 0.014974084817 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAM9 3261000.00000000 PA USD 3352188.61000000 0.524500608764 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAE9 755000.00000000 PA USD 732076.36000000 0.114544418931 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 468986.00000000 0.073379952956 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 354116.10000000 0.055406819732 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAR0 850000.00000000 PA USD 799132.86000000 0.125036422563 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 147925.97000000 0.023145255337 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 704180.35000000 0.110179666249 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 411172.62000000 0.064334175247 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 80577.10000000 0.012607505996 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QT8 1915000.00000000 PA USD 1550701.16000000 0.242630650317 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 80000.00000000 PA USD 67395.52000000 0.010545048438 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 2320000.00000000 PA USD 1753028.91000000 0.274287886944 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAM1 330000.00000000 PA USD 257303.90000000 0.040259086790 Long DBT CORP US N 2 2052-04-05 Fixed 4.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1702000.00000000 PA USD 1418063.22000000 0.221877438500 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 135000.00000000 PA USD 119899.59000000 0.018760104296 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 305461.53000000 0.047794076371 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 85784.37000000 0.013422262146 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 407661.17000000 0.063784755785 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 350607.07000000 0.054857778916 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 235013.76000000 0.036771457256 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 550000.00000000 PA USD 408740.90000000 0.063953695874 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AY7 350000.00000000 PA USD 299362.41000000 0.046839776800 Long DBT NUSS CA N 2 2047-06-01 Fixed 4.95000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BB3 1105000.00000000 PA USD 1307790.47000000 0.204623598924 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 147252.68000000 0.023039908933 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 46659.55000000 0.007300592307 Long DBT NUSS AU N 2 2035-11-15 Fixed 2.66800000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 1140000.00000000 PA USD 932034.60000000 0.145830909881 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1840000.00000000 PA USD 1540118.68000000 0.240974861265 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BJ0 835000.00000000 PA USD 651167.52000000 0.101885007194 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 194726.56000000 0.030467915486 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BC2 980000.00000000 PA USD 854811.74000000 0.133748225464 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 43737.59000000 0.006843407471 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 861768.50000000 0.134836715784 Long DBT CORP US N 2 2039-10-15 Fixed 6.00000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAZ8 410000.00000000 PA USD 434175.51000000 0.067933325298 Long DBT NUSS ES N 2 2033-11-07 Fixed 6.93800000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 559000.00000000 PA USD 540038.76000000 0.084497231907 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 133387.20000000 0.020870444876 Long DBT CORP US N 2 2051-03-15 Fixed 3.62500000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 375000.00000000 PA USD 307062.81000000 0.048044620846 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FY9 85000.00000000 PA USD 65007.97000000 0.010171480130 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 71268.53000000 0.011151039431 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 174774.92000000 0.027346179646 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 1617000.00000000 PA USD 1388219.76000000 0.217207977810 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 129580.53000000 0.020274833780 Long DBT CORP US N 2 2051-09-22 Fixed 2.65000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 2695000.00000000 PA USD 2418278.59000000 0.378376261059 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DL6 20000.00000000 PA USD 20495.40000000 0.003206815316 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBF9 386000.00000000 PA USD 307593.03000000 0.048127581785 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 482052.72000000 0.075424438929 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 560000.00000000 PA USD 371669.33000000 0.058153288052 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 12477.51000000 PA USD 10980.44000000 0.001718055913 Long ABS-MBS US N 2 2034-12-25 Floating 4.06286640 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 310000.00000000 PA USD 211506.36000000 0.033093368984 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAJ6 615000.00000000 PA USD 589864.09000000 0.092293158377 Long DBT CORP US N 2 2036-07-15 Fixed 5.80000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RLJ9 1175000.00000000 PA USD 774641.35000000 0.121204355398 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 625093.97000000 0.097805405943 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 155514.42000000 0.024332583112 Long DBT CORP US N 2 2047-11-01 Fixed 3.94200000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 59562EAH8 285000.00000000 PA USD 291474.77000000 0.045605636224 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 120581.77000000 0.018866841675 Long DBT MUN US N 2 2122-08-15 Fixed 4.16500000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DZ7 885000.00000000 PA USD 557769.50000000 0.087271474351 Long DBT CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DG2 125000.00000000 PA USD 98297.47000000 0.015380125897 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 299456.17000000 0.046854446970 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 132228.99000000 0.020689225404 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 260000.00000000 PA USD 184757.96000000 0.028908177244 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 597500.63000000 0.093488010560 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 1098310.50000000 0.171847289303 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CA2 652000.00000000 PA USD 484223.11000000 0.075764029271 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 13085.12000000 0.002047364932 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CJ2 80000.00000000 PA USD 61287.38000000 0.009589337552 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADB8 587000.00000000 PA USD 580985.88000000 0.090904028142 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 115605.23000000 0.018088186723 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 2283000.00000000 PA USD 2118681.10000000 0.331499702437 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 158466.48000000 0.024794477548 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 75513ECK5 740000.00000000 PA USD 602434.30000000 0.094259957852 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 409940.00000000 0.064141313205 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 285000.00000000 PA USD 241845.65000000 0.037840409776 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 120000.00000000 PA USD 96443.27000000 0.015090008263 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 823587.74000000 0.128862758411 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 966041.13000000 0.151151745837 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 316877.80000000 0.049580324480 Long DBT CORP CH N 2 2049-09-23 Fixed 3.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 2106000.00000000 PA USD 1872455.85000000 0.292974038000 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 680000.00000000 PA USD 560902.92000000 0.087761745302 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 270000.00000000 PA USD 240487.86000000 0.037627962995 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 3557000.00000000 PA USD 3469187.10000000 0.542806792088 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 67490.48000000 0.010559906366 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 811000.00000000 PA USD 715248.77000000 0.111911487964 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 765000.00000000 PA USD 566183.48000000 0.088587968781 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 184403.95000000 0.028852787025 Long DBT NUSS MX N 2 2050-01-26 Fixed 4.50000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 330000.00000000 PA USD 345077.82000000 0.053992644125 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 386523.53000000 0.060477452307 Long DBT NUSS FR N 2 2053-05-23 Fixed 6.90000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 1740000.00000000 PA USD 1436600.41000000 0.224777862244 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 30161MAJ2 339000.00000000 PA USD 317707.41000000 0.049710129512 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 745000.00000000 PA USD 644458.50000000 0.100835279543 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 105168.00000000 0.016455124230 Long DBT NUSS IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BX6 520000.00000000 PA USD 546716.20000000 0.085542018389 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBN4 240000.00000000 PA USD 233443.70000000 0.036525797622 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 146383.02000000 0.022903837473 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 320310.52000000 0.050117425443 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 180000.00000000 PA USD 167676.41000000 0.026235510394 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 154218.59000000 0.024129830910 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 303148.12000000 0.047432108387 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 44491.29000000 0.006961335236 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 117326.20000000 0.018357458509 Long DBT CORP US N 2 2049-09-01 Fixed 3.30000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CH9 430000.00000000 PA USD 414925.18000000 0.064921320015 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 440594.38000000 0.068937654593 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 221831.72000000 0.034708927724 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS INC. 5299000YGN3VJ3R60481 78413KAB8 950000.00000000 PA USD 687235.84000000 0.107528441379 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 443852.38000000 0.069447417969 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 304282.78000000 0.047609643106 Long DBT CORP US N 2 2052-03-07 Fixed 3.95000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAR2 281000.00000000 PA USD 298257.59000000 0.046666911001 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 155000.00000000 PA USD 137817.93000000 0.021563699598 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DS6 415000.00000000 PA USD 406105.10000000 0.063541285098 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N CONSTELLATION ENERGY GENERATION, LLC S2PEWKCZFFECR4533P43 30161MAN3 515000.00000000 PA USD 481456.15000000 0.075331096530 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 442000.00000000 PA USD 363899.86000000 0.056937636960 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 212407.46000000 0.033234359708 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 399696.53000000 0.062538567394 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 328750.70000000 0.051438019259 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 425000.00000000 PA USD 368673.70000000 0.057684576431 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAE3 391000.00000000 PA USD 285539.28000000 0.044676939041 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 42637.40000000 0.006671266106 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 618692.95000000 0.096803869551 Long DBT CORP US N 2 2034-12-15 Fixed 4.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 655000.00000000 PA USD 400957.23000000 0.062735822977 Long DBT UST US N 1 2040-11-15 Fixed 1.37500000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BE6 160000.00000000 PA USD 133751.03000000 0.020927371583 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 1242997.45000000 0.194485750972 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 17327CAR4 365000.00000000 PA USD 362195.74000000 0.056671001612 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 375244.50000000 0.058712677472 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 802997.01000000 0.125641027275 Long DBT CORP US N 2 2036-02-15 Fixed 6.00000000 N N N N N N United States of America N/A N/A -94.00000000 NC USD -10945125.00000000 -1.71253034760 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Mar 2024 2024-03-22 -10886926.99000000 USD -58198.01000000 N N N BERKSHIRE HATHAWAY INC., 5493000C01ZX7D35SD85 084670BK3 218000.00000000 PA USD 204135.42000000 0.031940073938 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 161700.47000000 0.025300484196 Long DBT CORP US N 2 2052-11-15 Fixed 3.74500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 1096000.00000000 PA USD 690451.12000000 0.108031520565 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ADD4 145000.00000000 PA USD 148204.12000000 0.023188776111 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N MEDSTAR HEALTH, INC. 549300ICFOCGDEPVJE31 58506YAS1 530000.00000000 PA USD 367960.34000000 0.057572960469 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 153388.25000000 0.023999911658 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 140000.00000000 PA USD 101311.37000000 0.015851696137 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 310000.00000000 PA USD 227955.56000000 0.035667095113 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N THE CIGNA GROUP 549300VIWYMSIGT1U456 125523BK5 1045000.00000000 PA USD 798980.60000000 0.125012599184 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BG7 885000.00000000 PA USD 835892.81000000 0.130788072723 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 33695.35000000 0.005272147138 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 110070.69000000 0.017222224232 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CM2 315000.00000000 PA USD 223321.86000000 0.034942082665 Long DBT CORP US N 2 2041-10-15 Fixed 2.80000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556VAE6 125000.00000000 PA USD 86650.38000000 0.013557762508 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAQ4 105000.00000000 PA USD 90411.12000000 0.014146187161 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N APTIV PLC N/A 03835VAH9 544000.00000000 PA USD 472122.37000000 0.073870685479 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 254996.86000000 0.039898115489 Long DBT NUSS CA N 2 2048-04-01 Fixed 4.46400000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CN8 550000.00000000 PA USD 489680.68000000 0.076617948642 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 28622HAC5 455000.00000000 PA USD 421794.35000000 0.065996105555 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 71057.95000000 0.011118091005 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 466513.73000000 0.072993128922 Long DBT CORP US N 2 2071-04-06 Fixed 3.79900000 N N N N N N NNN REIT, INC. 5493008JKH5SOTI0JS97 637417AR7 395000.00000000 PA USD 235143.18000000 0.036791706972 Long DBT CORP US N 2 2052-04-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 8795000.00000000 PA USD 6766996.66000000 1.058798976015 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 514096.92000000 0.080438238677 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 333686.65000000 0.052210323291 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAL7 150000.00000000 PA USD 105151.35000000 0.016452519086 Long DBT NUSS US N 2 2040-09-02 Fixed 3.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RZ3 880000.00000000 PA USD 633221.87000000 0.099077138830 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 332325.23000000 0.051997308541 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 170000.00000000 PA USD 179374.66000000 0.028065878538 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N N/A N/A 783965593 7461861.00000000 NS USD 7461861.00000000 1.167521011598 Long STIV RF US N 1 N N N JEFFERIES FINANCIAL GROUP INC. 549300HOF34RGOJ5YL07 472319AC6 338000.00000000 PA USD 344629.81000000 0.053922546184 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 574005.50000000 0.089811842115 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 1001219.14000000 0.156655877557 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 327827.18000000 0.051293520587 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 455000.00000000 PA USD 373399.53000000 0.058424004011 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 167582.94000000 0.026220885598 Long DBT CORP US N 2 2054-10-15 Fixed 5.45400000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RBG8 90000.00000000 PA USD 79082.39000000 0.012373636010 Long DBT NUSS CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BZ6 155000.00000000 PA USD 103702.06000000 0.016225755745 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 1000000.00000000 PA USD 827671.65000000 0.129501747899 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 295064.87000000 0.046167361668 Long DBT CORP US N 2 2049-03-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBM7 460000.00000000 PA USD 337128.74000000 0.052748890332 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 327557.18000000 0.051251275003 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 276066.17000000 0.043194727704 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 645000.00000000 PA USD 513745.00000000 0.080383175471 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 583186.13000000 0.091248290533 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 435959.18000000 0.068212407447 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 375000.00000000 PA USD 347437.50000000 0.054361851750 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 114643.78000000 0.017937753329 Long DBT CORP US N 2 2048-02-21 Fixed 4.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BZ4 200000.00000000 PA USD 137579.69000000 0.021526423347 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 26417.37000000 0.004133397090 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661ER4 59000.00000000 PA USD 58167.34000000 0.009101160104 Long DBT CORP US N 2 2053-07-01 Fixed 5.75000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DG7 1960000.00000000 PA USD 1027994.56000000 0.160845296985 Long DBT CORP US N 2 2036-10-10 Fixed 0.00000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EP1 200000.00000000 PA USD 170687.72000000 0.026706675388 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAW3 180000.00000000 PA USD 138676.08000000 0.021697970145 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 1284976.25000000 0.201053969147 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 2880000.00000000 PA USD 2134800.00000000 0.334021748135 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AM2 245000.00000000 PA USD 230584.46000000 0.036078426279 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122EC8 390000.00000000 PA USD 430045.70000000 0.067287154062 Long DBT CORP US N 2 2063-11-15 Fixed 6.40000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 602000.00000000 PA USD 405990.29000000 0.063523321337 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 250000.00000000 PA USD 224303.36000000 0.035095653185 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 350000.00000000 PA USD 316541.94000000 0.049527774103 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 149188.37000000 0.023342776910 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 3590000.00000000 PA USD 2358461.70000000 0.369017003908 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 201408.48000000 0.031513402931 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N United States of America N/A N/A 288.00000000 NC USD 35424000.00000000 5.542620576137 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Mar 2024 2024-03-22 34983605.77000000 USD 440394.23000000 N N N United States of America 254900HROIFWPRGM1V77 912810TW8 4545000.00000000 PA USD 4579087.50000000 0.716467496539 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAP7 645000.00000000 PA USD 628038.51000000 0.098266123761 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13648TAH0 453000.00000000 PA USD 341276.95000000 0.053397940527 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 1295000.00000000 PA USD 1292303.46000000 0.202200421974 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 22565.81000000 PA USD 21490.62000000 0.003362532537 Long ABS-MBS US N 2 2045-01-25 Floating 6.11736840 N N N N N N LIBERTY MUTUAL GROUP INC. QUR0DG15Z6FFGYCHH861 53079EBJ2 220000.00000000 PA USD 154110.33000000 0.024112891995 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAQ9 920000.00000000 PA USD 631034.90000000 0.098734954296 Long DBT NUSS US N 2 2052-02-02 Fixed 4.37500000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DJ3 70000.00000000 PA USD 50315.86000000 0.007872677307 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 120000.00000000 PA USD 106594.92000000 0.016678387446 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 271174.31000000 0.042429322220 Long DBT MUN US N 2 2049-12-31 Fixed 3.92200000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 130000.00000000 PA USD 83452.67000000 0.013057432415 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456BAH4 130000.00000000 PA USD 117598.36000000 0.018400042057 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AV8 230000.00000000 PA USD 224577.47000000 0.035138541840 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 63286.63000000 0.009902150452 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 288541.27000000 0.045146645781 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AS5 275000.00000000 PA USD 219690.69000000 0.034373931198 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 82832.80000000 0.012960444378 Long DBT CORP US N 2 2045-04-01 Fixed 4.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 875000.00000000 PA USD 677879.84000000 0.106064553673 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 13762000.00000000 PA USD 12869620.31000000 2.013646746196 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAM4 220000.00000000 PA USD 214275.71000000 0.033526675677 Long DBT CORP US N 2 2043-03-22 Fixed 5.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 23298000.00000000 PA USD 22267791.56000000 3.484132782452 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAV5 540000.00000000 PA USD 544037.07000000 0.085122827979 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 695701.27000000 0.108852985940 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 112054.19000000 0.017532572807 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 432450.60000000 0.067663437040 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBJ1 800000.00000000 PA USD 727073.02000000 0.113761570714 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 410540.56000000 0.064235279900 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 198285.25000000 0.031024726360 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N COREBRIDGE FINANCIAL, INC. 549300XY1661QCIA7J65 21871XAH2 210000.00000000 PA USD 183839.04000000 0.028764398311 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KK2 170000.00000000 PA USD 171561.24000000 0.026843350804 Long DBT CORP US N 2 2053-04-01 Fixed 6.70000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 620000.00000000 PA USD 559457.31000000 0.087535557753 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CL1 485000.00000000 PA USD 384091.38000000 0.060096905654 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A 13032UB31 125000.00000000 PA USD 92780.31000000 0.014516882770 Long DBT MUN US N 2 2051-08-15 Fixed 3.00000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CB2 710000.00000000 PA USD 593302.53000000 0.092831154320 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 91025.99000000 0.014242392873 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 225808.83000000 0.035331206736 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 1429000.00000000 PA USD 1409182.03000000 0.220487841999 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 919000.00000000 PA USD 867870.72000000 0.135791500398 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 1195000.00000000 PA USD 1162427.01000000 0.181879287033 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 373827.47000000 0.058490961696 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109AX9 257000.00000000 PA USD 208936.19000000 0.032691227015 Long DBT NUSS CA N 2 2043-03-15 Fixed 4.50000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAS2 830000.00000000 PA USD 671173.96000000 0.105015317323 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 800000.00000000 PA USD 503113.38000000 0.078719697722 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 298637.41000000 0.046726339585 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 224907.49000000 0.035190178460 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 298047.63000000 0.046634059584 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAM5 205000.00000000 PA USD 204878.38000000 0.032056321267 Long DBT CORP DE N 2 2053-11-21 Fixed 6.87500000 N N N N N N KENVUE INC. 5493008HSF8L4M2LIJ82 49177JAP7 709000.00000000 PA USD 678538.71000000 0.106167643850 Long DBT CORP US N 2 2053-03-22 Fixed 5.05000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 320000.00000000 PA USD 325044.80000000 0.050858175153 Long DBT NUSS GB N 2 2044-03-09 Fixed 6.33200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NE7 165000.00000000 PA USD 130625.67000000 0.020438361741 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAA7 180000.00000000 PA USD 163006.79000000 0.025504877718 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CU0 105000.00000000 PA USD 107260.85000000 0.016782582266 Long DBT CORP US N 2 2064-03-15 Fixed 5.95000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAW9 65000.00000000 PA USD 56791.49000000 0.008885887562 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 880000.00000000 PA USD 969187.87000000 0.151644100903 Long DBT NUSS CA N 2 2038-08-15 Fixed 7.25000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QAZ1 249000.00000000 PA USD 207528.81000000 0.032471021128 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 427888.69000000 0.066949657223 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 440717.14000000 0.068956862252 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 1355000.00000000 PA USD 1094597.54000000 0.171266340554 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N SABAL TRAIL TRANSMISSION, LLC 5493002DWITGSZFUI977 78516FAC3 425000.00000000 PA USD 345930.38000000 0.054126040032 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 57234.20000000 0.008955156238 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHT1 694000.00000000 PA USD 667432.81000000 0.104429957822 Long SN UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBD1 510000.00000000 PA USD 418442.13000000 0.065471600035 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 1265025.88000000 0.197932432018 Long DBT CORP US N 2 2036-05-15 Fixed 6.40000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BR3 285000.00000000 PA USD 247672.20000000 0.038752061649 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 446487.39000000 0.069859705137 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 163921.17000000 0.025647946299 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBL7 805000.00000000 PA USD 765696.75000000 0.119804837444 Long DBT CORP US N 2 2054-01-15 Fixed 5.40000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAV2 130000.00000000 PA USD 131367.10000000 0.020554369678 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 181754.55000000 0.028438248324 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 214278.12000000 0.033527052758 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBL1 105000.00000000 PA USD 89299.14000000 0.013972201072 Long DBT CORP US N 2 2052-09-15 Fixed 4.75000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AY1 335000.00000000 PA USD 342648.20000000 0.053612493329 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 245000.00000000 PA USD 185085.77000000 0.028959468076 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 115492.21000000 0.018070503035 Long DBT CORP US N 2 2041-11-01 Fixed 3.36600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 1371000.00000000 PA USD 1065298.86000000 0.166682118935 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 459973.05000000 0.071969740610 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 342149.91000000 0.053534528322 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 61146.98000000 0.009567369848 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAC0 405000.00000000 PA USD 414395.05000000 0.064838373158 Long DBT CORP US N 2 2053-11-15 Fixed 6.54400000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 575000.00000000 PA USD 396643.31000000 0.062060844946 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 440319.56000000 0.068894654847 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N FIRSTENERGY TRANSMISSION, LLC 549300AINIIPOLYX2R63 33767BAC3 105000.00000000 PA USD 84855.79000000 0.013276971760 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 146925.90000000 0.022988779260 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646ZR6 1251000.00000000 PA USD 1366942.55000000 0.213878836495 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 190000.00000000 PA USD 136851.68000000 0.021412515171 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 560000.00000000 PA USD 496569.38000000 0.077695789946 Long DBT CORP US N 2 2048-12-17 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 510000.00000000 PA USD 342179.81000000 0.053539206629 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 79555.15000000 0.012447606462 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 186398.61000000 0.029164881751 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 2226000.00000000 PA USD 1904795.15000000 0.298034010606 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 10974000.00000000 PA USD 6991638.34000000 1.093947564481 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 995000.00000000 PA USD 916506.87000000 0.143401361670 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 320274.01000000 0.050111712901 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAG8 510000.00000000 PA USD 330029.77000000 0.051638149106 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 432865.87000000 0.067728412312 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 4980000.00000000 PA USD 2884898.46000000 0.451385997190 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 245000.00000000 PA USD 161188.35000000 0.025220355277 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 45551.66000000 0.007127246160 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 338778.83000000 0.053007071869 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 355000.00000000 PA USD 317520.15000000 0.049680829853 Long DBT CORP US N 2 2053-04-15 Fixed 5.15000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BT8 190000.00000000 PA USD 181311.41000000 0.028368912368 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AS0 1460000.00000000 PA USD 919787.04000000 0.143914593878 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 500000.00000000 PA USD 480401.68000000 0.075166108750 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAN0 50000.00000000 PA USD 41342.07000000 0.006468592136 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GX74 450000.00000000 PA USD 406435.20000000 0.063592934236 Long DBT CORP US N 2 2036-08-15 Floating 6.12132840 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCM4 110000.00000000 PA USD 99904.85000000 0.015631624809 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 167697.15000000 0.026238755480 Long DBT NUSS CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8R6 90000.00000000 PA USD 91564.72000000 0.014326685329 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 278785.77000000 0.043620250257 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N NORTHWELL HEALTHCARE, INC. 54930073NUTKK4QD3P47 667274AC8 255000.00000000 PA USD 199647.50000000 0.031237870976 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 576504.86000000 0.090202904789 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 251137.37000000 0.039294239905 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKA9 250000.00000000 PA USD 174145.62000000 0.027247716143 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A2NU1 2681640.95000000 PA USD 2499513.82000000 0.391086741448 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 805015.69000000 0.125956880293 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 855000.00000000 PA USD 698679.33000000 0.109318948469 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 600434.31000000 0.093947029167 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 590912.85000000 0.092457252741 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 55000.00000000 PA USD 40877.68000000 0.006395931297 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 596000.00000000 PA USD 550649.32000000 0.086157414500 Long DBT USGA US N 2 2049-02-15 Fixed 1.00000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 310000.00000000 PA USD 326785.50000000 0.051130533996 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 219280.49000000 0.034309749204 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 1819000.00000000 PA USD 1530310.58000000 0.239440235676 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BU9 535000.00000000 PA USD 327844.79000000 0.051296275938 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 1397019.19000000 0.218584781722 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 971915.05000000 0.152070809462 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 142630.22000000 0.022316655153 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 173841.78000000 0.027200175779 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 195000.00000000 PA USD 125523.46000000 0.019640043817 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAF9 285000.00000000 PA USD 272235.00000000 0.042595283213 Long DBT CORP US N 2 2033-08-15 Fixed 5.50000000 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AC7 160000.00000000 PA USD 121058.04000000 0.018941361320 Long DBT CORP US N 2 2033-06-15 Fixed 2.60000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FX0 130000.00000000 PA USD 87930.64000000 0.013758078549 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 47214BAB4 715000.00000000 PA USD 724959.95000000 0.113430948953 Long DBT NUSS US N 2 2053-11-15 Fixed 7.25000000 N N N N N N 2023-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel CFO